Systematic Trader Index For February 2016 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 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 Feb 2016 Min Inv Inception 140 Covenant Capital Management Optimal Program -25.37 10k 2/1/2014 139 Kopis Capital Management, LLC Commodity Long Only -6.88 500k 1/1/2014 138 Quantum Leap Capital Management Managed Account Program -5.13 300k 8/1/2006 137 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -4.73 250k 10/1/2009 136 Ring Capital Management LLC S&P E-Mini Select -4.28 100k 1/1/2012 135 3D 3D Intraday Breakout Program -3.93 225k 4/1/2014 134 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -3.91 1,000k 7/1/2009 133 QTS Capital Management, LLC FX Managed Account -3.46 100k 1/1/2011 132 Pinstripe Trading, LLC Standard -2.79 125k 8/1/2009 131 Aquantum Aquantum Commodity Spread Program (ACS) -2.79 5,000k 7/1/2013 130 Puna Asset Management, LLC NeoTrend Alpha -2.72 100k 3/1/2014 129 Ritenour Investment Group, LLC RIG_ES_Client -2.49 25k 3/1/2013 128 ALFAKRAFT ALFA Edge Fund -2.07 16k 12/1/2011 127 Cauldron Investments, LLC Stock Index Plus -1.77 1,000k 10/1/2009 126 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.56 250k 10/1/2011 125 Soaring Pelican, LLC Diversified S&P Program -1.56 100k 1/1/2011 124 Global Vista Advisors, LLC Global Vista Indexes ("GVI") -1.40 10k 1/1/2014 123 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.37 3,000k 5/1/2010 122 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -0.75 100k 1/1/2014 121 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.70 100k 8/1/2011 120 Future Trade AG Thales Swing Trading Programme -0.63 250k 6/1/2007 119 Red Rock Capital, LLC Commodity Long-Short -0.46 500k 9/1/2013 118 Witter & Lester, Inc. Redstone -0.45 500k 9/1/1994 117 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.36 100k 3/1/2013 116 Bullet Hill Capital LLC Ricochet -0.36 500k 6/1/2014 115 3D Bull Program (Client) -0.34 10k 11/1/2010 114 Emil van Essen Long-Short Commodity Program - Accelerated -0.34 200k 5/1/2014 113 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.30 100k 1/1/2000 112 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.29 1,000k 3/1/2003 111 Deep Field Capital AG SINGULARITY Fund -0.29 100k 9/1/2011 110 Blake Capital Management, Inc. SRD Currencies -0.26 100k 3/1/2013 109 Zoi Capital, LLC Telio Program (Client) -0.26 200k 4/1/2010 108 Turning Wheel Capital, Inc. Pure Alpha -0.25 10,000k 1/1/2012 107 JKI-Futures, LLC ETIRON Large 2x (Client) -0.24 1,000k 8/1/2012 106 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.20 200k 12/1/2013 105 Emil van Essen Long-Short Commodity Program -0.17 1,000k 6/1/2013 104 Talenta Capital LLP Diversified -0.15 950k 6/1/2014 103 Paradox Capital Management Sentiment Program (1X) -0.11 1,000k 1/1/2013 102 Trigon Investment Advisors, LLC Foreign Exchange Program -0.07 5,000k 8/1/2000 101 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.05 6/1/2012 100 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.04 4,000k 11/1/2008 99 Mehnert Capital Management, LLC DTP (Client) -0.01 1,000k 3/1/2012 98 Bluegrass Capital Management Cross Market Bias Model 0.05 3,000k 7/1/2014 97 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 0.18 4,000k 2/1/2011 96 Talenta Capital LLP S&P 500 Momentum 0.18 950k 2/1/2017 95 Jaguar Investments Ltd Aegir Capital Strategy 0.30 1,000k 1/1/2012 94 Turk Capital LLC US Equity Long/Short Strategy 0.32 250k 4/1/2014 93 Urban Tree Capital, LLC UTC Plus (Client) 0.40 100k 3/1/2013 92 Certeza Asset Management Macro Vega 0.45 1,000k 1/1/2012 91 Cambridge Capital Management UK LLP CCM Program 0.50 2,000k 11/1/2012 90 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.60 250k 5/1/2013 89 Global Vista Advisors, LLC Global Vista Options ("GVO") 0.69 50k 10/1/2010 88 Alee Capital Management, LLC Poniente Program 0.72 2,500k 1/1/1999 87 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.72 10,000k 4/1/2004 86 Typhon Capital Management, LLC Metis Momentum Macro Program 0.78 500k 4/1/2013 85 Diversified Capital Management Alpha Index 0.81 50k 8/1/2013 84 QTS Capital Management, LLC Tail Reaper 0.84 500k 8/1/2012 83 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.92 250k 3/1/2010 82 GNE Management, LLC S&P Futures and Options Strategy (Client) 1.04 200k 12/1/2013 81 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 1.09 25,000k 1/1/2014 80 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.19 1,000k 3/1/2003 79 Intex Capital Covered Options Program 1.29 50k 1/1/2012 78 Metolius Capital LLC Metolius Diversified 1.30 100k 6/1/2010 77 Alee Capital Management, LLC Mistral Program 1.35 2,500k 1/1/1999 76 The Tidal Group M2 SP500 Emini Futures Program 1.40 50k 1/1/2013 75 R Best LLC R Best Private Client Program 1.45 50k 2/1/2010 74 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.46 1,000k 5/1/2014 73 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.56 10,000k 2/1/2008 72 3D S&P