Systematic Trader Index For July 2017

Monthly Rankings

Rank CTA/Program Jul 2017 Min Inv Inception
142 Red Rock Capital, LLC
Commodity Long-Short
-7.67 500k 9/1/2013
141 Angle Capital Management LLC
AIP Program
-6.59 100k 1/1/2010
140 Qbasis Invest
Qbasis i Trend Fund
-6.17 1k 1/1/2014
139 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-6.12 3,000k 9/1/2015
138 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
-5.46 100k 12/1/2014
137 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-3.10 2,000k 7/1/2013
136 Emil van Essen
EvE Systematic Commodity Opportunities
-2.89 500k 5/1/2016
135 Qbasis Invest
Qbasis All Trends UCITS Fund
-2.83 100k 1/1/2016
134 Silicon Valley Quantitative Advisors
UQP Large
-2.60 500k 1/1/2009
133 Tom Capital AG
Tom Capital Growth Fund
-2.50 5,000k 12/1/2015
132 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.33 10,000k 2/1/2008
131 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
-2.28 250k 8/1/2015
130 Turning Wheel Capital, Inc.
Pure Alpha
-2.20 10,000k 1/1/2012
129 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-2.00 750k 5/1/2015
128 Dreiss Research Corporation
Diversified Program
-1.97 1,000k 5/1/1991
127 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.95 100k 10/1/2011
126 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.94 20,000k 5/1/2013
125 Non Correlated Capital
Positive Theta Program
-1.74 250k 10/1/2007
124 SandPointe
SandPointe All-Seasons Strategy
-1.61 5,000k 1/1/2015
123 Jaguar Investments Ltd
Aegir Capital Strategy
-1.50 1,000k 1/1/2012
122 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.49 500k 7/1/2013
121 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.46 5,000k 6/1/2010
120 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.32 250k 5/1/2011
119 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.32 10,000k 4/1/2004
118 DUNN Capital Management
DUNN WMA Institutional Program
-1.20 100k 10/1/2011
117 Millburn Corporation
Commodity Program
-1.20 25,000k 3/1/2005
116 Melissinos Trading
Eupatrid Program
-1.17 50k 1/1/2011
115 Soaring Pelican, LLC
Diversified S&P Program
-1.13 100k 1/1/2011
114 R Best LLC
R Best Private Client Program
-0.94 50k 2/1/2010
113 Glenhaven Capital LLC
Glenhaven Global II LP
-0.88 25k 4/1/2012
112 Seven Capital Management
Seven Fixed Income Fund
-0.86 100k 9/1/2010
111 Chesapeake Capital
Diversified Plus (HV)
-0.77 100k 4/1/1994
110 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.71 250k 3/1/2010
109 Emil van Essen
Spread Trading Program Limited
-0.64 5,000k 7/1/2013
108 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.46 100k 1/1/2000
107 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.45 250k 7/1/2015
106 Certeza Asset Management
Omni
-0.34 500k 11/1/2014
105 Certeza Asset Management
Macro Vega
-0.31 200k 1/1/2012
104 SandPointe
SandPointe Opportunities Strategy
-0.25 5,000k 5/1/2014
103 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
102 Bulkara Capital
Bulkara Systematic Fund SP
-0.12 250k 4/1/2014
101 ProfitScore Capital Management
Long/Short US Treasury
-0.10 10,000k 10/1/2015
100 Blake Capital Management, Inc.
SRD Currencies
-0.09 100k 3/1/2013
99 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.07 1,000k 5/1/2014
97 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
98 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
96 ISAM
ISAM Systematic Trend Fund
0.01 1,000k 6/1/2001
95 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.10 500k 6/1/2007
94 Aquantum
Aquantum Global Systematic Program (AGS)
0.13 5,000k 7/1/2013
93 Global Wealth Analytics, Inc.
Triple M
0.13 1,000k 6/1/2014
92 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.15 250k 9/1/2014
91 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.15 5,000k 9/1/2009
90 FORT LP
Fort Global Diversified
0.19 2,000k 10/1/1993
89 QTS Capital Management, LLC
QTS Partners, L.P.
0.21 100k 1/1/2011
88 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.34 100k 4/1/2014
87 QTS Capital Management, LLC
FX Managed Account
0.36 100k 1/1/2011
86 Sandpiper Asset Management
Sandpiper Global Macro Program
0.36 1,000k 8/1/2012
85 Paradox Capital Management
Sentiment Program (1X)
