Systematic Trader Index For January 2016

Monthly Rankings

Rank CTA/Program Jan 2016 Min Inv Inception
137 Covenant Capital Management
Optimal Program
-20.51 10k 2/1/2014
136 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-16.22 50k 10/1/2010
135 Turk Capital LLC
US Equity Long/Short Strategy
-15.36 250k 4/1/2014
134 LEVEX Capital Management Inc.
REN18
-10.47 25k 1/1/2014
133 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-7.48 4,000k 2/1/2011
132 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-7.03 3,000k 5/1/2010
131 Pacific Capital Advisors
Agilis Program
-6.79 100k 12/1/2012
130 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
-6.02 10k 1/1/2014
129 Non Correlated Capital
Positive Theta Program
-5.95 250k 10/1/2007
128 Non Correlated Capital
Positive Theta Fund
-5.87 50k 10/1/2007
127 Talenta Capital LLP
S&P 500 Momentum
-4.90 950k 6/1/2014
126 ALFAKRAFT
ALFA Edge Fund
-4.65 16k 12/1/2011
125 Cauldron Investments, LLC
Stock Index Plus
-4.51 1,000k 10/1/2009
124 Kopis Capital Management, LLC
Commodity Long Only
-3.65 500k 1/1/2014
123 County Cork LLC
County Cork Fusion Equity
-3.63 1,000k 10/1/2013
122 Worldwide Capital Strategies
Profit Quest Strategies
-3.24 200k 9/1/2013
121 Red Rock Capital, LLC
Commodity Long-Short
-3.01 500k 9/1/2013
120 Adamah Capital LLC
Asset Allocator Program
-2.80 50k 3/1/2011
119 The Tidal Group
M2 SP500 Emini Futures Program
-2.78 50k 1/1/2013
118 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.53 4,000k 11/1/2008
117 JKI-Futures, LLC
ETIRON Large 2x (Client)
-2.32 1,000k 8/1/2012
116 Eagle Trading Systems Inc.
Eagle Global Financials
-2.22 10,000k 1/1/1996
115 Future Trade AG
Thales Swing Trading Programme
-2.01 250k 6/1/2007
114 Blackwater Capital Management
Tactical Equity
-1.95 500k 12/1/2013
113 Alee Capital Management, LLC
Mistral Program
-1.77 2,500k 1/1/1999
112 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.70 250k 5/1/2013
111 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-1.53 100k 8/1/2011
110 Purple Valley Capital, Inc.
Diversified Trend 1
-1.21 100k 8/1/2008
109 3D
S&P Program (Client)
-1.20 100k 11/1/2010
108 Abraham Investment Management
Formula 72 H
-1.09 150k 8/1/2012
107 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.09 250k 10/1/2009
106 Turning Wheel Capital, Inc.
Pure Alpha
-0.94 10,000k 1/1/2012
105 Superfund Group
Superfund Red EUR SICAV
-0.90 10k 3/1/2013
104 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.85 250k 5/1/2011
103 Superfund Group
Superfund Red USD SICAV
-0.77 10k 3/1/2013
102 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.71 1,000k 3/1/2007
101 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.67 1,000k 3/1/2003
100 Dreiss Research Corporation
Diversified Program
-0.66 1,000k 5/1/1991
99 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.66 100k 3/1/2013
98 3D
Intraday Program (Client)
-0.65 100k 2/1/2012
97 Pacific Capital Advisors
Terra
-0.65 100k 4/1/2014
96 3D
3D Intraday Breakout Program
-0.56 225k 4/1/2014
95 Witter & Lester, Inc.
Redstone
-0.48 500k 9/1/1994
94 3D
Bull Program (Client)
-0.48 10k 11/1/2010
93 Diversified Capital Management
Alpha Index
-0.48 50k 8/1/2013
92 Alee Capital Management, LLC
Poniente Program
-0.46 2,500k 1/1/1999
91 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-0.46 1,000k 7/1/2009
90 Talenta Capital LLP
Diversified
-0.41 950k 6/1/2014
89 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.40 6/1/2012
88 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.33 200k 12/1/2013
87 Blake Capital Management, Inc.
SRD Currencies
-0.18 100k 3/1/2013
86 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
85 Paradox Capital Management
Sentiment Program (1X)
-0.07 1,000k 1/1/2013
84 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.00 100k 10/1/2011
82 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
83 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.00 100k 8/1/2009
81 Bluegrass Capital Management
Cross Market Bias Model
0.01 3,000k 7/1/2014
80 Jaguar Investments Ltd
Aegir Capital Strategy
0.06 1,000k 1/1/2012
79 Bullet Hill Capital LLC
Ricochet
0.10 500k 6/1/2014
78 Automaton Trading LLC
Diversified
0.11 500k 7/1/2014
77 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.11 250k 3/1/2010
76 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.12 250k 10/1/2011
75 Certeza Asset Management
Macro Vega
0.18 200k 1/1/2012
74 Soaring Pelican, LLC
Diversified S&P Program
0.21 100k 1/1/2011
73 ROW Asset Managment
Row Currency Program
0.31 1,000k 11/1/2010
72 GNE Management, LLC
S&P Futures and Options Strategy (Client)
0.31 200k 12/1/2013
71 R Best LLC
R Best Private Client Program
0.39 50k 2/1/2010
70 Sona Trading Strategies LLC.
Diversified Program
0.58 1,000k 9/1/2006
69 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
68 Urban Tree Capital, LLC
UTC Plus (Client)
