Systematic Trader Index For March 2017

Monthly Rankings

Rank CTA/Program Mar 2017 Min Inv Inception
150 Covenant Capital Management
Optimal Program
-21.59 10k 2/1/2014
149 Future Trade AG
Thales Swing Trading Programme
-9.91 250k 6/1/2007
148 Eagle Trading Systems Inc.
Eagle Global Financials
-9.67 10,000k 1/1/1996
147 Estlander & Partners
Alpha Trend II - Class P
-8.07 100k 12/1/2008
146 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-7.28 10,000k 10/1/2006
145 Sona Trading Strategies LLC.
Diversified Program
-6.70 1,000k 9/1/2006
144 Stable Asset Management LTD
Arctic Blue 3x Share Class
-6.51 100k 6/1/2014
143 Angle Capital Management LLC
AIP Program
-6.26 100k 1/1/2010
142 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.84 1,000k 8/1/2012
141 Dreiss Research Corporation
Diversified Program
-5.51 1,000k 5/1/1991
140 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.96 5,000k 8/1/2000
139 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-4.60 1,000k 9/1/2011
138 Chesapeake Capital
Diversified Plus (HV)
-4.56 100k 4/1/1994
137 Alee Capital Management, LLC
Mistral Program
-4.24 2,500k 1/1/1999
136 Linnis
Linnis ONE, LP
-3.94 100k 8/1/2014
135 Melissinos Trading
Eupatrid Program
-3.77 50k 1/1/2011
134 Qbasis Invest
Qbasis i Trend Fund
-3.72 1k 1/1/2014
133 Glider Trading LLP
Glider Trading Strategy (Class C)
-3.58 500k 9/1/2013
132 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-3.28 5,000k 6/1/2010
131 ISAM
ISAM Systematic Trend Fund
-3.23 1,000k 6/1/2001
130 Garraway Capital Management LLP
Garraway Financial Trends
-3.04 100k 9/1/2012
129 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.04 20,000k 5/1/2013
128 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.00 250k 11/1/1996
127 Purple Valley Capital, Inc.
Diversified Trend 1
-2.93 100k 8/1/2008
126 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-2.66 10,000k 10/1/1993
125 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.61 100k 12/1/1998
124 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.59 500k 7/1/2013
123 Alee Capital Management, LLC
Poniente Program
-2.52 2,500k 1/1/1999
122 Independent View
IV Quantitative Futures Fund
-2.46 100k 11/1/2012
121 Conquest Capital Group
Conquest Select
-2.33 250k 6/1/2004
120 Stable Asset Management LTD
Arctic Blue 1x Share Class
-2.30 100k 6/1/2014
119 dormouse Limited
dormouse - Managed Account
-2.27 10,000k 7/1/2011
118 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.18 40k 6/1/2015
117 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.03 1,000k 3/1/2003
116 Meliora Capital LLP
Commodity Absolute Return (1x)
-1.87 250k 11/1/2014
115 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-1.86 3,000k 5/1/2014
114 Red Rock Capital, LLC
Commodity Long-Short
-1.84 500k 9/1/2013
113 Campbell & Company, LP
Trend Following Portfolio
-1.82 10,000k 10/1/2009
112 ROW Asset Managment
Row Diversified Fund, L.P.
