Systematic Trader Index For June 2016

Monthly Rankings

Rank CTA/Program Jun 2016 Min Inv Inception
141 Qbasis Invest
Qbasis i Trend Fund
-7.01 1k 1/1/2014
140 Purple Valley Capital, Inc.
Diversified Trend 1
-6.89 100k 8/1/2008
139 Zoi Capital, LLC
Telio Program (Client)
-6.35 200k 4/1/2010
138 Urban Tree Capital, LLC
UTC Plus (Client)
-5.42 100k 3/1/2013
137 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-4.70 250k 5/1/2013
136 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-4.52 100k 10/1/2011
135 Aquantum
Aquantum Commodity Spread Program (ACS)
-3.84 5,000k 7/1/2013
134 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.65 3,000k 5/1/2010
133 Mehnert Capital Management, LLC
DTP (Client)
-3.63 1,000k 3/1/2012
132 Superfund Group
Superfund Red EUR SICAV
-3.54 10k 3/1/2013
131 Ritenour Investment Group, LLC
RIG_ES_Client
-3.53 25k 3/1/2013
130 Superfund Group
Superfund Red USD SICAV
-3.53 10k 3/1/2013
129 Sona Trading Strategies LLC.
Diversified Program
-3.41 1,000k 9/1/2006
128 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-3.33 1,500k 7/1/2014
127 Paradox Capital Management
Sentiment Program (1X)
-3.31 1,000k 1/1/2013
126 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.76 100k 1/1/2000
125 QTS Capital Management, LLC
FX Managed Account
-2.54 100k 1/1/2011
124 ALFAKRAFT
ALFA Commodity Fund
-2.37 16k 6/1/2010
123 Crescendo Capital Management
Neutron Decay (Client)
-2.05 50k 7/1/2012
122 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.04 200k 5/1/2014
121 R Best LLC
R Best Private Client Program
-1.98 50k 2/1/2010
120 Emil van Essen
Long-Short Commodity Program
-1.92 1,000k 6/1/2013
119 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-1.90 1,000k 9/1/2011
118 Estlander & Partners
Freedom
-1.89 20,000k 8/1/2010
117 Turning Wheel Capital, Inc.
Pure Alpha
-1.71 10,000k 1/1/2012
116 ALFAKRAFT
ALFA Edge Fund
-1.62 16k 12/1/2011
115 County Cork LLC
County Cork Fusion Equity
-1.57 1,000k 10/1/2013
114 Piston Trading
The Piston
-1.56 1,000k 1/1/2014
113 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.48 250k 3/1/2010
112 Independent View
IV Quantitative Futures Fund
-1.46 100k 11/1/2012
111 Quantum Leap Capital Management
Managed Account Program
-1.21 300k 8/1/2006
110 Typhon Capital Management, LLC
Chiron Currency Program
-1.04 250k 2/1/2008
109 3D
Intraday Program (Client)
-1.00 100k 2/1/2012
108 3D
S&P Program (Client)
-1.00 100k 11/1/2010
107 Worldwide Capital Strategies
Profit Quest Strategies
-0.96 200k 9/1/2013
106 Deep Field Capital AG
SINGULARITY Fund (2x)
-0.89 100k 8/1/2014
105 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.80 100k 8/1/2011
104 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.75 1,000k 1/1/2013
103 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.71 5,000k 8/1/2000
102 Vivienne Investissement
OUESSANT UCITS FUND
-0.67 100k 5/1/2012
101 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.67 10,000k 2/1/2008
100 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.65 100k 1/1/2014
99 SandPointe
SandPointe Opportunities Strategy
-0.54 5,000k 5/1/2014
98 Cambridge Capital Management UK LLP
CCM Program
-0.50 2,000k 11/1/2012
97 Deep Field Capital AG
SINGULARITY Fund
-0.49 100k 9/1/2011
96 3D
Bull Program (Client)
