Systematic Trader Index For September 2020

Monthly Rankings

Rank CTA/Program Sep 2020 Min Inv Inception
154 Purple Valley Capital, Inc.
Diversified Trend 1
-21.09 100k 8/1/2008
153 Incline Investment Management, LLC
Zephyr Cove Crypto
-18.77 50k 4/1/2018
152 Leibniz Group
GRAB+
-15.76 100k 4/1/2016
151 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-13.00 40k 1/1/2016
150 Dreiss Research Corporation
Diversified Program
-12.35 1,000k 5/1/1991
149 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-12.15 25k 2/1/2016
148 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-9.62 60k 9/1/2016
147 Robust Methods LLC
Macro Managed Account
-9.58 5,000k 1/1/2005
146 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-8.22 300k 6/1/2017
145 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.20 100k 1/1/2014
144 Emil van Essen
Long-Short Commodity Program - Accelerated
-8.11 200k 5/1/2014
143 Metolius Capital LLC
Metolius Enhanced Fund
-8.00 40k 6/1/2015
142 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-7.74 250k 10/1/2010
141 Eagle Trading Systems Inc.
Eagle Customized Trend
-6.31 10,000k 4/1/2017
140 Persistent Capital Management
Global Diversified Program
-6.28 500k 1/1/2003
139 Leibniz Group
EVEREST
-6.09 100k 3/1/2016
138 John Locke Investments
Cyril Systematic UCITS Fund
-5.90 500k 7/1/2000
137 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-5.38 1,500k 12/1/2014
136 Future Trade AG
Thales Swing Trading Programme
-5.13 250k 6/1/2007
135 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-5.12 550k 11/1/2016
134 Eamon Capital
Zephyr Program
-4.75 600k 1/1/2016
133 Pawberry LLC
MultiStrat Program
-4.73 600k 6/1/2017
132 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-4.60 250k 10/1/2009
131 County Cork LLC
County Cork Macro Equity Hedge
-4.39 1,000k 2/1/2016
130 Prolific Capital Markets, LLC
Prolific Swiss System
-4.30 10,000k 1/1/2014
129 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.94 250k 5/1/2011
128 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.90 100k 1/1/2014
127 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-3.67 3,000k 5/1/2014
126 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
-3.63 5,000k 4/1/2018
125 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.49 250k 11/1/1996
124 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.44 500k 1/1/2015
123 514 Capital Partners
514 Fund
-3.43 100k 11/1/2013
122 Chesapeake Capital
Diversified Plus (HV)
-3.40 100k 4/1/1994
121 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-3.37 250k 2/1/2016
120 Vivienne Investissement
MACH 3
-3.31 100k 6/1/2015
119 MarketCipher Partners LLC
MarketCipher Partners LLC
-3.20 1,000k 1/1/2018
118 Leibniz Group
Systematic Intelligence Vol 10
-3.00 3,000k 8/1/2011
117 Anderson Creek Trading
Standard Diversified Strategy
-2.98 250k 7/1/2014
116 Lyons Trading Group
LATS (Client)
-2.83 100k 6/1/2018
115 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-2.81 500k 1/1/2015
114 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.75 1k 6/1/2009
113 DUNN Capital Management
DUNN WMA Institutional Program
-2.63 100k 10/1/2011
112 H2O AM LLP
Arctic Blue Inuvik
-2.60 1,000k 5/1/2017
111 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-2.57 100k 3/1/2017
110 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-2.51 500k 8/1/2007
109 H2O AM LLP
Arctic Blue Commodity Program (2x)
-2.50 1,000k 6/1/2014
108 Pearl Capital Advisors, LLC
Hedged VIX Program
-2.45 500k 10/1/2015
107 QTS Capital Management, LLC
Tail Reaper
-2.43 500k 8/1/2012
106 Tom Capital AG
Tom Capital Growth Fund
-2.40 5,000k 12/1/2015
105 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
-2.26 2,500k 4/1/2017
104 Silicon Valley Quantitative Advisors
UQP Large
-2.19 500k 1/1/2009
103 ISAM
ISAM Systematic Trend (Levitas)
-2.15 1,000k 5/1/2010
102 Turk Capital LLC
US Equity Long/Short Strategy
-2.11 250k 4/1/2014
101 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.02 5,000k 11/1/2012
100 Schot Capital
Multi Diversified Program
-1.92 1,000k 1/1/2016
99 EMC Capital Advisors, LLC
EMC Alpha Program
-1.88 5,000k 6/1/2013
98 Seven Capital Management
Seven Absolute Return
-1.80 100k 6/1/2009
97 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.72 1,000k 5/1/2014
96 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.47 100k 5/1/2012
95 Linnis
Linnis ONE, LP
-1.43 100k 8/1/2014
94 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.37 1k 10/1/2006
93 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.36 3,000k 7/1/2017
92 Turk Capital LLC
US Market Hedge Strategy
-1.30 250k 11/1/2015
91 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-1.25 10,000k 4/1/2004
90 Welton Investment Partners
Welton Trend
-1.25 25,000k 10/1/2012
89 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.24 10,000k 10/1/1993
88 Crabel Capital Management
WPD Crabel Futures Program
-1.11 1,000k 7/1/2008
87 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-1.05 10,000k 2/1/2008
86 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.05 100k 12/1/1998
85 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.86 2,000k 4/1/2017
84 EMC Capital Advisors, LLC
EMC Balance Program
-0.86 3,000k 8/1/2018
83 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-0.77 1,000k 1/1/2013
82 Estlander & Partners
Freedom
-0.70 20,000k 8/1/2010
81 Leibniz Group
SWARM
-0.69 100k 9/1/2015
80 Rosetta Analytics
DL Two
-0.61 1,000k 9/1/2018
79 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-0.57 1,500k 5/1/2017
