Systematic Trader Index For December 2015

Monthly Rankings

Rank CTA/Program Dec 2015 Min Inv Inception
136 Covenant Capital Management
Optimal Program
-36.68 10k 2/1/2014
135 Golden Point Capital Management, LLC
Global Systematic
-12.22 250k 7/1/2012
134 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-11.71 1,500k 7/1/2014
133 Quantum Leap Capital Management
Managed Account Program
-10.30 300k 8/1/2006
132 Conquest Capital Group
Conquest Macro
-9.96 250k 5/1/1999
131 JKI-Futures, LLC
ETIRON Large 2x (Client)
-9.40 1,000k 8/1/2012
130 Purple Valley Capital, Inc.
Diversified Trend 1
-9.26 100k 8/1/2008
129 Dreiss Research Corporation
Diversified Program
-8.61 1,000k 5/1/1991
128 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.60 100k 1/1/2014
127 Abraham Investment Management
Formula 72 H
-8.53 150k 8/1/2012
126 Angle Capital Management LLC
AIP Program
-8.36 100k 1/1/2010
125 Worldwide Capital Strategies
Profit Quest Strategies
-7.88 200k 9/1/2013
124 Estlander & Partners
Alpha Trend II - Class P
-7.14 100k 12/1/2008
123 Alee Capital Management, LLC
Mistral Program
-6.67 2,500k 1/1/1999
122 ALFAKRAFT
ALFA Commodity Fund
-6.59 16k 6/1/2010
121 Quality Capital Management
Alpha Financials Program
-6.48 10,000k 6/1/2012
120 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-6.11 1,500k 7/1/2005
119 Eagle Trading Systems Inc.
Eagle Global Financials
-6.05 10,000k 1/1/1996
118 Pacific Capital Advisors
Agilis Program
-5.76 100k 12/1/2012
117 Superfund Group
Superfund Red USD SICAV
-5.32 10k 3/1/2013
116 Superfund Group
Superfund Red EUR SICAV
-5.21 10k 3/1/2013
115 Seven Capital Management
Seven Absolute Return
-5.11 100k 6/1/2009
114 Adamah Capital LLC
Asset Allocator Program
-5.10 50k 3/1/2011
113 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-4.55 1k 6/1/2009
112 Candriam Investor Group
Alternative Return Systemat
-4.46 125k 1/1/2007
111 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-4.45 3,000k 5/1/2014
110 Vision Capital Management
Global Futures
-4.30 500k 2/1/2012
109 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-4.26 100k 8/1/2011
108 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.20 100k 1/1/2014
107 Qbasis Invest
Qbasis i Trend Fund
-4.12 1k 1/1/2014
106 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-3.60 25,000k 1/1/2014
105 Aquantum
Aquantum Commodity Spread Program (ACS)
-3.54 5,000k 7/1/2013
104 FORT LP
Fort Global Contrarian
-3.43 2,000k 10/1/2002
103 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-3.08 1,000k 7/1/2009
102 ALFAKRAFT
ALFA Edge Fund
-3.05 16k 12/1/2011
101 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-3.00 10,000k 10/1/2006
100 Turk Capital LLC
US Equity Long/Short Strategy
-2.95 250k 4/1/2014
99 EMC Capital Advisors, LLC
EMC Alpha Program
-2.91 5,000k 6/1/2013
98 Mehnert Capital Management, LLC
DTP (Client)
-2.91 1,000k 3/1/2012
97 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.84 1,000k 8/1/2012
96 FORT LP
Fort Global Diversified
-2.76 2,000k 10/1/1993
95 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-2.68 2,000k 7/1/2013
94 Alee Capital Management, LLC
Poniente Program
-2.66 2,500k 1/1/1999
93 Garraway Capital Management LLP
Garraway Financial Trends
-2.58 100k 9/1/2012
92 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.57 500k 9/1/2013
91 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.52 250k 10/1/2011
90 Aquantum
Aquantum Global Systematic Program (AGS)
-2.51 5,000k 7/1/2013
89 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.39 1k 10/1/2006
88 Sona Trading Strategies LLC.
Diversified Program
-2.37 1,000k 9/1/2006
87 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.35 250k 10/1/2009
86 Non Correlated Capital
Positive Theta Program
-2.30 250k 10/1/2007
85 Non Correlated Capital
Positive Theta Fund
-2.28 50k 10/1/2007
84 Melissinos Trading
Eupatrid Program
-2.22 50k 1/1/2011
83 Estlander & Partners
Freedom
-2.17 20,000k 8/1/2010
82 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-2.06 50k 7/1/2011
81 Vivienne Investissement
OUESSANT UCITS FUND
-1.88 100k 5/1/2012
80 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.63 100k 10/1/2011
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.62 1,000k 3/1/2003
78 dormouse Limited
dormouse - Managed Account
-1.40 10,000k 7/1/2011
77 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.29 20,000k 5/1/2013
76 Talenta Capital LLP
Diversified
-1.29 950k 6/1/2014
75 Cambridge Capital Management UK LLP
CCM Program
-1.19 2,000k 11/1/2012
74 Stable Asset Management LTD
Arctic Blue 1x Share Class
-1.19 100k 6/1/2014
73 Red Rock Capital, LLC
Commodity Long-Short
-1.17 500k 9/1/2013
72 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.04 250k 5/1/2011
71 Conquest Capital Group
Conquest Select
-1.04 250k 6/1/2004
70 Metolius Capital LLC
Metolius Diversified
