Systematic Trader Index For July 2020

Monthly Rankings

Rank CTA/Program Jul 2020 Min Inv Inception
163 Emil van Essen
Long-Short Commodity Program - Accelerated
-10.49 200k 5/1/2014
162 R Best LLC
R Best Private Client Program
-9.14 50k 2/1/2010
161 NuWave Investment Management, LLC
NuWave Stock Index Futures Portfolio
-8.56 2,000k 2/1/2018
160 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-8.35 3,000k 9/1/2015
159 Pearl Capital Advisors, LLC
Hedged VIX Program
-4.35 500k 10/1/2015
158 Linnis
Linnis ONE, LP
-4.25 100k 8/1/2014
157 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.82 5,000k 9/1/2013
156 Covenant Capital Management
Tactical Growth Program
-3.12 100k 1/1/2017
155 Caerus Group
Oil Program
-2.71 200k 7/1/2018
154 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.70 5,000k 6/1/2010
153 Leibniz Group
EVEREST
-2.56 100k 3/1/2016
152 361 Capital LLC
361 Global Managed Futures Strategy Fund
-2.18 2,000k 3/1/2014
151 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.08 250k 11/1/2014
150 Covenant Capital Management
Total Volatility Program (P&C)
-2.08 100k 1/1/2018
149 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-2.06 1,500k 5/1/2017
148 QTS Capital Management, LLC
Tail Reaper
-1.95 500k 8/1/2012
147 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.78 20,000k 5/1/2013
146 HASAFUMA
La Cucaracha
-1.69 300k 9/1/2013
145 Red Rock Capital, LLC
Commodity Long-Short
-1.65 500k 9/1/2013
144 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-1.43 60k 9/1/2016
143 Certeza Asset Management
Macro Vega Fund
-1.33 100k 11/1/2017
142 Persistent Capital Management
Global Diversified Program
-1.31 500k 1/1/2003
141 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-1.21 100k 3/1/2017
140 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-1.17 1,500k 12/1/2014
139 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.08 1,500k 10/1/2016
138 Rcube Asset Management
Walnut Singularity
-0.91 500k 7/1/2017
137 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.89 250k 7/1/2015
136 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.77 1,000k 8/1/2012
135 Leibniz Group
SWARM
-0.75 100k 9/1/2015
134 Alder Capital DAC
CALM Eurozone Equity Program
-0.72 100k 5/1/2015
133 HASAFUMA
Hedgehog
-0.69 60k 5/1/2012
132 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.69 100k 1/1/2014
131 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-0.67 100k 2/1/2017
130 Blake Capital Management, Inc.
SRD Currencies
-0.61 100k 3/1/2013
129 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.60 250k 5/1/2013
128 DUNN Capital Management
DUNN WMA Institutional Program
-0.59 100k 10/1/2011
127 Eamon Capital
Zephyr Program
-0.40 600k 1/1/2016
126 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.37 5,000k 9/1/2009
125 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.35 5,000k 9/1/2009
124 Soaring Pelican, LLC
Diversified S&P Program
-0.24 100k 1/1/2011
123 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
103 Buckingham Global Advisors, LLC
Weekly Emini Program
0.00 200k 3/1/2015
104 Typhon Capital Management, LLC
Helios Deutsche
0.00 250k 4/1/2014
105 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.00 175k 5/1/2017
106 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
107 Strategic Capital Advisors LLC
Global Contrarian Stock Index
0.00 1,000k 4/1/2017
108 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
109 Urban Tree Capital, LLC
UTC Plus (Client)
0.00 100k 3/1/2013
110 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
111 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.00 10,000k 2/1/2008
112 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
113 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
114 Bulkara Capital
Bulkara Systematic Fund SP
0.00 250k 4/1/2014
115 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
116 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
117 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
118 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
119 Pawberry LLC
MultiStrat Program
0.00 600k 6/1/2017
120 Oceanic Investment Management
Oceanic Systematic Program
0.00 500k 5/1/2018
121 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
122 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
102 Prolific Capital Markets, LLC
Prolific Swiss System
0.03 10,000k 1/1/2014
101 QTS Capital Management, LLC
QTS Partners, L.P.
