Systematic Trader Index For May 2021

Monthly Rankings

Rank CTA/Program May 2021 Min Inv Inception
164 Emil van Essen
Long-Short Commodity Program - Accelerated
-12.14 200k 5/1/2014
163 Purple Valley Capital, Inc.
Diversified Trend 1
-5.43 100k 8/1/2008
162 Auspice
Auspice Short Term
-4.57 5,000k 5/1/2014
161 Vivienne Investissement
MACH 3
-4.45 100k 6/1/2015
160 HA
L
-3.45 50k 9/1/2013
159 R Best LLC
R Best Private Client Program
-3.21 50k 2/1/2010
158 QTS Capital Management, LLC
Chimera
-2.84 100k 11/1/2018
157 Chesapeake Capital
Diversified Plus (HV)
-2.61 100k 4/1/1994
156 O'Brien Investment Group
Quantitative Global Macro Futures Program
-2.48 3,000k 7/1/2017
155 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.33 20,000k 5/1/2013
154 Eamon Capital
Zephyr Program
-2.22 300k 1/1/2016
153 Tendance Finance
Tendance Finance Fund
-2.15 100k 5/1/2012
152 QTS Capital Management, LLC
Tail Reaper
-2.12 500k 8/1/2012
151 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-2.11 550k 11/1/2016
150 FTC Capital GmbH
FTC Trend Select
-2.11 50k 9/1/2007
149 Vivienne Investissement
OUESSANT UCITS FUND (A)
-2.09 100k 5/1/2012
148 Anderson Creek Trading
Standard Diversified Strategy
-1.84 250k 7/1/2014
147 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-1.81 500k 1/1/2015
146 Rosetta Analytics Inc.
DL One
-1.74 1,000k 9/1/2018
145 Caerus Group
Oil Program
-1.67 200k 7/1/2018
144 Panima Capital Management Limited
Panima Diversified Futures
-1.60 1,000k 10/1/2018
143 Tarpon Trading
Altair FX Alpha Macro
-1.59 5,000k 1/1/2016
142 Leibniz Group
EVEREST
-1.48 100k 3/1/2016
141 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-1.38 250k 7/1/2015
140 Prolific Capital Markets, LLC
Prolific Swiss System
-1.33 10,000k 1/1/2014
139 Quantumrock
Quantumrock VSOP
-1.16 250k 7/1/2016
138 GT CAPITAL CTA
GT Systematic Day Trading Program
-1.01 60k 8/1/2017
137 Soaring Pelican, LLC
Diversified S&P Program
-0.94 100k 1/1/2011
136 Aquantum
ACS Energies
-0.93 5,000k 1/1/2017
135 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.91 2,000k 7/1/2016
134 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-0.84 10,000k 2/1/2008
133 Leibniz Group
GRAB+
-0.80 100k 4/1/2016
132 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
-0.71 1,000k 7/1/2016
131 HA
H
-0.61 50k 5/1/2012
130 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.56 1,500k 10/1/2016
129 MarketCipher Partners LLC
MarketCipher Partners LLC
-0.55 1,000k 1/1/2018
128 Rosetta Analytics Inc.
DL Two
-0.48 1,000k 9/1/2018
127 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-0.40 5,000k 9/1/2013
126 Crabel Capital Management
Crabel Contra
-0.38 1,000k 5/1/2019
125 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.37 5,000k 6/1/2010
124 Candriam Investors Group
Absolute Return Equity Market Neutral C
-0.36 250k 5/1/2016
123 Blake Capital Management, Inc.
SRD Currencies
-0.34 100k 3/1/2013
122 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.27 10,000k 3/1/2003
121 Schot Capital
Multi Diversified Program (MDP)
-0.22 1,000k 1/1/2016
120 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.21 100k 2/1/2010
119 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.18 10,000k 3/1/1998
118 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.18 1,000k 10/1/2016
117 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
116 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.13 250k 2/1/2016
115 Crabel Capital Management
Crabel Multi-Product
-0.12 1,000k 3/1/1998
114 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.11 1,500k 12/1/2014
113 R Best LLC
World Select Program
-0.10 2,000k 4/1/2016
112 Turk Capital LLC
US Market Hedge Strategy
-0.06 100k 11/1/2015
111 Turk Capital LLC
US Equity Long/Short Strategy
-0.05 100k 4/1/2014
110 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.04 25k 2/1/2016
109 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
108 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.03 60k 9/1/2016
107 514 Capital Partners
514 Fund
-0.01 100k 11/1/2013
97 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
98 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
99 Lyons Trading Group
LATS (Client)
0.00 100k 6/1/2018
100 McMillan Asset Management
Volatility Capture CTA
0.00 100k 5/1/2018
101 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
102 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
103 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
104 H2O AM LLP
Force 10 (USD)
