Systematic Trader Index For October 2017

Monthly Rankings

Rank CTA/Program Oct 2017 Min Inv Inception
143 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-5.37 200k 2/1/2015
142 Qbasis Invest
Qbasis i Trend Fund
-4.72 1k 1/1/2014
141 Qbasis Invest
Qbasis All Trends UCITS Fund
-4.45 100k 1/1/2016
140 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-3.53 500k 7/1/2013
139 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-2.89 100k 4/1/2014
138 Emil van Essen
EvE Systematic Commodity Opportunities
-2.42 500k 5/1/2016
137 dormouse Limited
dormouse - Managed Account
-2.11 10,000k 7/1/2011
136 Alee Capital Management, LLC
Poniente Program
-1.77 2,500k 1/1/1999
135 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.46 1,000k 1/1/2013
134 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.31 100k 10/1/2011
133 Alee Capital Management, LLC
Mistral Program
-1.28 2,500k 1/1/1999
132 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
-1.21 250k 8/1/2015
131 ROW Asset Managment
Row Currency Program
-1.19 1,000k 11/1/2010
130 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-1.14 250k 9/1/2014
129 ProfitScore Capital Management
Long/Short US Treasury
-1.10 10,000k 10/1/2015
128 Eamon Capital
Zephyr Program
-0.92 600k 1/1/2016
127 Emil van Essen
Long-Short Commodity Program
-0.86 1,000k 6/1/2013
126 Worldwide Capital Strategies
Profit Quest Macro World
-0.75 100k 1/1/2010
125 Certeza Asset Management
Omni
-0.72 500k 11/1/2014
124 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.64 3,000k 5/1/2010
123 Tom Capital AG
Tom Capital Growth Fund
-0.60 5,000k 12/1/2015
122 Certeza Asset Management
Macro Vega
-0.54 200k 1/1/2012
121 Robust Methods LLC
Macro Managed Account
-0.54 5,000k 1/1/2005
120 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.52 250k 7/1/2015
119 Urban Tree Capital, LLC
UTC Plus (Client)
-0.51 100k 3/1/2013
118 Jaguar Investments Ltd
Aegir Capital Strategy
-0.40 1,000k 1/1/2012
117 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-0.39 750k 5/1/2015
116 County Cork LLC
County Cork Macro Equity Hedge
-0.32 1,000k 2/1/2016
115 Soaring Pelican, LLC
Diversified S&P Program
-0.26 100k 1/1/2011
114 Blake Capital Management, Inc.
SRD Currencies
-0.20 100k 3/1/2013
113 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.19 10,000k 4/1/2004
112 Eclipse Capital Management
Alpha Asia
-0.18 25,000k 1/1/2015
111 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
110 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
109 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
108 Seven Capital Management
Seven Fixed Income Fund
-0.07 100k 9/1/2010
107 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.03 5,000k 8/1/2000
106 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.01 2,000k 10/1/2014
103 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
104 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
105 DeltaHedge
VIXVOX 1
0.00 250k 8/1/2015
102 R Best LLC
R Best Private Client Program
0.01 50k 2/1/2010
101 Typhon Capital Management, LLC
Helios Deutsche
0.05 250k 4/1/2014
100 QTS Capital Management, LLC
QTS Partners, L.P.
0.05 100k 1/1/2011
99 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.07 250k 3/1/2010
98 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.09 100k 1/1/2000
97 QTS Capital Management, LLC
FX Managed Account
0.11 100k 1/1/2011
96 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.12 1,000k 3/1/2007
95 Non Correlated Capital
Positive Theta Program
0.14 250k 10/1/2007
94 Blake Capital Management, Inc.
SRD Short Equities
0.19 100k 1/1/2011
93 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.30 500k 6/1/2007
92 Typhon Capital Management, LLC
Chiron Currency Program
0.31 250k 2/1/2008
91 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.38 250k 10/1/2009
90 Crabel Capital Management
WPD Crabel Futures Program
0.41 1,000k 7/1/2008
89 Paradox Capital Management
Sentiment Program (1X)