-1.04 100k 6/1/2010
69 Witter & Lester, Inc.
Redstone
-1.01 500k 9/1/1994
68 Typhon Capital Management, LLC
Chiron Currency Program
-0.99 250k 2/1/2008
67 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.91 5,000k 6/1/2010
66 Robust Methods LLC
Macro Managed Account
-0.85 5,000k 1/1/2005
65 ROW Asset Managment
Row Diversified Fund, L.P.
-0.77 1,000k 11/1/2011
64 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.73 1,000k 3/1/2003
63 Kopis Capital Management, LLC
Commodity Long Only
-0.71 500k 1/1/2014
62 3D
Bull Program (Client)
-0.40 10k 11/1/2010
61 3D
S&P Program (Client)
-0.36 100k 11/1/2010
60 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.29 100k 3/1/2013
59 Blake Capital Management, Inc.
SRD Currencies
-0.27 100k 3/1/2013
58 Soaring Pelican, LLC
Diversified S&P Program
-0.18 100k 1/1/2011
57 Bluegrass Capital Management
Cross Market Bias Model
-0.15 3,000k 7/1/2014
56 Ring Capital Management LLC
S&P E-Mini Select
-0.14 100k 1/1/2012
55 Paradox Capital Management
Sentiment Program (1X)
-0.11 1,000k 1/1/2013
54 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.10 250k 5/1/2013
53 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.06 200k 12/1/2013
52 Ritenour Investment Group, LLC
RIG_ES_Client
-0.01 25k 3/1/2013
49 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.00 100k 8/1/2009
50 Piston Trading
The Piston
0.00 1,000k 1/1/2014
51 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
48 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.07 6/1/2012
47 ROW Asset Managment
Row Currency Program
0.10 1,000k 11/1/2010
46 Cauldron Investments, LLC
Stock Index Plus
0.19 1,000k 10/1/2009
45 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.28 500k 4/1/2013
44 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.28 10,000k 4/1/2004
43 Bullet Hill Capital LLC
Ricochet
0.30 500k 6/1/2014
42 Crabel Capital Management
Crabel Multi-Product
0.31 1,000k 3/1/1998
41 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.33 1,000k 5/1/2014
40 Blackwater Capital Management
Tactical Equity
0.36 500k 12/1/2013
39 Automaton Trading LLC
Diversified
0.37 500k 7/1/2014
38 Certeza Asset Management
Macro Vega
0.38 200k 1/1/2012
37 Jaguar Investments Ltd
Aegir Capital Strategy
0.56 1,000k 1/1/2012
36 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.57 10,000k 2/1/2008
35 Millburn Corporation
Multi-Markets Program
0.58 25,000k 10/1/2004
34 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.67 4,000k 11/1/2008
33 Turning Wheel Capital, Inc.
Pure Alpha
0.70 10,000k 1/1/2012
32 The Tidal Group
M2 SP500 Emini Futures Program
0.81 50k 1/1/2013
31 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.08 50k 10/1/2010
30 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.14 5,000k 8/1/2000
29 Future Trade AG
Thales Swing Trading Programme
1.18 250k 6/1/2007
28 Puna Asset Management, LLC
NeoTrend Alpha
1.23 100k 3/1/2014
27 3D
3D Intraday Breakout Program
1.30 225k 4/1/2014
26 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.33 250k 3/1/2010
25 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.39 3,000k 5/1/2010
24 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.45 100k 1/1/2000
23 ISAM
ISAM Systematic Trend Fund
1.46 1,000k 6/1/2001
22 QTS Capital Management, LLC
FX Managed Account
1.49 100k 1/1/2011
21 Talenta Capital LLP
S&P 500 Momentum
1.52 950k 6/1/2014
20 Intex Capital
Covered Options Program
1.61 50k 1/1/2012
19 Urban Tree Capital, LLC
UTC Plus (Client)
2.04 100k 3/1/2013
18 GNE Management, LLC
S&P Futures and Options Strategy (Client)
2.17 200k 12/1/2013
17 3D
Intraday Program (Client)
2.24 100k 2/1/2012
16 R Best LLC
R Best Private Client Program
2.30 50k 2/1/2010
15 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
2.30 4,000k 2/1/2011
14 Diversified Capital Management
Alpha Index
2.37 50k 8/1/2013
13 Zoi Capital, LLC
Telio Program (Client)
2.40 200k 4/1/2010
12 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.73 100k 4/1/2014
11 Pacific Capital Advisors
Terra
3.10 100k 4/1/2014
10 Deep Field Capital AG
SINGULARITY Fund
3.13 100k 9/1/2011
9 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
3.20 10k 1/1/2014
8 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
3.23 1,000k 3/1/2007
7 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.52 1,000k 1/1/2013
6 Emil van Essen
Long-Short Commodity Program - Accelerated
4.29 200k 5/1/2014
5 Emil van Essen
Long-Short Commodity Program
4.73 1,000k 6/1/2013
4 County Cork LLC
County Cork Fusion Equity
4.97 1,000k 10/1/2013
3 Millburn Corporation
Commodity Program
6.87 25,000k 3/1/2005
2 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
7.99 100k 1/1/2014
1 LEVEX Capital Management Inc.
REN18
24.50 25k 1/1/2014

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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