0.00 1,000k 3/1/2011
105 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
106 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.00 1,000k 3/1/2017
96 W.G. Wealth Guardian Ltd.
QT Program (QTP)
0.01 300k 6/1/2017
95 NuWave Investment Management, LLC
Commodity Value Portfolio
0.04 2,000k 10/1/2014
94 Ravinia Investment Management
Algorithmic Multi-Strategy
0.07 100k 4/1/2019
93 Seven Capital Management
Seven Absolute Return
0.13 100k 6/1/2009
92 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.16 250k 10/1/2009
91 AP Futures, LLC
Volatility Trading Program
0.17 100k 2/1/2017
90 Crabel Capital Management
WPD Crabel Futures Program
0.18 1,000k 7/1/2008
89 Glendorn Capital Management LLC
MultiWeek (Enhanced)
0.20 750k 2/1/2019
88 Worldwide Capital Strategies
Profit Quest Macro World
0.23 100k 1/1/2010
87 Six Alpha Capital Advisors, LLC
Six Alpha ES Program
0.24 250k 5/1/2019
86 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.25 250k 5/1/2013
85 Certeza Asset Management
Macro Vega
0.26 1,000k 1/1/2012
84 Jaguar Investments Ltd
Aegir Capital Strategy
0.31 1,000k 1/1/2012
83 Tom Capital AG
Tom Capital Growth Fund
0.40 5,000k 12/1/2015
82 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.45 2,000k 2/1/2018
81 Buckingham Global Advisors, LLC
Small Emini Program
0.46 60k 12/1/2018
80 Finalyze Capital LLC
Retail Program
0.48 500k 7/1/2017
79 Silicon Valley Quantitative Advisors
UQP Large
0.49 500k 1/1/2009
78 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.50 1,000k 5/1/2014
77 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.52 500k 10/1/2014
76 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.54 100k 10/1/2011
75 dormouse Limited
dormouse Fund A Shares
0.63 1,000k 1/1/2017
74 dormouse Limited
dormouse Fund B Shares
0.63 10,000k 8/1/2016
73 dormouse Limited
dormouse - Managed Account
0.69 20,000k 7/1/2011
72 QuantOn Solutions
Diversified Futures Program
0.70 1,000k 4/1/2017
71 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.72 250k 12/1/2009
70 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
0.73 1,500k 5/1/2017
69 Aquantum
Aquantum Commodity Spread Program (ACS)
