Systematic Trader Index For July 2016

Monthly Rankings

Rank CTA/Program Jul 2016 Min Inv Inception
148 Availeth Capital
Optimum (Client)
-9.37 100k 11/1/2014
147 Ritenour Investment Group, LLC
RIG_ES_Client
-9.35 25k 3/1/2013
146 Vision Capital Management
Global Futures
-8.16 500k 2/1/2012
145 Xenfin Capital Limited
XenfinCRT Prime FX
-6.28 1,000k 7/1/2014
144 Stable Asset Management LTD
Arctic Blue 3x Share Class
-4.60 100k 6/1/2014
143 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-3.90 100k 8/1/2009
142 Eagle Trading Systems Inc.
Eagle Global Financials
-3.89 10,000k 1/1/1996
141 Kopis Capital Management, LLC
Commodity Long Only
-3.17 500k 1/1/2014
140 Piquant Technologies LLP
Pegasus Fund
-3.02 1,000k 9/1/2013
139 Turning Wheel Capital, Inc.
Pure Alpha
-2.91 10,000k 1/1/2012
138 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.41 500k 9/1/2013
137 Mehnert Capital Management, LLC
DTP (Client)
-2.30 1,000k 3/1/2012
136 County Cork LLC
County Cork Fusion Equity
-2.21 1,000k 10/1/2013
135 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.20 5,000k 8/1/2000
134 GNE Management, LLC
S&P Futures and Options Strategy (Client)
-2.17 200k 12/1/2013
133 Future Trade AG
Thales Swing Trading Programme
-1.95 250k 6/1/2007
132 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-1.81 100k 4/1/2014
131 ISAM
ISAM Systematic Trend Fund
-1.70 1,000k 6/1/2001
130 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-1.64 10,000k 10/1/2006
129 Dominion Capital
Diamond Program
-1.62 3,000k 1/1/2011
128 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.47 10,000k 2/1/2008
127 Stable Asset Management LTD
Arctic Blue 1x Share Class
-1.34 100k 6/1/2014
126 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-1.31 1,000k 7/1/2009
125 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.22 10,000k 4/1/2004
124 Blackwater Capital Management
Tactical Equity
-1.10 500k 12/1/2013
123 Zoi Capital, LLC
Telio Program (Client)
-1.10 200k 4/1/2010
122 1OAK Capital Limited
ACORN Commodity
-0.86 5,000k 5/1/2012
121 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.80 100k 1/1/2000
120 3D
3D Intraday Breakout Program
-0.75 225k 4/1/2014
119 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.72 250k 10/1/2011
118 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.66 250k 10/1/2009
117 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.60 500k 4/1/2013
116 3D
Bull Program (Client)
