Systematic Trader Index For July 2020 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 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 200k 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 HA L -1.69 50k 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 25,000k 9/1/2015 134 Alder Capital DAC CALM Eurozone Equity Program -0.72 100k 5/1/2015 133 HA H -0.69 50k 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 300k 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 100k 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 500k 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 (2L) Systematic Macro Program 0.33 1,000k 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. IS Trends Program - Series 1 (USD 10V) 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 Macro 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 (MDP) 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 100k 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 3/1/2002 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 3/1/2002 52 McMillan Asset Management Volatility Capture CTA 2.33 100k 5/1/2018 51 Emil van Essen Global Tactical Allocation Program (GTAP) 2.49 4,000k 4/1/2017 50 Turk Capital LLC US Equity Long/Short Strategy 2.67 100k 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 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 HA F 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 Trading Strategy 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 HA M 9.35 20k 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 HA H 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 HA G 28.54 200k 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.