Systematic Trader Index For February 2021

Monthly Rankings

Rank CTA/Program Feb 2021 Min Inv Inception
163 Future Trade AG
Thales Swing Trading Programme
-11.87 250k 6/1/2007
162 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-5.54 60k 9/1/2016
161 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-5.43 300k 6/1/2017
160 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
-4.73 2,500k 4/1/2017
159 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-4.68 2,000k 2/1/2018
158 Jaguar Investments Ltd
Aegir Capital Strategy
-4.37 1,000k 1/1/2012
157 Robust Methods LLC
Macro Managed Account
-4.10 5,000k 1/1/2005
156 Soaring Pelican, LLC
Diversified S&P Program
-4.04 100k 1/1/2011
155 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-3.79 10,000k 2/1/2008
154 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.70 5,000k 9/1/2013
153 Orion Asset Management
Algorithmic Trading Program
-3.35 10k 1/1/2013
152 FORT LP
Fort Global Diversified
-3.30 2,000k 3/1/2002
151 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-2.61 500k 1/1/2015
150 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-2.58 100k 3/1/2017
149 FORT LP
Fort Global Contrarian
-2.45 2,000k 10/1/2002
148 HASAFUMA
Hedgehog
-2.42 50k 5/1/2012
147 Lyons Trading Group
LATS (Client)
-2.18 100k 6/1/2018
146 DeltaHedge
DH Styx
-2.16 1,000k 9/1/2017
145 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-2.07 10,000k 3/1/2002
144 R Best LLC
World Select Program
-1.99 2,000k 4/1/2016
143 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-1.98 500k 8/1/2007
142 Candriam Investors Group
Candriam Diversified Futures I (Part C)
-1.74 250k 12/1/2009
141 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-1.55 10,000k 4/1/2004
140 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.47 10,000k 3/1/2007
139 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.30 1,000k 5/1/2014
138 R Best LLC
R Best Private Client Program
-1.15 50k 2/1/2010
137 dormouse Limited
dormouse - Managed Account
-1.12 20,000k 7/1/2011
136 dormouse Limited
dormouse Fund A Shares
-0.97 1,000k 1/1/2017
135 dormouse Limited
dormouse Fund B Shares
-0.97 10,000k 8/1/2016
134 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.91 250k 7/1/2015
133 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.71 10,000k 3/1/2003
132 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.69 5,000k 6/1/2010
131 EMC Capital Advisors, LLC
EMC Balance Program
-0.45 3,000k 8/1/2018
130 Volt Capital Management AB
Diversified Alpha Program
-0.42 5,000k 3/1/2017
129 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.26 25k 2/1/2016
128 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.22 2,000k 10/1/2014
127 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
126 Blake Capital Management, Inc.
SRD Currencies
-0.15 100k 3/1/2013
125 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
124 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
-0.02 1,000k 7/1/2016
123 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
108 T24 Capital
T24 Capital II
0.00 5,000k 8/1/2015
109 Quantumrock
Quantumrock VSOP
0.00 1,000k 7/1/2016
116 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
118 QDRA Pty Ltd
QDRA Dynamic Macro
0.00 5,000k 11/1/2007
114 Rosetta Analytics Inc.
DL One
0.00 1,000k 9/1/2018
115 Rosetta Analytics Inc.
DL Two
0.00 1,000k 9/1/2018
121 Tendance Finance
Tendance Finance Fund
0.00 100k 5/1/2012
101 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
113 Global Sigma Group, LLC
GSF - Mult-Strategy
0.00 1,000k 11/1/2015
110 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
111 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
112 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
100 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
102 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.00 100k 5/1/2017
117 Rcube Asset Management
Walnut Singularity
0.00 500k 7/1/2017
107 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.00 500k 10/1/2014
122 H2O AM LLP
Force 10 (USD)
