Systematic Trader Index For February 2016

Monthly Rankings

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 Paskewitz Asset Management 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 6/1/2014
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 200k 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 Cambridge Strategy Asset Management LTD
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
Futures Managed Account
0.84 100k 8/1/2012
83 Hehmeyer Capital Management, LLC
R Best - Intraday Program
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 Cambridge Strategy Asset Management LTD
Emerging Markets 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
1.83 100k 5/1/2012
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.84 1k 10/1/2006
64 Quality Capital Management
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 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 Program
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 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.

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