Systematic Trader Index For December 2016

Monthly Rankings

Rank CTA/Program Dec 2016 Min Inv Inception
154 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-11.11 100k 1/1/2014
153 Dreiss Research Corporation
Diversified Program
-10.46 1,000k 5/1/1991
152 Future Trade AG
Thales Swing Trading Programme
-6.99 250k 6/1/2007
151 Vision Capital Management
Global Futures
-6.87 500k 2/1/2012
150 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-5.15 100k 8/1/2009
149 Millburn Corporation
Commodity Program
-4.01 25,000k 3/1/2005
148 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.79 10,000k 2/1/2008
147 Quantum Leap Capital Management
Managed Account Program
-3.52 300k 8/1/2006
146 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-3.30 250k 5/1/2013
145 Independent View
IV Quantitative Futures Fund
-3.06 100k 11/1/2012
144 dormouse Limited
dormouse - Managed Account
-2.94 10,000k 7/1/2011
143 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-2.84 100k 8/1/2011
142 Ring Capital Management LLC
S&P E-Mini Select
-2.81 100k 1/1/2012
141 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.50 500k 7/1/2013
140 Whitman Asset Management
WAM Global Macro 2X Program
-2.50 2,500k 10/1/2014
139 Piston Trading
The Piston
-2.42 1,000k 1/1/2014
138 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-2.12 1,000k 3/1/2007
137 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.07 5,000k 6/1/2010
136 Purple Valley Capital, Inc.
Diversified Trend 1
-2.02 100k 8/1/2008
135 Archetype Risk Advisors, Inc.
Archon1
-1.99 1,000k 2/1/2015
134 Melissinos Trading
Eupatrid Program
-1.96 50k 1/1/2011
133 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.83 1,000k 1/1/2013
132 Robust Methods LLC
Macro Managed Account
-1.66 5,000k 1/1/2005
131 Glider Trading LLP
Glider Trading Strategy (Class C)
-1.64 500k 9/1/2013
130 ISAM
ISAM Systematic Trend Fund
-1.54 1,000k 6/1/2001
129 Red Rock Capital, LLC
Commodity Long-Short
-1.45 500k 9/1/2013
128 Whitman Asset Management
WAM Global Macro Program
-1.41 5,000k 10/1/2014
127 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.34 100k 1/1/2000
126 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.31 200k 5/1/2014
125 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.30 5,000k 7/1/2013
124 Paradox Capital Management
Sentiment Program (1X)
-1.23 1,000k 1/1/2013
123 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.19 20,000k 5/1/2013
122 3D
S&P Program (Client)
-1.17 100k 11/1/2010
121 Emil van Essen
Spread Trading Program Limited
-1.12 5,000k 7/1/2013
120 ROW Asset Managment
Row Currency Program
-1.10 1,000k 11/1/2010
119 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.10 100k 10/1/2011
118 Superfund Group
Superfund Red EUR SICAV
-1.10 10k 3/1/2013
117 Soaring Pelican, LLC
Diversified S&P Program
-1.09 100k 1/1/2011
116 Superfund Group
Superfund Red USD SICAV
-1.03 10k 3/1/2013
115 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.01 250k 11/1/1996
114 Quantum Leap Capital Management
LV Program
-0.96 600k 11/1/2014
113 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.93 10,000k 4/1/2004
112 Emil van Essen
Long-Short Commodity Program
-0.89 1,000k 6/1/2013
111 Turk Capital LLC
US Equity Long/Short Strategy
-0.86 250k 4/1/2014
110 3D
Intraday Program (Client)
-0.86 100k 2/1/2012
109 SandPointe
SandPointe All-Seasons Strategy
-0.83 5,000k 1/1/2015
108 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.60 3,000k 5/1/2010
107 1900 Investments Asset Management
Dynamic Oil Strategy Program
-0.52 100k 1/1/2014
106 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.48 6/1/2012
105 SandPointe
SandPointe Opportunities Strategy
-0.38 5,000k 5/1/2014
104 3D
Bull Program (Client)
-0.32 10k 11/1/2010
