Systematic Trader Index For September 2016

Monthly Rankings

Rank CTA/Program Sep 2016 Min Inv Inception
151 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-11.79 100k 1/1/2014
150 Purple Valley Capital, Inc.
Diversified Trend 1
-10.60 100k 8/1/2008
149 Quantum Leap Capital Management
Managed Account Program
-10.03 300k 8/1/2006
148 Estlander & Partners
Alpha Trend II - Class P
-9.65 100k 12/1/2008
147 Eagle Trading Systems Inc.
Eagle Global Financials
-9.46 10,000k 1/1/1996
146 Deep Field Capital AG
SINGULARITY Fund (2x)
-7.76 100k 8/1/2014
145 Prolific Capital Markets, LLC
Prolific Swiss System
-7.23 10,000k 1/1/2014
144 Worldwide Capital Strategies
Profit Quest Macro World
-6.71 100k 1/1/2010
143 Conquest Capital Group
Conquest Select
-5.71 250k 6/1/2004
142 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-5.49 10,000k 10/1/2006
141 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.12 20,000k 5/1/2013
140 Quantum Leap Capital Management
LV Program
-4.51 600k 11/1/2014
139 Deep Field Capital AG
SINGULARITY Fund
-3.92 100k 9/1/2011
138 Mehnert Capital Management, LLC
DTP (Client)
-3.81 1,000k 3/1/2012
137 Alee Capital Management, LLC
Poniente Program
-3.67 2,500k 1/1/1999
136 Worldwide Capital Strategies
Profit Quest Strategies
-3.56 200k 9/1/2013
135 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-3.41 1,500k 7/1/2014
134 Stable Asset Management LTD
Arctic Blue 3x Share Class
-3.34 100k 6/1/2014
133 Alee Capital Management, LLC
Mistral Program
-3.23 2,500k 1/1/1999
132 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-3.01 100k 4/1/2014
131 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.92 25,000k 1/1/2014
130 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.86 5,000k 8/1/2000
129 Candriam Investor Group
Alternative Return Systemat
-2.76 125k 1/1/2007
128 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.74 100k 1/1/2000
127 Angle Capital Management LLC
AIP Program
-2.74 100k 1/1/2010
126 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.68 5,000k 6/1/2010
125 Sona Trading Strategies LLC.
Diversified Program
-2.29 1,000k 9/1/2006
124 Non Correlated Capital
Positive Theta Fund
-2.18 50k 10/1/2007
123 Conquest Capital Group
Conquest Macro
-2.07 250k 5/1/1999
122 Metolius Capital LLC
Metolius Diversified
-2.07 100k 6/1/2010
121 Dominion Capital
Diamond Program
-1.65 3,000k 1/1/2011
120 Meliora Capital LLP
Commodity Absolute Return (1x)
-1.60 250k 11/1/2014
119 Bulkara Capital
Bulkara Systematic Fund SP
-1.57 250k 4/1/2014
118 Qbasis Invest
Qbasis i Trend Fund
-1.56 1k 1/1/2014
117 Cauldron Investments, LLC
Stock Index Plus
-1.51 1,000k 10/1/2009
116 Zoi Capital, LLC
Telio Program (Client)
-1.43 200k 4/1/2010
115 Millburn Corporation
Commodity Program
-1.36 25,000k 3/1/2005
114 Seven Capital Management
Seven Absolute Return
-1.32 100k 6/1/2009
113 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.28 10,000k 2/1/2008
112 Estlander & Partners
Freedom
-1.02 20,000k 8/1/2010
111 Non Correlated Capital
Positive Theta Program
-0.99 250k 10/1/2007
110 Stable Asset Management LTD
Arctic Blue 1x Share Class
-0.98 100k 6/1/2014
109 Crabel Capital Management
Crabel Multi-Product
-0.97 1,000k 3/1/1998
108 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.88 10,000k 4/1/2004
107 Soaring Pelican, LLC
Diversified S&P Program
-0.84 100k 1/1/2011
106 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.79 250k 5/1/2011
105 3D
3D Intraday Breakout Program
-0.75 225k 4/1/2014
104 ISAM
ISAM Systematic Trend Fund
-0.74 1,000k 6/1/2001
103 R Best LLC
R Best Private Client Program
-0.65 50k 2/1/2010
102 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.62 200k 5/1/2014
101 QTS Capital Management, LLC
FX Managed Account
-0.58 100k 1/1/2011
100 3D
Bull Program (Client)
-0.55 10k 11/1/2010
99 Glider Trading LLP
Glider Trading Strategy (Class C)
-0.44 500k 9/1/2013
98 Emil van Essen
Long-Short Commodity Program
-0.44 1,000k 6/1/2013
97 Salona Capital LLC
ACP2
-0.43 25k 11/1/2014
96 Salona Capital LLC
ACP
-0.41 100k 1/1/2015
95 Bluegrass Capital Management
Cross Market Bias Model
-0.41 3,000k 7/1/2014
94 Vivienne Investissement
OUESSANT UCITS FUND
-0.39 100k 5/1/2012
93 ROW Asset Managment
Row Diversified Fund, L.P.
