Systematic Trader Index For July 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 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 Mesirow Financial Investment Management, Inc. Emerging Markets Currency 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 Mesirow Financial Investment Management, Inc. 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 Tail Reaper -0.42 500k 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 2/1/2017 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 4x Omni 0.08 1,000k 11/1/2014 92 Strategic Capital Advisors 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 1,000k 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 Ridgefield 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 Hehmeyer Systematic Treasury & Equity Strategy 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 Global Trends 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 QCM Alpha Financials Program 1.17 10,000k 6/1/2012 49 Intex Capital Covered Options Program 1.18 50k 1/1/2012 48 Millburn Ridgefield 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 (A) 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.