0.36 1,000k 1/1/2013
84 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.36 250k 10/1/2011
83 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.40 250k 5/1/2013
82 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.41 1,000k 1/1/2013
81 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.45 100k 2/1/2010
80 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.50 100k 4/1/2015
79 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.59 100k 12/1/1998
78 Typhon Capital Management, LLC
Chiron Currency Program
0.60 250k 2/1/2008
77 Witter & Lester, Inc.
Redstone
0.60 500k 9/1/1994
76 Purple Valley Capital, Inc.
Diversified Trend 1
0.68 100k 8/1/2008
75 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.72 3,000k 5/1/2010
74 DeltaHedge
VIXVOX 1
0.77 250k 8/1/2015
73 Independent View
IV Quantitative Futures Fund
0.77 100k 11/1/2012
72 Millburn Corporation
Multi-Markets Program
0.81 25,000k 10/1/2004
71 Prolific Capital Markets, LLC
Prolific Swiss System
0.82 10,000k 1/1/2014
70 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.90 1,000k 3/1/2007
69 Cauldron Investments, LLC
Stock Index Plus
1.00 1,000k 10/1/2009
68 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
1.03 250k 2/1/2016
67 Candriam Investor Group
Alternative Return Systemat
1.05 125k 1/1/2007
66 Seven Capital Management
Seven Absolute Return
1.09 100k 6/1/2009
65 Robust Methods LLC
Macro Managed Account
1.10 5,000k 1/1/2005
64 Quantica Capital AG
1X Quantica Managed Futures Fund
1.10 100k 1/1/2014
63 Tianyou Asset Management, LLC
Tianyou Fund LP
1.15 100k 10/1/2012
62 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.23 250k 10/1/2009
61 Turk Capital LLC
US Market Hedge Strategy
1.23 250k 11/1/2015
60 Talenta Capital LLP
S&P 500 Momentum
1.24 950k 6/1/2014
59 Superfund Group
Superfund Red EUR SICAV
1.25 10k 3/1/2013
58 Conquest Capital Group
Conquest Select
1.27 250k 6/1/2004
57 Crabel Capital Management
Crabel Multi-Product
1.28 1,000k 3/1/1998
56 FORT LP
Fort Global Contrarian
1.32 2,000k 10/1/2002
55 Superfund Group
Superfund Red USD SICAV
1.34 10k 3/1/2013
54 Future Trade AG
Thales Swing Trading Programme
1.35 250k 6/1/2007
53 Metolius Capital LLC
Metolius Diversified
1.39 100k 6/1/2010
52 NuWave Investment Management, LLC
Commodity Value Portfolio
1.41 2,000k 10/1/2014
51 Blackwater Capital Management
Tactical Equity
1.51 500k 12/1/2013
50 Emil van Essen
Long-Short Commodity Program - Accelerated
1.53 200k 5/1/2014
49 Buckingham Global Advisors, LLC
Weekly Emini Program
1.54 200k 3/1/2015
48 Vivienne Investissement
OUESSANT UCITS FUND
1.57 100k 5/1/2012
47 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.59 1,000k 4/1/2015
46 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.64 250k 11/1/1996
45 Crabel Capital Management
WPD Crabel Futures Program
1.69 1,000k 7/1/2008
44 ML Systems LLC
Sledon Classic (Client)
1.70 300k 8/1/2014
43 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.79 10,000k 10/1/1993
42 R Best LLC
World Select Program
1.82 2,000k 4/1/2016
41 Talenta Capital LLP
Diversified
1.89 950k 6/1/2014
40 County Cork LLC
County Cork Macro Equity Hedge
1.91 1,000k 2/1/2016
39 Garraway Capital Management LLP
Garraway Financial Trends
1.94 100k 9/1/2012
38 Typhon Capital Management, LLC
Helios Deutsche
1.95 250k 4/1/2014
37 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
2.00 1,000k 10/1/2006
36 Automaton Trading LLC
Diversified
2.04 500k 7/1/2014
35 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.09 1,000k 1/1/2013
34 Glider Trading LLP
Glider Trading Strategy (Class C)
2.23 500k 9/1/2013
33 ROW Asset Managment
Row Diversified Fund, L.P.
2.26 1,000k 11/1/2011
32 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
2.26 40k 1/1/2016
31 Quantica Capital AG
2X Quantica Managed Futures Fund
2.30 100k 1/1/2014
30 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.32 1,000k 3/1/2003
29 Aquantum
Aquantum Commodity Spread Program (ACS)
2.35 5,000k 7/1/2013
28 Turk Capital LLC
US Equity Long/Short Strategy
2.36 250k 4/1/2014
27 EMC Capital Advisors, LLC
EMC Alpha Program
2.40 5,000k 6/1/2013
26 ROW Asset Managment
Row Currency Program
2.40 1,000k 11/1/2010
25 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
2.41 10,000k 3/1/1998
24 Alee Capital Management, LLC
Poniente Program
2.49 2,500k 1/1/1999
23 Estlander & Partners
Freedom
2.55 20,000k 8/1/2010
22 Meliora Capital LLP
Commodity Absolute Return (1x)
2.69 250k 11/1/2014
21 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.73 3,000k 5/1/2014
20 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.74 1k 10/1/2006
19 Emil van Essen
Long-Short Commodity Program
2.85 1,000k 6/1/2013
18 dormouse Limited
dormouse - Managed Account
2.88 10,000k 7/1/2011
17 Eamon Capital
Zephyr Program
3.35 600k 1/1/2016
16 Linnis
Linnis ONE, LP
3.78 100k 8/1/2014
15 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.78 40k 6/1/2015
14 Ring Capital Management LLC
S&P E-Mini Select
3.82 100k 1/1/2012
13 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
3.98 200k 2/1/2015
12 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.43 5,000k 8/1/2000
11 Vivienne Investissement
MACH 3
4.54 100k 6/1/2015
10 Urban Tree Capital, LLC
UTC Plus (Client)
4.83 100k 3/1/2013
9 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
5.71 1k 6/1/2009
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.84 1,000k 3/1/2003
7 Tomas Capital Pty Ltd
GCAF | USD
6.00 1,500k 7/1/2011
6 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.38 50k 7/1/2011
5 Eclipse Capital Management
Alpha Asia
6.74 25,000k 1/1/2015
4 Estlander & Partners
Alpha Trend II - Class P
7.31 100k 12/1/2008
3 Alee Capital Management, LLC
Mistral Program
8.21 2,500k 1/1/1999
2 Worldwide Capital Strategies
Profit Quest Macro World
8.83 100k 1/1/2010
1 Covenant Capital Management
Optimal Program
19.60 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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