Systematic Trader Index For April 2021

Monthly Rankings

Rank CTA/Program Apr 2021 Min Inv Inception
167 Emil van Essen
Spread Trading Program Limited
-9.10 5,000k 7/1/2013
166 Stein Investment Management
Trading Evolution
-9.00 500k 5/1/2019
165 Eamon Capital
Zephyr Program
-7.72 300k 1/1/2016
164 Cayler Capital LLC
Systematic Energy Diversified
-7.37 250k 1/1/2019
163 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-5.70 100k 3/1/2017
162 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-5.00 10,000k 3/1/2007
161 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-3.98 100k 2/1/2017
160 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-3.96 100k 1/1/2014
159 Covenant Capital Management
Tactical Growth Program
-3.35 100k 1/1/2017
158 Eclipse Capital Management
Tactical Alpha Program
-3.07 25,000k 11/1/2016
157 Covenant Capital Management
Total Volatility Program (P&C)
-3.05 200k 1/1/2018
156 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.51 20,000k 5/1/2013
155 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-2.44 10,000k 2/1/2008
154 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.43 250k 10/1/2009
153 Caerus Group
Oil Program
-2.11 200k 7/1/2018
152 Crabel Capital Management
Crabel Contra
-1.95 1,000k 5/1/2019
151 Rosetta Analytics Inc.
DL One
-1.92 1,000k 9/1/2018
150 DeltaHedge
DH Styx
-1.85 1,000k 9/1/2017
149 514 Capital Partners
514 Fund
-1.80 100k 11/1/2013
148 John Locke Investments
Cyril Systematic UCITS Fund
-1.69 500k 7/1/2000
147 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-1.68 2,000k 2/1/2018
146 Leibniz Group
EVEREST
-1.56 100k 3/1/2016
145 Auspice
Auspice Short Term
-1.54 5,000k 5/1/2014
144 DCM Systematic
Diversified Alpha
-1.02 7,000k 2/1/2016
143 Eagle Trading Systems Inc.
Eagle Customized Trend
-0.93 10,000k 4/1/2017
142 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.74 250k 5/1/2013
141 Schot Capital
Multi Diversified Program (MDP)
-0.56 1,000k 1/1/2016
140 Auspice
Auspice Tactical Futures Program (ATFP)
-0.48 5,000k 4/1/2018
139 Blake Capital Management, Inc.
SRD Currencies
-0.35 100k 3/1/2013
138 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
137 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
136 Certeza Asset Management
Macro Vega
-0.03 1,000k 1/1/2012
135 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.03 60k 9/1/2016
134 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
133 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-0.03 5,000k 9/1/2013
115 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
123 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
124 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
117 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
122 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.00 1,500k 12/1/2014
120 Leibniz Group
Systematic Intelligence Vol 10
0.00 3,000k 8/1/2011
126 HASAFUMA
Hedgehog
0.00 50k 5/1/2012
127 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
130 Panima Capital Management Limited
Panima Diversified Futures
0.00 1,000k 10/1/2018
132 McMillan Asset Management
Volatility Capture CTA
0.00 100k 5/1/2018
128 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
131 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
0.00 1,000k 6/1/2018
119 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
118 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.00 100k 5/1/2017
121 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
0.00 1,500k 5/1/2017
116 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
113 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
114 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
129 QDRA Pty Ltd
QDRA Dynamic Macro
0.00 5,000k 11/1/2007
125 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
112 FTC Capital GmbH
FTC Trend Select
0.02 50k 9/1/2007
111 H2O AM LLP
Force 10 (USD)