0.06 100k 1/1/2011
100 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.09 1,000k 5/1/2014
99 Certeza Asset Management
Macro Vega
0.12 1,000k 1/1/2012
98 Aquantum
ACS Energies
0.14 5,000k 1/1/2017
97 Leibniz Group
GRAB+
0.29 100k 4/1/2016
96 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.33 100k 5/1/2012
95 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.33 2,000k 7/1/2016
94 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.33 10,000k 3/1/2003
93 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.45 10,000k 3/1/2003
92 DeltaHedge
DH Styx
0.46 1,000k 9/1/2017
91 NuWave Investment Management, LLC
Commodity Value Portfolio
0.56 2,000k 10/1/2014
90 Eagle Trading Systems Inc.
Eagle Customized Trend
0.59 10,000k 4/1/2017
89 361 Capital LLC
361 Managed Futures Strategy Fund
0.59 3k 1/1/2012
88 Automaton Trading LLC
Diversified
0.66 500k 7/1/2014
87 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.74 1,000k 4/1/2015
86 FORT LP
Fort Global Contrarian
0.74 2,000k 10/1/2002
85 Global Sigma Group, LLC
GSF - Mult-Strategy
0.78 1,000k 11/1/2015
84 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.90 1,000k 6/1/2014
83 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.91 100k 12/1/1998
82 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.94 1,000k 10/1/2016
81 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.94 10,000k 3/1/1998
80 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.00 250k 5/1/2011
79 Leibniz Group
Systematic Intelligence Vol 10
1.00 3,000k 8/1/2011
78 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.01 10,000k 3/1/2007
77 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.08 100k 10/1/2011
76 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.09 1,000k 1/1/2013
75 R Best LLC
World Select Program
1.15 2,000k 4/1/2016
74 Silicon Valley Quantitative Advisors
UQP Large
1.16 500k 1/1/2009
73 Jaguar Investments Ltd
Aegir Capital Strategy
1.18 1,000k 1/1/2012
72 Tarpon Trading
Altair FX Alpha
1.21 5,000k 1/1/2016
71 Aquantum
Aquantum Commodity Spread Program (ACS)
1.25 5,000k 7/1/2013
70 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.29 100k 2/1/2010
69 H2O AM LLP
Arctic Blue Inuvik
1.30 1,000k 5/1/2017
68 Schot Capital
Multi Diversified Program
1.32 1,000k 1/1/2016
67 EMC Capital Advisors, LLC
EMC Alpha Program
1.43 5,000k 6/1/2013
66 Turk Capital LLC
US Market Hedge Strategy
1.51 250k 11/1/2015
65 Lyons Trading Group
LATS (Client)
1.54 100k 6/1/2018
64 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.62 1k 10/1/2006
63 EMC Capital Advisors, LLC
EMC Balance Program
1.69 3,000k 8/1/2018
62 FORT LP
Fort Global Diversified
1.70 2,000k 10/1/1993
61 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.74 500k 6/1/2007
60 Superfund Group
Superfund Red EUR SICAV
1.75 10k 3/1/2013
59 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.86 3,000k 5/1/2014
58 Vivienne Investissement
MACH 3
1.86 100k 6/1/2015
57 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
1.88 1,000k 6/1/2018
56 Superfund Group
Superfund Red USD SICAV
1.95 10k 3/1/2013
55 ISAM
ISAM Systematic Trend (Levitas)
1.97 1,000k 5/1/2010
54 Emil van Essen
Spread Trading Program Limited
2.14 5,000k 7/1/2013
53 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.32 10,000k 10/1/1993
52 McMillan Asset Management
Volatility Capture CTA
2.33 100k 5/1/2018
51 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.49 2,000k 4/1/2017
50 Turk Capital LLC
US Equity Long/Short Strategy
