Systematic Trader Index For December 2017

Monthly Rankings

Rank CTA/Program Dec 2017 Min Inv Inception
146 Covenant Capital Management
Optimal Program
-9.66 10k 2/1/2014
145 DeltaHedge
VIXVOX 1
-5.99 250k 8/1/2015
144 Future Trade AG
Thales Swing Trading Programme
-5.15 250k 6/1/2007
143 Hartswell Capital Ltd
MP-1
-3.83 250k 1/1/2014
142 dormouse Limited
dormouse - Managed Account
-3.58 10,000k 7/1/2011
141 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.51 10,000k 2/1/2008
140 Silicon Valley Quantitative Advisors
UQP Large
-2.96 500k 1/1/2009
139 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.96 5,000k 9/1/2009
138 Aquantum
Aquantum Global Systematic Program (AGS)
-2.77 5,000k 7/1/2013
137 Angle Capital Management LLC
AIP Program
-2.60 100k 1/1/2010
136 Garraway Capital Management LLP
Garraway Financial Trends
-2.20 100k 9/1/2012
135 Vivienne Investissement
MACH 3
-2.07 100k 6/1/2015
134 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.04 1k 6/1/2009
133 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.85 5,000k 8/1/2000
132 Eclipse Capital Management
Alpha Asia
-1.77 25,000k 1/1/2015
131 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.57 1,000k 8/1/2012
130 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.40 100k 1/1/2000
129 Estlander & Partners
Freedom
-1.33 20,000k 8/1/2010
128 Conquest Capital Group
Conquest Select
-1.29 250k 6/1/2004
127 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.14 1k 10/1/2006
126 Seven Capital Management
Seven Fixed Income Fund
-1.11 100k 9/1/2010
125 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.07 250k 5/1/2011
124 Worldwide Capital Strategies
Profit Quest Macro World
-0.99 100k 1/1/2010
123 Independent View
IV Quantitative Futures Fund
-0.98 100k 11/1/2012
122 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.90 100k 10/1/2011
121 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.87 10,000k 3/1/1998
120 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.80 20,000k 5/1/2013
119 Seven Capital Management
Seven Absolute Return
-0.77 100k 6/1/2009
118 Soaring Pelican, LLC
Diversified S&P Program
-0.77 100k 1/1/2011
117 Paradox Capital Management
Sentiment Program (1X)
-0.76 1,000k 1/1/2013
116 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.70 1,000k 10/1/2006
115 ROW Asset Managment
Row Currency Program
-0.68 1,000k 11/1/2010
114 QTS Capital Management, LLC
QTS Partners, L.P.
-0.64 100k 1/1/2011
113 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.61 100k 2/1/2010
112 Vivienne Investissement
OUESSANT UCITS FUND
-0.59 100k 5/1/2012
111 Talenta Capital LLP
S&P 500 Momentum
-0.58 950k 6/1/2014
110 Typhon Capital Management, LLC
Chiron Currency Program
-0.57 250k 2/1/2008
109 Non Correlated Capital
Positive Theta Program
-0.55 250k 10/1/2007
108 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.54 1,000k 1/1/2013
107 Alee Capital Management, LLC
Poniente Program
-0.48 2,500k 1/1/1999
106 Global Sigma Group, LLC
Global Sigma BondVOL LP
-0.40 1,000k 4/1/2015
105 Millburn Corporation
Multi-Markets Program
-0.40 25,000k 10/1/2004
104 Emil van Essen
EvE Systematic Commodity Opportunities
-0.34 500k 5/1/2016
103 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
102 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.19 500k 6/1/2007
101 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
100 Typhon Capital Management, LLC
Helios Deutsche
-0.17 250k 4/1/2014
99 Blake Capital Management, Inc.
SRD Short Equities
-0.16 100k 1/1/2011
98 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.16 200k 5/1/2014
97 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
96 Jaguar Investments Ltd
Aegir Capital Strategy
-0.15 1,000k 1/1/2012
95 Certeza Asset Management
Omni
-0.11 500k 11/1/2014
94 R Best LLC
R Best Private Client Program
-0.11 50k 2/1/2010
93 Certeza Asset Management
Macro Vega
-0.09 200k 1/1/2012
92 QTS Capital Management, LLC
FX Managed Account
-0.07 100k 1/1/2011
91 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.05 250k 9/1/2014
90 Superfund Group
Superfund Red EUR SICAV
-0.02 10k 3/1/2013
89 Superfund Group
Superfund Red USD SICAV
-0.01 10k 3/1/2013
86 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
87 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
88 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
85 Crabel Capital Management
WPD Crabel Futures Program
0.04 1,000k 7/1/2008
84 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.06 250k 3/1/2010
83 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.09 3,000k 5/1/2010
82 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.13 1,000k 3/1/2007
81 Emil van Essen
Spread Trading Program Limited
0.14 5,000k 7/1/2013
80 Witter & Lester, Inc.
Redstone
0.18 500k 9/1/1994
79 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.19 500k 1/1/2015
78 Blake Capital Management, Inc.
SRD Currencies
0.19 100k 3/1/2013
77 Purple Valley Capital, Inc.
Diversified Trend 1
0.25 100k 8/1/2008
76 Turk Capital LLC
US Market Hedge Strategy
0.30 250k 11/1/2015
75 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.32 100k 12/1/1998
74 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.35 250k 7/1/2015
