Systematic Trader Index For June 2020

Monthly Rankings

Rank CTA/Program Jun 2020 Min Inv Inception
153 Purple Valley Capital, Inc.
Diversified Trend 1
-12.99 100k 8/1/2008
152 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-12.33 3,000k 9/1/2015
151 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-12.08 550k 11/1/2016
150 Dreiss Research Corporation
Diversified Program
-9.87 1,000k 5/1/1991
149 Leibniz Group
GRAB+
-8.34 100k 4/1/2016
148 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-8.30 60k 9/1/2016
147 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-8.10 250k 10/1/2011
146 AP Futures, LLC
Volatility Trading Program
-7.09 100k 2/1/2017
145 GT CAPITAL CTA
GT Systematic Day Trading Program
-6.86 60k 8/1/2017
144 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-6.43 40k 1/1/2016
143 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-5.90 250k 5/1/2013
142 Strategic Capital Advisors LLC
Global Contrarian Stock Index
-5.47 1,000k 4/1/2017
141 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-4.74 100k 12/1/2014
140 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.62 20,000k 5/1/2013
139 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.42 250k 5/1/2011
138 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.50 1,000k 10/1/2016
137 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.46 10,000k 3/1/1998
136 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-3.44 300k 6/1/2017
135 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.36 1k 6/1/2009
134 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.23 1,000k 3/1/2003
133 Anderson Creek Trading
Standard Diversified Strategy
-3.11 250k 7/1/2014
132 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.08 250k 11/1/1996
131 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-3.04 10,000k 2/1/2008
130 NuWave Investment Management, LLC
NuWave Stock Index Futures Portfolio
-2.97 2,000k 2/1/2018
129 Superfund Group
Superfund Green SILVER SICAV
-2.81 20k 1/1/2017
128 O'Brien Investment Group
Quantitative Global Macro Futures Program
-2.74 3,000k 7/1/2017
127 Pawberry LLC
MultiStrat Program
-2.64 600k 6/1/2017
126 Urban Tree Capital, LLC
UTC Plus (Client)
-2.64 100k 3/1/2013
125 Superfund Group
Superfund Green USD SICAV
-2.60 5k 1/1/2017
124 County Cork LLC
County Cork Macro Equity Hedge
-2.55 1,000k 2/1/2016
123 Superfund Group
Superfund Green EUR SICAV
-2.50 5k 1/1/2017
122 Prolific Capital Markets, LLC
Prolific Swiss System
-2.43 10,000k 1/1/2014
121 Pearl Capital Advisors, LLC
Hedged VIX Program
-2.38 500k 10/1/2015
120 Emil van Essen
Spread Trading Program Limited
-2.28 5,000k 7/1/2013
119 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.13 100k 12/1/1998
118 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-2.08 100k 3/1/2017
117 Silicon Valley Quantitative Advisors
UQP Large
-2.00 500k 1/1/2009
116 dormouse Limited
dormouse Fund A Shares
-1.99 1,000k 1/1/2017
115 dormouse Limited
dormouse Fund B Shares
-1.99 10,000k 8/1/2016
114 Metolius Capital LLC
Metolius Enhanced Fund
-1.99 40k 6/1/2015
113 dormouse Limited
dormouse - Managed Account
-1.98 20,000k 7/1/2011
112 Seven Capital Management
Seven Absolute Return
-1.74 100k 6/1/2009
111 DUNN Capital Management
DUNN WMA Institutional Program
-1.70 100k 10/1/2011
110 Soaring Pelican, LLC
Diversified S&P Program
-1.70 100k 1/1/2011
109 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.69 1k 10/1/2006
108 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-1.67 2,000k 2/1/2018
107 Red Rock Capital, LLC
Commodity Long-Short
-1.59 500k 9/1/2013
106 McMillan Asset Management
Volatility Capture CTA
-1.32 100k 5/1/2018
105 Leibniz Group
Systematic Intelligence Vol 10
-1.25 3,000k 8/1/2011
104 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.22 1,000k 1/1/2013
103 Welton Investment Partners
Welton Trend
-1.21 25,000k 10/1/2012
102 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.18 5,000k 7/1/2013
101 ISAM
ISAM Systematic Trend (Levitas)
-1.15 1,000k 5/1/2010
100 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.03 250k 10/1/2009
99 Schot Capital
Multi Diversified Program
-1.01 1,000k 1/1/2016
98 Eamon Capital
Zephyr Program
-0.98 600k 1/1/2016
97 DeltaHedge
DH Styx
-0.85 1,000k 9/1/2017
96 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.61 1,000k 5/1/2014
95 Chesapeake Capital
Diversified Plus (HV)
-0.56 100k 4/1/1994
94 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.48 5,000k 6/1/2010
93 Linnis
Linnis ONE, LP
-0.45 100k 8/1/2014
92 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.37 3,000k 5/1/2010
91 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.23 250k 7/1/2015
90 Incline Investment Management, LLC
Zephyr Cove Crypto
-0.17 50k 4/1/2018
89 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
88 John Locke Investments
Cyril Systematic UCITS Fund
-0.17 500k 7/1/2000
87 Tom Capital AG
Tom Capital Growth Fund
-0.10 5,000k 12/1/2015
86 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
-0.09 5,000k 4/1/2018
69 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.00 5,000k 9/1/2009
70 Covenant Capital Management
Tactical Growth Program
0.00 100k 1/1/2017
71 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
72 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
73 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.00 100k 5/1/2017
74 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
