Systematic Trader Index For August 2020

Monthly Rankings

Rank CTA/Program Aug 2020 Min Inv Inception
158 Certeza Asset Management
Macro Vega Fund
-16.87 100k 11/1/2017
157 NuWave Investment Management, LLC
NuWave Stock Index Futures Portfolio
-12.66 2,000k 2/1/2018
156 Worldwide Capital Strategies
Profit Quest Macro World
-12.30 100k 1/1/2010
155 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-11.56 300k 6/1/2017
154 Linnis
Linnis ONE, LP
-9.39 100k 8/1/2014
153 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-8.38 60k 9/1/2016
152 Sandpiper Asset Management
Sandpiper Global Macro Program
-8.02 1,000k 8/1/2012
151 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-6.97 3,000k 9/1/2015
150 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-6.39 250k 2/1/2016
149 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.29 20,000k 5/1/2013
148 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-5.25 100k 12/1/1998
147 Eamon Capital
Zephyr Program
-4.85 600k 1/1/2016
146 Red Rock Capital, LLC
Commodity Long-Short
-4.58 500k 9/1/2013
145 ProfitScore Capital Management
Long/Short US Treasury
-4.14 10,000k 10/1/2015
144 Crabel Capital Management
Crabel Multi-Product
-4.01 1,000k 3/1/1998
143 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-3.54 500k 6/1/2007
142 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-3.50 1,000k 9/1/1995
141 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.33 10,000k 3/1/1998
140 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.33 1,000k 10/1/2016
139 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.75 100k 10/1/2011
138 Certeza Asset Management
Macro Vega
-2.53 1,000k 1/1/2012
137 dormouse Limited
dormouse - Managed Account
-2.43 20,000k 7/1/2011
136 Equidex Incorporated
Portfolio Enhancement Program
-2.40 500k 6/1/2018
135 Leibniz Group
Systematic Intelligence Vol 10
-2.36 3,000k 8/1/2011
134 Seven Capital Management
Seven Absolute Return
-2.31 100k 6/1/2009
133 dormouse Limited
dormouse Fund B Shares
-2.30 10,000k 8/1/2016
132 dormouse Limited
dormouse Fund A Shares
-2.30 1,000k 1/1/2017
131 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-2.20 250k 7/1/2015
130 R Best LLC
World Select Program
-2.18 2,000k 4/1/2016
129 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-2.15 250k 11/1/1996
128 Superfund Group
Superfund Red USD SICAV
-2.10 10k 3/1/2013
127 Estlander & Partners
Freedom
-2.08 20,000k 8/1/2010
126 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.03 5,000k 6/1/2010
125 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.00 250k 5/1/2013
124 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-1.99 40k 1/1/2016
123 Superfund Group
Superfund Red EUR SICAV
-1.95 10k 3/1/2013
122 Crabel Capital Management
WPD Crabel Futures Program
-1.84 1,000k 7/1/2008
121 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.77 1,500k 10/1/2016
120 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.68 1,500k 5/1/2017
119 Soaring Pelican, LLC
Diversified S&P Program
-1.59 100k 1/1/2011
118 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-1.54 100k 2/1/2017
117 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-1.53 500k 10/1/2014
116 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.52 5,000k 9/1/2013
115 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.51 100k 1/1/2014
114 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.44 1,000k 1/1/2013
113 FORT LP
Fort Global Contrarian
-1.38 2,000k 10/1/2002
112 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.38 200k 5/1/2014
111 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-1.26 10,000k 2/1/2008
110 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.13 3,000k 7/1/2017
109 McMillan Asset Management
Volatility Capture CTA
-1.07 100k 5/1/2018
108 Leibniz Group
EVEREST
-1.01 100k 3/1/2016
107 FORT LP
Fort Global Diversified
-0.99 2,000k 10/1/1993
106 John Locke Investments
Cyril Systematic UCITS Fund
-0.99 500k 7/1/2000
105 ISAM
ISAM Systematic Trend (Levitas)
-0.98 1,000k 5/1/2010
104 Prolific Capital Markets, LLC
Prolific Swiss System
-0.96 10,000k 1/1/2014
103 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.89 10,000k 10/1/1993
102 Schot Capital
Multi Diversified Program
-0.68 1,000k 1/1/2016
101 Tianyou Asset Management, LLC
Tianyou Fund LP
-0.63 100k 10/1/2012
100 Superfund Group
Superfund Green GOLD SICAV
-0.63 20k 1/1/2017
99 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.54 1,000k 3/1/2003
98 Superfund Group
Superfund Green USD SICAV
-0.49 5k 1/1/2017
97 AP Futures, LLC
Volatility Trading Program
-0.48 100k 2/1/2017
96 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-0.41 100k 3/1/2017
95 Superfund Group
Superfund Green EUR SICAV
-0.40 5k 1/1/2017
94 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.33 100k 2/1/2010
93 Eagle Trading Systems Inc.
Eagle Customized Trend
-0.32 10,000k 4/1/2017
92 Blake Capital Management, Inc.
SRD Currencies
-0.30 100k 3/1/2013
91 514 Capital Partners
514 Fund
-0.24 100k 11/1/2013
90 Welton Investment Partners
Welton Trend
-0.22 25,000k 10/1/2012
89 QTS Capital Management, LLC
Tail Reaper
-0.17 500k 8/1/2012
88 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
87 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.13 100k 5/1/2012
86 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
85 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.04 1k 10/1/2006
84 Vivienne Investissement
MACH 3
-0.01 100k 6/1/2015
63 Covenant Capital Management
Total Volatility Program (P&C)
0.00 100k 1/1/2018
64 Pawberry LLC
