Systematic Trader Index For June 2017

Monthly Rankings

Rank CTA/Program Jun 2017 Min Inv Inception
152 Quantica Capital AG
2X Quantica Managed Futures Fund
-9.30 100k 1/1/2014
151 Angle Capital Management LLC
AIP Program
-9.21 100k 1/1/2010
150 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-9.05 5,000k 6/1/2010
149 Eagle Trading Systems Inc.
Eagle Global Financials
-7.12 10,000k 1/1/1996
148 Glenhaven Capital LLC
Glenhaven Global II LP
-6.98 25k 4/1/2012
147 Estlander & Partners
Alpha Trend II - Class P
-6.93 100k 12/1/2008
146 Deep Field Capital AG
SINGULARITY Fund (2x)
-6.76 100k 8/1/2014
145 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-6.51 10,000k 10/1/1993
144 Quality Capital Management
Alpha Financials Program
-5.89 10,000k 6/1/2012
143 Campbell & Company, LP
Trend Following Portfolio
-5.09 10,000k 10/1/2009
142 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-5.00 1,000k 1/1/2013
141 Conquest Capital Group
Conquest Macro
-4.79 250k 5/1/1999
140 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.50 100k 1/1/2014
139 Vivienne Investissement
MACH 3
-4.42 100k 6/1/2015
138 Millburn Corporation
Multi-Markets Program
-4.37 25,000k 10/1/2004
137 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-4.32 1,000k 5/1/2014
136 Independent View
IV Quantitative Futures Fund
-4.19 100k 11/1/2012
135 Glider Trading LLP
Glider Trading Strategy (Class C)
-4.18 500k 9/1/2013
134 ISAM
ISAM Systematic Trend Fund
-4.09 1,000k 6/1/2001
133 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.98 1k 6/1/2009
132 Aquantum
Aquantum Global Systematic Program (AGS)
-3.97 5,000k 7/1/2013
131 Seven Capital Management
Seven Absolute Return
-3.69 100k 6/1/2009
130 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-3.60 3,000k 5/1/2014
129 FORT LP
Fort Global Contrarian
-3.60 2,000k 10/1/2002
128 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.54 50k 7/1/2011
127 Talenta Capital LLP
S&P 500 Momentum
-3.47 950k 6/1/2014
126 Deep Field Capital AG
SINGULARITY Fund
-3.43 100k 9/1/2011
125 Eclipse Capital Management
Alpha Asia
-3.31 25,000k 1/1/2015
124 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-3.18 10,000k 10/1/2006
123 ROW Asset Managment
Row Diversified Fund, L.P.
-3.15 1,000k 11/1/2011
122 Beann Capital
Honeybee Fund LP
-3.10 100k 9/1/2014
121 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.05 250k 11/1/1996
120 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.87 100k 8/1/2009
119 Robust Methods LLC
Macro Managed Account
-2.82 5,000k 1/1/2005
118 Purple Valley Capital, Inc.
Diversified Trend 1
-2.78 100k 8/1/2008
117 Seven Capital Management
Seven Fixed Income Fund
-2.73 100k 9/1/2010
116 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.67 100k 12/1/1998
115 FORT LP
Fort Global Diversified
-2.60 2,000k 10/1/1993
114 Linnis
Linnis ONE, LP
-2.59 100k 8/1/2014
113 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.51 5,000k 9/1/2009
112 Turning Wheel Capital, Inc.
Pure Alpha
-2.51 10,000k 1/1/2012
111 Prolific Capital Markets, LLC
Prolific Swiss System
-2.48 10,000k 1/1/2014
110 Future Trade AG
Thales Swing Trading Programme
-2.45 250k 6/1/2007
109 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-2.45 10,000k 3/1/1998
108 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.40 250k 5/1/2013
107 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.22 1,000k 3/1/2003
106 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.18 1k 10/1/2006
105 Garraway Capital Management LLP
Garraway Financial Trends
-2.13 100k 9/1/2012
104 Talenta Capital LLP
Diversified
-2.10 950k 6/1/2014
103 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.91 1,000k 3/1/2003
102 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-1.88 1,000k 10/1/2006
101 Chesapeake Capital
Diversified Plus (HV)
