Systematic Trader Index For January 2021

Monthly Rankings

Rank CTA/Program Jan 2021 Min Inv Inception
176 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-14.52 60k 9/1/2016
175 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-12.42 40k 1/1/2016
174 Covenant Capital Management
Total Volatility Program (P&C)
-11.75 200k 1/1/2018
173 Covenant Capital Management
Tactical Growth Program
-9.08 100k 1/1/2017
172 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-8.94 1,500k 12/1/2014
171 Rosetta Analytics Inc.
DL One
-8.77 1,000k 9/1/2018
170 Worldwide Capital Strategies
Profit Quest Macro World
-8.32 100k 1/1/2010
169 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-8.10 300k 6/1/2017
168 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-8.02 550k 11/1/2016
167 Vivienne Investissement
MACH 3
-7.82 100k 6/1/2015
166 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-7.00 25k 2/1/2016
165 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-6.84 250k 2/1/2016
164 DCM Systematic
Diversified Alpha
-6.69 7,000k 2/1/2016
163 Trident Capital Management LLC
Trident Futures Strategy
-6.30 1,000k 1/1/2019
162 John Locke Investments
Cyril Systematic UCITS Fund
-6.27 500k 7/1/2000
161 Linnis
Linnis ONE, LP
-6.06 100k 8/1/2014
160 514 Capital Partners
514 Fund
-5.95 100k 11/1/2013
159 Quantitative Investment Management
Global Fund (3x)
-5.83 1,000k 6/1/2005
158 Rosetta Analytics Inc.
DL Two
-5.31 1,000k 9/1/2018
157 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-5.26 500k 10/1/2014
156 Leibniz Group
GRAB+
-4.96 100k 4/1/2016
155 AP Futures, LLC
Volatility Trading Program
-4.90 100k 2/1/2017
154 Leibniz Group
Systematic Intelligence Vol 10
-4.82 3,000k 8/1/2011
153 Emil van Essen
Spread Trading Program Limited
-4.62 5,000k 7/1/2013
152 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-3.91 100k 10/1/2011
151 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-3.49 1,500k 5/1/2017
150 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.32 20,000k 5/1/2013
149 Pearl Capital Advisors, LLC
Hedged VIX Program
-3.30 500k 10/1/2015
148 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.10 10,000k 3/1/1998
147 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.10 1,000k 10/1/2016
146 Vivienne Investissement
OUESSANT UCITS FUND (A)
-2.99 100k 5/1/2012
145 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.60 1,000k 8/1/2012
144 Eamon Capital
Zephyr Program
-2.59 300k 1/1/2016
143 QDRA Pty Ltd
QDRA Dynamic Macro
-2.57 5,000k 11/1/2007
142 Estlander & Partners
Freedom
-2.53 20,000k 8/1/2010
141 Seven Capital Management
Seven Absolute Return
-2.51 100k 6/1/2009
140 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.37 5,000k 7/1/2013
139 Tendance Finance
Tendance Finance Fund
-2.22 100k 5/1/2012
138 MarketCipher Partners LLC
MarketCipher Partners LLC
-2.00 1,000k 1/1/2018
137 Quantitative Investment Management
Global Fund (1x)