-0.37 10k 11/1/2010
95 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.33 2,000k 7/1/2013
94 Bluegrass Capital Management
Cross Market Bias Model
-0.23 3,000k 7/1/2014
93 3D
3D Intraday Breakout Program
-0.20 225k 4/1/2014
92 Millburn Corporation
Commodity Program
-0.09 25,000k 3/1/2005
91 Turk Capital LLC
US Equity Long/Short Strategy
-0.08 250k 4/1/2014
90 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.04 200k 12/1/2013
89 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.06 500k 4/1/2013
88 Worldwide Capital Strategies
Profit Quest Macro World
0.08 100k 1/1/2010
87 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.12 100k 3/1/2013
86 Automaton Trading LLC
Diversified
0.14 500k 7/1/2014
85 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.30 250k 10/1/2009
84 Certeza Asset Management
Macro Vega
0.33 200k 1/1/2012
83 Witter & Lester, Inc.
Redstone
0.41 500k 9/1/1994
82 Crabel Capital Management
WPD Crabel Futures Program
0.41 1,000k 7/1/2008
81 Alee Capital Management, LLC
Mistral Program
0.42 2,500k 1/1/1999
80 Blake Capital Management, Inc.
SRD Currencies
0.48 100k 3/1/2013
79 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.49 1,000k 3/1/2007
78 Intex Capital
Covered Options Program
0.50 50k 1/1/2012
77 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.67 100k 4/1/2014
76 Non Correlated Capital
Positive Theta Fund
0.94 50k 10/1/2007
75 ADG Capital Management
ADG Systematic Macro Fund
0.97 1,000k 4/1/2013
74 Jaguar Investments Ltd
Aegir Capital Strategy
0.99 1,000k 1/1/2012
73 Bullet Hill Capital LLC
Ricochet
1.31 500k 6/1/2014
72 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.36 10,000k 4/1/2004
71 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.36 100k 2/1/2010
70 Conquest Capital Group
Conquest Select
1.36 250k 6/1/2004
69 Adamah Capital LLC
Asset Allocator Program
1.40 50k 3/1/2011
68 Non Correlated Capital
Positive Theta Program
1.45 250k 10/1/2007
67 Soaring Pelican, LLC
Diversified S&P Program
1.48 100k 1/1/2011
66 Cauldron Investments, LLC
Stock Index Plus
1.52 1,000k 10/1/2009
65 ML Systems LLC
Sledon Classic (Client)
1.58 300k 8/1/2014
64 QTS Capital Management, LLC
Futures Managed Account
1.64 100k 8/1/2012
63 Aquantum
Aquantum Global Systematic Program (AGS)
1.69 5,000k 7/1/2013
62 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.77 250k 10/1/2011
61 Piquant Technologies LLP
Pegasus Fund
2.06 1,000k 9/1/2013
60 Metolius Capital LLC
Metolius Diversified
2.15 100k 6/1/2010
59 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.29 1,000k 3/1/2003
58 Crabel Capital Management
Crabel Multi-Product
2.47 1,000k 3/1/1998
57 GNE Management, LLC
S&P Futures and Options Strategy (Client)
2.50 200k 12/1/2013
56 Alee Capital Management, LLC
Poniente Program
2.55 2,500k 1/1/1999
55 Linnis
Linnis ONE, LP
2.90 100k 8/1/2014
54 Talenta Capital LLP
S&P 500 Momentum
2.96 950k 6/1/2014
53 Talenta Capital LLP
Diversified
3.10 950k 6/1/2014
52 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.16 5,000k 11/1/2012
51 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.30 250k 5/1/2011
50 Stable Asset Management LTD
Arctic Blue 1x Share Class
3.59 100k 6/1/2014
49 Pinstripe Trading, LLC
Standard
3.84 125k 8/1/2009
48 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
3.86 250k 11/1/1996
47 Seven Capital Management
Seven Absolute Return
3.91 100k 6/1/2009
46 EMC Capital Advisors, LLC
EMC Alpha Program
3.95 5,000k 6/1/2013
45 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
3.96 1,500k 7/1/2005
44 ISAM
ISAM Systematic Trend Fund
3.98 1,000k 6/1/2001
43 Glider Trading LLP
Glider Trading Strategy (Class C)
4.00 500k 9/1/2013
42 Ring Capital Management LLC
S&P E-Mini Select
4.07 100k 1/1/2012
41 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.12 100k 8/1/2009
40 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
4.17 25,000k 1/1/2014
39 Melissinos Trading
Eupatrid Program
4.24 50k 1/1/2011
38 Blackwater Capital Management
Tactical Equity
4.34 500k 12/1/2013
37 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.55 1k 10/1/2006
36 Sandpiper Asset Management
Sandpiper Global Macro Program
4.72 1,000k 8/1/2012
35 Quality Capital Management
Alpha Financials Program
4.74 10,000k 6/1/2012
34 ROW Asset Managment
Row Diversified Fund, L.P.