-1.83 100k 4/1/1994
100 Archetype Risk Advisors, Inc.
Archon1
-1.79 1,000k 2/1/2015
99 Vivienne Investissement
OUESSANT UCITS FUND
-1.67 100k 5/1/2012
98 Crescendo Capital Management
Neutron Decay (Client)
-1.60 50k 7/1/2012
97 DUNN Capital Management
DUNN WMA Institutional Program
-1.50 100k 10/1/2011
96 EMC Capital Advisors, LLC
EMC Alpha Program
-1.48 5,000k 6/1/2013
95 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-1.48 3,000k 9/1/2015
94 Estlander & Partners
Freedom
-1.40 20,000k 8/1/2010
93 Conquest Capital Group
Conquest Select
-1.33 250k 6/1/2004
92 Zoi Capital, LLC
Telio Program (Client)
-1.21 200k 4/1/2010
91 ML Systems LLC
Sledon Classic (Client)
-1.18 300k 8/1/2014
90 Soaring Pelican, LLC
Diversified S&P Program
-1.13 100k 1/1/2011
89 DeltaHedge
VIXVOX 1
-1.08 250k 8/1/2015
88 dormouse Limited
dormouse - Managed Account
-1.04 10,000k 7/1/2011
87 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.92 250k 5/1/2011
86 Millburn Corporation
Commodity Program
-0.89 25,000k 3/1/2005
85 Non Correlated Capital
Positive Theta Program
-0.85 250k 10/1/2007
84 Silicon Valley Quantitative Advisors
UQP Large
-0.78 500k 1/1/2009
83 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.78 20,000k 5/1/2013
82 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.71 100k 4/1/2015
81 Worldwide Capital Strategies
Profit Quest Macro World
-0.68 100k 1/1/2010
80 QTS Capital Management, LLC
Futures Managed Account
-0.66 100k 8/1/2012
79 Urban Tree Capital, LLC
UTC Plus (Client)
-0.64 100k 3/1/2013
78 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
77 Dreiss Research Corporation
Diversified Program
-0.60 1,000k 5/1/1991
76 Whitman Asset Management
WAM Global Macro 2X Program
-0.58 2,500k 10/1/2014
75 Typhon Capital Management, LLC
Chiron Currency Program
-0.52 250k 2/1/2008
74 Covenant Capital Management
Optimal Program
-0.49 10k 2/1/2014
73 Whitman Asset Management
WAM Global Macro Program
-0.45 5,000k 10/1/2014
72 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.41 200k 5/1/2014
71 R Best LLC
R Best Private Client Program
-0.41 50k 2/1/2010
70 QTS Capital Management, LLC
FX Managed Account
-0.38 100k 1/1/2011
69 QTS Capital Management, LLC
QTS Partners, L.P.
