Systematic Trader Index For May 2020

Monthly Rankings

Rank CTA/Program May 2020 Min Inv Inception
157 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-22.42 50k 7/1/2011
156 Tomas Capital Pty Ltd
GCAF | USD
-18.89 1,500k 7/1/2011
155 Emil van Essen
Spread Trading Program Limited
-9.42 5,000k 7/1/2013
154 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.22 20,000k 5/1/2013
153 NuWave Investment Management, LLC
NuWave Stock Index Futures Portfolio
-6.16 2,000k 2/1/2018
152 R Best LLC
R Best Private Client Program
-5.98 50k 2/1/2010
151 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-5.68 300k 6/1/2017
150 Purple Valley Capital, Inc.
Diversified Trend 1
-5.66 100k 8/1/2008
149 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-5.40 10,000k 3/1/1998
148 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-5.38 1,000k 10/1/2016
147 Dreiss Research Corporation
Diversified Program
-4.83 1,000k 5/1/1991
146 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.79 1,000k 3/1/2003
145 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-4.53 3,000k 9/1/2015
144 Silicon Valley Quantitative Advisors
UQP Large
-4.18 500k 1/1/2009
143 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-4.10 3,000k 5/1/2010
142 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-4.10 250k 5/1/2013
141 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.95 1,000k 8/1/2012
140 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-3.74 250k 10/1/2010
139 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-3.45 1,000k 3/1/2007
138 Eamon Capital
Zephyr Program
-2.86 600k 1/1/2016
137 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.67 250k 5/1/2011
136 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.50 5,000k 6/1/2010
135 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.44 1k 6/1/2009
134 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-2.39 100k 3/1/2017
133 Superfund Group
Superfund Red EUR SICAV
-2.22 10k 3/1/2013
132 Schot Capital
Multi Diversified Program
-2.02 1,000k 1/1/2016
131 Superfund Group
Superfund Red USD SICAV
-2.02 10k 3/1/2013
130 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-1.92 250k 2/1/2016
129 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-1.85 60k 9/1/2016
128 514 Capital Partners
514 Fund
-1.80 100k 11/1/2013
127 John Locke Investments
Cyril Systematic UCITS Fund
-1.69 500k 7/1/2000
126 Covenant Capital Management
Tactical Growth Program
-1.67 100k 1/1/2017
125 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.67 250k 10/1/2009
124 Superfund Group
Superfund Green EUR SICAV
-1.63 5k 1/1/2017
123 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.56 3,000k 7/1/2017
122 Seven Capital Management
Seven Absolute Return
-1.51 100k 6/1/2009
121 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.47 100k 12/1/1998
120 DUNN Capital Management
DUNN WMA Institutional Program
-1.42 100k 10/1/2011
119 Covenant Capital Management
Total Volatility Program (P&C)
-1.38 100k 1/1/2018
118 Superfund Group
Superfund Green USD SICAV
-1.35 5k 1/1/2017
117 Leibniz Group
Systematic Intelligence Vol 10
-1.32 3,000k 8/1/2011
116 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.32 1,000k 1/1/2013
115 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.20 1,500k 10/1/2016
114 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.20 1k 10/1/2006
113 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.20 100k 1/1/2014
112 Typhon Capital Management, LLC
Helios Deutsche
-1.17 250k 4/1/2014
111 Welton Investment Partners
Welton Trend
-1.08 25,000k 10/1/2012
110 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.07 250k 11/1/1996
109 Red Rock Capital, LLC
Commodity Long-Short
-0.99 500k 9/1/2013
108 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-0.95 5,000k 9/1/2013
107 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.93 100k 12/1/2014
106 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.90 250k 11/1/2014
105 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.90 100k 2/1/2010
104 H2O AM LLP
Arctic Blue Commodity Program (2x)
-0.90 1,000k 6/1/2014
103 ISAM
ISAM Systematic Trend (Levitas)
-0.90 1,000k 5/1/2010
102 Lyons Trading Group
LATS (Client)
-0.82 100k 6/1/2018
101 Jaguar Investments Ltd
Aegir Capital Strategy
-0.81 1,000k 1/1/2012
100 H2O AM LLP
Arctic Blue Inuvik
-0.70 1,000k 5/1/2017
99 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.60 500k 10/1/2015
98 dormouse Limited
dormouse Fund B Shares
-0.59 10,000k 8/1/2016
97 dormouse Limited
dormouse Fund A Shares
-0.59 1,000k 1/1/2017
96 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.57 250k 10/1/2011
95 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.53 2,000k 4/1/2017
94 Estlander & Partners
Freedom
-0.53 20,000k 8/1/2010
93 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.50 100k 1/1/2014
92 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.47 2,000k 7/1/2016
91 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
-0.46 5,000k 4/1/2018
90 dormouse Limited
dormouse - Managed Account
-0.42 20,000k 7/1/2011
89 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
88 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.38 1,000k 5/1/2014
87 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.32 250k 7/1/2015
86 Tom Capital AG
Tom Capital Growth Fund
-0.30 5,000k 12/1/2015
85 Blake Capital Management, Inc.
SRD Currencies
-0.28 100k 3/1/2013
84 Leibniz Group
GRAB+
-0.20 100k 4/1/2016
83 Automaton Trading LLC
Diversified
-0.19 500k 7/1/2014
82 Incline Investment Management, LLC
Zephyr Cove Crypto
-0.17 50k 4/1/2018