0.05 1,000k 3/1/2011
110 Tom Capital AG
Tom Capital Growth Fund
0.10 5,000k 12/1/2015
109 Orbits Venture, Inc.
Risk Sigma Program No. 2
0.22 100k 3/1/2015
108 Finalyze Capital LLC
Retail Program
0.26 500k 7/1/2017
107 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.28 1,000k 5/1/2014
106 Orion Asset Management
Algorithmic Trading Program
0.31 10k 1/1/2013
105 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.31 10,000k 4/1/2004
104 Global Sigma Group, LLC
GSF - Mult-Strategy
0.38 1,000k 11/1/2015
103 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
0.38 250k 2/1/2016
102 Aquantum
ACS Energies
0.43 5,000k 1/1/2017
101 Emil van Essen
Long-Short Commodity Program - Accelerated
0.45 200k 5/1/2014
100 Jaguar Investments Ltd
Aegir Capital Strategy
0.49 1,000k 1/1/2012
99 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.51 250k 12/1/2009
98 Tendance Finance
Tendance Finance Fund
0.62 100k 5/1/2012
97 Crabel Capital Management
Crabel Multi-Product
0.63 1,000k 3/1/1998
96 Six Alpha Capital Advisors, LLC
Six Alpha ES Program
0.68 250k 5/1/2019
95 Buckingham Global Advisors, LLC
Weekly Emini Program
0.68 200k 3/1/2015
94 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.70 1,000k 3/1/2017
93 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.70 100k 5/1/2012
92 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.74 500k 8/1/2007
91 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.76 500k 1/1/2015
90 QTS Capital Management, LLC
Tail Reaper
0.79 500k 8/1/2012
89 Candriam Investors Group
Absolute Return Equity Market Neutral C
0.85 250k 5/1/2016
88 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.97 1,500k 10/1/2016
87 Tarpon Trading
Altair FX Alpha Macro
1.01 5,000k 1/1/2016
86 QTS Capital Management, LLC
Chimera
1.06 100k 11/1/2018
85 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.06 2,000k 7/1/2016
84 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
1.06 1,000k 7/1/2016
83 Leibniz Group
SWARM
1.08 100k 9/1/2015
82 Garraway Capital Management LLP
Garraway Financial Trends
1.10 100k 9/1/2012
81 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.10 100k 10/1/2012
80 FORT LP
Fort Global Diversified
1.13 2,000k 3/1/2002
79 MarketCipher Partners LLC
MarketCipher Partners LLC
1.15 1,000k 1/1/2018
78 Superfund Group
Superfund Green USD SICAV
1.20 5k 1/1/2017
77 Buckingham Global Advisors, LLC
Small Emini Program
1.29 60k 12/1/2018
76 Emil van Essen
Global Tactical Allocation Program (GTAP)
1.31 4,000k 4/1/2017
75 Crabel Capital Management
WPD Crabel Futures Program
1.31 1,000k 7/1/2008
74 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.34 100k 10/1/2011
73 ADG Capital Management
ADG Systematic Macro
1.41 1,000k 5/1/2013
72 Sandpiper Asset Management
Sandpiper Global Macro Program
1.43 1,000k 8/1/2012
71 Rosetta Analytics Inc.
DL Two
1.60 1,000k 9/1/2018
70 NuWave Investment Management, LLC
Commodity Value Portfolio
1.68 2,000k 10/1/2014
69 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.70 10,000k 3/1/2002
68 FORT LP
Fort Global Contrarian
1.73 2,000k 10/1/2002
67 Lyons Trading Group
LATS (Client)