-1.64 1,000k 11/1/2011
111 Seven Capital Management
Seven Fixed Income Fund
-1.63 100k 9/1/2010
110 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.60 25,000k 1/1/2014
109 Conquest Capital Group
Conquest Macro
-1.53 250k 5/1/1999
108 Soaring Pelican, LLC
Diversified S&P Program
-1.37 100k 1/1/2011
107 FORT LP
Fort Global Diversified
-1.29 2,000k 10/1/1993
106 EMC Capital Advisors, LLC
EMC Alpha Program
-1.27 5,000k 6/1/2013
105 Robust Methods LLC
Macro Managed Account
-1.23 5,000k 1/1/2005
104 Candriam Investor Group
Alternative Return Systemat
-1.03 125k 1/1/2007
103 Aquantum
Aquantum Global Systematic Program (AGS)
-1.01 5,000k 7/1/2013
102 Metolius Capital LLC
Metolius Diversified
-0.99 100k 6/1/2010
101 Kopis Capital Management, LLC
Commodity Long Only
-0.98 500k 1/1/2014
100 1900 Investments Asset Management
Dynamic Oil Strategy Program
-0.95 100k 1/1/2014
99 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.94 100k 10/1/2011
98 QTS Capital Management, LLC
FX Managed Account
-0.91 100k 1/1/2011
97 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.86 1k 6/1/2009
96 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.82 6/1/2012
95 Beann Capital
Honeybee Fund LP
-0.80 100k 9/1/2014
94 Quality Capital Management
Alpha Financials Program
-0.79 10,000k 6/1/2012
93 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.73 1k 10/1/2006
92 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.70 250k 5/1/2011
91 Non Correlated Capital
Positive Theta Fund
-0.70 50k 10/1/2007
90 Non Correlated Capital
Positive Theta Program
-0.69 250k 10/1/2007
89 Whitman Asset Management
WAM Global Macro 2X Program
-0.61 2,500k 10/1/2014
88 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.61 3,000k 5/1/2010
87 Emil van Essen
Long-Short Commodity Program
-0.58 1,000k 6/1/2013
86 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.58 100k 2/1/2010
85 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.52 250k 10/1/2009
84 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.50 100k 8/1/2009
83 Talenta Capital LLP
Diversified
-0.48 950k 6/1/2014
82 Whitman Asset Management
WAM Global Macro Program
-0.47 5,000k 10/1/2014
81 DUNN Capital Management
DUNN WMA Institutional Program
-0.42 100k 10/1/2011
80 FORT LP
Fort Global Contrarian
-0.40 2,000k 10/1/2002
79 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.38 2,000k 7/1/2013
78 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.37 1,000k 5/1/2014
77 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.32 250k 9/1/2014
76 ML Systems LLC
Sledon Classic (Client)
-0.30 300k 8/1/2014
75 Turk Capital LLC
US Equity Long/Short Strategy
-0.28 250k 4/1/2014
74 QTS Capital Management, LLC
QTS Partners, L.P.
