Systematic Trader Index For June 2021

Monthly Rankings

Rank CTA/Program Jun 2021 Min Inv Inception
166 Sandpiper Asset Management
Sandpiper Global Macro Program
-13.72 1,000k 8/1/2012
165 Auspice
Auspice Short Term
-9.72 5,000k 5/1/2014
164 Superfund Group
Superfund Green GOLD SICAV
-8.64 20k 1/1/2017
163 Algocentric Capital LLC
Algo I
-8.59 100k 5/1/2019
162 Superfund Group
Superfund Green SILVER SICAV
-8.34 20k 1/1/2017
161 Robust Methods LLC
Macro Managed Account
-7.51 5,000k 1/1/2005
160 Quantica Capital AG
2X Quantica Managed Futures Fund
-6.10 100k 1/1/2014
159 Tactical Investment Management
Tactical Institutional Commodity Fund
-5.41 10,000k 5/1/2005
158 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.35 50k 7/1/2011
157 QuantOn Solutions
Diversified Futures Program
-4.23 1,000k 4/1/2017
156 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.99 100k 12/1/1998
155 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.92 10,000k 3/1/2003
154 Glenhaven Capital LLC
Glenhaven Global II LP
-3.90 100k 4/1/2012
153 Prolific Capital Markets, LLC
Prolific Swiss System
-3.76 10,000k 1/1/2014
152 Eclipse Capital Management
Tactical Alpha Program
-3.66 25,000k 11/1/2016
151 Tomas Capital Pty Ltd
GCAF | USD
-3.66 1,500k 7/1/2011
150 Melissinos Trading
Eupatrid Global Trends
-3.50 100k 1/1/2011
149 Red Rock Capital, LLC
Commodity Long-Short
-3.25 500k 9/1/2013
148 Eagle Trading Systems Inc.
Eagle Customized Trend
-3.06 10,000k 4/1/2017
147 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.00 100k 1/1/2014
146 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-2.91 500k 1/1/2015
145 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.89 3,000k 5/1/2014
144 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.68 250k 10/1/2009
143 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-2.59 5,000k 9/1/2009
142 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.56 5,000k 9/1/2009
141 Metolius Capital LLC
Metolius Enhanced Fund
-2.34 40k 6/1/2015
140 DUNN Capital Management
DUNN WMA Institutional Program
-2.21 100k 10/1/2011
139 Emil van Essen
Global Tactical Allocation Program (GTAP)
-2.01 4,000k 4/1/2017
138 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.91 1,000k 5/1/2014
137 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.76 20,000k 5/1/2013
136 John Locke Investments
Cyril Systematic UCITS Fund
-1.61 500k 7/1/2000
135 Anderson Creek Trading
Standard Diversified Strategy
-1.60 250k 7/1/2014
134 Volt Capital Management AB
Diversified Alpha Program
-1.60 5,000k 3/1/2017
133 dormouse Limited
dormouse Fund A Shares
-1.57 1,000k 1/1/2017
132 dormouse Limited
dormouse Fund B Shares
-1.57 10,000k 8/1/2016
131 Superfund Group
Superfund Green USD SICAV
-1.56 5k 1/1/2017
130 Superfund Group
Superfund Green EUR SICAV
-1.53 5k 1/1/2017
129 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.41 1,500k 5/1/2017
128 dormouse Limited
dormouse - Managed Account
-1.40 20,000k 7/1/2011
127 Caerus Group
Oil Program
-1.35 200k 7/1/2018
126 EMC Capital Advisors, LLC
EMC Alpha Program
-1.33 5,000k 6/1/2013
125 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.22 3,000k 7/1/2017
124 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.15 2,000k 7/1/2016
123 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-1.12 1,500k 12/1/2014
122 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-1.00 1,000k 9/1/1995
121 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.98 100k 2/1/2010
120 Schot Capital
Multi Diversified Program (MDP)