1.74 100k 6/1/2018
66 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.75 100k 2/1/2010
65 EMC Capital Advisors, LLC
EMC Balance Program
1.90 3,000k 8/1/2018
64 Vivienne Investissement
MACH 3
1.93 100k 6/1/2015
63 W.G. Wealth Guardian Ltd.
QT Program (QTP)
1.97 300k 6/1/2017
62 Trident Capital Management LLC
Trident Futures Strategy
2.00 1,000k 1/1/2019
61 Seven Capital Management
Seven Absolute Return
2.09 100k 6/1/2009
60 Quantumrock
Quantumrock VSOP
2.09 250k 7/1/2016
59 Estlander & Partners
Freedom
2.11 20,000k 8/1/2010
58 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.11 250k 10/1/2010
57 Aquantum
Aquantum Commodity Spread Program (ACS)
2.14 5,000k 7/1/2013
56 T24 Capital
T24 Capital I
2.24 100k 12/1/2014
55 Ravinia Investment Management
Algorithmic Multi-Strategy
2.25 100k 4/1/2019
54 EMC Capital Advisors, LLC
EMC Alpha Program
2.26 5,000k 6/1/2013
53 Turk Capital LLC
US Market Hedge Strategy
2.29 100k 11/1/2015
52 R Best LLC
R Best Private Client Program
2.29 50k 2/1/2010
51 Glendorn Capital Management LLC
MultiWeek (Enhanced)
2.30 750k 2/1/2019
50 Worldwide Capital Strategies
Profit Quest Macro World
2.33 100k 1/1/2010
49 R Best LLC
World Select Program
2.37 2,000k 4/1/2016
48 Quantica Capital AG
1X Quantica Managed Futures Fund
2.40 100k 1/1/2014
47 Metolius Capital LLC
Metolius Enhanced Fund
2.44 40k 6/1/2015
46 ISAM
ISAM Systematic Trend (Levitas)
2.47 1,000k 5/1/2010
45 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
2.50 1,000k 9/1/1995
44 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
2.59 500k 10/1/2014
43 Pawberry LLC
MultiStrat Program
2.69 500k 6/1/2017
42 AP Futures, LLC
Volatility Trading Program
2.92 100k 2/1/2017
41 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.95 5,000k 6/1/2010
40 Prolific Capital Markets, LLC
Prolific Swiss System
3.00 10,000k 1/1/2014
39 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.04 10,000k 3/1/2003
38 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.06 100k 12/1/1998
37 O'Brien Investment Group
Quantitative Global Macro Futures Program
3.12 3,000k 7/1/2017
36 dormouse Limited
dormouse Fund A Shares
3.24 1,000k 1/1/2017
35 dormouse Limited
dormouse Fund B Shares
3.24 10,000k 8/1/2016
34 dormouse Limited
dormouse - Managed Account
3.37 20,000k 7/1/2011
33 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
3.41 550k 11/1/2016
32 Welton Investment Partners
Welton Trend
3.67 25,000k 10/1/2012
31 DUNN Capital Management
DUNN WMA Institutional Program
3.76 100k 10/1/2011
30 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.80 3,000k 5/1/2014
29 HASAFUMA
Gourishankar
4.08 200k 9/1/2013
28 County Cork LLC
County Cork Macro Equity Hedge
4.28 1,000k 2/1/2016
27 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
4.30 10,000k 3/1/1998
26 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
4.31 1,000k 10/1/2016
25 Anderson Creek Trading
Standard Diversified Strategy
4.35 250k 7/1/2014
24 Purple Valley Capital, Inc.
Diversified Trend 1
4.35 100k 8/1/2008
23 J8 Capital Management LLP
J8 Global Absolute Return Strategy
4.37 3,000k 1/1/2015
22 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.52 5,000k 11/1/2012
21 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
4.68 5,000k 9/1/2009
20 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.74 5,000k 9/1/2009
19 Quantica Capital AG
2X Quantica Managed Futures Fund
4.80 100k 1/1/2014
18 Turk Capital LLC
US Equity Long/Short Strategy
4.87 100k 4/1/2014
17 Soaring Pelican, LLC
Diversified S&P Program
5.40 100k 1/1/2011
16 Volt Capital Management AB
Diversified Alpha Program
5.47 5,000k 3/1/2017
15 QuantOn Solutions
Diversified Futures Program
5.58 1,000k 4/1/2017
14 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
6.22 2,500k 4/1/2017
13 Silicon Valley Quantitative Advisors
UQP Large
6.27 500k 1/1/2009
12 Robust Methods LLC
Macro Managed Account
6.40 5,000k 1/1/2005
11 Glenhaven Capital LLC
Glenhaven Global II LP
6.88 25k 4/1/2012
10 SMN Investment Services GmbH
Structural Alpha Trend
6.88 5,000k 6/1/2016
9 Chesapeake Capital
Diversified Plus (HV)
8.50 100k 4/1/1994
8 Tactical Investment Management
Tactical Institutional Commodity Fund
8.54 10,000k 5/1/2005
7 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
8.64 250k 11/1/1996
6 Melissinos Trading
Eupatrid Global Trends
9.06 100k 1/1/2011
5 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
9.44 10,000k 3/1/2003
4 Red Rock Capital, LLC
Commodity Long-Short
13.18 500k 9/1/2013
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
14.72 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
14.88 1,500k 7/1/2011
1 Leibniz Group
GRAB+
15.07 100k 4/1/2016

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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