Systematic Trader Index For February 2017

Monthly Rankings

Rank CTA/Program Feb 2017 Min Inv Inception
160 Beann Capital
Honeybee Fund LP
-16.64 100k 9/1/2014
159 Quantum Leap Capital Management
Managed Account Program
-6.42 300k 8/1/2006
158 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-6.34 50k 3/1/2015
157 Dreiss Research Corporation
Diversified Program
-5.82 1,000k 5/1/1991
156 Mehnert Capital Management, LLC
DTP (Client)
-5.80 1,000k 3/1/2012
155 Red Rock Capital, LLC
Commodity Long-Short
-5.78 500k 9/1/2013
154 Qbasis Invest
Qbasis i Trend Fund
-5.28 1k 1/1/2014
153 Urban Tree Capital, LLC
UTC Plus (Client)
-5.17 100k 3/1/2013
152 Worldwide Capital Strategies
Profit Quest Macro World
-4.44 100k 1/1/2010
151 Estlander & Partners
Alpha Trend II - Class P
-4.18 100k 12/1/2008
150 dormouse Limited
dormouse - Managed Account
-4.14 10,000k 7/1/2011
149 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-3.76 2,000k 7/1/2013
148 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.62 20,000k 5/1/2013
147 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-3.61 1,000k 1/1/2013
146 Crabel Capital Management
WPD Crabel Futures Program
-3.56 1,000k 7/1/2008
145 Future Trade AG
Thales Swing Trading Programme
-3.53 250k 6/1/2007
144 GNE Management, LLC
S&P Futures and Options Strategy (Client)
-3.24 200k 12/1/2013
143 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.20 100k 1/1/2000
142 Turning Wheel Capital, Inc.
Pure Alpha
-2.62 10,000k 1/1/2012
141 Alee Capital Management, LLC
Poniente Program
-2.62 2,500k 1/1/1999
140 Alee Capital Management, LLC
Mistral Program
-2.55 2,500k 1/1/1999
139 Dominion Capital
Diamond Program
-2.53 3,000k 1/1/2011
138 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.42 3,000k 5/1/2010
137 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.30 1,000k 8/1/2012
136 Quantum Leap Capital Management
LV Program
-2.21 600k 11/1/2014
135 Crabel Capital Management
Crabel Multi-Product
-2.20 1,000k 3/1/1998
134 Deep Field Capital AG
SINGULARITY Fund (2x)
-2.11 100k 8/1/2014
133 Kopis Capital Management, LLC
Commodity Long Only
-2.10 500k 1/1/2014
132 County Cork LLC
County Cork Fusion Equity
-1.93 1,000k 10/1/2013
131 Piston Trading
The Piston
-1.92 1,000k 1/1/2014
130 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.91 100k 1/1/2014
129 Jaguar Investments Ltd
Aegir Capital Strategy
-1.89 1,000k 1/1/2012
128 Candriam Investor Group
Alternative Return Systemat
-1.85 125k 1/1/2007
127 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.65 100k 10/1/2011
126 Metolius Capital LLC
Metolius Diversified
-1.50 100k 6/1/2010
125 Sophic Associates, LLC
Sophic Macro
-1.49 250k 1/1/2013
124 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.47 100k 8/1/2009
123 Millburn Corporation
Commodity Program
-1.41 25,000k 3/1/2005
122 Global Wealth Analytics, Inc.
Triple M
-1.34 1,000k 6/1/2014
121 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.27 200k 5/1/2014
120 3D
S&P Program (Client)
-1.25 100k 11/1/2010
119 3D
Intraday Program (Client)