-0.97 1,000k 1/1/2016
119 Rcube Asset Management
Rcube Genio Capital Systematic Macro
-0.80 1,000k 3/1/2017
118 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-0.77 500k 10/1/2014
117 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
-0.72 1,000k 7/1/2016
116 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.71 3,000k 1/1/2015
115 Superfund Group
Superfund Red USD SICAV
-0.50 10k 3/1/2013
114 Tom Capital AG
Tom Capital Growth Fund
-0.50 5,000k 12/1/2015
113 Stein Investment Management
Trading Evolution
-0.50 500k 5/1/2019
112 Soaring Pelican, LLC
Diversified S&P Program
-0.48 100k 1/1/2011
111 Superfund Group
Superfund Red EUR SICAV
-0.48 10k 3/1/2013
110 514 Capital Partners
514 Fund
-0.43 100k 11/1/2013
109 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.40 2,000k 10/1/2014
108 FORT LP
Fort Global Contrarian
-0.37 2,000k 10/1/2002
107 DeltaHedge
DH Styx
-0.35 1,000k 9/1/2017
106 Blake Capital Management, Inc.
SRD Currencies
-0.32 100k 3/1/2013
105 EMC Capital Advisors, LLC
EMC Balance Program
-0.22 3,000k 8/1/2018
104 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.22 5,000k 11/1/2012
103 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.22 25k 2/1/2016
102 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
101 Ravinia Investment Management
Algorithmic Multi-Strategy
-0.12 100k 4/1/2019
100 Trident Capital Management LLC
Trident Futures Strategy
-0.10 1,000k 1/1/2019
99 ISAM
ISAM Systematic Trend (Levitas)
-0.04 1,000k 5/1/2010
98 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
97 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.03 60k 9/1/2016
60 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
61 Panima Capital Management Limited
Panima Diversified Futures
0.00 1,000k 10/1/2018
62 Pawberry LLC
MultiStrat Program
0.00 500k 6/1/2017
63 Tarpon Trading
Altair FX Alpha Macro
0.00 5,000k 1/1/2016
64 Sizemore Capital Management LLC
Blue Orbit Capital Mgmt
0.00 100k 6/1/2019
65 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
66 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
0.00 2,500k 4/1/2017
67 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
68 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
69 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
70 Quantumrock
Quantumrock VSOP
0.00 250k 7/1/2016
71 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
72 HA
H
0.00 20k 9/1/2014
73 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.00 5,000k 6/1/2010
74 HA
H
0.00 50k 5/1/2012
75 HA
F
0.00 20k 7/1/2012
76 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.00 10,000k 2/1/2008
77 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
78 HA
M
0.00 20k 6/1/2013
79 HA
G
0.00 200k 9/1/2013
80 HA
L
0.00 50k 9/1/2013
81 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
82 Silicon Valley Quantitative Advisors
UQP Large
0.00 500k 1/1/2009
83 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
0.00 5,000k 9/1/2013
84 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
85 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
86 Leibniz Group
EVEREST
0.00 100k 3/1/2016
87 Leibniz Group
GRAB+
0.00 100k 4/1/2016
88 FTC Capital GmbH
FTC Trend Select
0.00 50k 9/1/2007
89 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.00 250k 12/1/2009
90 Candriam Investors Group
Absolute Return Equity Market Neutral C
0.00 250k 5/1/2016
91 Crabel Capital Management
Crabel Contra
0.00 1,000k 5/1/2019
92 Leibniz Group
SWARM
0.00 25,000k 9/1/2015
93 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
94 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
95 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
96 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
59 Deep Field Capital AG
Intraday Convexity Capture (ICC)