81 Crabel Capital Management
WPD Crabel Futures Program
-0.15 1,000k 7/1/2008
80 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.12 500k 6/1/2007
79 Crabel Capital Management
Crabel Multi-Product
-0.06 1,000k 3/1/1998
64 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.00 10,000k 2/1/2008
65 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
66 Worldwide Capital Strategies
Profit Quest Macro World
0.00 100k 1/1/2010
67 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
68 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
69 R Best LLC
Private Client Plus
0.00 200k 11/1/2017
70 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
71 Eagle Trading Systems Inc.
Eagle Customized Trend
0.00 10,000k 4/1/2017
72 Oceanic Investment Management
Oceanic Systematic Program
0.00 500k 5/1/2018
73 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
74 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.00 500k 10/1/2014
75 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
76 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
77 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
78 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
63 Certeza Asset Management
Macro Vega
0.05 1,000k 1/1/2012
62 DeltaHedge
DH Styx
0.07 1,000k 9/1/2017
61 Urban Tree Capital, LLC
UTC Plus (Client)
0.13 100k 3/1/2013
60 GT CAPITAL CTA
GT Systematic Day Trading Program
0.22 60k 8/1/2017
59 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.23 10,000k 10/1/1993
58 QTS Capital Management, LLC
Tail Reaper
0.25 500k 8/1/2012
57 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.29 1,000k 4/1/2015
56 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.39 2,000k 7/1/2016
55 FORT LP
Fort Global Diversified
0.45 2,000k 10/1/1993
54 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.46 5,000k 9/1/2009
53 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.46 1,500k 12/1/2014
52 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.48 5,000k 9/1/2009
51 Bulkara Capital
Bulkara Systematic Fund SP
0.51 250k 4/1/2014
50 Anderson Creek Trading
Standard Diversified Strategy
0.53 250k 7/1/2014
49 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.54 1,000k 3/1/2003
48 Certeza Asset Management
Macro Vega Fund
0.58 100k 11/1/2017
47 EMC Capital Advisors, LLC
EMC Alpha Program
0.59 5,000k 6/1/2013
46 Global Sigma Group, LLC
GSF - Mult-Strategy
0.66 1,000k 11/1/2015
45 Turk Capital LLC
US Market Hedge Strategy
0.69 250k 11/1/2015
44 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.74 100k 5/1/2012
43 Metolius Capital LLC
Metolius Enhanced Fund
0.78 40k 6/1/2015
42 Buckingham Global Advisors, LLC
Weekly Emini Program
0.84 200k 3/1/2015
41 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.86 100k 10/1/2011
40 Superfund Group
Superfund Green GOLD SICAV
1.03 20k 1/1/2017
39 Tarpon Trading
Altair FX Alpha
1.06 5,000k 1/1/2016
38 Chesapeake Capital
Diversified Plus (HV)
1.06 100k 4/1/1994
37 R Best LLC
World Select Program
1.08 2,000k 4/1/2016
36 QTS Capital Management, LLC
QTS Partners, L.P.
1.22 100k 1/1/2011
35 McMillan Asset Management
Volatility Capture CTA
1.33 100k 5/1/2018
34 Future Trade AG
Thales Swing Trading Programme
1.39 250k 6/1/2007
33 Alder Capital DAC
CALM Eurozone Equity Program
1.49 100k 5/1/2015
32 Turk Capital LLC
US Equity Long/Short Strategy
1.54 250k 4/1/2014
31 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.55 3,000k 5/1/2014
30 County Cork LLC
County Cork Macro Equity Hedge
1.63 1,000k 2/1/2016
29 AP Futures, LLC
Volatility Trading Program
1.69 100k 2/1/2017
28 Soaring Pelican, LLC
Diversified S&P Program
1.74 100k 1/1/2011
27 Tianyou Asset Management, LLC
Tianyou Fund LP
1.78 100k 10/1/2012
26 MarketCipher Partners LLC
MarketCipher Partners LLC
1.80 1,000k 1/1/2018
25 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
1.89 1,000k 6/1/2018
24 Strategic Capital Advisors LLC
Global Contrarian Stock Index
2.05 1,000k 4/1/2017
23 ProfitScore Capital Management
Long/Short US Treasury
2.07 10,000k 10/1/2015
22 Aquantum
ACS Energies
2.12 5,000k 1/1/2017
21 Aquantum
Aquantum Commodity Spread Program (ACS)
2.20 5,000k 7/1/2013
20 NuWave Investment Management, LLC
Commodity Value Portfolio
2.25 2,000k 10/1/2014
19 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
2.36 1,500k 5/1/2017
18 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
2.42 550k 11/1/2016
17 Prolific Capital Markets, LLC
Prolific Swiss System
2.51 10,000k 1/1/2014
16 Linnis
Linnis ONE, LP
2.72 100k 8/1/2014
15 361 Capital LLC
361 Global Managed Futures Strategy Fund
2.74 2,000k 3/1/2014
14 Vivienne Investissement
MACH 3
2.81 100k 6/1/2015
13 Leibniz Group
SWARM
3.07 100k 9/1/2015
12 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.22 5,000k 11/1/2012
11 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.33 100k 4/1/2014
10 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
3.51 40k 1/1/2016
9 Leibniz Group
EVEREST
3.74 100k 3/1/2016
8 Kopis Capital Management, LLC
Commodity Long Short Separate Account
4.52 1,000k 5/1/2015
7 Vortex
Currency Program
4.80 500k 1/1/2014
6 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
4.96 100k 2/1/2017
5 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
5.10 100k 1/1/2014
4 Robust Methods LLC
Macro Managed Account
6.16 5,000k 1/1/2005
3 Pawberry LLC
MultiStrat Program
6.70 600k 6/1/2017
2 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
9.57 25k 2/1/2016
1 Superfund Group
Superfund Green SILVER SICAV
21.75 20k 1/1/2017

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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