Systematic Trader Index For March 2021

Monthly Rankings

Rank CTA/Program Mar 2021 Min Inv Inception
162 Robust Methods LLC
Macro Managed Account
-7.70 5,000k 1/1/2005
161 dormouse Limited
dormouse - Managed Account
-7.29 20,000k 7/1/2011
160 dormouse Limited
dormouse Fund B Shares
-7.16 10,000k 8/1/2016
159 dormouse Limited
dormouse Fund A Shares
-7.16 1,000k 1/1/2017
158 Tactical Investment Management
Tactical Institutional Commodity Fund
-6.93 10,000k 5/1/2005
157 Superfund Group
Superfund Green SILVER SICAV
-6.36 20k 1/1/2017
156 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-5.61 500k 8/1/2007
155 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-4.17 10,000k 2/1/2008
154 Eamon Capital
Zephyr Program
-4.15 300k 1/1/2016
153 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.99 100k 5/1/2017
152 R Best LLC
R Best Private Client Program
-2.84 50k 2/1/2010
151 Cayler Capital LLC
Systematic Energy Diversified
-2.63 250k 1/1/2019
150 HA
H
-2.57 50k 5/1/2012
149 Volt Capital Management AB
Diversified Alpha Program
-2.37 5,000k 3/1/2017
148 Tendance Finance
Tendance Finance Fund
-2.36 100k 5/1/2012
147 Eclipse Capital Management
Tactical Alpha Program
-2.33 25,000k 11/1/2016
146 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.28 1,000k 8/1/2012
145 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.10 250k 10/1/2009
144 DeltaHedge
DH Styx
-2.03 1,000k 9/1/2017
143 Glendorn Capital Management LLC
MultiWeek (Enhanced)
-1.96 750k 2/1/2019
142 Red Rock Capital, LLC
Commodity Long-Short
-1.92 500k 9/1/2013
141 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-1.68 300k 6/1/2017
140 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.50 100k 1/1/2014
139 Panima Capital Management Limited
Panima Diversified Futures
-1.40 1,000k 10/1/2018
138 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.28 3,000k 7/1/2017
137 Vivienne Investissement
MACH 3
-1.23 100k 6/1/2015
136 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-1.14 250k 7/1/2015
135 Anderson Creek Trading
Standard Diversified Strategy
-1.05 250k 7/1/2014
134 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.98 200k 5/1/2014
133 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.96 3,000k 5/1/2014
132 Leibniz Group
GRAB+
-0.92 100k 4/1/2016
131 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.85 2,000k 7/1/2016
130 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.80 3,000k 1/1/2015
129 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
-0.79 1,000k 6/1/2018
128 Worldwide Capital Strategies
Profit Quest Macro World
-0.77 100k 1/1/2010
127 Soaring Pelican, LLC
Diversified S&P Program
-0.77 100k 1/1/2011
126 EMC Capital Advisors, LLC
EMC Alpha Program
-0.72 5,000k 6/1/2013
125 Crabel Capital Management
Crabel Multi-Product
-0.67 1,000k 3/1/1998
124 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.60 100k 1/1/2014
123 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.58 1,500k 10/1/2016
122 Aquantum
ACS Energies
-0.46 5,000k 1/1/2017
121 Finalyze Capital LLC
Retail Program
-0.44 500k 7/1/2017
120 Tarpon Trading
Altair FX Alpha Macro
-0.44 5,000k 1/1/2016
119 SMN Investment Services GmbH
Structural Alpha Trend
-0.43 5,000k 6/1/2016
118 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.30 20,000k 5/1/2013
117 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-0.23 500k 10/1/2014
116 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.22 25k 2/1/2016
115 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-0.19 1,500k 5/1/2017
114 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.17 250k 11/1/1996
113 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
112 ISAM
ISAM Systematic Trend (Levitas)
-0.10 1,000k 5/1/2010
111 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.09 1,500k 12/1/2014
110 Future Trade AG
Thales Swing Trading Programme
-0.07 250k 6/1/2007
109 Schot Capital
Multi Diversified Program (MDP)
-0.05 1,000k 1/1/2016
108 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.03 60k 9/1/2016
107 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
106 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.02 100k 5/1/2012
93 HA
G
0.00 200k 9/1/2013
94 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
95 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
96 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
97 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.00 2,000k 3/1/2014
98 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
99 Auspice
Auspice Tactical Futures Program (ATFP)
