Systematic Trader Index For October 2015

Monthly Rankings

Rank CTA/Program Oct 2015 Min Inv Inception
131 Covenant Capital Management
Optimal Program
-36.57 10k 2/1/2014
130 Dreiss Research Corporation
Diversified Program
-22.81 1,000k 5/1/1991
129 LEVEX Capital Management Inc.
REN18
-19.58 25k 1/1/2014
128 Estlander & Partners
Alpha Trend II - Class P
-18.31 100k 12/1/2008
127 Golden Point Capital Management, LLC
Global Systematic
-16.48 250k 7/1/2012
126 Purple Valley Capital, Inc.
Diversified Trend 1
-15.83 100k 8/1/2008
125 Qbasis Invest
Qbasis i Trend Fund
-14.40 1k 1/1/2014
124 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.97 50k 7/1/2011
123 Melissinos Trading
Eupatrid Program
-10.68 50k 1/1/2011
122 Conquest Capital Group
Conquest Macro
-9.65 250k 5/1/1999
121 JKI-Futures, LLC
ETIRON Large 2x (Client)
-8.16 1,000k 8/1/2012
120 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-7.63 1k 6/1/2009
119 Sona Trading Strategies LLC.
Diversified Program
-7.50 1,000k 9/1/2006
118 Conquest Capital Group
Conquest Select
-7.33 250k 6/1/2004
117 Pacific Capital Advisors
Terra
-6.34 100k 4/1/2014
116 Garraway Capital Management LLP
Garraway Financial Trends
-6.29 100k 9/1/2012
115 Angle Capital Management LLC
AIP Program
-6.14 100k 1/1/2010
114 Abraham Investment Management
Formula 72 H
-5.55 150k 8/1/2012
113 Eagle Trading Systems Inc.
Eagle Global Financials
-5.22 10,000k 1/1/1996
112 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.19 20,000k 5/1/2013
111 ISAM
ISAM Systematic Trend Fund
-4.56 1,000k 6/1/2001
110 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.50 250k 5/1/2011
109 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.29 1,000k 3/1/2003
108 Emil van Essen
Long-Short Commodity Program
-4.28 1,000k 6/1/2013
107 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-4.26 10,000k 10/1/2006
106 Urban Tree Capital, LLC
UTC Plus (Client)
-3.98 100k 3/1/2013
105 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.93 1k 10/1/2006
104 ROW Asset Managment
Row Diversified Fund, L.P.
-3.83 1,000k 11/1/2011
103 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-3.70 250k 5/1/2013
102 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-3.68 100k 1/1/2014
101 Alee Capital Management, LLC
Poniente Program
-3.64 2,500k 1/1/1999
100 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.63 10,000k 2/1/2008
99 ROW Asset Managment
Row Currency Program
-3.54 1,000k 11/1/2010
98 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.47 1,000k 8/1/2012
97 The Tidal Group
M2 SP500 Emini Futures Program
-3.45 50k 1/1/2013
96 Candriam Investor Group
Alternative Return Systemat
-3.44 125k 1/1/2007
95 Ritenour Investment Group, LLC
RIG_ES_Client
-3.18 25k 3/1/2013
94 Estlander & Partners
Freedom
-3.15 20,000k 8/1/2010
93 Worldwide Capital Strategies
Profit Quest Strategies
-3.06 200k 9/1/2013
92 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.00 100k 1/1/2014
91 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.99 200k 5/1/2014
90 Millburn Corporation
Multi-Markets Program
-2.83 25,000k 10/1/2004
89 Red Rock Capital, LLC
Commodity Long-Short
-2.50 500k 9/1/2013
88 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
-2.47 10k 1/1/2014
87 Metolius Capital LLC
Metolius Diversified
-2.24 100k 6/1/2010
86 Aquantum
Aquantum Global Systematic Program (AGS)
-2.15 5,000k 7/1/2013
85 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.13 10,000k 4/1/2004
84 ALFAKRAFT
ALFA Commodity Fund
-2.10 16k 6/1/2010
83 Adamah Capital LLC
Asset Allocator Program
-2.10 50k 3/1/2011
82 Talenta Capital LLP
Diversified
-2.01 950k 6/1/2014
81 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.00 100k 10/1/2011
80 Jaguar Investments Ltd
Aegir Capital Strategy
-1.99 1,000k 1/1/2012
79 Future Trade AG
Thales Swing Trading Programme
-1.86 250k 6/1/2007
78 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.63 5,000k 7/1/2013
77 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.50 100k 1/1/2014
76 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.41 100k 8/1/2009
75 Glider Trading LLP
Glider Trading Strategy (Class C)
-1.38 500k 9/1/2013
74 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.27 25,000k 1/1/2014
73 dormouse Limited
dormouse - Managed Account
-1.24 10,000k 7/1/2011
72 County Cork LLC
County Cork Fusion Equity
-1.21 1,000k 10/1/2013
71 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-1.14 50k 10/1/2010
70 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.14 4,000k 2/1/2011
69 FORT LP
Fort Global Diversified
-1.12 2,000k 10/1/1993
68 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.05 1,000k 3/1/2003
