Systematic Trader Index For November 2015

Monthly Rankings

Rank CTA/Program Nov 2015 Min Inv Inception
133 Pacific Capital Advisors
Agilis Program
-9.92 100k 12/1/2012
132 LEVEX Capital Management Inc.
REN18
-7.20 25k 1/1/2014
131 Future Trade AG
Thales Swing Trading Programme
-7.15 250k 6/1/2007
130 Robust Methods LLC
Macro Managed Account
-5.75 5,000k 1/1/2005
129 Kopis Capital Management, LLC
Commodity Long Only
-4.21 500k 1/1/2014
128 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-3.75 250k 10/1/2011
127 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.94 100k 10/1/2011
126 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-2.61 100k 4/1/2014
125 Pacific Capital Advisors
Terra
-2.51 100k 4/1/2014
124 Talenta Capital LLP
S&P 500 Momentum
-2.30 950k 6/1/2014
123 3D
Intraday Program (Client)
-1.52 100k 2/1/2012
122 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-1.44 100k 8/1/2011
121 Typhon Capital Management, LLC
Chiron Currency Program
-1.43 250k 2/1/2008
120 QTS Capital Management, LLC
FX Managed Account
-1.36 100k 1/1/2011
119 Zoi Capital, LLC
Telio Program (Client)
-1.27 200k 4/1/2010
118 Abraham Investment Management
Formula 72 H
-1.14 150k 8/1/2012
117 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.88 3,000k 5/1/2010
116 ROW Asset Managment
Row Currency Program
-0.88 1,000k 11/1/2010
115 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
114 FORT LP
Fort Global Diversified
-0.67 2,000k 10/1/1993
113 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.60 200k 12/1/2013
112 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.56 100k 3/1/2013
111 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.52 1,000k 1/1/2013
110 Garraway Capital Management LLP
Garraway Financial Trends
-0.51 100k 9/1/2012
109 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.40 100k 1/1/2014
108 3D
S&P Program (Client)
-0.35 100k 11/1/2010
107 Automaton Trading LLC
Diversified
-0.27 500k 7/1/2014
106 3D
Bull Program (Client)
-0.20 10k 11/1/2010
105 Bullet Hill Capital LLC
Ricochet
-0.19 500k 6/1/2014
104 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.17 5,000k 6/1/2010
103 Seven Capital Management
Seven Absolute Return
-0.11 100k 6/1/2009
102 Paradox Capital Management
Sentiment Program (1X)
-0.11 1,000k 1/1/2013
101 Turk Capital LLC
US Equity Long/Short Strategy
-0.09 250k 4/1/2014
100 EMC Capital Advisors, LLC
EMC Alpha Program
-0.05 5,000k 6/1/2013
98 Piston Trading
The Piston
0.00 1,000k 1/1/2014
99 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
97 The Tidal Group
M2 SP500 Emini Futures Program
0.06 50k 1/1/2013
96 Non Correlated Capital
Positive Theta Program
0.08 250k 10/1/2007
95 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.10 500k 4/1/2013
94 Vivienne Investissement
OUESSANT UCITS FUND
0.13 100k 5/1/2012
93 Blake Capital Management, Inc.
SRD Currencies
0.26 100k 3/1/2013
92 Bluegrass Capital Management
Cross Market Bias Model
0.29 3,000k 7/1/2014
91 Aquantum
Aquantum Global Systematic Program (AGS)
0.34 5,000k 7/1/2013
90 Certeza Asset Management
Macro Vega
0.34 200k 1/1/2012
89 Jaguar Investments Ltd
Aegir Capital Strategy
0.36 1,000k 1/1/2012
88 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
0.51 10k 1/1/2014
87 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.53 6/1/2012
86 Witter & Lester, Inc.
Redstone
0.53 500k 9/1/1994
85 Quality Capital Management
Alpha Financials Program
0.53 10,000k 6/1/2012
84 Non Correlated Capital
Positive Theta Fund
0.55 50k 10/1/2007
83 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.57 4,000k 11/1/2008
82 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.58 1,000k 3/1/2003
81 FORT LP
Fort Global Contrarian
0.65 2,000k 10/1/2002
80 Eagle Trading Systems Inc.
Eagle Global Financials
0.65 10,000k 1/1/1996
79 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
0.66 1,000k 7/1/2009
78 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.68 100k 8/1/2009
77 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.80 1k 10/1/2006
76 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
0.89 1,500k 7/1/2014
75 Sona Trading Strategies LLC.
Diversified Program
1.02 1,000k 9/1/2006
74 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.10 5,000k 8/1/2000
73 Deep Field Capital AG
SINGULARITY Fund
1.17 100k 9/1/2011
72 Soaring Pelican, LLC
Diversified S&P Program
1.23 100k 1/1/2011
71 Cauldron Investments, LLC
Stock Index Plus
1.27 1,000k 10/1/2009
70 Stable Asset Management LTD
Arctic Blue 1x Share Class
1.27 100k 6/1/2014
69 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.47 250k 3/1/2010
68 Adamah Capital LLC
Asset Allocator Program
1.50 50k 3/1/2011
67 Intex Capital
Covered Options Program