-0.38 1,000k 11/1/2011
92 Paradox Capital Management
Sentiment Program (1X)
-0.37 1,000k 1/1/2013
91 Salona Capital LLC
SSI
-0.35 25k 11/1/2014
90 Talenta Capital LLP
Diversified
-0.34 950k 6/1/2014
89 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.32 100k 8/1/2011
88 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.32 1,000k 3/1/2007
87 Adamah Capital LLC
Asset Allocator Program
-0.30 50k 3/1/2011
86 Independent View
IV Quantitative Futures Fund
-0.27 100k 11/1/2012
85 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.26 250k 3/1/2010
84 Witter & Lester, Inc.
Redstone
-0.24 500k 9/1/1994
83 Quality Capital Management
Alpha Financials Program
-0.18 10,000k 6/1/2012
82 Automaton Trading LLC
Diversified
-0.11 500k 7/1/2014
81 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
80 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-0.07 1,000k 9/1/2011
79 Xenfin Capital Limited
XenfinCRT Prime FX
-0.06 1,000k 7/1/2014
78 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
77 QTS Capital Management, LLC
QTS Partners, L.P.
0.01 100k 1/1/2011
76 FORT LP
Fort Global Diversified
0.01 2,000k 10/1/1993
75 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.02 200k 12/1/2013
74 Blake Capital Management, Inc.
SRD Currencies
0.02 100k 3/1/2013
73 Piston Trading
The Piston
0.02 1,000k 1/1/2014
72 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.04 1k 6/1/2009
71 Dix Hills Partners
DHP Absolute Return Strategies
0.04 500k 7/1/2003
70 Superfund Group
Superfund Red EUR SICAV
0.05 10k 3/1/2013
69 ROW Asset Managment
Row Currency Program
0.07 1,000k 11/1/2010
68 Availeth Capital
Optimum (Client)
0.08 100k 11/1/2014
67 Superfund Group
Superfund Red USD SICAV
0.10 10k 3/1/2013
66 ML Systems LLC
Sledon Classic (Client)