-1.24 100k 2/1/2012
118 1OAK Capital Limited
ACORN Commodity
-1.09 5,000k 5/1/2012
117 Deep Field Capital AG
SINGULARITY Fund
-1.09 100k 9/1/2011
116 Independent View
IV Quantitative Futures Fund
-1.01 100k 11/1/2012
115 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.93 250k 9/1/2014
114 Conquest Capital Group
Conquest Macro
-0.78 250k 5/1/1999
113 Stable Asset Management LTD
Arctic Blue 3x Share Class
-0.76 100k 6/1/2014
112 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.75 100k 8/1/2011
111 Soaring Pelican, LLC
Diversified S&P Program
-0.72 100k 1/1/2011
110 Purple Valley Capital, Inc.
Diversified Trend 1
-0.70 100k 8/1/2008
109 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.68 5,000k 7/1/2013
108 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.63 250k 10/1/2009
107 3D
3D Intraday Breakout Program
-0.63 225k 4/1/2014
106 3D
Bull Program (Client)
-0.57 10k 11/1/2010
105 Typhon Capital Management, LLC
Chiron Currency Program
-0.52 250k 2/1/2008
104 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-0.52 100k 4/1/2014
103 SandPointe
SandPointe All-Seasons Strategy
-0.49 5,000k 1/1/2015
102 Dix Hills Partners
DHP Absolute Return Strategies
-0.36 500k 7/1/2003
101 Stable Asset Management LTD
Arctic Blue 1x Share Class
-0.34 100k 6/1/2014
100 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.29 200k 12/1/2013
99 Conquest Capital Group
Conquest Select
-0.25 250k 6/1/2004
98 Bluegrass Capital Management
Cross Market Bias Model
-0.24 3,000k 7/1/2014
97 Xenfin Capital Limited
XenfinCRT Prime FX
-0.24 1,000k 7/1/2014
96 Prolific Capital Markets, LLC
Prolific Swiss System
-0.21 10,000k 1/1/2014
95 1900 Investments Asset Management
Dynamic Oil Strategy Program
-0.19 100k 1/1/2014
94 QTS Capital Management, LLC
Futures Managed Account
-0.19 100k 8/1/2012
93 Linnis
Linnis ONE, LP
-0.18 100k 8/1/2014
92 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
91 Whitman Asset Management
WAM Global Macro Program
-0.10 5,000k 10/1/2014
89 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
90 Hansa Capital Management, LLC
Hansa Capital Management LLC, CTA Managed Accounts - Long / Short Option Trading Strategy
0.00 100k 6/1/2014
88 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.02 5,000k 8/1/2000
87 R Best LLC
R Best Private Client Program
0.03 50k 2/1/2010
86 Blake Capital Management, Inc.
SRD Currencies
0.05 100k 3/1/2013
85 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.10 100k 2/1/2010
84 Bulkara Capital
Bulkara Systematic Fund SP
0.10 250k 4/1/2014
83 Zoi Capital, LLC
Telio Program (Client)
0.10 200k 4/1/2010
82 NuWave Investment Management, LLC
Commodity Value Portfolio
0.11 2,000k 10/1/2014
81 Witter & Lester, Inc.
Redstone
0.12 500k 9/1/1994
80 Whitman Asset Management
WAM Global Macro 2X Program
0.14 2,500k 10/1/2014
79 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.14 250k 3/1/2010
78 Emil van Essen
Long-Short Commodity Program
0.16 1,000k 6/1/2013
77 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.19 100k 3/1/2013
76 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.20 250k 5/1/2013
75 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.20 6/1/2012
74 Emil van Essen
Spread Trading Program Limited
0.20 5,000k 7/1/2013
73 QTS Capital Management, LLC
QTS Partners, L.P.
0.33 100k 1/1/2011
72 Crescendo Capital Management
Neutron Decay (Client)
0.35 50k 7/1/2012
71 Estlander & Partners
Freedom
0.38 20,000k 8/1/2010
70 SandPointe
SandPointe Opportunities Strategy
0.44 5,000k 5/1/2014
69 ML Systems LLC
Sledon Classic (Client)
0.48 300k 8/1/2014
68 Turk Capital LLC
US Equity Long/Short Strategy
0.53 250k 4/1/2014
67 Certeza Asset Management
Macro Vega
0.64 200k 1/1/2012
66 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.65 250k 10/1/2011
65 Seven Capital Management
Seven Fixed Income Fund
0.77 100k 9/1/2010
64 Salona Capital LLC
ACP2
0.79 25k 11/1/2014
63 Paradox Capital Management
Sentiment Program (1X)
0.83 1,000k 1/1/2013
62 Intex Capital
Covered Options Program
0.84 50k 1/1/2012
61 Garraway Capital Management LLP
Garraway Financial Trends
0.85 100k 9/1/2012
60 Cauldron Investments, LLC
Stock Index Plus
0.86 1,000k 10/1/2009
59 Glider Trading LLP
Glider Trading Strategy (Class C)
0.92 500k 9/1/2013
58 Meliora Capital LLP
Commodity Absolute Return (1x)
