Systematic Trader Index For March 2016

Monthly Rankings

Rank CTA/Program Mar 2016 Min Inv Inception
142 Ring Capital Management LLC
S&P E-Mini Select
-22.98 100k 1/1/2012
141 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-18.24 50k 7/1/2011
140 Golden Point Capital Management, LLC
Global Systematic
-17.02 250k 7/1/2012
139 Purple Valley Capital, Inc.
Diversified Trend 1
-16.59 100k 8/1/2008
138 Vision Capital Management
Global Futures
-16.33 500k 2/1/2012
137 Estlander & Partners
Alpha Trend II - Class P
-11.88 100k 12/1/2008
136 Conquest Capital Group
Conquest Macro
-11.61 250k 5/1/1999
135 Dreiss Research Corporation
Diversified Program
-9.19 1,000k 5/1/1991
134 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-8.78 20,000k 5/1/2013
133 Candriam Investor Group
Alternative Return Systemat
-7.34 125k 1/1/2007
132 ISAM
ISAM Systematic Trend Fund
-7.23 1,000k 6/1/2001
131 Red Rock Capital, LLC
Commodity Long-Short
-6.72 500k 9/1/2013
130 Qbasis Invest
Qbasis i Trend Fund
-6.68 1k 1/1/2014
129 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.61 1,000k 3/1/2003
128 Angle Capital Management LLC
AIP Program
-6.38 100k 1/1/2010
127 Conquest Capital Group
Conquest Select
-6.19 250k 6/1/2004
126 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-6.17 1,500k 7/1/2005
125 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-6.01 250k 11/1/1996
124 Quantica Capital AG
2X Quantica Managed Futures Fund
-5.80 100k 1/1/2014
123 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-5.53 5,000k 6/1/2010
122 Deep Field Capital AG
SINGULARITY Fund
-5.16 100k 9/1/2011
121 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.10 250k 5/1/2011
120 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.08 1k 6/1/2009
119 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.82 100k 8/1/2009
118 Garraway Capital Management LLP
Garraway Financial Trends
-4.42 100k 9/1/2012
117 Abraham Investment Management
Formula 72 H
-4.38 150k 8/1/2012
116 Quality Capital Management
Alpha Financials Program
-4.09 10,000k 6/1/2012
115 Mehnert Capital Management, LLC
DTP (Client)
-3.93 1,000k 3/1/2012
114 Melissinos Trading
Eupatrid Program
-3.81 50k 1/1/2011
113 County Cork LLC
County Cork Fusion Equity
-3.59 1,000k 10/1/2013
112 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-3.56 25,000k 1/1/2014
111 Eagle Trading Systems Inc.
Eagle Global Financials
-3.53 10,000k 1/1/1996
110 Estlander & Partners
Freedom
-3.49 20,000k 8/1/2010
109 FORT LP
Fort Global Contrarian
-3.39 2,000k 10/1/2002
108 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-3.18 1,000k 5/1/2014
107 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.17 100k 1/1/2000
106 Cambridge Capital Management UK LLP
CCM Program
-2.90 2,000k 11/1/2012
105 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
104 Alee Capital Management, LLC
Poniente Program
-2.87 2,500k 1/1/1999
103 Aquantum
Aquantum Global Systematic Program (AGS)
-2.85 5,000k 7/1/2013
102 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-2.79 2,000k 7/1/2013
101 The Tidal Group
M2 SP500 Emini Futures Program
-2.78 50k 1/1/2013
100 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.77 1k 10/1/2006
99 Piquant Technologies LLP
Pegasus Fund
-2.74 1,000k 9/1/2013
98 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-2.67 10,000k 10/1/2006
97 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.62 500k 9/1/2013
96 Metolius Capital LLC
Metolius Diversified
-2.52 100k 6/1/2010
95 Sona Trading Strategies LLC.
Diversified Program
-2.33 1,000k 9/1/2006
94 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.25 10,000k 4/1/2004
93 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.22 200k 5/1/2014
92 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.01 1,000k 8/1/2012
91 Puna Asset Management, LLC
NeoTrend Alpha
-2.00 100k 3/1/2014
90 GNE Management, LLC
S&P Futures and Options Strategy (Client)
-1.96 200k 12/1/2013
89 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-1.91 3,000k 5/1/2014
88 FORT LP
Fort Global Diversified
-1.84 2,000k 10/1/1993
87 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.74 1,000k 1/1/2013
86 ADG Capital Management
ADG Systematic Macro Fund
-1.63 1,000k 4/1/2013
85 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-1.59 100k 8/1/2011
84 Worldwide Capital Strategies
Profit Quest Strategies
-1.52 200k 9/1/2013
83 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-1.52 1,000k 7/1/2009
82 Millburn Corporation
Commodity Program
-1.51 25,000k 3/1/2005
81 Prolific Capital Markets, LLC
Prolific Swiss System
-1.51 10,000k 1/1/2014
80 ALFAKRAFT
ALFA Commodity Fund
-1.44 16k 6/1/2010
79 Talenta Capital LLP
Diversified
-1.43 950k 6/1/2014
78 Quantum Leap Capital Management
Managed Account Program
-1.31 300k 8/1/2006
77 Seven Capital Management
Seven Absolute Return
-1.29 100k 6/1/2009
76 Paradox Capital Management
Sentiment Program (1X)
-1.17 1,000k 1/1/2013
75 Certeza Asset Management
Macro Vega
-1.06 200k 1/1/2012
74 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.87 500k 4/1/2013
73 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.69 5,000k 7/1/2013
72 Emil van Essen
Long-Short Commodity Program
-0.58 1,000k 6/1/2013
71 Stable Asset Management LTD
Arctic Blue 3x Share Class
-0.50 100k 6/1/2014
70 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.49 250k 10/1/2009
69 Blackwater Capital Management
Tactical Equity
-0.46 500k 12/1/2013
68 Stable Asset Management LTD
Arctic Blue 1x Share Class
-0.33 100k 6/1/2014
67 3D
S&P Program (Client)
-0.30 100k 11/1/2010
66 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
-0.23 10k 1/1/2014
65 R Best LLC
R Best Private Client Program
-0.19 50k 2/1/2010
64 EMC Capital Advisors, LLC
EMC Alpha Program
-0.14 5,000k 6/1/2013
63 3D
Intraday Program (Client)
