Systematic Trader Index For April 2017

Monthly Rankings

Rank CTA/Program Apr 2017 Min Inv Inception
154 Worldwide Capital Strategies
Profit Quest Macro World
-8.15 100k 1/1/2010
153 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
-5.74 100k 12/1/2014
152 Aquantum
Aquantum Global Systematic Program (AGS)
-4.69 5,000k 7/1/2013
151 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-4.57 10,000k 10/1/2006
150 Zoi Capital, LLC
Telio Program (Client)
-4.10 200k 4/1/2010
149 Independent View
IV Quantitative Futures Fund
-3.21 100k 11/1/2012
148 Deep Field Capital AG
SINGULARITY Fund (2x)
-2.98 100k 8/1/2014
147 Alee Capital Management, LLC
Poniente Program
-2.72 2,500k 1/1/1999
146 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.62 5,000k 7/1/2013
145 Dominion Capital
Diamond Program
-2.61 3,000k 1/1/2011
144 Alee Capital Management, LLC
Mistral Program
-2.59 2,500k 1/1/1999
143 Candriam Investor Group
Alternative Return Systemat
-2.51 125k 1/1/2007
142 Urban Tree Capital, LLC
UTC Plus (Client)
-2.44 100k 3/1/2013
141 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.25 100k 10/1/2011
140 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.14 250k 11/1/2014
139 Eagle Trading Systems Inc.
Eagle Global Financials
-2.01 10,000k 1/1/1996
138 Kopis Capital Management, LLC
Commodity Long Only
-2.01 500k 1/1/2014
137 Stable Asset Management LTD
Arctic Blue 3x Share Class
-1.99 100k 6/1/2014
136 Conquest Capital Group
Conquest Macro
-1.90 250k 5/1/1999
135 County Cork LLC
County Cork Fusion Equity
-1.81 1,000k 10/1/2013
134 Superfund Group
Superfund Red EUR SICAV
-1.73 10k 3/1/2013
133 Covenant Capital Management
Optimal Program
-1.72 10k 2/1/2014
132 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.70 250k 5/1/2013
131 Robust Methods LLC
Macro Managed Account
-1.67 5,000k 1/1/2005
130 Superfund Group
Superfund Red USD SICAV
-1.62 10k 3/1/2013
129 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-1.56 1,000k 9/1/2011
128 Deep Field Capital AG
SINGULARITY Fund
-1.53 100k 9/1/2011
127 Red Rock Capital, LLC
Commodity Long-Short
-1.23 500k 9/1/2013
126 Eclipse Capital Management
Alpha Asia
-1.22 25,000k 1/1/2015
125 Seven Capital Management
Seven Fixed Income Fund
-1.11 100k 9/1/2010
124 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.11 5,000k 6/1/2010
123 Crabel Capital Management
Crabel Multi-Product
-1.03 1,000k 3/1/1998
122 Dreiss Research Corporation
Diversified Program
-1.02 1,000k 5/1/1991
121 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.01 1,000k 5/1/2014
120 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-0.91 100k 4/1/2014
119 1900 Investments Asset Management
Dynamic Oil Strategy Program
-0.91 100k 1/1/2014
118 Millburn Corporation
Commodity Program
-0.89 25,000k 3/1/2005
117 Turning Wheel Capital, Inc.
Pure Alpha
-0.89 10,000k 1/1/2012
116 Typhon Capital Management, LLC
Chiron Currency Program
-0.83 250k 2/1/2008
115 Global Wealth Analytics, Inc.
Triple M
-0.80 1,000k 6/1/2014
114 Quality Capital Management
Alpha Financials Program
-0.78 10,000k 6/1/2012
113 Stable Asset Management LTD
Arctic Blue 1x Share Class
-0.75 100k 6/1/2014
112 R Best LLC
R Best Private Client Program
-0.74 50k 2/1/2010
111 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-0.70 750k 5/1/2015
110 ROW Asset Managment
Row Currency Program
-0.62 1,000k 11/1/2010
109 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.58 20,000k 5/1/2013
108 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.53 100k 2/1/2010
107 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.52 250k 3/1/2010
106 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.47 100k 12/1/1998
105 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.46 2,000k 10/1/2014
104 Jaguar Investments Ltd
Aegir Capital Strategy
-0.43 1,000k 1/1/2012
103 Future Trade AG
Thales Swing Trading Programme
-0.37 250k 6/1/2007
102 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.36 1,000k 3/1/2003
101 Estlander & Partners
Freedom
-0.34 20,000k 8/1/2010
100 SandPointe
SandPointe All-Seasons Strategy
-0.30 5,000k 1/1/2015
99 Soaring Pelican, LLC
Diversified S&P Program
-0.29 100k 1/1/2011
98 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.29 1,000k 3/1/2003
97 Blake Capital Management, Inc.
SRD Currencies
-0.27 100k 3/1/2013
96 Chesapeake Capital
Diversified Plus (HV)
-0.27 100k 4/1/1994
95 Devet Capital Investments Ltd
Devet Capital Absolute Return Strategy
-0.20 1,000k 8/1/2014
94 Melissinos Trading
Eupatrid Program
-0.18 50k 1/1/2011
93 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
92 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.14 3,000k 5/1/2010
91 Conquest Capital Group
Conquest Select
-0.13 250k 6/1/2004
90 ISAM
ISAM Systematic Trend Fund
-0.10 1,000k 6/1/2001
89 ROW Asset Managment
Row Diversified Fund, L.P.
-0.10 1,000k 11/1/2011
88 Whitman Asset Management
WAM Global Macro Program
-0.08 5,000k 10/1/2014
87 DUNN Capital Management
DUNN WMA Institutional Program
-0.08 100k 10/1/2011
86 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.04 10,000k 3/1/1998
85 Piston Trading
The Piston
0.00 1,000k 1/1/2014
84 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.06 1k 10/1/2006
83 Witter & Lester, Inc.
Redstone
0.08 500k 9/1/1994
82 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.10 1,000k 1/1/2013
81 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.14 2,000k 7/1/2013
80 QTS Capital Management, LLC
QTS Partners, L.P.
0.14 100k 1/1/2011
79 Non Correlated Capital
Positive Theta Program
0.15 250k 10/1/2007
78 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.16 1,000k 10/1/2006
77 Talenta Capital LLP
S&P 500 Momentum
0.18 950k 6/1/2014
76 Non Correlated Capital
Positive Theta Fund
0.18 50k 10/1/2007
75 Whitman Asset Management
WAM Global Macro 2X Program
0.18 2,500k 10/1/2014
74 Bulkara Capital
Bulkara Systematic Fund SP
0.21 250k 4/1/2014
73 Xenfin Capital Limited
XenfinCRT Prime FX
0.23 1,000k 7/1/2014
72 Estlander & Partners
Alpha Trend II - Class P
0.25 100k 12/1/2008
71 Certeza Asset Management
Macro Vega
0.27 200k 1/1/2012
70 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.27 1k 6/1/2009
69 SandPointe
SandPointe Opportunities Strategy
0.28 5,000k 5/1/2014
68 Certeza Asset Management
Omni
0.33 500k 11/1/2014
67 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.34 250k 7/1/2015
66 Prolific Capital Markets, LLC
Prolific Swiss System
0.38 10,000k 1/1/2014
65 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.40 6/1/2012
64 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.42 100k 4/1/2015
63 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.43 250k 10/1/2011
62 Vivienne Investissement
OUESSANT UCITS FUND
0.44 100k 5/1/2012
61 Talenta Capital LLP
Diversified
0.45 950k 6/1/2014
60 Seven Capital Management
Seven Absolute Return
0.45 100k 6/1/2009
59 Crabel Capital Management
WPD Crabel Futures Program
0.49 1,000k 7/1/2008
58 Metolius Capital LLC
Metolius Diversified
0.56 100k 6/1/2010
57 Emil van Essen
Spread Trading Program Limited
0.60 5,000k 7/1/2013
56 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.67 10,000k 2/1/2008
55 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.72 3,000k 5/1/2014
54 Cauldron Investments, LLC
Stock Index Plus
0.78 1,000k 10/1/2009
53 Salona Capital LLC
ACP2
0.81 25k 11/1/2014
52 Paradox Capital Management
Sentiment Program (1X)
0.83 1,000k 1/1/2013
51 ML Systems LLC
Sledon Classic (Client)
0.83 300k 8/1/2014
50 Garraway Capital Management LLP
Garraway Financial Trends
0.86 100k 9/1/2012
49 Purple Valley Capital, Inc.
Diversified Trend 1
0.86 100k 8/1/2008
48 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
0.88 500k 7/1/2013
47 Campbell & Company, LP
Trend Following Portfolio
0.89 10,000k 10/1/2009
46 Archetype Risk Advisors, Inc.
Archon1
0.94 1,000k 2/1/2015
45 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.00 1,000k 4/1/2015
44 Salona Capital LLC
SSI
1.00 25k 11/1/2014
43 Intex Capital
Covered Options Program
1.05 50k 1/1/2012
42 Salona Capital LLC
ACP
1.06 100k 1/1/2015
41 FORT LP
Fort Global Contrarian
1.07 2,000k 10/1/2002
40 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.11 100k 1/1/2000
39 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.16 250k 5/1/2011
38 dormouse Limited
dormouse - Managed Account
1.27 10,000k 7/1/2011
37 Turk Capital LLC
US Equity Long/Short Strategy
1.30 250k 4/1/2014
36 QTS Capital Management, LLC
FX Managed Account
1.31 100k 1/1/2011
35 Millburn Corporation
Multi-Markets Program
1.32 25,000k 10/1/2004
34 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.38 1,000k 3/1/2007
33 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.49 250k 11/1/1996
32 EMC Capital Advisors, LLC
EMC Alpha Program
1.49 5,000k 6/1/2013
31 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.50 50k 7/1/2011
30 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.52 200k 12/1/2013
29 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
1.52 25,000k 1/1/2014
28 Glider Trading LLP
Glider Trading Strategy (Class C)
1.53 500k 9/1/2013
27 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.54 10,000k 4/1/2004
26 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.57 250k 10/1/2009
25 Quantica Capital AG
1X Quantica Managed Futures Fund
1.60 100k 1/1/2014
24 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
1.70 40k 6/1/2015
23 Sona Trading Strategies LLC.
Diversified Program
1.71 1,000k 9/1/2006
22 Buckingham Global Advisors, LLC
Weekly Emini Program
1.73 200k 3/1/2015
21 Angle Capital Management LLC
AIP Program
1.78 100k 1/1/2010
20 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.78 5,000k 11/1/2012
19 Vivienne Investissement
MACH 3
1.84 100k 6/1/2015
18 Crescendo Capital Management
Neutron Decay (Client)
2.10 50k 7/1/2012
17 Blackwater Capital Management
Tactical Equity
2.30 500k 12/1/2013
16 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
2.51 250k 9/1/2014
15 Pinstripe Trading, LLC
Standard
2.64 125k 8/1/2009
14 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.77 10,000k 10/1/1993
13 Sandpiper Asset Management
Sandpiper Global Macro Program
2.78 1,000k 8/1/2012
12 FORT LP
Fort Global Diversified
3.00 2,000k 10/1/1993
11 Ring Capital Management LLC
S&P E-Mini Select
3.23 100k 1/1/2012
10 Quantica Capital AG
2X Quantica Managed Futures Fund
3.30 100k 1/1/2014
9 Quantum Leap Capital Management
Managed Account Program
3.42 300k 8/1/2006
8 Qbasis Invest
Qbasis i Trend Fund
4.07 1k 1/1/2014
7 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.13 5,000k 8/1/2000
6 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.42 100k 8/1/2009
5 Emil van Essen
Long-Short Commodity Program
5.20 1,000k 6/1/2013
4 Linnis
Linnis ONE, LP
5.33 100k 8/1/2014
3 Emil van Essen
Long-Short Commodity Program - Accelerated
7.48 200k 5/1/2014
2 Glenhaven Capital LLC
Glenhaven Global II LP
7.52 25k 4/1/2012
1 Beann Capital
Honeybee Fund LP
15.61 100k 9/1/2014

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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