-0.35 100k 1/1/2011
68 SandPointe
SandPointe All-Seasons Strategy
-0.32 5,000k 1/1/2015
67 Emil van Essen
Long-Short Commodity Program
-0.30 1,000k 6/1/2013
66 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.24 250k 10/1/2011
65 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.24 10,000k 2/1/2008
64 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.24 250k 3/1/2010
63 Blackwater Capital Management
Tactical Equity
-0.24 500k 12/1/2013
62 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.23 3,000k 5/1/2010
61 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.20 100k 3/1/2013
60 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
59 Devet Capital Investments Ltd
Devet Capital Absolute Return Strategy
-0.15 1,000k 8/1/2014
58 SandPointe
SandPointe Opportunities Strategy
-0.14 5,000k 5/1/2014
57 Emil van Essen
Spread Trading Program Limited
-0.11 5,000k 7/1/2013
56 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.07 200k 12/1/2013
55 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
54 Automaton Trading LLC
Diversified
0.01 500k 7/1/2014
53 Metolius Capital LLC
Metolius Diversified
0.04 100k 6/1/2010
52 Blake Capital Management, Inc.
SRD Currencies
0.05 100k 3/1/2013
51 Melissinos Trading
Eupatrid Program
0.09 50k 1/1/2011
50 Witter & Lester, Inc.
Redstone
0.28 500k 9/1/1994
49 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
0.36 100k 12/1/2014
48 Intex Capital
Covered Options Program
0.40 50k 1/1/2012
47 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.40 40k 6/1/2015
46 Sandpiper Asset Management
Sandpiper Global Macro Program
0.42 1,000k 8/1/2012
45 Certeza Asset Management
Macro Vega
0.43 200k 1/1/2012
44 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.45 10,000k 4/1/2004
43 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.48 250k 7/1/2015
42 Alee Capital Management, LLC
Mistral Program
0.49 2,500k 1/1/1999
41 Certeza Asset Management
Omni
0.51 500k 11/1/2014
40 Alee Capital Management, LLC
Poniente Program
0.51 2,500k 1/1/1999
39 Turk Capital LLC
US Equity Long/Short Strategy
0.54 250k 4/1/2014
38 Jaguar Investments Ltd
Aegir Capital Strategy
0.56 1,000k 1/1/2012
37 Meliora Capital LLP
Commodity Absolute Return (1x)
0.60 250k 11/1/2014
36 Superfund Group
Superfund Red EUR SICAV
0.65 10k 3/1/2013
35 Superfund Group
Superfund Red USD SICAV
0.70 10k 3/1/2013
34 Cauldron Investments, LLC
Stock Index Plus
0.73 1,000k 10/1/2009
33 Salona Capital LLC
ACP2
0.79 25k 11/1/2014
32 Salona Capital LLC
ACP
0.87 100k 1/1/2015
31 ROW Asset Managment
Row Currency Program
0.88 1,000k 11/1/2010
30 Salona Capital LLC
SSI
0.89 25k 11/1/2014
29 Altavest Wealth Management
Altavest Multi-Strategy
0.93 1,000k 8/1/2015
28 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.95 2,000k 7/1/2013
27 Crabel Capital Management
Crabel Multi-Product
0.98 1,000k 3/1/1998
26 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.03 100k 1/1/2000
25 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.07 200k 12/1/2013
24 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.18 5,000k 8/1/2000
23 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.22 1,000k 4/1/2015
22 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
1.50 1,000k 1/1/2013
21 Buckingham Global Advisors, LLC
Weekly Emini Program
1.68 200k 3/1/2015
20 Tianyou Asset Management, LLC
Tianyou Fund LP
1.70 100k 10/1/2012
19 Paradox Capital Management
Sentiment Program (1X)
1.71 1,000k 1/1/2013
18 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.74 100k 10/1/2011
17 Global Wealth Analytics, Inc.
Triple M
1.80 1,000k 6/1/2014
16 Sona Trading Strategies LLC.
Diversified Program
1.81 1,000k 9/1/2006
15 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.87 1,000k 3/1/2007
14 NuWave Investment Management, LLC
Commodity Value Portfolio
1.88 2,000k 10/1/2014
13 Qbasis Invest
Qbasis i Trend Fund
1.96 1k 1/1/2014
12 Crabel Capital Management
WPD Crabel Futures Program
1.96 1,000k 7/1/2008
11 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
2.29 250k 9/1/2014
10 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.35 250k 10/1/2009
9 Bulkara Capital
Bulkara Systematic Fund SP
2.80 250k 4/1/2014
8 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.98 100k 4/1/2014
7 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
3.13 200k 2/1/2015
6 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.14 750k 5/1/2015
5 Quantum Leap Capital Management
Managed Account Program
3.30 300k 8/1/2006
4 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
4.04 500k 7/1/2013
3 Red Rock Capital, LLC
Commodity Long-Short
4.65 500k 9/1/2013
2 Aquantum
Aquantum Commodity Spread Program (ACS)
4.94 5,000k 7/1/2013
1 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
6.86 250k 8/1/2015

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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