Systematic Trader Index For August 2016

Monthly Rankings

Rank CTA/Program Aug 2016 Min Inv Inception
150 Covenant Capital Management
Optimal Program
-35.66 10k 2/1/2014
149 Deep Field Capital AG
SINGULARITY Fund (2x)
-34.44 100k 8/1/2014
148 Deep Field Capital AG
SINGULARITY Fund
-17.28 100k 9/1/2011
147 Purple Valley Capital, Inc.
Diversified Trend 1
-12.34 100k 8/1/2008
146 Estlander & Partners
Alpha Trend II - Class P
-11.20 100k 12/1/2008
145 Ritenour Investment Group, LLC
RIG_ES_Client
-11.14 25k 3/1/2013
144 Stable Asset Management LTD
Arctic Blue 3x Share Class
-9.71 100k 6/1/2014
143 Qbasis Invest
Qbasis i Trend Fund
-9.32 1k 1/1/2014
142 Availeth Capital
Optimum (Client)
-8.31 100k 11/1/2014
141 Eagle Trading Systems Inc.
Eagle Global Financials
-8.28 10,000k 1/1/1996
140 Conquest Capital Group
Conquest Macro
-7.86 250k 5/1/1999
139 Mehnert Capital Management, LLC
DTP (Client)
-7.23 1,000k 3/1/2012
138 Angle Capital Management LLC
AIP Program
-6.63 100k 1/1/2010
137 Future Trade AG
Thales Swing Trading Programme
-6.51 250k 6/1/2007
136 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.23 20,000k 5/1/2013
135 Quantica Capital AG
2X Quantica Managed Futures Fund
-5.60 100k 1/1/2014
134 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-5.52 10,000k 10/1/2006
133 Dreiss Research Corporation
Diversified Program
-5.45 1,000k 5/1/1991
132 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.11 50k 7/1/2011
131 Robust Methods LLC
Macro Managed Account
-4.98 5,000k 1/1/2005
130 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.75 5,000k 11/1/2012
129 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-4.63 100k 4/1/2014
128 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-4.55 25,000k 1/1/2014
127 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.42 250k 5/1/2011
126 Estlander & Partners
Freedom
-4.32 20,000k 8/1/2010
125 Prolific Capital Markets, LLC
Prolific Swiss System
-4.31 10,000k 1/1/2014
124 Conquest Capital Group
Conquest Select
-4.27 250k 6/1/2004
123 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.25 100k 8/1/2009
122 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.15 1,000k 8/1/2012
121 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.09 1,000k 3/1/2003
120 Crabel Capital Management
Crabel Multi-Product
-3.95 1,000k 3/1/1998
119 Urban Tree Capital, LLC
UTC Plus (Client)
-3.95 100k 3/1/2013
118 Sona Trading Strategies LLC.
Diversified Program
-3.88 1,000k 9/1/2006
117 ISAM
ISAM Systematic Trend Fund
-3.81 1,000k 6/1/2001
116 Independent View
IV Quantitative Futures Fund
-3.69 100k 11/1/2012
115 Kopis Capital Management, LLC
Commodity Long Only
-3.66 500k 1/1/2014
114 Aquantum
Aquantum Global Systematic Program (AGS)
-3.60 5,000k 7/1/2013
113 Glider Trading LLP
Glider Trading Strategy (Class C)
-3.13 500k 9/1/2013
112 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-2.99 1,000k 1/1/2013
111 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-2.95 2,000k 7/1/2013
110 Zoi Capital, LLC
Telio Program (Client)
-2.92 200k 4/1/2010
109 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
108 Stable Asset Management LTD
Arctic Blue 1x Share Class
-2.74 100k 6/1/2014
107 FORT LP
Fort Global Diversified
-2.59 2,000k 10/1/1993
106 EMC Capital Advisors, LLC
EMC Alpha Program
-2.58 5,000k 6/1/2013
105 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.55 5,000k 6/1/2010
104 Alee Capital Management, LLC
Poniente Program
-2.52 2,500k 1/1/1999
103 Candriam Investor Group
Alternative Return Systemat
-2.51 125k 1/1/2007
102 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.50 3,000k 5/1/2014
101 Dominion Capital
Diamond Program
-2.49 3,000k 1/1/2011
100 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.35 5,000k 7/1/2013