73 Glenhaven Capital LLC
Glenhaven Global II LP
0.38 25k 4/1/2012
72 Cauldron Investments, LLC
Stock Index Plus
0.40 1,000k 10/1/2009
71 FORT LP
Fort Global Diversified
0.41 2,000k 10/1/1993
70 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.43 3,000k 8/1/2011
69 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.43 1,000k 3/1/2003
68 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.43 10,000k 4/1/2004
67 ML Systems LLC
Sledon Classic (Client)
0.47 300k 8/1/2014
66 NuWave Investment Management, LLC
Commodity Value Portfolio
0.48 2,000k 10/1/2014
65 Blackwater Capital Management
Tactical Equity
0.48 500k 12/1/2013
64 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.50 100k 4/1/2015
63 Turk Capital LLC
US Equity Long/Short Strategy
0.52 250k 4/1/2014
62 Crabel Capital Management
Crabel Multi-Product
0.52 1,000k 3/1/1998
61 Alee Capital Management, LLC
Mistral Program
0.53 2,500k 1/1/1999
60 Talenta Capital LLP
Diversified
0.54 950k 6/1/2014
59 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.54 750k 5/1/2015
58 Linnis
Linnis ONE, LP
0.58 100k 8/1/2014
57 County Cork LLC
County Cork Macro Equity Hedge
0.65 1,000k 2/1/2016
56 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.76 10,000k 10/1/1993
55 SandPointe
SandPointe Opportunities Strategy
0.82 5,000k 5/1/2014
54 R Best LLC
World Select Program
0.83 2,000k 4/1/2016
53 Robust Methods LLC
Macro Managed Account
0.93 5,000k 1/1/2005
52 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.97 250k 10/1/2011
51 Quantica Capital AG
1X Quantica Managed Futures Fund
1.00 100k 1/1/2014
50 FORT LP
Fort Global Contrarian
1.04 2,000k 10/1/2002
49 Metolius Capital LLC
Metolius Diversified
1.14 100k 6/1/2010
48 Aquantum
Aquantum Commodity Spread Program (ACS)
1.17 5,000k 7/1/2013
47 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.22 250k 11/1/1996
46 Automaton Trading LLC
Diversified
1.28 500k 7/1/2014
45 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.39 2,000k 7/1/2013
44 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
1.46 250k 8/1/2015
43 ROW Asset Managment
Row Diversified Fund, L.P.
1.47 1,000k 11/1/2011
42 Buckingham Global Advisors, LLC
Weekly Emini Program
1.50 200k 3/1/2015
41 Urban Tree Capital, LLC
UTC Plus (Client)
1.51 100k 3/1/2013
40 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.54 100k 12/1/2014
39 SandPointe
SandPointe All-Seasons Strategy
1.58 5,000k 1/1/2015
38 Tianyou Asset Management, LLC
Tianyou Fund LP
1.58 100k 10/1/2012
37 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.68 50k 7/1/2011
36 EMC Capital Advisors, LLC
EMC Alpha Program
1.77 5,000k 6/1/2013
35 Tomas Capital Pty Ltd
GCAF | USD
1.80 1,500k 7/1/2011
34 NuWave Investment Management, LLC
NuWave Matrix Portfolio
1.84 3,000k 9/1/2015
33 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.89 1,000k 5/1/2014
32 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.93 3,000k 5/1/2014
31 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.97 1,000k 1/1/2013
30 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.00 250k 5/1/2013
29 Prolific Capital Markets, LLC
Prolific Swiss System
2.18 10,000k 1/1/2014
28 Bulkara Capital
Bulkara Systematic Fund SP
2.19 250k 4/1/2014
27 Global Wealth Analytics, Inc.
Triple M
2.20 1,000k 6/1/2014
26 ISAM
ISAM Systematic Trend Fund
2.28 1,000k 6/1/2001
25 Quantica Capital AG
2X Quantica Managed Futures Fund
2.30 100k 1/1/2014
24 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.39 250k 10/1/2009
23 Melissinos Trading
Eupatrid Program
2.41 50k 1/1/2011
22 Glider Trading LLP
Glider Trading Strategy (Class C)
2.46 500k 9/1/2013
21 DUNN Capital Management
DUNN WMA Institutional Program
2.66 100k 10/1/2011
20 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.92 5,000k 6/1/2010
19 Emil van Essen
Long-Short Commodity Program
3.04 1,000k 6/1/2013
18 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.16 40k 6/1/2015
17 Meliora Capital LLP
Commodity Absolute Return (1x)
3.27 250k 11/1/2014
16 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.34 1,000k 3/1/2003
15 ProfitScore Capital Management
Long/Short US Treasury
3.40 10,000k 10/1/2015
14 Qbasis Invest
Qbasis All Trends UCITS Fund
3.50 100k 1/1/2016
13 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
3.63 500k 7/1/2013
12 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
3.65 40k 1/1/2016
11 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
4.69 1,000k 1/1/2015
10 Qbasis Invest
Qbasis i Trend Fund
4.84 1k 1/1/2014
9 Candriam Investor Group
Alternative Return Systemat
4.89 125k 1/1/2007
8 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
4.98 100k 4/1/2014
7 Eamon Capital
Zephyr Program
5.11 600k 1/1/2016
6 Chesapeake Capital
Diversified Plus (HV)
5.36 100k 4/1/1994
5 Millburn Corporation
Commodity Program
5.45 25,000k 3/1/2005
4 Red Rock Capital, LLC
Commodity Long-Short
5.62 500k 9/1/2013
3 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
6.74 250k 2/1/2016
2 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
7.90 200k 2/1/2015
1 Dreiss Research Corporation
Diversified Program
7.90 1,000k 5/1/1991

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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