-0.23 100k 1/1/2011
73 Talenta Capital LLP
S&P 500 Momentum
-0.22 950k 6/1/2014
72 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
71 Typhon Capital Management, LLC
Chiron Currency Program
-0.11 250k 2/1/2008
70 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.07 100k 4/1/2015
69 Millburn Corporation
Commodity Program
-0.06 25,000k 3/1/2005
68 Piston Trading
The Piston
0.00 1,000k 1/1/2014
67 Blake Capital Management, Inc.
SRD Currencies
0.01 100k 3/1/2013
66 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.02 250k 3/1/2010
65 Archetype Risk Advisors, Inc.
Archon1
0.13 1,000k 2/1/2015
64 Bulkara Capital
Bulkara Systematic Fund SP
0.22 250k 4/1/2014
63 R Best LLC
R Best Private Client Program
0.23 50k 2/1/2010
62 Quantica Capital AG
1X Quantica Managed Futures Fund
0.30 100k 1/1/2014
61 Quantica Capital AG
2X Quantica Managed Futures Fund
0.30 100k 1/1/2014
60 NuWave Investment Management, LLC
Commodity Value Portfolio
0.35 2,000k 10/1/2014
59 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.40 100k 4/1/2014
58 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.41 50k 7/1/2011
57 Certeza Asset Management
Macro Vega
0.42 200k 1/1/2012
56 Seven Capital Management
Seven Absolute Return
0.43 100k 6/1/2009
55 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
54 Emil van Essen
Spread Trading Program Limited
0.50 5,000k 7/1/2013
53 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.51 5,000k 11/1/2012
52 Salona Capital LLC
ACP2
0.51 25k 11/1/2014
51 Certeza Asset Management
Omni
0.51 500k 11/1/2014
50 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.67 250k 10/1/2011
49 Salona Capital LLC
SSI
0.69 25k 11/1/2014
48 Intex Capital
Covered Options Program
0.75 50k 1/1/2012
47 Salona Capital LLC
ACP
0.76 100k 1/1/2015
46 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.76 1,000k 3/1/2007
45 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.81 10,000k 3/1/1998
44 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.82 1,000k 10/1/2006
43 Superfund Group
Superfund Red EUR SICAV
0.85 10k 3/1/2013
42 Global Wealth Analytics, Inc.
Triple M
0.88 1,000k 6/1/2014
41 Crabel Capital Management
Crabel Multi-Product
0.92 1,000k 3/1/1998
40 Millburn Corporation
Multi-Markets Program
0.96 25,000k 10/1/2004
39 Estlander & Partners
Freedom
0.99 20,000k 8/1/2010
38 Superfund Group
Superfund Red USD SICAV
1.00 10k 3/1/2013
37 Cauldron Investments, LLC
Stock Index Plus
1.01 1,000k 10/1/2009
36 Paradox Capital Management
Sentiment Program (1X)
1.04 1,000k 1/1/2013
35 County Cork LLC
County Cork Fusion Equity
1.04 1,000k 10/1/2013
34 Emil van Essen
Long-Short Commodity Program - Accelerated
1.06 200k 5/1/2014
33 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.07 10,000k 2/1/2008
32 Jaguar Investments Ltd
Aegir Capital Strategy
1.17 1,000k 1/1/2012
31 Deep Field Capital AG
SINGULARITY Fund
1.19 100k 9/1/2011
30 Turning Wheel Capital, Inc.
Pure Alpha
1.39 10,000k 1/1/2012
29 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.44 100k 1/1/2000
28 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.54 750k 5/1/2015
27 ROW Asset Managment
Row Currency Program
1.57 1,000k 11/1/2010
26 Dominion Capital
Diamond Program
1.65 3,000k 1/1/2011
25 Xenfin Capital Limited
XenfinCRT Prime FX
1.67 1,000k 7/1/2014
24 Aquantum
Aquantum Commodity Spread Program (ACS)
1.72 5,000k 7/1/2013
23 Eclipse Capital Management
Alpha Asia
1.75 25,000k 1/1/2015
22 Pinstripe Trading, LLC
Standard
1.81 125k 8/1/2009
21 Ring Capital Management LLC
S&P E-Mini Select
1.87 100k 1/1/2012
20 Crescendo Capital Management
Neutron Decay (Client)
1.99 50k 7/1/2012
19 Buckingham Global Advisors, LLC
Weekly Emini Program
2.17 200k 3/1/2015
18 Worldwide Capital Strategies
Profit Quest Macro World
2.20 100k 1/1/2010
17 SandPointe
SandPointe Opportunities Strategy
2.22 5,000k 5/1/2014
16 Vivienne Investissement
OUESSANT UCITS FUND
2.24 100k 5/1/2012
15 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.30 250k 5/1/2013
14 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
2.34 250k 7/1/2015
13 Quantum Leap Capital Management
Managed Account Program
2.39 300k 8/1/2006
12 Deep Field Capital AG
SINGULARITY Fund (2x)
2.45 100k 8/1/2014
11 Crabel Capital Management
WPD Crabel Futures Program
2.47 1,000k 7/1/2008
10 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
2.53 1,000k 1/1/2013
9 Blackwater Capital Management
Tactical Equity
2.53 500k 12/1/2013
8 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.71 1,000k 3/1/2003
7 Urban Tree Capital, LLC
UTC Plus (Client)
3.88 100k 3/1/2013
6 Prolific Capital Markets, LLC
Prolific Swiss System
3.93 10,000k 1/1/2014
5 Zoi Capital, LLC
Telio Program (Client)
4.11 200k 4/1/2010
4 SandPointe
SandPointe All-Seasons Strategy
4.15 5,000k 1/1/2015
3 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.28 10,000k 4/1/2004
2 GNE Management, LLC
S&P Futures and Options Strategy (Client)
5.11 200k 12/1/2013
1 Vivienne Investissement
MACH 3
6.52 100k 6/1/2015

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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