99 Soaring Pelican, LLC
Diversified S&P Program
-2.26 100k 1/1/2011
98 County Cork LLC
County Cork Fusion Equity
-2.26 1,000k 10/1/2013
97 ROW Asset Managment
Row Currency Program
-2.13 1,000k 11/1/2010
96 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.13 10,000k 2/1/2008
95 Vision Capital Management
Global Futures
-2.02 500k 2/1/2012
94 Adamah Capital LLC
Asset Allocator Program
-2.00 50k 3/1/2011
93 Talenta Capital LLP
Diversified
-1.89 950k 6/1/2014
92 Garraway Capital Management LLP
Garraway Financial Trends
-1.80 100k 9/1/2012
91 Millburn Corporation
Commodity Program
-1.70 25,000k 3/1/2005
90 Seven Capital Management
Seven Absolute Return
-1.63 100k 6/1/2009
89 Metolius Capital LLC
Metolius Diversified
-1.53 100k 6/1/2010
88 DUNN Capital Management
DUNN WMA Institutional Program
-1.48 100k 10/1/2011
87 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.47 250k 10/1/2009
86 dormouse Limited
dormouse - Managed Account
-1.44 10,000k 7/1/2011
85 Quality Capital Management
Alpha Financials Program
-1.43 10,000k 6/1/2012
84 Millburn Corporation
Multi-Markets Program
-1.37 25,000k 10/1/2004
83 Alee Capital Management, LLC
Mistral Program
-0.96 2,500k 1/1/1999
82 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.91 1,000k 3/1/2007
81 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.89 1k 6/1/2009
80 FORT LP
Fort Global Contrarian
-0.87 2,000k 10/1/2002
79 Superfund Group
Superfund Red EUR SICAV
-0.80 10k 3/1/2013
78 Superfund Group
Superfund Red USD SICAV
-0.70 10k 3/1/2013
77 Melissinos Trading
Eupatrid Program
-0.70 50k 1/1/2011
76 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-0.68 1,500k 7/1/2014
75 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.67 1k 10/1/2006
74 ML Systems LLC
Sledon Classic (Client)
-0.65 300k 8/1/2014
73 ROW Asset Managment
Row Diversified Fund, L.P.
-0.60 1,000k 11/1/2011
72 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.53 250k 11/1/1996
71 Talenta Capital LLP
S&P 500 Momentum
-0.52 950k 6/1/2014
70 Piquant Technologies LLP
Pegasus Fund
-0.46 1,000k 9/1/2013
69 1OAK Capital Limited
ACORN Commodity
-0.41 5,000k 5/1/2012
68 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.36 250k 10/1/2011
67 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.33 1,000k 3/1/2003
66 3D
3D Intraday Breakout Program
-0.30 225k 4/1/2014
65 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.28 500k 4/1/2013
64 Blake Capital Management, Inc.
SRD Currencies
-0.27 100k 3/1/2013
63 QTS Capital Management, LLC
Futures Managed Account
-0.21 100k 8/1/2012
62 Vivienne Investissement
OUESSANT UCITS FUND
-0.19 100k 5/1/2012
61 R Best LLC
R Best Private Client Program
-0.18 50k 2/1/2010
60 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
59 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.11 200k 12/1/2013
58 Red Rock Capital, LLC
Commodity Long-Short
-0.09 500k 9/1/2013
57 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.08 100k 3/1/2013
56 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
55 Turk Capital LLC
US Equity Long/Short Strategy
-0.08 250k 4/1/2014
54 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.07 2,000k 10/1/2014
53 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.07 250k 3/1/2010
52 Bulkara Capital
Bulkara Systematic Fund SP
-0.06 250k 4/1/2014
51 Bluegrass Capital Management
Cross Market Bias Model
-0.06 3,000k 7/1/2014
50 Typhon Capital Management, LLC
Chiron Currency Program
-0.04 250k 2/1/2008
49 Piston Trading
The Piston
0.00 1,000k 1/1/2014
48 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.05 100k 8/1/2011
47 QTS Capital Management, LLC
FX Managed Account
0.08 100k 1/1/2011
46 3D
Bull Program (Client)