-0.47 10k 11/1/2010
115 Worldwide Capital Strategies
Profit Quest Macro World
-0.42 100k 1/1/2010
114 QTS Capital Management, LLC
Futures Managed Account
-0.42 100k 8/1/2012
113 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.33 20,000k 5/1/2013
112 Typhon Capital Management, LLC
Chiron Currency Program
-0.31 250k 2/1/2008
111 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
110 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.28 250k 11/1/2014
109 Diversified Capital Management
Alpha Index
-0.25 50k 8/1/2013
108 Talenta Capital LLP
S&P 500 Momentum
-0.18 950k 6/1/2014
107 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
106 Automaton Trading LLC
Diversified
-0.15 500k 7/1/2014
105 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.14 200k 12/1/2013
104 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.10 100k 1/1/2014
103 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
102 Turk Capital LLC
US Equity Long/Short Strategy
-0.08 250k 4/1/2014
101 QTS Capital Management, LLC
FX Managed Account
-0.06 100k 1/1/2011
100 Dix Hills Partners
DHP Absolute Return Strategies
-0.05 500k 7/1/2003
99 Blake Capital Management, Inc.
SRD Currencies
-0.04 100k 3/1/2013
98 Seven Capital Management
Seven Absolute Return
-0.02 100k 6/1/2009
96 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
97 Piston Trading
The Piston
0.00 1,000k 1/1/2014
95 Witter & Lester, Inc.
Redstone
0.02 500k 9/1/1994
94 dormouse Limited
dormouse - Managed Account
0.05 10,000k 7/1/2011
93 Certeza Asset Management
Omni
0.08 500k 11/1/2014
92 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.08 3,000k 5/1/2010
91 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.10 250k 5/1/2011
90 Certeza Asset Management
Macro Vega
0.13 200k 1/1/2012
89 Worldwide Capital Strategies
Profit Quest Strategies
0.16 200k 9/1/2013
88 Whitman Asset Management
WAM Global Macro Program
0.22 5,000k 10/1/2014
87 ML Systems LLC
Sledon Classic (Client)
0.22 300k 8/1/2014
86 Crabel Capital Management
Crabel Multi-Product
0.23 1,000k 3/1/1998
85 3D
Intraday Program (Client)
0.27 100k 2/1/2012
84 Millburn Corporation
Commodity Program
0.33 25,000k 3/1/2005
83 Bluegrass Capital Management
Cross Market Bias Model
0.34 3,000k 7/1/2014
82 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.35 100k 8/1/2011
81 Pinstripe Trading, LLC
Standard
0.41 125k 8/1/2009
80 Jaguar Investments Ltd
Aegir Capital Strategy
0.41 1,000k 1/1/2012
79 ROW Asset Managment
Row Currency Program
0.44 1,000k 11/1/2010
78 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.49 250k 3/1/2010
77 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.53 1,000k 5/1/2014
76 Whitman Asset Management
WAM Global Macro 2X Program
0.54 2,500k 10/1/2014
75 Salona Capital LLC
ACP2
0.60 25k 11/1/2014
74 Conquest Capital Group
Conquest Macro
0.61 250k 5/1/1999
73 R Best LLC
R Best Private Client Program
0.61 50k 2/1/2010
72 Talenta Capital LLP
Diversified
0.65 950k 6/1/2014
71 Crabel Capital Management
WPD Crabel Futures Program
0.65 1,000k 7/1/2008
70 Melissinos Trading
Eupatrid Program
0.67 50k 1/1/2011
69 Angle Capital Management LLC
AIP Program
0.69 100k 1/1/2010
68 Estlander & Partners
Alpha Trend II - Class P
0.74 100k 12/1/2008
67 Salona Capital LLC
ACP
0.76 100k 1/1/2015
66 Salona Capital LLC
SSI
0.76 25k 11/1/2014
65 Deep Field Capital AG
SINGULARITY Fund
0.85 100k 9/1/2011
64 NuWave Investment Management, LLC
Commodity Value Portfolio
0.86 2,000k 10/1/2014
63 Paradox Capital Management
Sentiment Program (1X)
0.87 1,000k 1/1/2013
62 Soaring Pelican, LLC
Diversified S&P Program
0.91 100k 1/1/2011
61 Non Correlated Capital
Positive Theta Program
0.91 250k 10/1/2007
60 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.93 250k 11/1/1996
59 Non Correlated Capital
Positive Theta Fund
0.93 50k 10/1/2007
58 Conquest Capital Group
Conquest Select
0.96 250k 6/1/2004
57 Alee Capital Management, LLC
Poniente Program
0.98 2,500k 1/1/1999
56 Metolius Capital LLC
Metolius Diversified
0.99 100k 6/1/2010
55 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.03 1k 10/1/2006
54 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.06 5,000k 11/1/2012
53 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
1.11 1,000k 9/1/2011
52 Bullet Hill Capital LLC
Ricochet
1.12 500k 6/1/2014
51 FORT LP
Fort Global Contrarian
1.15 2,000k 10/1/2002
50 Quality Capital Management
Alpha Financials Program
1.17 10,000k 6/1/2012
49 Intex Capital
Covered Options Program
1.18 50k 1/1/2012
48 Millburn Corporation
Multi-Markets Program
1.25 25,000k 10/1/2004
47 Aquantum
Aquantum Global Systematic Program (AGS)
1.37 5,000k 7/1/2013
46 Aquantum
Aquantum Commodity Spread Program (ACS)
1.43 5,000k 7/1/2013
45 Cauldron Investments, LLC
Stock Index Plus
1.44 1,000k 10/1/2009
44 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.46 50k 7/1/2011
43 FORT LP
Fort Global Diversified
1.51 2,000k 10/1/1993
42 Garraway Capital Management LLP
Garraway Financial Trends
1.52 100k 9/1/2012
41 ROW Asset Managment
Row Diversified Fund, L.P.