Program (Client) 1.61 100k 11/1/2010 71 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 1.63 100k 4/1/2014 70 dormouse Limited dormouse - Managed Account 1.67 10,000k 7/1/2011 69 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.69 2,000k 7/1/2013 68 Piston Trading The Piston 1.78 1,000k 1/1/2014 67 Blackwater Capital Management Tactical Equity 1.82 500k 12/1/2013 66 Vivienne Investissement OUESSANT UCITS FUND (A) 1.83 100k 5/1/2012 65 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.84 1k 10/1/2006 64 QCM Alpha Financials Program 1.88 10,000k 6/1/2012 63 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.00 1,000k 3/1/2007 62 Non Correlated Capital Positive Theta Program 2.05 250k 10/1/2007 61 Automaton Trading LLC Diversified 2.05 500k 7/1/2014 60 3D Intraday Program (Client) 2.12 100k 2/1/2012 59 Golden Point Capital Management, LLC Global Systematic 2.21 250k 7/1/2012 58 Millburn Ridgefield Corporation Commodity Program 2.24 25,000k 3/1/2005 57 Non Correlated Capital Positive Theta Fund 2.32 50k 10/1/2007 56 ROW Asset Managment Row Currency Program 2.33 1,000k 11/1/2010 55 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.43 5,000k 6/1/2010 54 Melissinos Trading Eupatrid Global Trends 2.76 50k 1/1/2011 53 Typhon Capital Management, LLC Chiron Currency Program 2.82 250k 2/1/2008 52 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.93 250k 5/1/2011 51 Millburn Ridgefield Corporation Multi-Markets Program 3.05 25,000k 10/1/2004 50 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.13 1k 6/1/2009 49 Quantica Capital AG 1X Quantica Managed Futures Fund 3.50 100k 1/1/2014 48 Crabel Capital Management Crabel Multi-Product 3.50 1,000k 3/1/1998 47 Estlander & Partners Freedom 3.52 20,000k 8/1/2010 46 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 3.56 1,000k 1/1/2013 45 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 3.58 1,500k 7/1/2005 44 Aquantum Aquantum Global Systematic Program (AGS) 3.60 5,000k 7/1/2013 43 ROW Asset Managment Row Diversified Fund, L.P. 3.66 1,000k 11/1/2011 42 Sandpiper Asset Management Sandpiper Global Macro Program 3.74 1,000k 8/1/2012 41 ALFAKRAFT ALFA Commodity Fund 3.74 16k 6/1/2010 40 EMC Capital Advisors, LLC EMC Alpha Program 3.76 5,000k 6/1/2013 39 FORT LP Fort Global Contrarian 3.78 2,000k 10/1/2002 38 Stable Asset Management LTD Arctic Blue 1x Share Class 3.90 100k 6/1/2014 37 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.95 100k 10/1/2011 36 Sona Trading Strategies LLC. Diversified Program 4.10 1,000k 9/1/2006 35 Superfund Group Superfund Red EUR SICAV 4.13 10k 3/1/2013 34 Glider Trading LLP Glider Trading Strategy (Class C) 4.13 500k 9/1/2013 33 County Cork LLC County Cork Fusion Equity 4.14 1,000k 10/1/2013 32 EMC Capital Advisors, LLC EMC Alpha Plus Program 4.24 3,000k 5/1/2014 31 Eagle Trading Systems Inc. Eagle Quantitative Macro 4.25 10,000k 10/1/2006 30 Seven Capital Management Seven Absolute Return 4.27 100k 6/1/2009 29 Purple Valley Capital, Inc. Diversified Trend 1 4.33 100k 8/1/2008 28 ADG Capital Management ADG Systematic Macro Fund 4.38 1,000k 4/1/2013 27 Adamah Capital LLC Asset Allocator Program 4.40 50k 3/1/2011 26 Superfund Group Superfund Red USD SICAV 4.40 10k 3/1/2013 25 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 4.43 250k 11/1/1996 24 ISAM ISAM Systematic Trend Fund 4.46 1,000k 6/1/2001 23 Eagle Trading Systems Inc. Eagle Global Financials 4.64 10,000k 1/1/1996 22 Pacific Capital Advisors Agilis Program 4.67 100k 12/1/2012 21 Robust Methods LLC Macro Managed Account 5.01 5,000k 1/1/2005 20 Conquest Capital Group Conquest Select 5.04 250k 6/1/2004 19 Pacific Capital Advisors Terra 5.10 100k 4/1/2014 18 Vision Capital Management Global Futures 5.14 500k 2/1/2012 17 JLC Futures Management Company JLC Managed Futures Fund I, LP. 5.22 100k 8/1/2009 16 Angle Capital Management LLC AIP Program 5.32 100k 1/1/2010 15 Quantica Capital AG 2X Quantica Managed Futures Fund 6.40 100k 1/1/2014 14 Candriam Investor Group Alternative Return Systemat 6.57 125k 1/1/2007 13 FORT LP Fort Global Diversified 7.61 2,000k 10/1/1993 12 Garraway Capital Management LLP Garraway Financial Trends 7.64 100k 9/1/2012 11 Worldwide Capital Strategies Profit Quest Strategies 7.80 200k 9/1/2013 10 Conquest Capital Group Conquest Macro 8.00 250k 5/1/1999 9 Abraham Investment Management Formula 72 H 8.39 150k 8/1/2012 8 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 8.60 1,500k 7/1/2014 7 Dreiss Research Corporation Diversified Program 8.66 1,000k 5/1/1991 6 Qbasis Invest Qbasis i Trend Fund 10.37 1k 1/1/2014 5 Quest Partners LLC AlphaQuest Short Bias (AQSB) 10.53 20,000k 5/1/2013 4 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 11.63 50k 7/1/2011 3 Stable Asset Management LTD Arctic Blue 3x Share Class 12.20 100k 6/1/2014 2 Estlander & Partners Alpha Trend II - Class P 13.94 100k 12/1/2008 1 LEVEX Capital Management Inc. REN18 15.20 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.