MultiStrat Program
0.00 600k 6/1/2017
65 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
66 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
0.00 1,000k 6/1/2018
67 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
68 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
0.00 2,500k 4/1/2017
69 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
70 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
71 Meliora Capital LLP
Commodity Absolute Return (1x)
0.00 250k 11/1/2014
72 HASAFUMA
La Cucaracha
0.00 300k 9/1/2013
73 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
74 HASAFUMA
Micro Macro
0.00 25k 6/1/2013
75 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
76 HASAFUMA
Hedgehog
0.00 60k 5/1/2012
77 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
78 Covenant Capital Management
Tactical Growth Program
0.00 100k 1/1/2017
79 Typhon Capital Management, LLC
Helios Deutsche
0.00 250k 4/1/2014
80 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
81 Pearl Capital Advisors, LLC
Hedged VIX Program
0.00 500k 10/1/2015
82 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
83 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
62 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.01 5,000k 9/1/2009
61 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.02 1,000k 5/1/2014
60 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.03 5,000k 9/1/2009
59 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.05 2,000k 7/1/2016
58 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.07 1k 6/1/2009
57 R Best LLC
R Best Private Client Program
0.15 50k 2/1/2010
56 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.16 1,000k 3/1/2007
55 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
0.16 550k 11/1/2016
54 Aquantum
Aquantum Commodity Spread Program (ACS)
0.17 5,000k 7/1/2013
53 Rcube Asset Management
Walnut Singularity
0.25 500k 7/1/2017
52 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.26 1,000k 3/1/2003
51 Jaguar Investments Ltd
Aegir Capital Strategy
0.30 1,000k 1/1/2012
50 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.38 250k 5/1/2011
49 Emil van Essen
Spread Trading Program Limited
0.48 5,000k 7/1/2013
48 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.48 2,000k 7/1/2016
47 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.52 2,000k 4/1/2017
46 Global Sigma Group, LLC
GSF - Mult-Strategy
0.62 1,000k 11/1/2015
45 EMC Capital Advisors, LLC
EMC Alpha Program
0.62 5,000k 6/1/2013
44 QTS Capital Management, LLC
QTS Partners, L.P.
0.67 100k 1/1/2011
43 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.76 3,000k 5/1/2014
42 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.79 10,000k 4/1/2004
41 NuWave Investment Management, LLC
Commodity Value Portfolio
0.79 2,000k 10/1/2014
40 361 Capital LLC
361 Managed Futures Strategy Fund
0.79 3k 1/1/2012
39 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
38 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.90 1,000k 6/1/2014
37 Tarpon Trading
Altair FX Alpha
0.90 5,000k 1/1/2016
36 EMC Capital Advisors, LLC
EMC Balance Program
0.90 3,000k 8/1/2018
35 H2O AM LLP
Arctic Blue Inuvik
1.00 1,000k 5/1/2017
34 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
1.04 1,500k 12/1/2014
33 Leibniz Group
SWARM
1.13 100k 9/1/2015
32 Vortex
Currency Program
1.14 500k 1/1/2014
31 FTC Capital GmbH
FTC Futures Fund Classic (USD)
1.27 250k 10/1/2010
30 Quantica Capital AG
1X Quantica Managed Futures Fund
1.30 100k 1/1/2014
29 Buckingham Global Advisors, LLC
Weekly Emini Program
1.30 200k 3/1/2015
28 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.33 250k 10/1/2009
27 Caerus Group
Oil Program
1.38 200k 7/1/2018
26 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
1.53 5,000k 4/1/2018
25 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.66 500k 8/1/2007
24 Incline Investment Management, LLC
Zephyr Cove Crypto
1.70 50k 4/1/2018
23 Melissinos Trading
Eupatrid Global Trends
1.71 50k 1/1/2011
22 Aquantum
ACS Energies
1.89 5,000k 1/1/2017
21 Turk Capital LLC
US Market Hedge Strategy
2.05 250k 11/1/2015
20 Tom Capital AG
Tom Capital Growth Fund
2.10 5,000k 12/1/2015
19 Quantica Capital AG
2X Quantica Managed Futures Fund
2.60 100k 1/1/2014
18 361 Capital LLC
361 Global Managed Futures Strategy Fund
2.63 2,000k 3/1/2014
17 MarketCipher Partners LLC
MarketCipher Partners LLC
2.74 1,000k 1/1/2018
16 Orion Asset Management
Algorithmic Trading Program
2.75 10k 1/1/2013
15 Silicon Valley Quantitative Advisors
UQP Large
3.01 500k 1/1/2009
14 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.52 5,000k 11/1/2012
13 Turk Capital LLC
US Equity Long/Short Strategy
3.55 250k 4/1/2014
12 Metolius Capital LLC
Metolius Enhanced Fund
4.87 40k 6/1/2015
11 Chesapeake Capital
Diversified Plus (HV)
5.47 100k 4/1/1994
10 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
5.54 100k 4/1/2014
9 County Cork LLC
County Cork Macro Equity Hedge
6.12 1,000k 2/1/2016
8 Lyons Trading Group
LATS (Client)
6.67 100k 6/1/2018
7 Anderson Creek Trading
Standard Diversified Strategy
7.14 250k 7/1/2014
6 Robust Methods LLC
Macro Managed Account
7.56 5,000k 1/1/2005
5 Future Trade AG
Thales Swing Trading Programme
7.91 250k 6/1/2007
4 Leibniz Group
GRAB+
9.77 100k 4/1/2016
3 Purple Valley Capital, Inc.
Diversified Trend 1
10.57 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
10.78 1,000k 5/1/1991
1 HASAFUMA
Gourishankar
14.39 1,000k 9/1/2013

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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