Systematic Trader Index For January 2017

Monthly Rankings

Rank CTA/Program Jan 2017 Min Inv Inception
155 Worldwide Capital Strategies
Profit Quest Macro World
-16.44 100k 1/1/2010
154 Covenant Capital Management
Optimal Program
-13.56 10k 2/1/2014
153 Quantum Leap Capital Management
Managed Account Program
-12.33 300k 8/1/2006
152 Estlander & Partners
Alpha Trend II - Class P
-8.48 100k 12/1/2008
151 Angle Capital Management LLC
AIP Program
-7.76 100k 1/1/2010
150 Deep Field Capital AG
SINGULARITY Fund (2x)
-7.73 100k 8/1/2014
149 Conquest Capital Group
Conquest Macro
-6.76 250k 5/1/1999
148 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.27 20,000k 5/1/2013
147 Purple Valley Capital, Inc.
Diversified Trend 1
-6.14 100k 8/1/2008
146 Urban Tree Capital, LLC
UTC Plus (Client)
-5.77 100k 3/1/2013
145 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.30 250k 5/1/2011
144 Quantum Leap Capital Management
LV Program
-5.24 600k 11/1/2014
143 Sona Trading Strategies LLC.
Diversified Program
-4.78 1,000k 9/1/2006
142 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-4.71 1,000k 1/1/2013
141 Conquest Capital Group
Conquest Select
-4.70 250k 6/1/2004
140 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.37 1,000k 8/1/2012
139 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-4.36 50k 3/1/2015
138 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.35 100k 8/1/2009
137 Qbasis Invest
Qbasis i Trend Fund
-4.08 1k 1/1/2014
136 Candriam Investor Group
Alternative Return Systemat
-4.08 125k 1/1/2007
135 Deep Field Capital AG
SINGULARITY Fund
-3.91 100k 9/1/2011
134 ROW Asset Managment
Row Diversified Fund, L.P.
-3.89 1,000k 11/1/2011
133 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-3.85 1,000k 5/1/2014
132 Stable Asset Management LTD
Arctic Blue 3x Share Class
-3.81 100k 6/1/2014
131 Mehnert Capital Management, LLC
DTP (Client)
-3.80 1,000k 3/1/2012
130 Crabel Capital Management
Crabel Multi-Product
-3.80 1,000k 3/1/1998
129 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.58 1k 6/1/2009
128 Quality Capital Management
Alpha Financials Program
-3.40 10,000k 6/1/2012
127 Dominion Capital
Diamond Program
-3.03 3,000k 1/1/2011
126 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-2.99 10,000k 10/1/1993
125 Estlander & Partners
Freedom
-2.84 20,000k 8/1/2010
124 Alee Capital Management, LLC
Poniente Program
-2.68 2,500k 1/1/1999
123 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.64 25,000k 1/1/2014
122 County Cork LLC
County Cork Fusion Equity
-2.05 1,000k 10/1/2013
121 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.95 1k 10/1/2006
120 Prolific Capital Markets, LLC
Prolific Swiss System
-1.89 10,000k 1/1/2014
119 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-1.85 10,000k 10/1/2006
118 Melissinos Trading
Eupatrid Program
-1.79 50k 1/1/2011
117 FORT LP
Fort Global Diversified
-1.79 2,000k 10/1/1993
116 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-1.74 100k 4/1/2014
115 Seven Capital Management
Seven Fixed Income Fund
-1.68 100k 9/1/2010
114 Whitman Asset Management
WAM Global Macro 2X Program
-1.67 2,500k 10/1/2014
113 ROW Asset Managment
Row Currency Program
-1.56 1,000k 11/1/2010
112 Metolius Capital LLC
Metolius Diversified
-1.53 100k 6/1/2010
111 Meliora Capital LLP
Commodity Absolute Return (1x)
-1.53 250k 11/1/2014
110 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.42 250k 11/1/1996
109 3D
S&P Program (Client)