78 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.57 1,000k 10/1/2016
77 FORT LP
Fort Global Diversified
-0.56 2,000k 10/1/1993
76 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.33 2,000k 10/1/2014
75 QTS Capital Management, LLC
QTS Partners, L.P.
-0.33 100k 1/1/2011
74 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.32 10,000k 3/1/1998
73 Red Rock Capital, LLC
Commodity Long-Short
-0.25 500k 9/1/2013
72 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.24 100k 10/1/2011
71 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.17 250k 7/1/2015
70 Jaguar Investments Ltd
Aegir Capital Strategy
-0.17 1,000k 1/1/2012
69 Emil van Essen
Spread Trading Program Limited
-0.16 5,000k 7/1/2013
68 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.14 10,000k 3/1/2003
67 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-0.03 2,000k 2/1/2018
66 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.03 1,500k 10/1/2016
65 R Best LLC
R Best Private Client Program
-0.01 50k 2/1/2010
48 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
49 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
50 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
51 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
52 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
53 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
54 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.00 2,000k 3/1/2014
55 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
56 NuWave Investment Management, LLC
NuWave Stock Index Futures Portfolio
0.00 2,000k 2/1/2018
57 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.00 500k 6/1/2007
58 HASAFUMA
Gourishankar
0.00 1,000k 9/1/2013
59 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
60 Aquantum
ACS Energies
0.00 5,000k 1/1/2017
61 Typhon Capital Management, LLC
Helios Deutsche
0.00 250k 4/1/2014
62 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
63 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
64 DeltaHedge
DH Styx
0.00 1,000k 9/1/2017
47 Crabel Capital Management
Crabel Multi-Product
0.02 1,000k 3/1/1998
46 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.12 2,000k 7/1/2016
45 Sandpiper Asset Management
Sandpiper Global Macro Program
0.13 1,000k 8/1/2012
44 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
0.17 20,000k 5/1/2013
43 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
0.17 100k 2/1/2010
42 Blake Capital Management, Inc.
SRD Currencies
0.32 100k 3/1/2013
41 R Best LLC
World Select Program
0.36 2,000k 4/1/2016
40 Soaring Pelican, LLC
Diversified S&P Program
0.38 100k 1/1/2011
39 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
0.39 5,000k 9/1/2013
38 Panima Capital Management Limited
Panima Diversified Futures
0.40 1,000k 10/1/2018
37 Certeza Asset Management
Macro Vega
0.48 1,000k 1/1/2012
36 FORT LP
Fort Global Contrarian
0.51 2,000k 10/1/2002
35 Rcube Asset Management
Walnut Singularity
0.56 500k 7/1/2017
34 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.65 5,000k 6/1/2010
33 Tarpon Trading
Altair FX Alpha
0.77 5,000k 1/1/2016
32 361 Capital LLC
361 Managed Futures Strategy Fund
0.88 3k 1/1/2012
31 Global Sigma Group, LLC
GSF - Mult-Strategy
1.04 1,000k 11/1/2015
30 Buckingham Global Advisors, LLC
Weekly Emini Program
1.10 200k 3/1/2015
29 Covenant Capital Management
Tactical Growth Program
1.24 100k 1/1/2017
28 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.25 5,000k 9/1/2009
27 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
1.31 5,000k 9/1/2009
26 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.65 2,000k 7/1/2016
25 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
1.88 1,000k 6/1/2018
24 Automaton Trading LLC
Diversified
2.03 500k 7/1/2014
23 Caerus Group
Oil Program
2.05 200k 7/1/2018
22 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
2.56 500k 10/1/2014
21 McMillan Asset Management
Volatility Capture CTA
2.59 100k 5/1/2018
20 AP Futures, LLC
Volatility Trading Program
2.82 100k 2/1/2017
19 Aquantum
Aquantum Commodity Spread Program (ACS)
2.96 5,000k 7/1/2013
18 Tianyou Asset Management, LLC
Tianyou Fund LP
3.02 100k 10/1/2012
17 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.03 10,000k 3/1/2003
16 Vortex
Currency Program
3.08 500k 1/1/2014
15 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.10 250k 5/1/2013
14 Rosetta Analytics
DL One
3.60 1,000k 9/1/2018
13 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
3.78 100k 1/1/2014
12 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
3.90 100k 2/1/2017
11 dormouse Limited
dormouse Fund B Shares
4.12 10,000k 8/1/2016
10 dormouse Limited
dormouse Fund A Shares
4.12 1,000k 1/1/2017
9 dormouse Limited
dormouse - Managed Account
4.30 20,000k 7/1/2011
8 Worldwide Capital Strategies
Profit Quest Macro World
4.93 100k 1/1/2010
7 NuWave Investment Management, LLC
NuWave Matrix Portfolio
5.48 3,000k 9/1/2015
6 Certeza Asset Management
Macro Vega Fund
5.71 100k 11/1/2017
5 Covenant Capital Management
Total Volatility Program (P&C)
6.05 100k 1/1/2018
4 GT CAPITAL CTA
GT Systematic Day Trading Program
6.20 60k 8/1/2017
3 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
6.33 10,000k 3/1/2007
2 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
11.94 100k 4/1/2014
1 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
13.80 1,000k 9/1/1995

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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