Systematic Trader Index For August 2017

Monthly Rankings

Rank CTA/Program Aug 2017 Min Inv Inception
142 Covenant Capital Management
Optimal Program
-15.77 10k 2/1/2014
141 Trigon Investment Advisors, LLC
Foreign Exchange Program
-6.22 5,000k 8/1/2000
140 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
-6.20 40k 1/1/2016
139 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-6.12 250k 2/1/2016
138 Glenhaven Capital LLC
Glenhaven Global II LP
-5.98 25k 4/1/2012
137 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-5.73 750k 5/1/2015
136 Alee Capital Management, LLC
Mistral Program
-5.50 2,500k 1/1/1999
135 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.49 10,000k 3/1/1998
134 Melissinos Trading
Eupatrid Program
-4.05 50k 1/1/2011
133 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.86 1,000k 10/1/2006
132 Estlander & Partners
Alpha Trend II - Class P
-3.35 100k 12/1/2008
131 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.65 250k 11/1/2014
130 DeltaHedge
VIXVOX 1
-2.41 250k 8/1/2015
129 Turning Wheel Capital, Inc.
Pure Alpha
-2.29 10,000k 1/1/2012
128 Superfund Group
Superfund Red EUR SICAV
-2.15 10k 3/1/2013
127 Vivienne Investissement
MACH 3
-2.09 100k 6/1/2015
126 Urban Tree Capital, LLC
UTC Plus (Client)
-1.97 100k 3/1/2013
125 Garraway Capital Management LLP
Garraway Financial Trends
-1.97 100k 9/1/2012
124 Superfund Group
Superfund Red USD SICAV
-1.83 10k 3/1/2013
123 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.77 40k 6/1/2015
122 Emil van Essen
Spread Trading Program Limited
-1.50 5,000k 7/1/2013
121 Worldwide Capital Strategies
Profit Quest Macro World
-1.45 100k 1/1/2010
120 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.35 50k 7/1/2011
119 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-1.32 2,000k 7/1/2013
118 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.32 100k 1/1/2000
117 Tomas Capital Pty Ltd
GCAF | USD
-1.28 1,500k 7/1/2011
116 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.25 1k 6/1/2009
115 Silicon Valley Quantitative Advisors
UQP Large
-1.19 500k 1/1/2009
114 Dreiss Research Corporation
Diversified Program
-1.18 1,000k 5/1/1991
113 ROW Asset Managment
Row Currency Program
-1.14 1,000k 11/1/2010
112 QTS Capital Management, LLC
FX Managed Account
-1.08 100k 1/1/2011
111 Prolific Capital Markets, LLC
Prolific Swiss System
-1.01 10,000k 1/1/2014
110 SandPointe
SandPointe All-Seasons Strategy
-0.97 5,000k 1/1/2015
109 Typhon Capital Management, LLC
Helios Deutsche
-0.88 250k 4/1/2014
108 Metolius Capital LLC
Metolius Diversified
-0.83 100k 6/1/2010
107 Vivienne Investissement
OUESSANT UCITS FUND
-0.79 100k 5/1/2012
106 Qbasis Invest
Qbasis All Trends UCITS Fund
-0.68 100k 1/1/2016
105 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.68 250k 5/1/2011
104 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.66 1k 10/1/2006
103 QTS Capital Management, LLC
QTS Partners, L.P.
-0.52 100k 1/1/2011
102 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.51 100k 4/1/2015
101 Alee Capital Management, LLC
Poniente Program
-0.50 2,500k 1/1/1999
100 Purple Valley Capital, Inc.
Diversified Trend 1
-0.41 100k 8/1/2008
99 Crabel Capital Management
Crabel Multi-Product
-0.32 1,000k 3/1/1998
98 Bulkara Capital
Bulkara Systematic Fund SP
-0.31 250k 4/1/2014
97 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.30 3,000k 5/1/2010
96 Eamon Capital
Zephyr Program
-0.29 600k 1/1/2016
95 ML Systems LLC
Sledon Classic (Client)
-0.24 300k 8/1/2014
94 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.19 1,000k 3/1/2003
93 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
92 DUNN Capital Management
DUNN WMA Institutional Program
-0.13 100k 10/1/2011
91 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.12 1,000k 3/1/2007
90 Blake Capital Management, Inc.
SRD Currencies
-0.09 100k 3/1/2013
89 Angle Capital Management LLC
AIP Program
-0.09 100k 1/1/2010
88 SandPointe
SandPointe Opportunities Strategy
-0.09 5,000k 5/1/2014
87 Conquest Capital Group
Conquest Select
-0.05 250k 6/1/2004
86 Turk Capital LLC
US Market Hedge Strategy
-0.04 250k 11/1/2015
85 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
84 Turk Capital LLC
US Equity Long/Short Strategy
0.01 250k 4/1/2014
83 Paradox Capital Management
Sentiment Program (1X)
0.05 1,000k 1/1/2013
82 Typhon Capital Management, LLC
Chiron Currency Program
0.06 250k 2/1/2008
81 Linnis
Linnis ONE, LP
0.09 100k 8/1/2014
80 Sandpiper Asset Management
Sandpiper Global Macro Program
0.09 1,000k 8/1/2012
79 QTS Capital Management, LLC
Futures Managed Account
0.17 100k 8/1/2012
78 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.18 100k 2/1/2010
77 Witter & Lester, Inc.
Redstone
0.33 500k 9/1/1994
76 R Best LLC
World Select Program
0.33 2,000k 4/1/2016
75 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
0.38 20,000k 5/1/2013
74 Talenta Capital LLP
Diversified
0.40 950k 6/1/2014
73 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.44 5,000k 9/1/2009
72 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.45 1,000k 5/1/2014