-1.38 100k 11/1/2010
108 ISAM
ISAM Systematic Trend Fund
-1.38 1,000k 6/1/2001
107 Stable Asset Management LTD
Arctic Blue 1x Share Class
-1.38 100k 6/1/2014
106 Talenta Capital LLP
Diversified
-1.24 950k 6/1/2014
105 Kopis Capital Management, LLC
Commodity Long Only
-1.24 500k 1/1/2014
104 Blackwater Capital Management
Tactical Equity
-1.17 500k 12/1/2013
103 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.16 250k 10/1/2009
102 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.12 100k 1/1/2000
101 Piston Trading
The Piston
-1.12 1,000k 1/1/2014
100 Whitman Asset Management
WAM Global Macro Program
-1.00 5,000k 10/1/2014
99 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.00 100k 1/1/2014
98 3D
3D Intraday Breakout Program
-0.87 225k 4/1/2014
97 Eagle Trading Systems Inc.
Eagle Global Financials
-0.87 10,000k 1/1/1996
96 1OAK Capital Limited
ACORN Commodity
-0.86 5,000k 5/1/2012
95 3D
Intraday Program (Client)
-0.81 100k 2/1/2012
94 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.77 200k 5/1/2014
93 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.72 100k 8/1/2011
92 Sophic Associates, LLC
Sophic Macro
-0.72 250k 1/1/2013
91 Typhon Capital Management, LLC
Chiron Currency Program
-0.67 250k 2/1/2008
90 Soaring Pelican, LLC
Diversified S&P Program
-0.61 100k 1/1/2011
89 Red Rock Capital, LLC
Commodity Long-Short
-0.61 500k 9/1/2013
88 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.57 50k 7/1/2011
87 FORT LP
Fort Global Contrarian
-0.57 2,000k 10/1/2002
86 3D
Bull Program (Client)
-0.48 10k 11/1/2010
85 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.46 1,000k 3/1/2003
84 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.45 10,000k 4/1/2004
83 Millburn Corporation
Multi-Markets Program
-0.41 25,000k 10/1/2004
82 Pinstripe Trading, LLC
Standard
-0.40 125k 8/1/2009
81 Glider Trading LLP
Glider Trading Strategy (Class C)
-0.37 500k 9/1/2013
80 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-0.36 1,000k 9/1/2011
79 Blake Capital Management, Inc.
SRD Currencies
-0.35 100k 3/1/2013
78 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.34 3,000k 5/1/2010
77 QTS Capital Management, LLC
Futures Managed Account
-0.31 100k 8/1/2012
76 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
75 DUNN Capital Management
DUNN WMA Institutional Program
-0.24 100k 10/1/2011
74 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.24 2,000k 10/1/2014
73 Garraway Capital Management LLP
Garraway Financial Trends
-0.20 100k 9/1/2012
72 Seven Capital Management
Seven Absolute Return
-0.18 100k 6/1/2009
71 Jaguar Investments Ltd
Aegir Capital Strategy
-0.17 1,000k 1/1/2012
70 Alee Capital Management, LLC
Mistral Program
-0.15 2,500k 1/1/1999
69 QTS Capital Management, LLC
QTS Partners, L.P.
-0.11 100k 1/1/2011
68 Dreiss Research Corporation
Diversified Program
-0.07 1,000k 5/1/1991
67 Bluegrass Capital Management
Cross Market Bias Model
-0.02 3,000k 7/1/2014
66 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.02 6/1/2012
63 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
64 Hansa Capital Management, LLC
Hansa Capital Management LLC, CTA Managed Accounts - Long / Short Option Trading Strategy
