Systematic Trader Index For November 2015 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 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 Hehmeyer Systematic Treasury & Equity Strategy 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.