71 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.47 1,000k 1/1/2013
70 Blackwater Capital Management
Tactical Equity
0.51 500k 12/1/2013
69 Qbasis Invest
Qbasis i Trend Fund
0.51 1k 1/1/2014
68 Future Trade AG
Thales Swing Trading Programme
0.54 250k 6/1/2007
67 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.60 250k 5/1/2013
66 Talenta Capital LLP
S&P 500 Momentum
0.62 950k 6/1/2014
65 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.72 250k 7/1/2015
64 Global Wealth Analytics, Inc.
Triple M
0.75 1,000k 6/1/2014
63 Certeza Asset Management
Macro Vega
0.80 200k 1/1/2012
62 Cauldron Investments, LLC
Stock Index Plus
0.84 1,000k 10/1/2009
61 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.86 3,000k 9/1/2015
60 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.95 1,000k 4/1/2015
59 Certeza Asset Management
Omni
0.95 500k 11/1/2014
58 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.99 250k 10/1/2009
57 Crabel Capital Management
WPD Crabel Futures Program
1.03 1,000k 7/1/2008
56 Estlander & Partners
Freedom
1.16 20,000k 8/1/2010
55 ProfitScore Capital Management
Long/Short US Treasury
1.20 10,000k 10/1/2015
54 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.22 100k 12/1/2014
53 Soaring Pelican, LLC
Diversified S&P Program
1.25 100k 1/1/2011
52 County Cork LLC
County Cork Macro Equity Hedge
1.27 1,000k 2/1/2016
51 EMC Capital Advisors, LLC
EMC Alpha Program
1.34 5,000k 6/1/2013
50 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.35 10,000k 2/1/2008
49 ROW Asset Managment
Row Diversified Fund, L.P.
1.43 1,000k 11/1/2011
48 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
1.46 250k 9/1/2014
47 Non Correlated Capital
Positive Theta Program
1.50 250k 10/1/2007
46 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
1.57 500k 7/1/2013
45 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.70 250k 3/1/2010
44 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.98 250k 11/1/1996
43 dormouse Limited
dormouse - Managed Account
2.00 10,000k 7/1/2011
42 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.05 1,000k 1/1/2013
41 Independent View
IV Quantitative Futures Fund
2.11 100k 11/1/2012
40 Buckingham Global Advisors, LLC
Weekly Emini Program
2.12 200k 3/1/2015
39 Seven Capital Management
Seven Absolute Return
2.12 100k 6/1/2009
38 Robust Methods LLC
Macro Managed Account
2.23 5,000k 1/1/2005
37 Automaton Trading LLC
Diversified
2.24 500k 7/1/2014
36 Jaguar Investments Ltd
Aegir Capital Strategy
2.25 1,000k 1/1/2012
35 Seven Capital Management
Seven Fixed Income Fund
2.31 100k 9/1/2010
34 Tianyou Asset Management, LLC
Tianyou Fund LP
2.39 100k 10/1/2012
33 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
2.45 10,000k 4/1/2004
32 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.48 250k 10/1/2011
31 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
2.50 250k 8/1/2015
30 R Best LLC
R Best Private Client Program
2.53 50k 2/1/2010
29 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
28 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
2.67 500k 6/1/2007
27 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.73 100k 10/1/2011
26 FORT LP
Fort Global Contrarian
2.73 2,000k 10/1/2002
25 Emil van Essen
EvE Systematic Commodity Opportunities
2.80 500k 5/1/2016
24 Quantica Capital AG
1X Quantica Managed Futures Fund
2.80 100k 1/1/2014
23 FORT LP
Fort Global Diversified
2.82 2,000k 10/1/1993
22 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.88 5,000k 6/1/2010
21 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.00 100k 4/1/2014
20 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.29 100k 12/1/1998
19 Chesapeake Capital
Diversified Plus (HV)
3.42 100k 4/1/1994
18 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.56 3,000k 5/1/2014
17 Glider Trading LLP
Glider Trading Strategy (Class C)
3.74 500k 9/1/2013
16 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.04 1,000k 3/1/2003
15 Millburn Corporation
Multi-Markets Program
4.09 25,000k 10/1/2004
14 Aquantum
Aquantum Global Systematic Program (AGS)
4.29 5,000k 7/1/2013
13 Candriam Investor Group
Alternative Return Systemat
4.62 125k 1/1/2007
12 Emil van Essen
Long-Short Commodity Program
4.66 1,000k 6/1/2013
11 Pinstripe Trading, LLC
Standard
4.80 125k 8/1/2009
10 FORT LP
Global Futures Program (formerly Global Diversified Classic)
5.08 10,000k 10/1/1993
9 Emil van Essen
Long-Short Commodity Program - Accelerated
5.24 200k 5/1/2014
8 ISAM
ISAM Systematic Trend Fund
5.30 1,000k 6/1/2001
7 Quantica Capital AG
2X Quantica Managed Futures Fund
5.70 100k 1/1/2014
6 NuWave Investment Management, LLC
Commodity Value Portfolio
5.71 2,000k 10/1/2014
5 Eclipse Capital Management
Alpha Asia
6.85 25,000k 1/1/2015
4 Red Rock Capital, LLC
Commodity Long-Short
7.32 500k 9/1/2013
3 Millburn Corporation
Commodity Program
8.06 25,000k 3/1/2005
2 Aquantum
Aquantum Commodity Spread Program (ACS)
8.28 5,000k 7/1/2013
1 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
9.04 200k 2/1/2015

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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