1.50 50k 1/1/2012
66 Diversified Capital Management
Alpha Index
1.50 50k 8/1/2013
65 R Best LLC
R Best Private Client Program
1.55 50k 2/1/2010
64 ALFAKRAFT
ALFA Edge Fund
1.55 16k 12/1/2011
63 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.64 1k 6/1/2009
62 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.71 1,000k 3/1/2003
61 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.72 50k 10/1/2010
60 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.75 3,000k 5/1/2014
59 Glider Trading LLP
Glider Trading Strategy (Class C)
1.76 500k 9/1/2013
58 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.89 4,000k 2/1/2011
57 Talenta Capital LLP
Diversified
1.92 950k 6/1/2014
56 Eagle Trading Systems Inc.
Eagle Quantitative Macro
1.99 10,000k 10/1/2006
55 Urban Tree Capital, LLC
UTC Plus (Client)
2.04 100k 3/1/2013
54 Turning Wheel Capital, Inc.
Pure Alpha
2.24 10,000k 1/1/2012
53 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.42 1,000k 3/1/2007
52 JKI-Futures, LLC
ETIRON Large 2x (Client)
2.58 1,000k 8/1/2012
51 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.60 1,000k 5/1/2014
50 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.76 250k 10/1/2009
49 Crabel Capital Management
Crabel Multi-Product
2.80 1,000k 3/1/1998
48 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.80 250k 5/1/2013
47 Alee Capital Management, LLC
Poniente Program
2.92 2,500k 1/1/1999
46 Metolius Capital LLC
Metolius Diversified
2.98 100k 6/1/2010
45 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
3.05 2,000k 7/1/2013
44 ROW Asset Managment
Row Diversified Fund, L.P.
3.20 1,000k 11/1/2011
43 Ritenour Investment Group, LLC
RIG_ES_Client
3.22 25k 3/1/2013
42 Conquest Capital Group
Conquest Select
3.36 250k 6/1/2004
41 Estlander & Partners
Freedom
3.64 20,000k 8/1/2010
40 dormouse Limited
dormouse - Managed Account
3.77 10,000k 7/1/2011
39 Candriam Investor Group
Alternative Return Systemat
3.78 125k 1/1/2007
38 Millburn Corporation
Multi-Markets Program
3.97 25,000k 10/1/2004
37 Conquest Capital Group
Conquest Macro
4.01 250k 5/1/1999
36 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
4.36 10,000k 2/1/2008
35 Alee Capital Management, LLC
Mistral Program
4.47 2,500k 1/1/1999
34 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.48 10,000k 4/1/2004
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.68 100k 1/1/2000
32 County Cork LLC
County Cork Fusion Equity
4.87 1,000k 10/1/2013
31 Mehnert Capital Management, LLC
DTP (Client)
5.20 1,000k 3/1/2012
30 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
5.23 25,000k 1/1/2014
29 Millburn Corporation
Commodity Program
5.33 25,000k 3/1/2005
28 ALFAKRAFT
ALFA Commodity Fund
5.39 16k 6/1/2010
27 Aquantum
Aquantum Commodity Spread Program (ACS)
5.54 5,000k 7/1/2013
26 Dixon Midland Company LLC
Dixon Midland Diversified LLC
5.61 250k 5/1/2011
25 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
6.24 20,000k 5/1/2013
24 ISAM
ISAM Systematic Trend Fund
6.38 1,000k 6/1/2001
23 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.56 50k 7/1/2011
22 GNE Management, LLC
S&P Futures and Options Strategy (Client)
6.67 200k 12/1/2013
21 Puna Asset Management, LLC
NeoTrend Alpha
6.84 100k 3/1/2014
20 Melissinos Trading
Eupatrid Program
7.13 50k 1/1/2011
19 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
7.16 1,500k 7/1/2005
18 Ring Capital Management LLC
S&P E-Mini Select
7.19 100k 1/1/2012
17 Emil van Essen
Long-Short Commodity Program
8.03 1,000k 6/1/2013
16 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
8.20 100k 1/1/2014
15 Worldwide Capital Strategies
Profit Quest Strategies
8.25 200k 9/1/2013
14 Sandpiper Asset Management
Sandpiper Global Macro Program
8.98 1,000k 8/1/2012
13 Estlander & Partners
Alpha Trend II - Class P
9.04 100k 12/1/2008
12 Emil van Essen
Long-Short Commodity Program - Accelerated
9.29 200k 5/1/2014
11 Quantum Leap Capital Management
Managed Account Program
9.85 300k 8/1/2006
10 Vision Capital Management
Global Futures
10.10 500k 2/1/2012
9 Purple Valley Capital, Inc.
Diversified Trend 1
10.72 100k 8/1/2008
8 Angle Capital Management LLC
AIP Program
11.79 100k 1/1/2010
7 Qbasis Invest
Qbasis i Trend Fund
12.55 1k 1/1/2014
6 Superfund Group
Superfund Red EUR SICAV
13.56 10k 3/1/2013
5 Superfund Group
Superfund Red USD SICAV
13.61 10k 3/1/2013
4 Red Rock Capital, LLC
Commodity Long-Short
14.50 500k 9/1/2013
3 Covenant Capital Management
Optimal Program
15.50 10k 2/1/2014
2 Dreiss Research Corporation
Diversified Program
21.14 1,000k 5/1/1991
1 Golden Point Capital Management, LLC
Global Systematic
25.19 250k 7/1/2012

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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