0.13 300k 8/1/2014
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.13 1k 10/1/2006
64 Talenta Capital LLP
S&P 500 Momentum
0.23 950k 6/1/2014
63 EMC Capital Advisors, LLC
EMC Alpha Program
0.26 5,000k 6/1/2013
62 Typhon Capital Management, LLC
Chiron Currency Program
0.27 250k 2/1/2008
61 Jaguar Investments Ltd
Aegir Capital Strategy
0.28 1,000k 1/1/2012
60 Turning Wheel Capital, Inc.
Pure Alpha
0.29 10,000k 1/1/2012
59 Linnis
Linnis ONE, LP
0.31 100k 8/1/2014
58 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.33 500k 4/1/2013
57 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.34 3,000k 5/1/2014
56 QTS Capital Management, LLC
Futures Managed Account
0.34 100k 8/1/2012
55 Quantica Capital AG
1X Quantica Managed Futures Fund
0.40 100k 1/1/2014
54 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.47 1,000k 3/1/2003
53 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.47 250k 10/1/2009
52 dormouse Limited
dormouse - Managed Account
0.48 10,000k 7/1/2011
51 Certeza Asset Management
Macro Vega
0.51 200k 1/1/2012
50 Intex Capital
Covered Options Program
0.52 50k 1/1/2012
49 Red Rock Capital, LLC
Commodity Long-Short
0.64 500k 9/1/2013
48 Sandpiper Asset Management
Sandpiper Global Macro Program
0.65 1,000k 8/1/2012
47 SandPointe
SandPointe Opportunities Strategy
0.65 5,000k 5/1/2014
46 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.66 5,000k 11/1/2012
45 1OAK Capital Limited
ACORN Commodity
0.68 5,000k 5/1/2012
44 Bullet Hill Capital LLC
Ricochet
0.69 500k 6/1/2014
43 Certeza Asset Management
Omni
0.71 500k 11/1/2014
42 DUNN Capital Management
DUNN WMA Institutional Program
0.90 100k 10/1/2011
41 3D
Intraday Program (Client)
0.90 100k 2/1/2012
40 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.96 1,000k 5/1/2014
39 Diversified Capital Management
Alpha Index
0.99 50k 8/1/2013
38 Quantica Capital AG
2X Quantica Managed Futures Fund
1.00 100k 1/1/2014
37 Piquant Technologies LLP
Pegasus Fund
1.01 1,000k 9/1/2013
36 NuWave Investment Management, LLC
Commodity Value Portfolio
1.03 2,000k 10/1/2014
35 Garraway Capital Management LLP
Garraway Financial Trends
1.09 100k 9/1/2012
34 Aquantum
Aquantum Global Systematic Program (AGS)
1.14 5,000k 7/1/2013
33 FORT LP
Fort Global Contrarian
1.20 2,000k 10/1/2002
32 Millburn Corporation
Multi-Markets Program
1.24 25,000k 10/1/2004
31 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.24 250k 11/1/1996
30 Whitman Asset Management
WAM Global Macro Program
1.31 5,000k 10/1/2014
29 Crabel Capital Management
WPD Crabel Futures Program
1.36 1,000k 7/1/2008
28 Aquantum
Aquantum Commodity Spread Program (ACS)
1.38 5,000k 7/1/2013
27 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.40 250k 10/1/2011
26 Crescendo Capital Management
Neutron Decay (Client)
1.46 50k 7/1/2012
25 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.47 2,000k 7/1/2013
24 Melissinos Trading
Eupatrid Program
1.56 50k 1/1/2011
23 Robust Methods LLC
Macro Managed Account
1.67 5,000k 1/1/2005
22 Turk Capital LLC
US Equity Long/Short Strategy
1.84 250k 4/1/2014
21 Whitman Asset Management
WAM Global Macro 2X Program
2.30 2,500k 10/1/2014
20 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
2.33 1,000k 7/1/2009
19 Pinstripe Trading, LLC
Standard
2.62 125k 8/1/2009
18 GNE Management, LLC
S&P Futures and Options Strategy (Client)
2.67 200k 12/1/2013
17 Kopis Capital Management, LLC
Commodity Long Only
2.85 500k 1/1/2014
16 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.03 1,000k 1/1/2013
15 County Cork LLC
County Cork Fusion Equity
3.17 1,000k 10/1/2013
14 Blackwater Capital Management
Tactical Equity
3.23 500k 12/1/2013
13 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.26 1,000k 3/1/2003
12 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.62 100k 10/1/2011
11 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.68 50k 7/1/2011
10 Urban Tree Capital, LLC
UTC Plus (Client)
3.88 100k 3/1/2013
9 Paskewitz Asset Management LLC
Multi-strategy Futures Program
3.98 3,000k 5/1/2010
8 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.17 100k 8/1/2009
7 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
4.30 250k 5/1/2013
6 Ring Capital Management LLC
S&P E-Mini Select
5.77 100k 1/1/2012
5 Future Trade AG
Thales Swing Trading Programme
7.33 250k 6/1/2007
4 Ritenour Investment Group, LLC
RIG_ES_Client
8.03 25k 3/1/2013
3 Vision Capital Management
Global Futures
8.32 500k 2/1/2012
2 Dreiss Research Corporation
Diversified Program
12.20 1,000k 5/1/1991
1 Covenant Capital Management
Optimal Program
15.85 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.

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