0.02 2,000k 7/1/2019
58 Certeza Asset Management
Macro Vega
0.04 1,000k 1/1/2012
57 FORT LP
Fort Global Diversified
0.07 2,000k 3/1/2002
56 Seven Capital Management
Seven Absolute Return
0.10 100k 6/1/2009
55 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.24 10,000k 3/1/2002
54 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.34 10,000k 3/1/2007
53 Aquantum
ACS Energies
0.35 5,000k 1/1/2017
52 Finalyze Capital LLC
Retail Program
0.37 500k 7/1/2017
51 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.41 250k 11/1/1996
50 Jaguar Investments Ltd
Aegir Capital Strategy
0.42 1,000k 1/1/2012
49 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.56 1,500k 10/1/2016
48 Six Alpha Capital Advisors, LLC
Six Alpha ES Program
0.57 250k 5/1/2019
47 Turk Capital LLC
US Market Hedge Strategy
0.65 100k 11/1/2015
46 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.66 250k 5/1/2013
45 Global Sigma Group, LLC
GSF - Mult-Strategy
0.70 1,000k 11/1/2015
44 ADG Capital Management
ADG Systematic Macro
0.76 1,000k 5/1/2013
43 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.79 10,000k 3/1/1998
42 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.79 1,000k 10/1/2016
41 R Best LLC
R Best Private Client Program
0.81 50k 2/1/2010
40 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.90 100k 5/1/2012
39 QTS Capital Management, LLC
Tail Reaper
0.90 500k 8/1/2012
38 Orbits Venture, Inc.
Risk Sigma Program No. 2
1.09 100k 3/1/2015
37 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
1.18 550k 11/1/2016
36 QTS Capital Management, LLC
Chimera
1.22 100k 11/1/2018
35 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.28 10,000k 3/1/2003
34 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.30 100k 10/1/2012
33 County Cork LLC
County Cork Macro Equity Hedge
1.31 1,000k 2/1/2016
32 Turk Capital LLC
US Equity Long/Short Strategy
1.40 100k 4/1/2014
31 Buckingham Global Advisors, LLC
Weekly Emini Program
1.43 200k 3/1/2015
30 Glendorn Capital Management LLC
MultiWeek (Enhanced)
1.49 750k 2/1/2019
29 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
1.59 1,000k 6/1/2018
28 R Best LLC
World Select Program
1.68 2,000k 4/1/2016
27 QDRA Pty Ltd
QDRA Dynamic Macro
1.72 5,000k 11/1/2007
26 Covenant Capital Management
Tactical Growth Program
1.79 100k 1/1/2017
25 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
1.89 250k 2/1/2016
24 Aquantum
Aquantum Commodity Spread Program (ACS)
1.89 5,000k 7/1/2013
23 Buckingham Global Advisors, LLC
Small Emini Program
2.11 60k 12/1/2018
22 Estlander & Partners
Freedom
2.38 20,000k 8/1/2010
21 Rcube Asset Management
Walnut Singularity
2.39 500k 7/1/2017
20 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.39 100k 10/1/2011
19 Tendance Finance
Tendance Finance Fund
2.42 100k 5/1/2012
18 Covenant Capital Management
Total Volatility Program (P&C)
2.51 200k 1/1/2018
17 Vivienne Investissement
MACH 3
2.52 100k 6/1/2015
16 Eamon Capital
Zephyr Program
2.54 300k 1/1/2016
15 AP Futures, LLC
Volatility Trading Program
2.62 100k 2/1/2017
14 MarketCipher Partners LLC
MarketCipher Partners LLC
3.17 1,000k 1/1/2018
13 Cayler Capital LLC
Systematic Energy Diversified
3.75 250k 1/1/2019
12 Rosetta Analytics Inc.
DL Two
3.80 1,000k 9/1/2018
11 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.72 100k 1/1/2014
10 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
4.82 100k 2/1/2017
9 W.G. Wealth Guardian Ltd.
QT Program (QTP)
4.96 300k 6/1/2017
8 DCM Systematic
Diversified Alpha
5.22 7,000k 2/1/2016
7 Rosetta Analytics Inc.
DL One
5.62 1,000k 9/1/2018
6 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
5.71 100k 3/1/2017
5 Emil van Essen
Spread Trading Program Limited
5.85 5,000k 7/1/2013
4 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
5.94 500k 8/1/2007
3 Emil van Essen
Long-Short Commodity Program - Accelerated
8.68 200k 5/1/2014
2 Worldwide Capital Strategies
Profit Quest Macro World
10.95 100k 1/1/2010
1 SMN Investment Services GmbH
Structural Alpha Trend
13.73 5,000k 6/1/2016

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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