-0.10 100k 2/1/2012
62 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.10 250k 3/1/2010
61 Millburn Corporation
Multi-Markets Program
-0.06 25,000k 10/1/2004
60 dormouse Limited
dormouse - Managed Account
-0.03 10,000k 7/1/2011
59 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.02 6/1/2012
56 Piston Trading
The Piston
0.00 1,000k 1/1/2014
57 QTS Capital Management, LLC
FX Managed Account
0.00 100k 1/1/2011
58 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
55 Talenta Capital LLP
S&P 500 Momentum
0.06 950k 6/1/2014
54 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.09 200k 12/1/2013
53 Alee Capital Management, LLC
Mistral Program
0.11 2,500k 1/1/1999
52 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.13 100k 3/1/2013
51 Jaguar Investments Ltd
Aegir Capital Strategy
0.23 1,000k 1/1/2012
50 Blake Capital Management, Inc.
SRD Currencies
0.32 100k 3/1/2013
49 Witter & Lester, Inc.
Redstone
0.42 500k 9/1/1994
48 QTS Capital Management, LLC
Futures Managed Account
0.43 100k 8/1/2012
47 Soaring Pelican, LLC
Diversified S&P Program
0.46 100k 1/1/2011
46 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.46 5,000k 8/1/2000
45 ROW Asset Managment
Row Diversified Fund, L.P.
0.53 1,000k 11/1/2011
44 Pacific Capital Advisors
Agilis Program
0.70 100k 12/1/2012
43 Bluegrass Capital Management
Cross Market Bias Model
0.71 3,000k 7/1/2014
42 Diversified Capital Management
Alpha Index
0.80 50k 8/1/2013
41 Crabel Capital Management
Crabel Multi-Product
0.91 1,000k 3/1/1998
40 Typhon Capital Management, LLC
Chiron Currency Program
0.95 250k 2/1/2008
39 ALFAKRAFT
ALFA Edge Fund
1.00 16k 12/1/2011
38 3D
3D Intraday Breakout Program
1.00 225k 4/1/2014
37 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
1.05 100k 4/1/2014
36 Bullet Hill Capital LLC
Ricochet
1.12 500k 6/1/2014
35 3D
Bull Program (Client)
1.15 10k 11/1/2010
34 Intex Capital
Covered Options Program
1.28 50k 1/1/2012
33 Adamah Capital LLC
Asset Allocator Program
1.30 50k 3/1/2011
32 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.30 1,000k 3/1/2003
31 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.30 250k 5/1/2013
30 Turning Wheel Capital, Inc.
Pure Alpha
1.33 10,000k 1/1/2012
29 Vivienne Investissement
OUESSANT UCITS FUND
1.67 100k 5/1/2012
28 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.82 4,000k 11/1/2008
27 Robust Methods LLC
Macro Managed Account
1.96 5,000k 1/1/2005
26 Superfund Group
Superfund Red EUR SICAV
2.12 10k 3/1/2013
25 Superfund Group
Superfund Red USD SICAV
2.17 10k 3/1/2013
24 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.28 250k 10/1/2011
23 Cauldron Investments, LLC
Stock Index Plus
2.84 1,000k 10/1/2009
22 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.14 10,000k 2/1/2008
21 Automaton Trading LLC
Diversified
3.37 500k 7/1/2014
20 Pacific Capital Advisors
Terra
3.39 100k 4/1/2014
19 Urban Tree Capital, LLC
UTC Plus (Client)
3.53 100k 3/1/2013
18 Non Correlated Capital
Positive Theta Program
3.58 250k 10/1/2007
17 Non Correlated Capital
Positive Theta Fund
3.67 50k 10/1/2007
16 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
3.73 1,000k 3/1/2007
15 ROW Asset Managment
Row Currency Program
3.88 1,000k 11/1/2010
14 Future Trade AG
Thales Swing Trading Programme
4.44 250k 6/1/2007
13 Kopis Capital Management, LLC
Commodity Long Only
5.42 500k 1/1/2014
12 Paskewitz Asset Management LLC
Multi-strategy Futures Program
5.45 3,000k 5/1/2010
11 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
6.00 100k 1/1/2014
10 Ritenour Investment Group, LLC
RIG_ES_Client
6.03 25k 3/1/2013
9 Global Vista Advisors, LLC
Global Vista Options ("GVO")
6.06 50k 10/1/2010
8 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
6.17 4,000k 2/1/2011
7 Zoi Capital, LLC
Telio Program (Client)
6.47 200k 4/1/2010
6 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
6.74 100k 10/1/2011
5 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
9.45 1,500k 7/1/2014
4 Covenant Capital Management
Optimal Program
9.83 10k 2/1/2014
3 Turk Capital LLC
US Equity Long/Short Strategy
11.50 250k 4/1/2014
2 JKI-Futures, LLC
ETIRON Large 2x (Client)
13.88 1,000k 8/1/2012
1 LEVEX Capital Management Inc.
REN18
19.78 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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