0.48 1,000k 1/1/2013
88 Millburn Corporation
Commodity Program
0.54 25,000k 3/1/2005
87 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
0.58 20,000k 5/1/2013
86 Emil van Essen
Spread Trading Program Limited
0.63 5,000k 7/1/2013
85 Metolius Capital LLC
Metolius Diversified
0.66 100k 6/1/2010
84 Future Trade AG
Thales Swing Trading Programme
0.69 250k 6/1/2007
83 Witter & Lester, Inc.
Redstone
0.73 500k 9/1/1994
82 Automaton Trading LLC
Diversified
0.78 500k 7/1/2014
81 Global Wealth Analytics, Inc.
Triple M
0.83 1,000k 6/1/2014
80 Emil van Essen
Long-Short Commodity Program - Accelerated
0.83 200k 5/1/2014
79 Meliora Capital LLP
Commodity Absolute Return (1x)
0.88 250k 11/1/2014
78 SandPointe
SandPointe Opportunities Strategy
0.89 5,000k 5/1/2014
77 ML Systems LLC
Sledon Classic (Client)
0.90 300k 8/1/2014
76 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.96 1,000k 4/1/2015
75 Talenta Capital LLP
S&P 500 Momentum
0.99 950k 6/1/2014
74 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.00 100k 12/1/2014
73 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.00 100k 2/1/2010
72 R Best LLC
World Select Program
1.03 2,000k 4/1/2016
71 Cauldron Investments, LLC
Stock Index Plus
1.09 1,000k 10/1/2009
70 FORT LP
Fort Global Diversified
1.12 2,000k 10/1/1993
69 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.19 250k 10/1/2011
68 Blackwater Capital Management
Tactical Equity
1.30 500k 12/1/2013
67 Red Rock Capital, LLC
Commodity Long-Short
1.31 500k 9/1/2013
66 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.32 5,000k 6/1/2010
65 SandPointe
SandPointe All-Seasons Strategy
1.34 5,000k 1/1/2015
64 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.38 2,000k 7/1/2013
63 Turk Capital LLC
US Market Hedge Strategy
1.45 250k 11/1/2015
62 Tianyou Asset Management, LLC
Tianyou Fund LP
1.56 100k 10/1/2012
61 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.60 250k 5/1/2013
60 Buckingham Global Advisors, LLC
Weekly Emini Program
1.63 200k 3/1/2015
59 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.81 100k 4/1/2015
58 Crabel Capital Management
Crabel Multi-Product
1.94 1,000k 3/1/1998
57 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
1.96 40k 6/1/2015
56 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.97 10,000k 2/1/2008
55 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
1.99 250k 2/1/2016
54 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.00 1,000k 3/1/2003
53 Independent View
IV Quantitative Futures Fund
2.02 100k 11/1/2012
52 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.06 1k 10/1/2006
51 Prolific Capital Markets, LLC
Prolific Swiss System
2.24 10,000k 1/1/2014
50 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.29 250k 5/1/2011
49 EMC Capital Advisors, LLC
EMC Alpha Program
2.33 5,000k 6/1/2013
48 Candriam Investor Group
Alternative Return Systemat
2.59 125k 1/1/2007
47 Turk Capital LLC
US Equity Long/Short Strategy
2.60 250k 4/1/2014
46 Linnis
Linnis ONE, LP
2.64 100k 8/1/2014
45 Bulkara Capital
Bulkara Systematic Fund SP
2.66 250k 4/1/2014
44 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.86 3,000k 9/1/2015
43 FORT LP
Fort Global Contrarian
3.02 2,000k 10/1/2002
42 FORT LP
Global Futures Program (formerly Global Diversified Classic)
3.13 10,000k 10/1/1993
41 Melissinos Trading
Eupatrid Program
3.17 50k 1/1/2011
40 Aquantum
Aquantum Commodity Spread Program (ACS)
3.38 5,000k 7/1/2013
39 Talenta Capital LLP
Diversified
3.46 950k 6/1/2014
38 Millburn Corporation
Multi-Markets Program
3.57 25,000k 10/1/2004
37 Conquest Capital Group
Conquest Select
3.69 250k 6/1/2004
36 Chesapeake Capital
Diversified Plus (HV)
3.70 100k 4/1/1994
35 Vivienne Investissement
OUESSANT UCITS FUND
3.71 100k 5/1/2012
34 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.89 1k 6/1/2009
33 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
4.05 40k 1/1/2016
32 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.09 5,000k 9/1/2009
31 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.12 1,000k 1/1/2013
30 ROW Asset Managment
Row Diversified Fund, L.P.
4.19 1,000k 11/1/2011
29 Angle Capital Management LLC
AIP Program
4.60 100k 1/1/2010
28 Quantica Capital AG
1X Quantica Managed Futures Fund
4.60 100k 1/1/2014
27 Silicon Valley Quantitative Advisors
UQP Large
4.82 500k 1/1/2009
26 Garraway Capital Management LLP
Garraway Financial Trends
4.94 100k 9/1/2012
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.10 1,000k 3/1/2003
24 EMC Capital Advisors, LLC
EMC Alpha Plus Program
5.24 3,000k 5/1/2014
23 Estlander & Partners
Freedom
5.51 20,000k 8/1/2010
22 Sandpiper Asset Management
Sandpiper Global Macro Program
5.94 1,000k 8/1/2012
21 Seven Capital Management
Seven Absolute Return
6.07 100k 6/1/2009
20 Glider Trading LLP
Glider Trading Strategy (Class C)
6.48 500k 9/1/2013
19 Aquantum
Aquantum Global Systematic Program (AGS)
6.74 5,000k 7/1/2013
18 DUNN Capital Management
DUNN WMA Institutional Program
6.93 100k 10/1/2011
17 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
7.26 1,000k 5/1/2014
16 Superfund Group
Superfund Red EUR SICAV
7.31 10k 3/1/2013
15 Superfund Group
Superfund Red USD SICAV
7.37 10k 3/1/2013
14 Purple Valley Capital, Inc.
Diversified Trend 1
7.44 100k 8/1/2008
13 Aspect Capital
Aspect Diversified Fund - Class A (USD)
8.24 100k 12/1/1998
12 Glenhaven Capital LLC
Glenhaven Global II LP
8.45 25k 4/1/2012
11 Estlander & Partners
Alpha Trend II - Class P
9.14 100k 12/1/2008
10 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
9.32 10,000k 3/1/1998
9 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
9.36 1,000k 10/1/2006
8 Quantica Capital AG
2X Quantica Managed Futures Fund
9.40 100k 1/1/2014
7 ISAM
ISAM Systematic Trend Fund
9.53 1,000k 6/1/2001
6 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
9.56 250k 11/1/1996
5 Vivienne Investissement
MACH 3
11.03 100k 6/1/2015
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
13.12 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
13.72 1,500k 7/1/2011
2 Dreiss Research Corporation
Diversified Program
16.57 1,000k 5/1/1991
1 Covenant Capital Management
Optimal Program
44.92 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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