0.00 5,000k 4/1/2018
100 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
101 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
102 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
103 Quantumrock
Quantumrock VSOP
0.00 250k 7/1/2016
104 361 Capital LLC
361 Managed Futures Strategy Fund
0.00 3k 1/1/2012
105 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
92 Certeza Asset Management
Macro Vega
0.03 1,000k 1/1/2012
91 Blake Capital Management, Inc.
SRD Currencies
0.07 100k 3/1/2013
90 John Locke Investments
Cyril Systematic UCITS Fund
0.10 500k 7/1/2000
89 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
0.13 250k 2/1/2016
88 Superfund Group
Superfund Green GOLD SICAV
0.13 20k 1/1/2017
87 QTS Capital Management, LLC
Tail Reaper
0.36 500k 8/1/2012
86 514 Capital Partners
514 Fund
0.38 100k 11/1/2013
85 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
0.39 100k 3/1/2017
84 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
0.41 1,000k 7/1/2016
83 QDRA Pty Ltd
QDRA Dynamic Macro
0.42 5,000k 11/1/2007
82 Chesapeake Capital
Diversified Plus (HV)
0.44 100k 4/1/1994
81 FTC Capital GmbH
FTC Trend Select
0.48 50k 9/1/2007
80 QTS Capital Management, LLC
Chimera
0.49 100k 11/1/2018
79 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.55 5,000k 9/1/2009
78 EMC Capital Advisors, LLC
EMC Balance Program
0.57 3,000k 8/1/2018
77 ADG Capital Management
ADG Systematic Macro
0.59 1,000k 5/1/2013
76 Orbits Venture, Inc.
Risk Sigma Program No. 2
0.68 100k 3/1/2015
75 Global Sigma Group, LLC
GSF - Mult-Strategy
0.71 1,000k 11/1/2015
74 McMillan Asset Management
Volatility Capture CTA
0.79 100k 5/1/2018
73 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.84 4,000k 4/1/2017
72 DUNN Capital Management
DUNN WMA Institutional Program
0.87 100k 10/1/2011
71 Trident Capital Management LLC
Trident Futures Strategy
0.90 1,000k 1/1/2019
70 NuWave Investment Management, LLC
Commodity Value Portfolio
0.90 2,000k 10/1/2014
69 Melissinos Trading
Eupatrid Global Trends
0.90 100k 1/1/2011
68 Eagle Trading Systems Inc.
Eagle Customized Trend
0.93 10,000k 4/1/2017
67 Metolius Capital LLC
Metolius Enhanced Fund
0.93 40k 6/1/2015
66 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.98 500k 1/1/2015
65 Leibniz Group
SWARM
1.00 25,000k 9/1/2015
64 Caerus Group
Oil Program
1.03 200k 7/1/2018
63 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 10,000k 3/1/2003
62 Crabel Capital Management
WPD Crabel Futures Program
1.08 1,000k 7/1/2008
61 Superfund Group
Superfund Green USD SICAV
1.08 5k 1/1/2017
60 Leibniz Group
EVEREST
1.09 100k 3/1/2016
59 Emil van Essen
Spread Trading Program Limited
1.15 5,000k 7/1/2013
58 Superfund Group
Superfund Green EUR SICAV
1.17 5k 1/1/2017
57 R Best LLC
World Select Program
1.21 2,000k 4/1/2016
56 Aquantum
Aquantum Commodity Spread Program (ACS)