0.00 1,000k 3/1/2011
103 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
104 Pearl Capital Advisors, LLC
Hedged VIX Program
0.00 500k 10/1/2015
119 Leibniz Group
EVEREST
0.00 100k 3/1/2016
120 Leibniz Group
GRAB+
0.00 100k 4/1/2016
105 Leibniz Group
Systematic Intelligence Vol 10
0.00 3,000k 8/1/2011
106 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
99 QTS Capital Management, LLC
Tail Reaper
0.03 500k 8/1/2012
98 QTS Capital Management, LLC
Chimera
0.04 100k 11/1/2018
97 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
0.06 100k 2/1/2017
96 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.08 100k 1/1/2014
95 Buckingham Global Advisors, LLC
Small Emini Program
0.22 60k 12/1/2018
94 Certeza Asset Management
Macro Vega
0.24 1,000k 1/1/2012
93 Orbits Venture, Inc.
Risk Sigma Program No. 2
0.32 100k 3/1/2015
92 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.37 1,500k 10/1/2016
91 361 Capital LLC
361 Managed Futures Strategy Fund
0.39 3k 1/1/2012
90 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.48 100k 5/1/2012
89 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
0.64 20,000k 5/1/2013
88 Aquantum
Aquantum Commodity Spread Program (ACS)
0.69 5,000k 7/1/2013
87 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.70 2,000k 7/1/2016
86 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
0.71 550k 11/1/2016
85 Caerus Group
Oil Program
0.77 200k 7/1/2018
84 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.82 2,000k 4/1/2017
83 Turk Capital LLC
US Market Hedge Strategy
0.83 100k 11/1/2015
82 McMillan Asset Management
Volatility Capture CTA
0.83 100k 5/1/2018
81 Tarpon Trading
Altair FX Alpha Macro
0.86 5,000k 1/1/2016
80 County Cork LLC
County Cork Macro Equity Hedge
1.03 1,000k 2/1/2016
79 Buckingham Global Advisors, LLC
Weekly Emini Program
1.23 200k 3/1/2015
78 361 Capital LLC
361 Global Managed Futures Strategy Fund
1.26 2,000k 3/1/2014
77 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
1.27 250k 2/1/2016
76 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.32 5,000k 11/1/2012
75 Vivienne Investissement
MACH 3
1.49 100k 6/1/2015
74 Aquantum
ACS Energies
1.53 5,000k 1/1/2017
73 Seven Capital Management
Seven Absolute Return
1.62 100k 6/1/2009
72 Turk Capital LLC
US Equity Long/Short Strategy
1.63 100k 4/1/2014
71 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.64 100k 2/1/2010
70 Crabel Capital Management
WPD Crabel Futures Program
1.66 1,000k 7/1/2008
69 Candriam Investors Group
Absolute Return Equity Market Neutral C
1.69 250k 5/1/2016
68 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.71 250k 5/1/2013
67 DUNN Capital Management
DUNN WMA Institutional Program
1.73 100k 10/1/2011
66 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.74 100k 10/1/2012
65 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
1.84 1,000k 1/1/2013
64 Covenant Capital Management
Tactical Growth Program
1.93 100k 1/1/2017
63 Crabel Capital Management
Crabel Multi-Product
1.95 1,000k 3/1/1998
62 Schot Capital
Multi Diversified Program (MDP)
2.00 1,000k 1/1/2016
61 ISAM
ISAM Systematic Trend (Levitas)
2.01 1,000k 5/1/2010
60 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
2.01 1,000k 6/1/2018
59 Aspect Capital
Aspect Diversified Fund - Class A (USD)
2.24 100k 12/1/1998
58 Tom Capital AG
Tom Capital Growth Fund
2.30 5,000k 12/1/2015
57 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.35 5,000k 9/1/2009
56 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
2.39 5,000k 9/1/2009
55 J8 Capital Management LLP
J8 Global Absolute Return Strategy
2.46 3,000k 1/1/2015
54 DCM Systematic
Diversified Alpha
2.47 7,000k 2/1/2016
53 John Locke Investments
Cyril Systematic UCITS Fund
2.55 500k 7/1/2000
52 Glendorn Capital Management LLC
MultiWeek (Enhanced)
2.58 750k 2/1/2019
51 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.74 250k 10/1/2009
50 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
3.12 1,500k 5/1/2017
49 QTS Capital Management, LLC
QTS Partners, L.P.