0.73 5,000k 7/1/2013
68 Buckingham Global Advisors, LLC
Weekly Emini Program
0.81 200k 3/1/2015
67 Global Sigma Group, LLC
GSF - Mult-Strategy
0.83 1,000k 11/1/2015
66 Orion Asset Management
Algorithmic Trading Program
0.87 10k 1/1/2013
65 Quantica Capital AG
1X Quantica Managed Futures Fund
0.90 100k 1/1/2014
64 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.94 250k 10/1/2010
63 EMC Capital Advisors, LLC
EMC Alpha Program
0.97 5,000k 6/1/2013
62 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.04 10,000k 3/1/2002
61 Sizemore Capital Management LLC
Blue Orbit Capital Mgmt
1.04 100k 6/1/2019
60 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
1.05 1,000k 1/1/2013
59 Orbits Venture, Inc.
Risk Sigma Program No. 2
1.10 100k 3/1/2015
58 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
1.10 100k 3/1/2017
57 FORT LP
Fort Global Diversified
1.11 2,000k 3/1/2002
56 John Locke Investments
Cyril Systematic UCITS Fund
1.13 500k 7/1/2000
55 ADG Capital Management
ADG Systematic Macro
1.13 1,000k 5/1/2013
54 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
1.17 10,000k 4/1/2004
53 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.18 500k 8/1/2007
52 Eclipse Capital Management
Tactical Alpha Program
1.23 25,000k 11/1/2016
51 DCM Systematic
Diversified Alpha
1.31 7,000k 2/1/2016
50 DUNN Capital Management
DUNN WMA Institutional Program
1.32 100k 10/1/2011
49 Estlander & Partners
Freedom
1.34 20,000k 8/1/2010
48 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.40 10,000k 3/1/2003
47 Trident Capital Management LLC
Trident Futures Strategy
1.40 1,000k 1/1/2019
46 Eagle Trading Systems Inc.
Eagle Customized Trend
1.54 10,000k 4/1/2017
45 County Cork LLC
County Cork Macro Equity Hedge
1.55 1,000k 2/1/2016
44 EMC Capital Advisors, LLC
EMC Balance Program
1.57 3,000k 8/1/2018
43 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
1.59 1,000k 6/1/2018
42 Melissinos Trading
Eupatrid Global Trends
1.68 100k 1/1/2011
41 Cayler Capital LLC
Systematic Energy Diversified
1.68 250k 1/1/2019
40 Volt Capital Management AB
Diversified Alpha Program
1.77 5,000k 3/1/2017
39 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
1.80 1,000k 9/1/1995
38 Quantica Capital AG
2X Quantica Managed Futures Fund
1.80 100k 1/1/2014
37 Glenhaven Capital LLC
Glenhaven Global II LP
1.82 100k 4/1/2012
36 FORT LP
Fort Global Contrarian
1.85 2,000k 10/1/2002
35 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.22 3,000k 5/1/2014
34 J8 Capital Management LLP
J8 Global Absolute Return Strategy
2.22 3,000k 1/1/2015
33 Red Rock Capital, LLC
Commodity Long-Short
2.22 500k 9/1/2013
32 DeltaHedge
DH Styx
2.36 1,000k 9/1/2017
31 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.37 4,000k 4/1/2017
30 Tianyou Asset Management, LLC
Tianyou Trading Strategy
2.40 100k 10/1/2012
29 ISAM
ISAM Systematic Trend (Levitas)
2.47 1,000k 5/1/2010
28 Equidex Incorporated
Portfolio Enhancement Program
2.52 500k 6/1/2018
27 Pawberry LLC
MultiStrat Program
2.54 500k 6/1/2017
26 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.56 5,000k 9/1/2009
25 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
2.57 5,000k 9/1/2009
24 Welton Investment Partners
Welton Trend
2.62 25,000k 10/1/2012
23 HA
G
2.66 200k 9/1/2013
22 Covenant Capital Management
Tactical Growth Program
2.97 100k 1/1/2017
21 Tactical Investment Management
Tactical Institutional Commodity Fund
3.03 10,000k 5/1/2005
20 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.19 100k 12/1/1998
19 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.34 5,000k 11/1/2012
18 Leibniz Group
SWARM
3.50 25,000k 9/1/2015
17 Covenant Capital Management
Total Volatility Program (P&C)
3.65 200k 1/1/2018
16 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
3.85 250k 11/1/1996
15 Emil van Essen
Spread Trading Program Limited
4.01 5,000k 7/1/2013
14 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
4.09 100k 2/1/2017
13 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.18 100k 1/1/2014
12 Metolius Capital LLC
Metolius Enhanced Fund
4.25 40k 6/1/2015
11 SMN Investment Services GmbH
Structural Alpha Trend
4.74 5,000k 6/1/2016
10 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
5.90 2,500k 4/1/2017
9 Stein Investment Management
Trading Evolution
6.69 500k 5/1/2019
8 Robust Methods LLC
Macro Managed Account
6.81 5,000k 1/1/2005
7 Sandpiper Asset Management
Sandpiper Global Macro Program
6.89 1,000k 8/1/2012
6 QDRA Pty Ltd
QDRA Dynamic Macro
7.86 5,000k 11/1/2007
5 HA
F
8.79 20k 7/1/2012
4 HA
M
9.30 20k 6/1/2013
3 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
9.60 10,000k 3/1/2007
2 Algocentric Capital LLC
Algo I
14.66 100k 5/1/2019
1 HA
H
16.30 20k 9/1/2014

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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