2.67 250k 4/1/2014
49 Tom Capital AG
Tom Capital Growth Fund
2.70 5,000k 12/1/2015
48 Estlander & Partners
Freedom
2.74 20,000k 8/1/2010
47 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
2.83 5,000k 4/1/2018
46 Quantica Capital AG
1X Quantica Managed Futures Fund
3.10 100k 1/1/2014
45 Seven Capital Management
Seven Absolute Return
3.13 100k 6/1/2009
44 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.16 1k 6/1/2009
43 NuWave Investment Management, LLC
Short-Term Futures Portfolio
3.22 2,000k 7/1/2016
42 HASAFUMA
FX Momentum
3.45 20k 7/1/2012
41 Vortex
Currency Program
3.77 500k 1/1/2014
40 Incline Investment Management, LLC
Zephyr Cove Crypto
3.88 50k 4/1/2018
39 MarketCipher Partners LLC
MarketCipher Partners LLC
3.90 1,000k 1/1/2018
38 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.94 5,000k 11/1/2012
37 John Locke Investments
Cyril Systematic UCITS Fund
4.03 500k 7/1/2000
36 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
4.06 500k 10/1/2014
35 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
4.14 2,500k 4/1/2017
34 514 Capital Partners
514 Fund
4.14 100k 11/1/2013
33 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
4.21 250k 2/1/2016
32 dormouse Limited
dormouse Fund B Shares
4.55 10,000k 8/1/2016
31 dormouse Limited
dormouse Fund A Shares
4.55 1,000k 1/1/2017
30 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.79 50k 7/1/2011
29 dormouse Limited
dormouse - Managed Account
4.85 20,000k 7/1/2011
28 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
4.97 40k 1/1/2016
27 Tomas Capital Pty Ltd
GCAF | USD
5.05 1,500k 7/1/2011
26 Superfund Group
Superfund Green EUR SICAV
5.17 5k 1/1/2017
25 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
5.19 550k 11/1/2016
24 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
5.20 250k 11/1/1996
23 Dreiss Research Corporation
Diversified Program
5.37 1,000k 5/1/1991
22 FTC Capital GmbH
FTC Futures Fund Classic (USD)
5.48 250k 10/1/2010
21 Superfund Group
Superfund Green USD SICAV
5.57 5k 1/1/2017
20 Tianyou Asset Management, LLC
Tianyou Fund LP
5.73 100k 10/1/2012
19 Quantica Capital AG
2X Quantica Managed Futures Fund
6.30 100k 1/1/2014
18 County Cork LLC
County Cork Macro Equity Hedge
6.96 1,000k 2/1/2016
17 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
8.01 250k 10/1/2009
16 Worldwide Capital Strategies
Profit Quest Macro World
8.51 100k 1/1/2010
15 Equidex Incorporated
Portfolio Enhancement Program
8.87 500k 6/1/2018
14 HASAFUMA
Micro Macro
9.35 25k 6/1/2013
13 O'Brien Investment Group
Quantitative Global Macro Futures Program
9.70 3,000k 7/1/2017
12 AP Futures, LLC
Volatility Trading Program
10.05 100k 2/1/2017
11 HASAFUMA
Heavy Metal
10.40 20k 9/1/2014
10 Anderson Creek Trading
Standard Diversified Strategy
10.69 250k 7/1/2014
9 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
11.21 500k 8/1/2007
8 Metolius Capital LLC
Metolius Enhanced Fund
11.51 40k 6/1/2015
7 Future Trade AG
Thales Swing Trading Programme
14.38 250k 6/1/2007
6 Superfund Group
Superfund Green GOLD SICAV
14.73 20k 1/1/2017
5 W.G. Wealth Guardian Ltd.
QT Program (QTP)
16.52 300k 6/1/2017
4 Robust Methods LLC
Macro Managed Account
19.87 5,000k 1/1/2005
3 Purple Valley Capital, Inc.
Diversified Trend 1
27.16 100k 8/1/2008
2 HASAFUMA
Gourishankar
28.54 1,000k 9/1/2013
1 Superfund Group
Superfund Green SILVER SICAV
34.49 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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