3.15 100k 1/1/2011
48 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.22 10,000k 3/1/2003
47 EMC Capital Advisors, LLC
EMC Alpha Program
3.22 5,000k 6/1/2013
46 Panima Capital Management Limited
Panima Diversified Futures
4.20 1,000k 10/1/2018
45 Silicon Valley Quantitative Advisors
UQP Large
4.55 500k 1/1/2009
44 GT CAPITAL CTA
GT Systematic Day Trading Program
4.73 60k 8/1/2017
43 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
4.86 250k 11/1/1996
42 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
5.02 100k 4/1/2014
41 MarketCipher Partners LLC
MarketCipher Partners LLC
5.10 1,000k 1/1/2018
40 Emil van Essen
Spread Trading Program Limited
5.17 5,000k 7/1/2013
39 EMC Capital Advisors, LLC
EMC Alpha Plus Program
5.48 3,000k 5/1/2014
38 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
5.65 1,500k 12/1/2014
37 Pawberry LLC
MultiStrat Program
5.69 600k 6/1/2017
36 Welton Investment Partners
Welton Trend
5.89 25,000k 10/1/2012
35 Trident Capital Management LLC
Trident Futures Strategy
6.10 1,000k 1/1/2019
34 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
6.41 100k 10/1/2011
33 Chesapeake Capital
Diversified Plus (HV)
6.52 100k 4/1/1994
32 ADG Capital Management
ADG Systematic Macro
6.62 1,000k 5/1/2013
31 Superfund Group
Superfund Green USD SICAV
7.00 5k 1/1/2017
30 Cayler Capital LLC
Systematic Energy Diversified
7.03 250k 1/1/2019
29 SMN Investment Services GmbH
Structural Alpha Trend
7.07 5,000k 6/1/2016
28 Quantica Capital AG
1X Quantica Managed Futures Fund
7.10 100k 1/1/2014
27 Tactical Investment Management
Tactical Institutional Commodity Fund
7.17 10,000k 5/1/2005
26 FTC Capital GmbH
FTC Trend Select
7.40 50k 9/1/2007
25 HASAFUMA
Gourishankar
7.71 200k 9/1/2013
24 Estlander & Partners
Freedom
7.87 20,000k 8/1/2010
23 Covenant Capital Management
Total Volatility Program (P&C)
7.91 200k 1/1/2018
22 514 Capital Partners
514 Fund
7.97 100k 11/1/2013
21 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
9.55 1,000k 10/1/2016
20 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
9.55 10,000k 3/1/1998
19 Auspice
Auspice Tactical Futures Program (ATFP)
9.57 5,000k 4/1/2018
18 Prolific Capital Markets, LLC
Prolific Swiss System
9.62 10,000k 1/1/2014
17 O'Brien Investment Group
Quantitative Global Macro Futures Program
9.75 3,000k 7/1/2017
16 Eagle Trading Systems Inc.
Eagle Customized Trend
9.77 10,000k 4/1/2017
15 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
10.50 1,000k 9/1/1995
14 Metolius Capital LLC
Metolius Enhanced Fund
10.56 40k 6/1/2015
13 FTC Capital GmbH
FTC Futures Fund Classic (USD)
11.49 250k 10/1/2010
12 Red Rock Capital, LLC
Commodity Long-Short
11.67 500k 9/1/2013
11 Eamon Capital
Zephyr Program
12.34 300k 1/1/2016
10 Emil van Essen
Long-Short Commodity Program - Accelerated
12.75 200k 5/1/2014
9 Anderson Creek Trading
Standard Diversified Strategy
12.95 250k 7/1/2014
8 AP Futures, LLC
Volatility Trading Program
13.94 100k 2/1/2017
7 Quantica Capital AG
2X Quantica Managed Futures Fund
14.50 100k 1/1/2014
6 Dreiss Research Corporation
Diversified Program
15.29 1,000k 5/1/1991
5 Melissinos Trading
Eupatrid Global Trends
17.65 50k 1/1/2011
4 Sandpiper Asset Management
Sandpiper Global Macro Program
20.44 1,000k 8/1/2012
3 Glenhaven Capital LLC
Glenhaven Global II LP
23.22 25k 4/1/2012
2 Worldwide Capital Strategies
Profit Quest Macro World
23.59 100k 1/1/2010
1 Purple Valley Capital, Inc.
Diversified Trend 1
33.44 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.

Free Investment Plan Free CTA database