4.75 1,000k 11/1/2011
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.96 1,000k 3/1/2003
32 FORT LP
Fort Global Contrarian
4.97 2,000k 10/1/2002
31 Dominion Capital
Diamond Program
5.10 3,000k 1/1/2011
30 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
5.32 1,000k 5/1/2014
29 Red Rock Capital, LLC
Commodity Long-Short
5.87 500k 9/1/2013
28 ROW Asset Managment
Row Currency Program
5.89 1,000k 11/1/2010
27 Kopis Capital Management, LLC
Commodity Long Only
5.95 500k 1/1/2014
26 Eagle Trading Systems Inc.
Eagle Quantitative Macro
6.05 10,000k 10/1/2006
25 Quantica Capital AG
1X Quantica Managed Futures Fund
6.60 100k 1/1/2014
24 JKI-Futures, LLC
ETIRON Large 2x (Client)
6.66 1,000k 8/1/2012
23 Millburn Corporation
Multi-Markets Program
6.69 25,000k 10/1/2004
22 dormouse Limited
dormouse - Managed Account
6.72 10,000k 7/1/2011
21 EMC Capital Advisors, LLC
EMC Alpha Plus Program
6.84 3,000k 5/1/2014
20 FORT LP
Fort Global Diversified
6.86 2,000k 10/1/1993
19 QMS Capital Management LP
QMS Diversified Global Macro Strategy
7.03 5,000k 6/1/2010
18 Candriam Investor Group
Alternative Return Systemat
7.36 125k 1/1/2007
17 Covenant Capital Management
Optimal Program
7.50 10k 2/1/2014
16 Angle Capital Management LLC
AIP Program
8.44 100k 1/1/2010
15 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
8.48 1k 6/1/2009
14 Robust Methods LLC
Macro Managed Account
8.60 5,000k 1/1/2005
13 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
8.81 20,000k 5/1/2013
12 Prolific Capital Markets, LLC
Prolific Swiss System
8.90 10,000k 1/1/2014
11 Abraham Investment Management
Formula 72 H
9.05 150k 8/1/2012
10 Garraway Capital Management LLP
Garraway Financial Trends
9.20 100k 9/1/2012
9 Conquest Capital Group
Conquest Macro
9.93 250k 5/1/1999
8 Vision Capital Management
Global Futures
10.21 500k 2/1/2012
7 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
10.37 50k 7/1/2011
6 Stable Asset Management LTD
Arctic Blue 3x Share Class
11.29 100k 6/1/2014
5 Quantica Capital AG
2X Quantica Managed Futures Fund
12.60 100k 1/1/2014
4 Estlander & Partners
Alpha Trend II - Class P
13.09 100k 12/1/2008
3 Eagle Trading Systems Inc.
Eagle Global Financials
13.27 10,000k 1/1/1996
2 Dreiss Research Corporation
Diversified Program
18.56 1,000k 5/1/1991
1 Future Trade AG
Thales Swing Trading Programme
20.97 250k 6/1/2007

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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