-1.95 1,000k 5/1/2006
136 Eagle Trading Systems Inc.
Eagle Customized Trend
-1.87 10,000k 4/1/2017
135 QTS Capital Management, LLC
Tail Reaper
-1.80 500k 8/1/2012
134 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.78 200k 5/1/2014
133 Rcube Asset Management
AI for Capital Program
-1.73 1,000k 9/1/2018
132 County Cork LLC
County Cork Macro Equity Hedge
-1.72 1,000k 2/1/2016
131 Schot Capital
Multi Diversified Program (MDP)
-1.67 1,000k 1/1/2016
130 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-1.62 10,000k 4/1/2004
129 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-1.58 10,000k 2/1/2008
128 FORT LP
Fort Global Contrarian
-1.58 2,000k 10/1/2002
127 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-1.51 250k 10/1/2010
126 dormouse Limited
dormouse Fund A Shares
-1.50 1,000k 1/1/2017
125 dormouse Limited
dormouse Fund B Shares
-1.50 10,000k 8/1/2016
124 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.43 10,000k 3/1/2002
123 dormouse Limited
dormouse - Managed Account
-1.33 20,000k 7/1/2011
122 FORT LP
Fort Global Diversified
-1.31 2,000k 3/1/2002
121 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.21 100k 12/1/1998
120 DUNN Capital Management
DUNN WMA Institutional Program
-1.16 100k 10/1/2011
119 Lyons Trading Group
LATS (Client)
-1.10 100k 6/1/2018
118 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.10 4,000k 4/1/2017
117 Pawberry LLC
MultiStrat Program
-1.06 500k 6/1/2017
116 ISAM
ISAM Systematic Trend (Levitas)
-0.99 1,000k 5/1/2010
115 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.89 100k 2/1/2010
114 Buckingham Global Advisors, LLC
Small Emini Program
-0.84 60k 12/1/2018
113 Turk Capital LLC
US Equity Long/Short Strategy
-0.79 100k 4/1/2014
112 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.75 3,000k 1/1/2015
111 Aquantum
ACS Energies
-0.75 5,000k 1/1/2017
110 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-0.75 2,000k 2/1/2018
109 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
-0.74 2,500k 4/1/2017
108 Glendorn Capital Management LLC
MultiWeek (Enhanced)
-0.65 750k 2/1/2019
107 EMC Capital Advisors, LLC
EMC Balance Program
-0.53 3,000k 8/1/2018
106 Turk Capital LLC
US Market Hedge Strategy
-0.46 100k 11/1/2015
105 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.42 3,000k 5/1/2014
104 Welton Investment Partners
Welton Trend
-0.33 25,000k 10/1/2012
103 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.32 250k 11/1/1996
102 Crabel Capital Management
WPD Crabel Futures Program
-0.30 1,000k 7/1/2008
101 Soaring Pelican, LLC
Diversified S&P Program
-0.28 100k 1/1/2011
100 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.28 5,000k 11/1/2012
99 O'Brien Investment Group
Quantitative Global Macro Futures Program
-0.27 3,000k 7/1/2017
98 Crabel Capital Management
Crabel Multi-Product
-0.24 1,000k 3/1/1998
97 Volt Capital Management AB
Diversified Alpha Program
-0.21 5,000k 3/1/2017
96 361 Capital LLC
361 Global Managed Futures Strategy Fund
-0.19 2,000k 3/1/2014
95 Leibniz Group
EVEREST
-0.17 100k 3/1/2016
94 Orbits Venture, Inc.
Risk Sigma Program No. 2
-0.14 100k 3/1/2015
93 Certeza Asset Management
Macro Vega
-0.11 1,000k 1/1/2012
92 Blake Capital Management, Inc.
SRD Currencies
-0.10 100k 3/1/2013
91 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.04 1,000k 5/1/2014
90 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
89 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
-0.03 1,000k 7/1/2016
88 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.02 1,500k 10/1/2016
83 Certeza Asset Management
Macro Vega Fund
0.00 100k 11/1/2017
84 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.00 250k 12/1/2009
85 Candriam Investors Group
Absolute Return Equity Market Neutral C
0.00 250k 5/1/2016
81 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
66 QTS Capital Management, LLC
VIX Timer
0.00 100k 11/1/2018
63 QTS Capital Management, LLC
Chimera
0.00 100k 11/1/2018
51 Vortex
Currency Program
0.00 500k 1/1/2014
72 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
52 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
58 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
45 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.00 5,000k 9/1/2009
62 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
46 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
48 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
70 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.00 1,000k 3/1/2017
86 H2O AM LLP
Force 10 (USD)
0.00 1,000k 3/1/2011
50 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
61 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
55 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