1.24 5,000k 7/1/2013
55 Jaguar Investments Ltd
Aegir Capital Strategy
1.27 1,000k 1/1/2012
54 Tom Capital AG
Tom Capital Growth Fund
1.40 5,000k 12/1/2015
53 QuantOn Solutions
Diversified Futures Program
1.40 1,000k 4/1/2017
52 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.42 1,000k 5/1/2014
51 Buckingham Global Advisors, LLC
Weekly Emini Program
1.44 200k 3/1/2015
50 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.47 10,000k 3/1/2007
49 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.50 10,000k 3/1/2003
48 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.53 5,000k 11/1/2012
47 Turk Capital LLC
US Market Hedge Strategy
1.55 100k 11/1/2015
46 Welton Investment Partners
Welton Trend
1.59 25,000k 10/1/2012
45 Automaton Trading LLC
Diversified
1.66 500k 7/1/2014
44 Rosetta Analytics Inc.
DL One
1.66 1,000k 9/1/2018
43 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
1.67 2,500k 4/1/2017
42 Prolific Capital Markets, LLC
Prolific Swiss System
1.72 10,000k 1/1/2014
41 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.76 250k 5/1/2013
40 Candriam Investors Group
Absolute Return Equity Market Neutral C
1.82 250k 5/1/2016
39 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
2.10 100k 2/1/2017
38 FORT LP
Fort Global Contrarian
2.12 2,000k 10/1/2002
37 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.18 100k 1/1/2014
36 Equidex Incorporated
Portfolio Enhancement Program
2.32 500k 6/1/2018
35 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
2.35 100k 2/1/2010
34 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.36 250k 10/1/2010
33 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.42 5,000k 6/1/2010
32 MarketCipher Partners LLC
MarketCipher Partners LLC
2.42 1,000k 1/1/2018
31 FORT LP
Fort Global Diversified
2.44 2,000k 3/1/2002
30 Tianyou Asset Management, LLC
Tianyou Trading Strategy
2.44 100k 10/1/2012
29 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.45 10,000k 3/1/2002
28 Buckingham Global Advisors, LLC
Small Emini Program
2.52 60k 12/1/2018
27 Silicon Valley Quantitative Advisors
UQP Large
2.55 500k 1/1/2009
26 Ravinia Investment Management
Algorithmic Multi-Strategy
2.63 100k 4/1/2019
25 Rosetta Analytics Inc.
DL Two
2.90 1,000k 9/1/2018
24 DCM Systematic
Diversified Alpha
2.92 7,000k 2/1/2016
23 Estlander & Partners
Freedom
2.95 20,000k 8/1/2010
22 County Cork LLC
County Cork Macro Equity Hedge
3.08 1,000k 2/1/2016
21 Turk Capital LLC
US Equity Long/Short Strategy
3.10 100k 4/1/2014
20 Candriam Investors Group
Candriam Diversified Futures I (Part C)
3.21 250k 12/1/2009
19 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
3.25 5,000k 9/1/2013
18 Seven Capital Management
Seven Absolute Return
3.41 100k 6/1/2009
17 Leibniz Group
Systematic Intelligence Vol 10
3.48 3,000k 8/1/2011
16 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.51 100k 12/1/1998
15 Glenhaven Capital LLC
Glenhaven Global II LP
3.98 100k 4/1/2012
14 Covenant Capital Management
Tactical Growth Program
4.02 100k 1/1/2017
13 H2O AM LLP
Force 10 (USD)
4.66 1,000k 3/1/2011
12 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
4.92 550k 11/1/2016
11 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
5.29 100k 10/1/2011
10 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
5.31 1,000k 10/1/2016
9 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
5.31 10,000k 3/1/1998
8 Pawberry LLC
MultiStrat Program
5.34 500k 6/1/2017
7 GT CAPITAL CTA
GT Systematic Day Trading Program
5.91 60k 8/1/2017
6 Covenant Capital Management
Total Volatility Program (P&C)
6.98 200k 1/1/2018
5 AP Futures, LLC
Volatility Trading Program
7.25 100k 2/1/2017
4 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
7.30 100k 4/1/2014
3 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
7.40 1,000k 9/1/1995
2 Lyons Trading Group
LATS (Client)
8.34 100k 6/1/2018
1 Purple Valley Capital, Inc.
Diversified Trend 1
24.99 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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