67 GNE Management, LLC
S&P Futures and Options Strategy (Client)
-0.94 200k 12/1/2013
66 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.92 100k 1/1/2000
65 Mehnert Capital Management, LLC
DTP (Client)
-0.82 1,000k 3/1/2012
64 Alee Capital Management, LLC
Mistral Program
-0.79 2,500k 1/1/1999
63 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.66 5,000k 8/1/2000
62 Typhon Capital Management, LLC
Chiron Currency Program
-0.62 250k 2/1/2008
61 Automaton Trading LLC
Diversified
-0.58 500k 7/1/2014
60 Non Correlated Capital
Positive Theta Program
-0.56 250k 10/1/2007
59 Non Correlated Capital
Positive Theta Fund
-0.55 50k 10/1/2007
58 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.53 4,000k 11/1/2008
57 Blake Capital Management, Inc.
SRD Currencies
-0.48 100k 3/1/2013
56 Millburn Corporation
Commodity Program
-0.39 25,000k 3/1/2005
55 Pinstripe Trading, LLC
Standard
-0.32 125k 8/1/2009
54 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.24 2,000k 7/1/2013
53 Turning Wheel Capital, Inc.
Pure Alpha
-0.20 10,000k 1/1/2012
52 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.19 200k 12/1/2013
51 Certeza Asset Management
Macro Vega
-0.08 200k 1/1/2012
50 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.05 100k 3/1/2013
49 Seven Capital Management
Seven Absolute Return
-0.03 100k 6/1/2009
47 Piston Trading
The Piston
0.00 1,000k 1/1/2014
48 Diversified Capital Management
Alpha Index
0.00 50k 8/1/2013
46 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.01 6/1/2012
45 Witter & Lester, Inc.
Redstone
0.02 500k 9/1/1994
44 Pacific Capital Advisors
Agilis Program
0.04 100k 12/1/2012
43 Crabel Capital Management
Crabel Multi-Product
0.19 1,000k 3/1/1998
42 3D
S&P Program (Client)
0.20 100k 11/1/2010
41 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.23 1,000k 5/1/2014
40 Bluegrass Capital Management
Cross Market Bias Model
0.25 3,000k 7/1/2014
39 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.30 500k 4/1/2013
38 Paradox Capital Management
Sentiment Program (1X)
0.31 1,000k 1/1/2013
37 Puna Asset Management, LLC
NeoTrend Alpha
0.35 100k 3/1/2014
36 Quality Capital Management
Alpha Financials Program
0.35 10,000k 6/1/2012
35 Vision Capital Management
Global Futures
0.44 500k 2/1/2012
34 Kopis Capital Management, LLC
Commodity Long Only
0.45 500k 1/1/2014
33 Ring Capital Management LLC
S&P E-Mini Select
0.76 100k 1/1/2012
32 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.77 100k 8/1/2011
31 Bullet Hill Capital LLC
Ricochet
0.80 500k 6/1/2014
30 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.95 250k 3/1/2010
29 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.07 3,000k 5/1/2010
28 FORT LP
Fort Global Contrarian
1.13 2,000k 10/1/2002
27 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.17 1,000k 3/1/2007
26 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.19 5,000k 6/1/2010
25 Intex Capital
Covered Options Program
1.30 50k 1/1/2012
24 EMC Capital Advisors, LLC
EMC Alpha Program
1.47 5,000k 6/1/2013
23 Deep Field Capital AG
SINGULARITY Fund
1.59 100k 9/1/2011
22 R Best LLC
R Best Private Client Program
1.66 50k 2/1/2010
21 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
1.72 1,000k 7/1/2009
20 3D
Intraday Program (Client)
1.72 100k 2/1/2012
19 ALFAKRAFT
ALFA Edge Fund
1.92 16k 12/1/2011
18 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.03 250k 10/1/2011
17 Vivienne Investissement
OUESSANT UCITS FUND
2.06 100k 5/1/2012
16 3D
Bull Program (Client)
2.10 10k 11/1/2010
15 Talenta Capital LLP
S&P 500 Momentum
2.23 950k 6/1/2014
14 Robust Methods LLC
Macro Managed Account
2.43 5,000k 1/1/2005
13 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.67 3,000k 5/1/2014
12 Cauldron Investments, LLC
Stock Index Plus
2.77 1,000k 10/1/2009
11 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.95 250k 10/1/2009
10 QTS Capital Management, LLC
FX Managed Account
2.98 100k 1/1/2011
9 Soaring Pelican, LLC
Diversified S&P Program
3.41 100k 1/1/2011
8 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
4.69 1,000k 1/1/2013
7 Quantum Leap Capital Management
Managed Account Program
5.05 300k 8/1/2006
6 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
5.50 100k 4/1/2014
5 Superfund Group
Superfund Red USD SICAV
6.02 10k 3/1/2013
4 Superfund Group
Superfund Red EUR SICAV
6.24 10k 3/1/2013
3 Zoi Capital, LLC
Telio Program (Client)
7.32 200k 4/1/2010
2 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
10.35 1,500k 7/1/2014
1 Turk Capital LLC
US Equity Long/Short Strategy
16.17 250k 4/1/2014

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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