Systematic Trader Index For January 2021 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 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 -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 2,000k 4/1/2017 117 Pawberry LLC MultiStrat Program -1.06 600k 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 Systematic Macro Program -0.03 2,000k 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 50 H2O AM LLP Arctic Blue Inuvik 0.00 1,000k 5/1/2017 86 H2O AM LLP Force 10 (USD) 0.00 1,000k 3/1/2011 61 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 54 HASAFUMA Hedgehog 0.00 50k 5/1/2012 59 HASAFUMA Gourishankar 0.00 200k 9/1/2013 55 HASAFUMA FX Momentum 0.00 20k 7/1/2012 57 HASAFUMA Micro Macro 0.00 20k 6/1/2013 60 HASAFUMA La Cucaracha 0.00 50k 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 Capital Advisors Ltd 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 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 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 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 1,000k 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 50k 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.