0.97 250k 11/1/2014
57 Certeza Asset Management
Omni
0.99 500k 11/1/2014
56 QTS Capital Management, LLC
FX Managed Account
1.03 100k 1/1/2011
55 Salona Capital LLC
SSI
1.04 25k 11/1/2014
54 Blackwater Capital Management
Tactical Equity
1.07 500k 12/1/2013
53 Salona Capital LLC
ACP
1.13 100k 1/1/2015
52 Vision Capital Management
Global Futures
1.19 500k 2/1/2012
51 ISAM
ISAM Systematic Trend Fund
1.21 1,000k 6/1/2001
50 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.40 250k 5/1/2011
49 Eagle Trading Systems Inc.
Eagle Global Financials
1.53 10,000k 1/1/1996
48 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.57 1,000k 3/1/2003
47 Archetype Risk Advisors, Inc.
Archon1
1.66 1,000k 2/1/2015
46 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.68 1k 10/1/2006
45 Non Correlated Capital
Positive Theta Program
1.79 250k 10/1/2007
44 Superfund Group
Superfund Red EUR SICAV
1.81 10k 3/1/2013
43 Superfund Group
Superfund Red USD SICAV
1.86 10k 3/1/2013
42 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.88 100k 4/1/2015
41 Non Correlated Capital
Positive Theta Fund
1.89 50k 10/1/2007
40 Buckingham Global Advisors, LLC
Weekly Emini Program
1.92 200k 3/1/2015
39 Melissinos Trading
Eupatrid Program
1.93 50k 1/1/2011
38 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.15 1,000k 3/1/2007
37 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
2.20 500k 7/1/2013
36 Sona Trading Strategies LLC.
Diversified Program
2.23 1,000k 9/1/2006
35 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.31 5,000k 6/1/2010
34 Robust Methods LLC
Macro Managed Account
2.38 5,000k 1/1/2005
33 Eagle Trading Systems Inc.
Eagle Quantitative Macro
2.41 10,000k 10/1/2006
32 Millburn Corporation
Multi-Markets Program
2.44 25,000k 10/1/2004
31 ROW Asset Managment
Row Currency Program
2.49 1,000k 11/1/2010
30 Vivienne Investissement
OUESSANT UCITS FUND
2.60 100k 5/1/2012
29 Angle Capital Management LLC
AIP Program
2.69 100k 1/1/2010
28 DUNN Capital Management
DUNN WMA Institutional Program
2.88 100k 10/1/2011
27 EMC Capital Advisors, LLC
EMC Alpha Program
2.89 5,000k 6/1/2013
26 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
2.96 1,000k 9/1/2011
25 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.96 1k 6/1/2009
24 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
2.99 10,000k 3/1/1998
23 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.00 1,000k 10/1/2006
22 ROW Asset Managment
Row Diversified Fund, L.P.
3.24 1,000k 11/1/2011
21 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
3.25 10,000k 4/1/2004
20 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.34 1,000k 3/1/2003
19 Jones and Company LLC
High Sierra Direct Diamond, L.P.
3.34 25k 3/1/2015
18 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.40 10,000k 2/1/2008
17 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
3.68 250k 11/1/1996
16 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.71 5,000k 11/1/2012
15 Talenta Capital LLP
Diversified
3.76 950k 6/1/2014
14 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.78 3,000k 5/1/2014
13 FORT LP
Fort Global Diversified
3.88 2,000k 10/1/1993
12 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
4.01 1,000k 5/1/2014
11 Quality Capital Management
Alpha Financials Program
4.06 10,000k 6/1/2012
10 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.18 50k 7/1/2011
9 Quantica Capital AG
1X Quantica Managed Futures Fund
4.20 100k 1/1/2014
8 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
4.34 25,000k 1/1/2014
7 FORT LP
Fort Global Contrarian
4.40 2,000k 10/1/2002
6 Talenta Capital LLP
S&P 500 Momentum
4.76 950k 6/1/2014
5 Aquantum
Aquantum Global Systematic Program (AGS)
4.85 5,000k 7/1/2013
4 Seven Capital Management
Seven Absolute Return
6.27 100k 6/1/2009
3 FORT LP
Global Futures Program (formerly Global Diversified Classic)
6.93 10,000k 10/1/1993
2 Quantica Capital AG
2X Quantica Managed Futures Fund
8.30 100k 1/1/2014
1 Covenant Capital Management
Optimal Program
9.81 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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