0.00 100k 6/1/2014
65 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.00 200k 12/1/2013
62 R Best LLC
R Best Private Client Program
0.03 50k 2/1/2010
61 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.06 5,000k 8/1/2000
60 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.10 250k 10/1/2011
59 Turk Capital LLC
US Equity Long/Short Strategy
0.11 250k 4/1/2014
58 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.12 2,000k 7/1/2013
57 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.13 250k 3/1/2010
56 Certeza Asset Management
Macro Vega
0.16 200k 1/1/2012
55 Archetype Risk Advisors, Inc.
Archon1
0.18 1,000k 2/1/2015
54 Emil van Essen
Long-Short Commodity Program
0.21 1,000k 6/1/2013
53 Witter & Lester, Inc.
Redstone
0.26 500k 9/1/1994
52 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.31 10,000k 2/1/2008
51 Certeza Asset Management
Omni
0.32 500k 11/1/2014
50 Dix Hills Partners
DHP Absolute Return Strategies
0.37 500k 7/1/2003
49 QTS Capital Management, LLC
FX Managed Account
0.37 100k 1/1/2011
48 ML Systems LLC
Sledon Classic (Client)
0.42 300k 8/1/2014
47 Bulkara Capital
Bulkara Systematic Fund SP
0.49 250k 4/1/2014
46 Turning Wheel Capital, Inc.
Pure Alpha
0.52 10,000k 1/1/2012
45 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.57 100k 2/1/2010
44 Zoi Capital, LLC
Telio Program (Client)
0.61 200k 4/1/2010
43 Aquantum
Aquantum Global Systematic Program (AGS)
0.84 5,000k 7/1/2013
42 Intex Capital
Covered Options Program
0.85 50k 1/1/2012
41 EMC Capital Advisors, LLC
EMC Alpha Program
0.86 5,000k 6/1/2013
40 Jones and Company LLC
High Sierra Direct Diamond, L.P.
0.87 25k 3/1/2015
39 Paradox Capital Management
Sentiment Program (1X)
0.88 1,000k 1/1/2013
38 Talenta Capital LLP
S&P 500 Momentum
0.89 950k 6/1/2014
37 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.99 3,000k 5/1/2014
36 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.09 100k 4/1/2015
35 Non Correlated Capital
Positive Theta Program
1.14 250k 10/1/2007
34 Non Correlated Capital
Positive Theta Fund
1.14 50k 10/1/2007
33 Crabel Capital Management
WPD Crabel Futures Program
1.16 1,000k 7/1/2008
32 Salona Capital LLC
ACP2
1.21 25k 11/1/2014
31 Cauldron Investments, LLC
Stock Index Plus
1.21 1,000k 10/1/2009
30 Superfund Group
Superfund Red EUR SICAV
1.27 10k 3/1/2013
29 Vivienne Investissement
OUESSANT UCITS FUND
1.31 100k 5/1/2012
28 Crescendo Capital Management
Neutron Decay (Client)
1.31 50k 7/1/2012
27 Salona Capital LLC
SSI
1.43 25k 11/1/2014
26 Salona Capital LLC
ACP
1.47 100k 1/1/2015
25 Superfund Group
Superfund Red USD SICAV
1.51 10k 3/1/2013
24 1900 Investments Asset Management
Dynamic Oil Strategy Program
1.63 100k 1/1/2014
23 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.93 100k 10/1/2011
22 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.96 1,000k 3/1/2003
21 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.97 5,000k 6/1/2010
20 Buckingham Global Advisors, LLC
Weekly Emini Program
2.04 200k 3/1/2015
19 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.13 1,000k 3/1/2007
18 Millburn Corporation
Commodity Program
2.20 25,000k 3/1/2005
17 Xenfin Capital Limited
XenfinCRT Prime FX
2.43 1,000k 7/1/2014
16 dormouse Limited
dormouse - Managed Account
2.53 10,000k 7/1/2011
15 GNE Management, LLC
S&P Futures and Options Strategy (Client)
2.84 200k 12/1/2013
14 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.93 5,000k 11/1/2012
13 SandPointe
SandPointe Opportunities Strategy
2.95 5,000k 5/1/2014
12 Future Trade AG
Thales Swing Trading Programme
2.96 250k 6/1/2007
11 Emil van Essen
Spread Trading Program Limited
3.13 5,000k 7/1/2013
10 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.40 250k 5/1/2013
9 Independent View
IV Quantitative Futures Fund
3.46 100k 11/1/2012
8 Aquantum
Aquantum Commodity Spread Program (ACS)
3.49 5,000k 7/1/2013
7 Robust Methods LLC
Macro Managed Account
3.99 5,000k 1/1/2005
6 Linnis
Linnis ONE, LP
4.53 100k 8/1/2014
5 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.77 100k 1/1/2014
4 Vision Capital Management
Global Futures
5.47 500k 2/1/2012
3 SandPointe
SandPointe All-Seasons Strategy
5.74 5,000k 1/1/2015
2 Ring Capital Management LLC
S&P E-Mini Select
6.79 100k 1/1/2012
1 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
6.90 500k 7/1/2013

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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