57 HASAFUMA
Micro Macro
0.00 20k 6/1/2013
54 HASAFUMA
Hedgehog
0.00 50k 5/1/2012
60 HASAFUMA
La Cucaracha
0.00 50k 9/1/2013
59 HASAFUMA
Gourishankar
0.00 200k 9/1/2013
56 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
76 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
49 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
47 Silicon Valley Quantitative Advisors
UQP Large
0.00 500k 1/1/2009
65 Auspice
Auspice Tactical Futures Program (ATFP)
0.00 5,000k 4/1/2018
53 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
77 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
78 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
73 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
74 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
79 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
80 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
82 361 Capital LLC
361 Managed Futures Strategy Fund
0.00 3k 1/1/2012
64 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
0.00 100k 3/1/2017
67 Panima Capital Management Limited
Panima Diversified Futures
0.00 1,000k 10/1/2018
68 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
0.00 1,000k 6/1/2018
69 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
87 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
75 T24 Capital
T24 Capital II
0.00 5,000k 8/1/2015
71 Quantumrock
Quantumrock VSOP
0.00 250k 7/1/2016
44 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.01 2,000k 7/1/2016
43 EMC Capital Advisors, LLC
EMC Alpha Program
0.03 5,000k 6/1/2013
42 NuWave Investment Management, LLC
Commodity Value Portfolio
0.18 2,000k 10/1/2014
41 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.18 250k 10/1/2011
40 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
0.20 1,000k 9/1/1995
39 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.35 10,000k 3/1/2007
38 Caerus Group
Oil Program
0.36 200k 7/1/2018
37 Tom Capital AG
Tom Capital Growth Fund
0.40 5,000k 12/1/2015
36 Jaguar Investments Ltd
Aegir Capital Strategy
0.45 1,000k 1/1/2012
35 McMillan Asset Management
Volatility Capture CTA
0.52 100k 5/1/2018
34 Global Sigma Group, LLC
GSF - Mult-Strategy
0.82 1,000k 11/1/2015
33 Buckingham Global Advisors, LLC
Weekly Emini Program
0.84 200k 3/1/2015
32 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.98 10,000k 3/1/2003
31 Robust Methods LLC
Macro Managed Account
1.01 5,000k 1/1/2005
30 Automaton Trading LLC
Diversified
1.19 500k 7/1/2014
29 Rcube Asset Management
Walnut Singularity
1.21 500k 7/1/2017
28 Quantica Capital AG
1X Quantica Managed Futures Fund
1.30 100k 1/1/2014
27 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.38 250k 5/1/2013
26 Prolific Capital Markets, LLC
Prolific Swiss System
1.55 10,000k 1/1/2014
25 Quantica Capital AG
2X Quantica Managed Futures Fund
1.80 100k 1/1/2014
24 SMN Investment Services GmbH
Structural Alpha Trend
1.88 5,000k 6/1/2016
23 Bensboro Advisors, LLC
Seasonal Spread Trading Program
2.05 500k 1/1/2015
22 Red Rock Capital, LLC
Commodity Long-Short
2.10 500k 9/1/2013
21 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.38 5,000k 9/1/2013
20 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.38 10,000k 3/1/2003
19 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
2.50 100k 2/1/2017
18 Metolius Capital LLC
Metolius Enhanced Fund
2.53 40k 6/1/2015
17 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.54 100k 1/1/2014
16 R Best LLC
World Select Program
2.60 2,000k 4/1/2016
15 Tarpon Trading
Altair FX Alpha Macro
2.68 5,000k 1/1/2016
14 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
2.86 100k 5/1/2017
13 Dreiss Research Corporation
Diversified Program
3.14 1,000k 5/1/1991
12 Cayler Capital LLC
Systematic Energy Diversified
3.15 250k 1/1/2019
11 Anderson Creek Trading
Standard Diversified Strategy
3.29 250k 7/1/2014
10 Tactical Investment Management
Tactical Institutional Commodity Fund
3.45 10,000k 5/1/2005
9 Tianyou Asset Management, LLC
Tianyou Trading Strategy
3.48 100k 10/1/2012
8 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.59 5,000k 6/1/2010
7 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.61 250k 10/1/2009
6 Glenhaven Capital LLC
Glenhaven Global II LP
3.80 25k 4/1/2012
5 Melissinos Trading
Eupatrid Global Trends
4.07 100k 1/1/2011
4 Chesapeake Capital
Diversified Plus (HV)
4.40 100k 4/1/1994
3 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
4.77 500k 8/1/2007
2 R Best LLC
R Best Private Client Program
6.12 50k 2/1/2010
1 Purple Valley Capital, Inc.
Diversified Trend 1
7.72 100k 8/1/2008

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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