0.10 10k 11/1/2010
45 Automaton Trading LLC
Diversified
0.10 500k 7/1/2014
44 Witter & Lester, Inc.
Redstone
0.13 500k 9/1/1994
43 Turning Wheel Capital, Inc.
Pure Alpha
0.17 10,000k 1/1/2012
42 Emil van Essen
Long-Short Commodity Program
0.19 1,000k 6/1/2013
41 Dix Hills Partners
DHP Absolute Return Strategies
0.19 500k 7/1/2003
40 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.27 10,000k 4/1/2004
39 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.27 3,000k 5/1/2010
38 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
0.45 1,000k 7/1/2009
37 Pinstripe Trading, LLC
Standard
0.53 125k 8/1/2009
36 Crabel Capital Management
WPD Crabel Futures Program
0.56 1,000k 7/1/2008
35 Salona Capital LLC
ACP2
0.58 25k 11/1/2014
34 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.63 1,000k 5/1/2014
33 Whitman Asset Management
WAM Global Macro Program
0.67 5,000k 10/1/2014
32 Salona Capital LLC
SSI
0.70 25k 11/1/2014
31 Quantum Leap Capital Management
LV Program
0.72 600k 11/1/2014
30 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.72 5,000k 8/1/2000
29 Xenfin Capital Limited
XenfinCRT Prime FX
0.76 1,000k 7/1/2014
28 3D
Intraday Program (Client)
0.77 100k 2/1/2012
27 Salona Capital LLC
ACP
0.81 100k 1/1/2015
26 Blackwater Capital Management
Tactical Equity
0.83 500k 12/1/2013
25 Quantum Leap Capital Management
Managed Account Program
0.89 300k 8/1/2006
24 Certeza Asset Management
Omni
0.91 500k 11/1/2014
23 Certeza Asset Management
Macro Vega
0.95 200k 1/1/2012
22 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.01 100k 1/1/2000
21 Cauldron Investments, LLC
Stock Index Plus
1.02 1,000k 10/1/2009
20 Diversified Capital Management
Alpha Index
1.03 50k 8/1/2013
19 Jaguar Investments Ltd
Aegir Capital Strategy
1.05 1,000k 1/1/2012
18 Emil van Essen
Long-Short Commodity Program - Accelerated
1.06 200k 5/1/2014
17 Intex Capital
Covered Options Program
1.09 50k 1/1/2012
16 Worldwide Capital Strategies
Profit Quest Strategies
1.11 200k 9/1/2013
15 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.14 100k 10/1/2011
14 Non Correlated Capital
Positive Theta Program
1.20 250k 10/1/2007
13 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
1.22 1,000k 9/1/2011
12 Whitman Asset Management
WAM Global Macro 2X Program
1.37 2,500k 10/1/2014
11 Worldwide Capital Strategies
Profit Quest Macro World
1.43 100k 1/1/2010
10 Bullet Hill Capital LLC
Ricochet
1.48 500k 6/1/2014
9 Non Correlated Capital
Positive Theta Fund
1.53 50k 10/1/2007
8 SandPointe
SandPointe Opportunities Strategy
1.66 5,000k 5/1/2014
7 Paradox Capital Management
Sentiment Program (1X)
1.67 1,000k 1/1/2013
6 Meliora Capital LLP
Commodity Absolute Return (1x)
2.06 250k 11/1/2014
5 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.65 100k 1/1/2014
4 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.70 250k 5/1/2013
3 Linnis
Linnis ONE, LP
2.71 100k 8/1/2014
2 Crescendo Capital Management
Neutron Decay (Client)
3.89 50k 7/1/2012
1 GNE Management, LLC
S&P Futures and Options Strategy (Client)
3.99 200k 12/1/2013

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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