0.60 100k 3/1/2013
67 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.60 500k 4/1/2013
66 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.70 1,000k 1/1/2013
65 QTS Capital Management, LLC
FX Managed Account
0.89 100k 1/1/2011
64 dormouse Limited
dormouse - Managed Account
1.00 10,000k 7/1/2011
63 Qbasis Invest
Qbasis i Trend Fund
1.04 1k 1/1/2014
62 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
1.05 100k 4/1/2014
61 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.05 10,000k 2/1/2008
60 Aquantum
Aquantum Global Systematic Program (AGS)
1.05 5,000k 7/1/2013
59 Aquantum
Aquantum Commodity Spread Program (ACS)
1.10 5,000k 7/1/2013
58 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.15 1,000k 3/1/2003
57 Stable Asset Management LTD
Arctic Blue 1x Share Class
1.27 100k 6/1/2014
56 Intex Capital
Covered Options Program
1.44 50k 1/1/2012
55 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.62 100k 1/1/2000
54 Zoi Capital, LLC
Telio Program (Client)
1.86 200k 4/1/2010
53 Robust Methods LLC
Macro Managed Account
1.89 5,000k 1/1/2005
52 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.94 1,000k 5/1/2014
51 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.04 2,000k 7/1/2013
50 Typhon Capital Management, LLC
Chiron Currency Program
2.16 250k 2/1/2008
49 Deep Field Capital AG
SINGULARITY Fund
2.18 100k 9/1/2011
48 Vivienne Investissement
OUESSANT UCITS FUND
2.48 100k 5/1/2012
47 EMC Capital Advisors, LLC
EMC Alpha Program
2.61 5,000k 6/1/2013
46 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
2.63 10,000k 4/1/2004
45 Estlander & Partners
Freedom
2.65 20,000k 8/1/2010
44 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
2.68 25,000k 1/1/2014
43 Sandpiper Asset Management
Sandpiper Global Macro Program
2.90 1,000k 8/1/2012
42 Crabel Capital Management
Crabel Multi-Product
2.95 1,000k 3/1/1998
41 Vision Capital Management
Global Futures
2.95 500k 2/1/2012
40 Ritenour Investment Group, LLC
RIG_ES_Client
2.97 25k 3/1/2013
39 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.03 5,000k 8/1/2000
38 Metolius Capital LLC
Metolius Diversified
3.09 100k 6/1/2010
37 ADG Capital Management
ADG Systematic Macro Fund
3.27 1,000k 4/1/2013
36 Quantum Leap Capital Management
Managed Account Program
3.38 300k 8/1/2006
35 ROW Asset Managment
Row Diversified Fund, L.P.
3.43 1,000k 11/1/2011
34 Eagle Trading Systems Inc.
Eagle Quantitative Macro
3.77 10,000k 10/1/2006
33 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.77 50k 7/1/2011
32 Emil van Essen
Long-Short Commodity Program
3.81 1,000k 6/1/2013
31 Puna Asset Management, LLC
NeoTrend Alpha
4.06 100k 3/1/2014
30 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.20 1k 10/1/2006
29 FORT LP
Fort Global Diversified
4.26 2,000k 10/1/1993
28 Cambridge Capital Management UK LLP
CCM Program
4.40 2,000k 11/1/2012
27 ALFAKRAFT
ALFA Commodity Fund
4.47 16k 6/1/2010
26 Glider Trading LLP
Glider Trading Strategy (Class C)
4.54 500k 9/1/2013
25 Millburn Corporation
Commodity Program
4.63 25,000k 3/1/2005
24 Millburn Corporation
Multi-Markets Program
4.71 25,000k 10/1/2004
23 Quality Capital Management
Alpha Financials Program
5.07 10,000k 6/1/2012
22 Melissinos Trading
Eupatrid Program
5.16 50k 1/1/2011
21 QMS Capital Management LP
QMS Diversified Global Macro Strategy
5.25 5,000k 6/1/2010
20 EMC Capital Advisors, LLC
EMC Alpha Plus Program
5.26 3,000k 5/1/2014
19 Seven Capital Management
Seven Absolute Return
5.40 100k 6/1/2009
18 Candriam Investor Group
Alternative Return Systemat
5.46 125k 1/1/2007
17 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
5.53 1,500k 7/1/2005
16 ISAM
ISAM Systematic Trend Fund
5.66 1,000k 6/1/2001
15 Quantica Capital AG
1X Quantica Managed Futures Fund
5.70 100k 1/1/2014
14 Piston Trading
The Piston
5.98 1,000k 1/1/2014
13 Emil van Essen
Long-Short Commodity Program - Accelerated
7.16 200k 5/1/2014
12 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
7.29 100k 1/1/2014
11 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.98 1k 6/1/2009
10 Mehnert Capital Management, LLC
DTP (Client)
9.85 1,000k 3/1/2012
9 Conquest Capital Group
Conquest Select
10.01 250k 6/1/2004
8 Golden Point Capital Management, LLC
Global Systematic
10.02 250k 7/1/2012
7 Garraway Capital Management LLP
Garraway Financial Trends
10.76 100k 9/1/2012
6 Angle Capital Management LLC
AIP Program
10.97 100k 1/1/2010
5 Quantica Capital AG
2X Quantica Managed Futures Fund
11.60 100k 1/1/2014
4 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
11.77 1,500k 7/1/2014
3 Conquest Capital Group
Conquest Macro
15.07 250k 5/1/1999
2 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
17.49 20,000k 5/1/2013
1 Estlander & Partners
Alpha Trend II - Class P
17.77 100k 12/1/2008

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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