1.54 1,000k 11/1/2011
40 Estlander & Partners
Freedom
1.65 20,000k 8/1/2010
39 Sona Trading Strategies LLC.
Diversified Program
1.72 1,000k 9/1/2006
38 Deep Field Capital AG
SINGULARITY Fund (2x)
1.79 100k 8/1/2014
37 Candriam Investor Group
Alternative Return Systemat
1.89 125k 1/1/2007
36 Crescendo Capital Management
Neutron Decay (Client)
2.04 50k 7/1/2012
35 Superfund Group
Superfund Red EUR SICAV
2.11 10k 3/1/2013
34 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.22 1,000k 3/1/2003
33 Superfund Group
Superfund Red USD SICAV
2.22 10k 3/1/2013
32 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.26 1k 6/1/2009
31 EMC Capital Advisors, LLC
EMC Alpha Program
2.39 5,000k 6/1/2013
30 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.39 100k 10/1/2011
29 Vivienne Investissement
OUESSANT UCITS FUND
2.64 100k 5/1/2012
28 Alee Capital Management, LLC
Mistral Program
2.71 2,500k 1/1/1999
27 Independent View
IV Quantitative Futures Fund
2.87 100k 11/1/2012
26 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.92 1,000k 3/1/2007
25 Purple Valley Capital, Inc.
Diversified Trend 1
3.01 100k 8/1/2008
24 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.10 250k 5/1/2013
23 Adamah Capital LLC
Asset Allocator Program
3.10 50k 3/1/2011
22 Prolific Capital Markets, LLC
Prolific Swiss System
3.23 10,000k 1/1/2014
21 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.29 5,000k 6/1/2010
20 Linnis
Linnis ONE, LP
3.35 100k 8/1/2014
19 Red Rock Capital, LLC
Commodity Long-Short
3.38 500k 9/1/2013
18 Emil van Essen
Long-Short Commodity Program
3.56 1,000k 6/1/2013
17 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.58 3,000k 5/1/2014
16 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.91 1,000k 1/1/2013
15 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
3.96 25,000k 1/1/2014
14 Sandpiper Asset Management
Sandpiper Global Macro Program
4.21 1,000k 8/1/2012
13 Urban Tree Capital, LLC
UTC Plus (Client)
4.31 100k 3/1/2013
12 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.84 1,000k 3/1/2003
11 SandPointe
SandPointe Opportunities Strategy
5.04 5,000k 5/1/2014
10 Bulkara Capital
Bulkara Systematic Fund SP
5.14 250k 4/1/2014
9 Robust Methods LLC
Macro Managed Account
5.39 5,000k 1/1/2005
8 Dreiss Research Corporation
Diversified Program
5.96 1,000k 5/1/1991
7 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
6.18 2,000k 7/1/2013
6 Quantum Leap Capital Management
Managed Account Program
6.59 300k 8/1/2006
5 Emil van Essen
Long-Short Commodity Program - Accelerated
6.78 200k 5/1/2014
4 Qbasis Invest
Qbasis i Trend Fund
11.15 1k 1/1/2014
3 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
13.27 100k 1/1/2014
2 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
18.22 1,500k 7/1/2014
1 Covenant Capital Management
Optimal Program
22.90 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan