Systematic Trader Index For May 2017

Monthly Rankings

Rank CTA/Program May 2017 Min Inv Inception
157 Estlander & Partners
Alpha Trend II - Class P
-9.77 100k 12/1/2008
156 Future Trade AG
Thales Swing Trading Programme
-8.87 250k 6/1/2007
155 Beann Capital
Honeybee Fund LP
-4.86 100k 9/1/2014
154 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-4.52 1,000k 3/1/2007
153 Angle Capital Management LLC
AIP Program
-4.38 100k 1/1/2010
152 Stable Asset Management LTD
Arctic Blue 3x Share Class
-3.91 100k 6/1/2014
151 Millburn Corporation
Commodity Program
-3.76 25,000k 3/1/2005
150 Purple Valley Capital, Inc.
Diversified Trend 1
-3.56 100k 8/1/2008
149 Candriam Investor Group
Alternative Return Systemat
-3.40 125k 1/1/2007
148 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.27 1,000k 8/1/2012
147 Eagle Trading Systems Inc.
Eagle Global Financials
-2.99 10,000k 1/1/1996
146 Alee Capital Management, LLC
Poniente Program
-2.96 2,500k 1/1/1999
145 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.92 100k 10/1/2011
144 Independent View
IV Quantitative Futures Fund
-2.84 100k 11/1/2012
143 Conquest Capital Group
Conquest Macro
-2.73 250k 5/1/1999
142 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-2.61 100k 4/1/2014
141 ROW Asset Managment
Row Diversified Fund, L.P.
-2.50 1,000k 11/1/2011
140 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.50 250k 5/1/2013
139 Sona Trading Strategies LLC.
Diversified Program
-2.47 1,000k 9/1/2006
138 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.28 500k 9/1/2013
137 Kopis Capital Management, LLC
Commodity Long Only
-2.19 500k 1/1/2014
136 Eclipse Capital Management
Alpha Asia
-2.08 25,000k 1/1/2015
135 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-2.06 10,000k 10/1/2006
134 Estlander & Partners
Freedom
-2.01 20,000k 8/1/2010
133 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-1.92 250k 9/1/2014
132 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-1.83 1,000k 9/1/2011
131 Chesapeake Capital
Diversified Plus (HV)
-1.68 100k 4/1/1994
130 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.61 20,000k 5/1/2013
129 Red Rock Capital, LLC
Commodity Long-Short
-1.56 500k 9/1/2013
128 QTS Capital Management, LLC
FX Managed Account
-1.54 100k 1/1/2011
127 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.46 500k 7/1/2013
126 dormouse Limited
dormouse - Managed Account
-1.44 10,000k 7/1/2011
125 Stable Asset Management LTD
Arctic Blue 1x Share Class
-1.41 100k 6/1/2014
124 Qbasis Invest
Qbasis i Trend Fund
-1.41 1k 1/1/2014
123 Melissinos Trading
Eupatrid Program
-1.34 50k 1/1/2011
122 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.28 250k 5/1/2011
121 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
-1.21 100k 12/1/2014
120 Emil van Essen
Long-Short Commodity Program
-1.21 1,000k 6/1/2013
119 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.21 200k 5/1/2014
118 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.17 5,000k 8/1/2000
117 Xenfin Capital Limited
XenfinCRT Prime FX
-1.11 1,000k 7/1/2014
116 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.09 3,000k 5/1/2010
115 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.06 1,000k 3/1/2003
114 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.89 1,000k 1/1/2013
113 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.87 2,000k 10/1/2014
112 Crescendo Capital Management
Neutron Decay (Client)
-0.84 50k 7/1/2012
111 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.82 100k 1/1/2000
110 Silicon Valley Quantitative Advisors
UQP Large
-0.77 500k 1/1/2009
109 QTS Capital Management, LLC
QTS Partners, L.P.
-0.77 100k 1/1/2011
108 Garraway Capital Management LLP
Garraway Financial Trends
-0.71 100k 9/1/2012
107 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.68 100k 2/1/2010
106 Global Wealth Analytics, Inc.
Triple M
-0.67 1,000k 6/1/2014
105 Millburn Corporation
Multi-Markets Program
-0.66 25,000k 10/1/2004
104 Turning Wheel Capital, Inc.
Pure Alpha
-0.64 10,000k 1/1/2012
103 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.63 250k 10/1/2009
102 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.53 1,000k 5/1/2014
101 Quantum Leap Capital Management
Managed Account Program
-0.44 300k 8/1/2006
100 Jaguar Investments Ltd
Aegir Capital Strategy
-0.41 1,000k 1/1/2012
99 SandPointe
SandPointe Opportunities Strategy
-0.39 5,000k 5/1/2014
98 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.37 10,000k 2/1/2008
97 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-0.34 25,000k 1/1/2014
96 Blake Capital Management, Inc.
SRD Currencies
-0.32 100k 3/1/2013
95 DUNN Capital Management
DUNN WMA Institutional Program
-0.30 100k 10/1/2011
94 Typhon Capital Management, LLC
Chiron Currency Program
-0.30 250k 2/1/2008
93 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.28 250k 7/1/2015
92 Emil van Essen
Spread Trading Program Limited
-0.26 5,000k 7/1/2013
91 Seven Capital Management
Seven Fixed Income Fund
-0.22 100k 9/1/2010
90 ML Systems LLC
Sledon Classic (Client)
-0.22 300k 8/1/2014
89 ISAM
ISAM Systematic Trend Fund
-0.19 1,000k 6/1/2001
88 Ring Capital Management LLC
S&P E-Mini Select
-0.18 100k 1/1/2012
87 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
86 Campbell & Company, LP
Trend Following Portfolio
-0.12 10,000k 10/1/2009
85 Whitman Asset Management
WAM Global Macro Program
-0.12 5,000k 10/1/2014
84 Crabel Capital Management
Crabel Multi-Product
-0.08 1,000k 3/1/1998
83 ROW Asset Managment
Row Currency Program
-0.06 1,000k 11/1/2010
81 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
82 Piston Trading
The Piston
0.00 1,000k 1/1/2014
80 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.01 6/1/2012
79 Non Correlated Capital
Positive Theta Program
0.01 250k 10/1/2007
78 Dominion Capital
Diamond Program
0.05 3,000k 1/1/2011
77 Devet Capital Investments Ltd
Devet Capital Absolute Return Strategy
0.06 1,000k 8/1/2014
76 Robust Methods LLC
Macro Managed Account
0.08 5,000k 1/1/2005
75 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.09 250k 10/1/2011
74 Whitman Asset Management
WAM Global Macro 2X Program
0.09 2,500k 10/1/2014
73 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.13 100k 12/1/1998
72 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.17 50k 7/1/2011
71 Non Correlated Capital
Positive Theta Fund
0.25 50k 10/1/2007
70 Paradox Capital Management
Sentiment Program (1X)
0.25 1,000k 1/1/2013
69 Worldwide Capital Strategies
Profit Quest Macro World
0.30 100k 1/1/2010
68 FORT LP
Fort Global Diversified
0.32 2,000k 10/1/1993
67 Aquantum
Aquantum Commodity Spread Program (ACS)
0.32 5,000k 7/1/2013
66 Conquest Capital Group
Conquest Select
0.38 250k 6/1/2004
65 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.38 1,000k 4/1/2015
64 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.40 10,000k 10/1/1993
63 Witter & Lester, Inc.
Redstone
0.41 500k 9/1/1994
62 Metolius Capital LLC
Metolius Diversified
0.47 100k 6/1/2010
61 Cauldron Investments, LLC
Stock Index Plus
0.52 1,000k 10/1/2009
60 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.62 1k 10/1/2006
59 Archetype Risk Advisors, Inc.
Archon1
0.69 1,000k 2/1/2015
58 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.71 250k 11/1/1996
57 Bulkara Capital
Bulkara Systematic Fund SP
0.74 250k 4/1/2014
56 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.79 100k 4/1/2015
55 Talenta Capital LLP
Diversified
0.79 950k 6/1/2014
54 FORT LP
Fort Global Contrarian
0.89 2,000k 10/1/2002
53 Salona Capital LLC
ACP2
0.90 25k 11/1/2014
52 Certeza Asset Management
Macro Vega
0.93 200k 1/1/2012
51 Intex Capital
Covered Options Program
1.02 50k 1/1/2012
50 Salona Capital LLC
ACP
1.05 100k 1/1/2015
49 Salona Capital LLC
SSI
1.06 25k 11/1/2014
48 Certeza Asset Management
Omni
1.08 500k 11/1/2014
47 1900 Investments Asset Management
Dynamic Oil Strategy Program
1.27 100k 1/1/2014
46 SandPointe
SandPointe All-Seasons Strategy
1.32 5,000k 1/1/2015
45 Meliora Capital LLP
Commodity Absolute Return (1x)
1.34 250k 11/1/2014
44 Quality Capital Management
Alpha Financials Program
1.46 10,000k 6/1/2012
43 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.47 5,000k 6/1/2010
42 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
1.48 40k 6/1/2015
41 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.49 1k 6/1/2009
40 EMC Capital Advisors, LLC
EMC Alpha Program
1.51 5,000k 6/1/2013
39 Vivienne Investissement
OUESSANT UCITS FUND
1.52 100k 5/1/2012
38 Turk Capital LLC
US Equity Long/Short Strategy
1.55 250k 4/1/2014
37 Dreiss Research Corporation
Diversified Program
1.68 1,000k 5/1/1991
36 Soaring Pelican, LLC
Diversified S&P Program
1.69 100k 1/1/2011
35 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.69 200k 12/1/2013
34 Blackwater Capital Management
Tactical Equity
1.72 500k 12/1/2013
33 Prolific Capital Markets, LLC
Prolific Swiss System
1.73 10,000k 1/1/2014
32 County Cork LLC
County Cork Fusion Equity
1.78 1,000k 10/1/2013
31 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.86 10,000k 4/1/2004
30 Alee Capital Management, LLC
Mistral Program
1.87 2,500k 1/1/1999
29 Hehmeyer Capital Management, LLC
R Best - Intraday Program
2.00 250k 3/1/2010
28 R Best LLC
R Best Private Client Program
2.01 50k 2/1/2010
27 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.07 3,000k 5/1/2014
26 Buckingham Global Advisors, LLC
Weekly Emini Program
2.10 200k 3/1/2015
25 Zoi Capital, LLC
Telio Program (Client)
2.16 200k 4/1/2010
24 Quantica Capital AG
1X Quantica Managed Futures Fund
2.20 100k 1/1/2014
23 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.30 1,000k 1/1/2013
22 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.32 2,000k 7/1/2013
21 Linnis
Linnis ONE, LP
2.42 100k 8/1/2014
20 Seven Capital Management
Seven Absolute Return
2.45 100k 6/1/2009
19 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.62 5,000k 11/1/2012
18 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
2.73 100k 8/1/2009
17 Superfund Group
Superfund Red EUR SICAV
3.10 10k 3/1/2013
16 Crabel Capital Management
WPD Crabel Futures Program
3.14 1,000k 7/1/2008
15 Talenta Capital LLP
S&P 500 Momentum
3.15 950k 6/1/2014
14 Superfund Group
Superfund Red USD SICAV
3.23 10k 3/1/2013
13 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.50 1,000k 3/1/2003
12 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
3.76 200k 2/1/2015
11 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.84 1,000k 10/1/2006
10 Aquantum
Aquantum Global Systematic Program (AGS)
3.88 5,000k 7/1/2013
9 Deep Field Capital AG
SINGULARITY Fund
3.91 100k 9/1/2011
8 Quantica Capital AG
2X Quantica Managed Futures Fund
4.20 100k 1/1/2014
7 Kopis Capital Management, LLC
Commodity Long Short Separate Account
4.41 750k 5/1/2015
6 Vivienne Investissement
MACH 3
4.62 100k 6/1/2015
5 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
4.70 10,000k 3/1/1998
4 Glenhaven Capital LLC
Glenhaven Global II LP
4.70 25k 4/1/2012
3 Deep Field Capital AG
SINGULARITY Fund (2x)
7.89 100k 8/1/2014
2 Urban Tree Capital, LLC
UTC Plus (Client)
10.94 100k 3/1/2013
1 Covenant Capital Management
Optimal Program
21.09 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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