103 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.30 5,000k 8/1/2000
102 Certeza Asset Management
Omni
-0.24 500k 11/1/2014
101 QTS Capital Management, LLC
Futures Managed Account
-0.23 100k 8/1/2012
100 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.22 100k 3/1/2013
99 Alee Capital Management, LLC
Poniente Program
-0.20 2,500k 1/1/1999
98 Dominion Capital
Diamond Program
-0.20 3,000k 1/1/2011
97 Linnis
Linnis ONE, LP
-0.18 100k 8/1/2014
96 QTS Capital Management, LLC
FX Managed Account
-0.16 100k 1/1/2011
95 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-0.08 50k 3/1/2015
94 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
93 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.04 200k 12/1/2013
92 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.04 250k 3/1/2010
91 R Best LLC
R Best Private Client Program
-0.03 50k 2/1/2010
90 Pinstripe Trading, LLC
Standard
-0.01 125k 8/1/2009
88 Hansa Capital Management, LLC
Hansa Capital Management LLC, CTA Managed Accounts - Long / Short Option Trading Strategy
0.00 100k 6/1/2014
89 County Cork LLC
County Cork Fusion Equity
0.00 1,000k 10/1/2013
87 Blackwater Capital Management
Tactical Equity
0.01 500k 12/1/2013
86 Sandpiper Asset Management
Sandpiper Global Macro Program
0.02 1,000k 8/1/2012
85 Certeza Asset Management
Macro Vega
0.06 200k 1/1/2012
84 QTS Capital Management, LLC
QTS Partners, L.P.
0.09 100k 1/1/2011
83 Mehnert Capital Management, LLC
DTP (Client)
0.16 1,000k 3/1/2012
82 Turning Wheel Capital, Inc.
Pure Alpha
0.18 10,000k 1/1/2012
81 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.18 100k 4/1/2014
80 Typhon Capital Management, LLC
Chiron Currency Program
0.19 250k 2/1/2008
79 Salona Capital LLC
ACP2
0.20 25k 11/1/2014
78 Kopis Capital Management, LLC
Commodity Long Only
0.21 500k 1/1/2014
77 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.23 5,000k 11/1/2012
76 Witter & Lester, Inc.
Redstone
0.26 500k 9/1/1994
75 Salona Capital LLC
SSI
0.27 25k 11/1/2014
74 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.34 100k 4/1/2015
73 GNE Management, LLC
S&P Futures and Options Strategy (Client)
0.35 200k 12/1/2013
72 ML Systems LLC
Sledon Classic (Client)
0.36 300k 8/1/2014
71 Salona Capital LLC
ACP
0.37 100k 1/1/2015
70 Crabel Capital Management
WPD Crabel Futures Program
0.40 1,000k 7/1/2008
69 Eagle Trading Systems Inc.
Eagle Global Financials
0.43 10,000k 1/1/1996
68 Bluegrass Capital Management
Cross Market Bias Model
0.45 3,000k 7/1/2014
67 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
0.46 25,000k 1/1/2014
66 ROW Asset Managment
Row Diversified Fund, L.P.
0.48 1,000k 11/1/2011
65 Blake Capital Management, Inc.
SRD Currencies
0.49 100k 3/1/2013
64 Urban Tree Capital, LLC
UTC Plus (Client)
0.52 100k 3/1/2013
63 Stable Asset Management LTD
Arctic Blue 1x Share Class
0.53 100k 6/1/2014
62 Intex Capital
Covered Options Program
0.56 50k 1/1/2012
61 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
0.61 1,000k 9/1/2011
60 Dix Hills Partners
DHP Absolute Return Strategies
0.61 500k 7/1/2003
59 Jones and Company LLC
High Sierra Direct Diamond, L.P.
0.61 25k 3/1/2015
58 Cauldron Investments, LLC
Stock Index Plus
0.61 1,000k 10/1/2009
57 NuWave Investment Management, LLC
Commodity Value Portfolio
0.61 2,000k 10/1/2014
56 Deep Field Capital AG
SINGULARITY Fund
0.63 100k 9/1/2011
55 Alee Capital Management, LLC
Mistral Program
0.68 2,500k 1/1/1999
54 Worldwide Capital Strategies
Profit Quest Macro World
0.73 100k 1/1/2010
53 Xenfin Capital Limited
XenfinCRT Prime FX
0.76 1,000k 7/1/2014
52 Angle Capital Management LLC
AIP Program
0.76 100k 1/1/2010
51 EMC Capital Advisors, LLC
EMC Alpha Program
0.80 5,000k 6/1/2013
50 Meliora Capital LLP
Commodity Absolute Return (1x)