75 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.00 1,000k 6/1/2014
76 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
77 Covenant Capital Management
Total Volatility Program (P&C)
0.00 100k 1/1/2018
78 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
79 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
80 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
81 Meliora Capital LLP
Commodity Absolute Return (1x)
0.00 250k 11/1/2014
82 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
83 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
84 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.00 3,000k 5/1/2014
85 Blake Capital Management, Inc.
SRD Currencies
0.00 100k 3/1/2013
68 R Best LLC
World Select Program
0.02 2,000k 4/1/2016
67 Turk Capital LLC
US Market Hedge Strategy
0.08 250k 11/1/2015
66 Crabel Capital Management
WPD Crabel Futures Program
0.08 1,000k 7/1/2008
65 EMC Capital Advisors, LLC
EMC Alpha Program
0.09 5,000k 6/1/2013
64 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
63 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
62 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.12 1,500k 10/1/2016
61 Eagle Trading Systems Inc.
Eagle Customized Trend
0.14 10,000k 4/1/2017
60 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
59 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.16 500k 6/1/2007
58 Certeza Asset Management
Macro Vega
0.28 1,000k 1/1/2012
57 Future Trade AG
Thales Swing Trading Programme
0.30 250k 6/1/2007
56 Global Sigma Group, LLC
GSF - Mult-Strategy
0.34 1,000k 11/1/2015
55 FORT LP
Fort Global Diversified
0.34 2,000k 10/1/1993
54 Turk Capital LLC
US Equity Long/Short Strategy
0.40 250k 4/1/2014
53 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
0.42 250k 2/1/2016
52 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.42 1,000k 3/1/2003
51 Crabel Capital Management
Crabel Multi-Product
0.45 1,000k 3/1/1998
50 Sandpiper Asset Management
Sandpiper Global Macro Program
0.52 1,000k 8/1/2012
49 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.55 2,000k 7/1/2016
48 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
0.60 5,000k 9/1/2013
47 Leibniz Group
SWARM
0.66 100k 9/1/2015
46 Tarpon Trading
Altair FX Alpha
0.73 5,000k 1/1/2016
45 FORT LP
Fort Global Contrarian
0.87 2,000k 10/1/2002
44 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.94 100k 5/1/2012
43 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.05 2,000k 7/1/2016
42 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.05 100k 2/1/2010
41 Buckingham Global Advisors, LLC
Weekly Emini Program
1.12 200k 3/1/2015
40 Emil van Essen
Global Tactical Allocation Program (GTAP)
1.15 2,000k 4/1/2017
39 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
1.24 1,000k 6/1/2018
38 NuWave Investment Management, LLC
Commodity Value Portfolio
1.30 2,000k 10/1/2014
37 Robust Methods LLC
Macro Managed Account
1.30 5,000k 1/1/2005
36 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
1.33 10,000k 4/1/2004
35 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.35 10,000k 10/1/1993
34 Aquantum
ACS Energies
1.40 5,000k 1/1/2017
33 MarketCipher Partners LLC
MarketCipher Partners LLC
1.41 1,000k 1/1/2018
32 Alder Capital DAC
CALM Eurozone Equity Program
1.55 100k 5/1/2015
31 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
1.62 500k 10/1/2014
30 Estlander & Partners
Freedom
1.86 20,000k 8/1/2010
29 QTS Capital Management, LLC
QTS Partners, L.P.
1.88 100k 1/1/2011
28 Emil van Essen
Long-Short Commodity Program - Accelerated
1.97 200k 5/1/2014
27 Caerus Group
Oil Program
2.07 200k 7/1/2018
26 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.13 100k 10/1/2011
25 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.22 100k 4/1/2014
24 Jaguar Investments Ltd
Aegir Capital Strategy
2.32 1,000k 1/1/2012
23 Superfund Group
Superfund Red USD SICAV
2.42 10k 3/1/2013
22 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.45 1,000k 3/1/2007
21 QTS Capital Management, LLC
Tail Reaper
2.57 500k 8/1/2012
20 Superfund Group
Superfund Red EUR SICAV
2.60 10k 3/1/2013
19 Typhon Capital Management, LLC
Helios Deutsche
2.60 250k 4/1/2014
18 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.64 100k 1/1/2014
17 Certeza Asset Management
Macro Vega Fund
2.65 100k 11/1/2017
16 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
2.66 100k 2/1/2017
15 Vivienne Investissement
MACH 3
2.76 100k 6/1/2015
14 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.17 5,000k 11/1/2012
13 Lyons Trading Group
LATS (Client)
3.45 100k 6/1/2018
12 361 Capital LLC
361 Global Managed Futures Strategy Fund
3.48 2,000k 3/1/2014
11 361 Capital LLC
361 Managed Futures Strategy Fund
3.49 3k 1/1/2012
10 Oceanic Investment Management
Oceanic Systematic Program
3.98 500k 5/1/2018
9 Tianyou Asset Management, LLC
Tianyou Fund LP
4.33 100k 10/1/2012
8 514 Capital Partners
514 Fund
4.53 100k 11/1/2013
7 Vortex
Currency Program
4.61 500k 1/1/2014
6 Bulkara Capital
Bulkara Systematic Fund SP
5.13 250k 4/1/2014
5 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
5.46 1,500k 12/1/2014
4 Leibniz Group
EVEREST
5.83 100k 3/1/2016
3 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
7.58 1,500k 5/1/2017
2 R Best LLC
R Best Private Client Program
9.04 50k 2/1/2010
1 Worldwide Capital Strategies
Profit Quest Macro World
14.51 100k 1/1/2010

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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