Systematic Trader Index For August 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 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 Mesirow Financial Investment Management, Inc. Emerging Markets Currency 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 Ridgefield 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 QCM Alpha Financials Program -1.43 10,000k 6/1/2012 84 Millburn Ridgefield 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 Global Trends -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 2/1/2017 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 Tail Reaper -0.21 100k 8/1/2012 62 Vivienne Investissement OUESSANT UCITS FUND (A) -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 Hehmeyer Systematic Treasury & Equity Strategy -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 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.27 10,000k 4/1/2004 39 Strategic Capital Advisors 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 4x Omni 0.91 1,000k 11/1/2014 23 Certeza Asset Management Macro Vega 0.95 1,000k 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.