0.81 250k 11/1/2014
49 1OAK Capital Limited
ACORN Commodity
0.86 5,000k 5/1/2012
48 3D
3D Intraday Breakout Program
0.90 225k 4/1/2014
47 Eagle Trading Systems Inc.
Eagle Quantitative Macro
0.93 10,000k 10/1/2006
46 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.96 1,000k 3/1/2003
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.05 250k 10/1/2009
44 Conquest Capital Group
Conquest Macro
1.05 250k 5/1/1999
43 FORT LP
Fort Global Contrarian
1.09 2,000k 10/1/2002
42 DUNN Capital Management
DUNN WMA Institutional Program
1.20 100k 10/1/2011
41 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.21 100k 2/1/2010
40 Millburn Corporation
Multi-Markets Program
1.23 25,000k 10/1/2004
39 Candriam Investor Group
Alternative Return Systemat
1.30 125k 1/1/2007
38 Deep Field Capital AG
SINGULARITY Fund (2x)
1.35 100k 8/1/2014
37 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.36 3,000k 5/1/2014
36 Talenta Capital LLP
Diversified
1.37 950k 6/1/2014
35 Conquest Capital Group
Conquest Select
1.40 250k 6/1/2004
34 Non Correlated Capital
Positive Theta Program
1.46 250k 10/1/2007
33 Metolius Capital LLC
Metolius Diversified
1.49 100k 6/1/2010
32 Non Correlated Capital
Positive Theta Fund
1.56 50k 10/1/2007
31 FORT LP
Fort Global Diversified
1.74 2,000k 10/1/1993
30 Buckingham Global Advisors, LLC
Weekly Emini Program
1.78 200k 3/1/2015
29 Stable Asset Management LTD
Arctic Blue 3x Share Class
1.80 100k 6/1/2014
28 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.82 250k 5/1/2011
27 Crescendo Capital Management
Neutron Decay (Client)
1.93 50k 7/1/2012
26 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.96 1k 10/1/2006
25 Jaguar Investments Ltd
Aegir Capital Strategy
1.96 1,000k 1/1/2012
24 Crabel Capital Management
Crabel Multi-Product
1.96 1,000k 3/1/1998
23 Vivienne Investissement
OUESSANT UCITS FUND
2.02 100k 5/1/2012
22 Quantica Capital AG
1X Quantica Managed Futures Fund
2.10 100k 1/1/2014
21 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
2.23 50k 7/1/2011
20 Sona Trading Strategies LLC.
Diversified Program
2.29 1,000k 9/1/2006
19 Estlander & Partners
Freedom
2.45 20,000k 8/1/2010
18 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.77 1,000k 5/1/2014
17 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.92 10,000k 10/1/1993
16 Seven Capital Management
Seven Absolute Return
2.98 100k 6/1/2009
15 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
3.05 250k 10/1/2011
14 Talenta Capital LLP
S&P 500 Momentum
3.23 950k 6/1/2014
13 Quality Capital Management
Alpha Financials Program
3.42 10,000k 6/1/2012
12 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
11 Garraway Capital Management LLP
Garraway Financial Trends
3.93 100k 9/1/2012
10 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.98 1k 6/1/2009
9 Estlander & Partners
Alpha Trend II - Class P
4.30 100k 12/1/2008
8 Aquantum
Aquantum Global Systematic Program (AGS)
4.69 5,000k 7/1/2013
7 Qbasis Invest
Qbasis i Trend Fund
4.78 1k 1/1/2014
6 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
5.00 2,000k 7/1/2013
5 Bulkara Capital
Bulkara Systematic Fund SP
5.11 250k 4/1/2014
4 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.72 1,000k 3/1/2003
3 Zoi Capital, LLC
Telio Program (Client)
5.94 200k 4/1/2010
2 Prolific Capital Markets, LLC
Prolific Swiss System
6.60 10,000k 1/1/2014
1 Covenant Capital Management
Optimal Program
14.42 10k 2/1/2014

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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