Systematic Trader Index For September 2017

Monthly Rankings

Rank CTA/Program Sep 2017 Min Inv Inception
142 Covenant Capital Management
Optimal Program
-24.96 10k 2/1/2014
141 Dreiss Research Corporation
Diversified Program
-15.30 1,000k 5/1/1991
140 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-11.26 50k 7/1/2011
139 Tomas Capital Pty Ltd
GCAF | USD
-11.04 1,500k 7/1/2011
138 Angle Capital Management LLC
AIP Program
-9.45 100k 1/1/2010
137 Estlander & Partners
Alpha Trend II - Class P
-9.00 100k 12/1/2008
136 Purple Valley Capital, Inc.
Diversified Trend 1
-8.35 100k 8/1/2008
135 Quantica Capital AG
2X Quantica Managed Futures Fund
-7.40 100k 1/1/2014
134 Glenhaven Capital LLC
Glenhaven Global II LP
-7.09 25k 4/1/2012
133 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-6.86 10,000k 3/1/1998
132 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-6.76 1,000k 10/1/2006
131 Red Rock Capital, LLC
Commodity Long-Short
-6.14 500k 9/1/2013
130 Candriam Investor Group
Alternative Return Systemat
-5.96 125k 1/1/2007
129 Melissinos Trading
Eupatrid Program
-5.80 50k 1/1/2011
128 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.61 20,000k 5/1/2013
127 ISAM
ISAM Systematic Trend Fund
-5.16 1,000k 6/1/2001
126 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.16 1,000k 3/1/2003
125 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.03 1,000k 8/1/2012
124 Aquantum
Aquantum Global Systematic Program (AGS)
-5.02 5,000k 7/1/2013
123 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-4.94 10,000k 10/1/1993
122 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.76 5,000k 6/1/2010
121 Aquantum
Aquantum Commodity Spread Program (ACS)
-4.70 5,000k 7/1/2013
120 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-4.44 100k 12/1/1998
119 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-4.31 3,000k 5/1/2014
118 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-4.24 250k 11/1/1996
117 Emil van Essen
Spread Trading Program Limited
-4.23 5,000k 7/1/2013
116 Glider Trading LLP
Glider Trading Strategy (Class C)
-4.18 500k 9/1/2013
115 Qbasis Invest
Qbasis i Trend Fund
-4.18 1k 1/1/2014
114 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-4.10 250k 2/1/2016
113 FORT LP
Fort Global Diversified
-4.01 2,000k 10/1/1993
112 Silicon Valley Quantitative Advisors
UQP Large
-3.85 500k 1/1/2009
111 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
110 Prolific Capital Markets, LLC
Prolific Swiss System
-3.64 10,000k 1/1/2014
109 Seven Capital Management
Seven Fixed Income Fund
-3.31 100k 9/1/2010
108 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-3.30 3,000k 9/1/2015
107 Conquest Capital Group
Conquest Select
-3.14 250k 6/1/2004
106 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-3.11 10,000k 4/1/2004
105 Alee Capital Management, LLC
Mistral Program
-3.08 2,500k 1/1/1999
104 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.08 100k 1/1/2016
103 Worldwide Capital Strategies
Profit Quest Macro World
-3.07 100k 1/1/2010
102 Alee Capital Management, LLC
Poniente Program
-3.02 2,500k 1/1/1999
101 Turning Wheel Capital, Inc.
Pure Alpha
-2.99 10,000k 1/1/2012
100 Chesapeake Capital
Diversified Plus (HV)
-2.94 100k 4/1/1994
99 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-2.94 500k 6/1/2007
98 FORT LP
Fort Global Contrarian
-2.93 2,000k 10/1/2002
97 EMC Capital Advisors, LLC
EMC Alpha Program
-2.87 5,000k 6/1/2013
96 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.86 1k 6/1/2009
95 Linnis
Linnis ONE, LP
-2.71 100k 8/1/2014
94 Estlander & Partners
Freedom
-2.27 20,000k 8/1/2010
93 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.16 1,000k 5/1/2014
92 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.02 200k 5/1/2014
91 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.02 250k 10/1/2009
90 Robust Methods LLC
Macro Managed Account
-1.99 5,000k 1/1/2005
89 ROW Asset Managment
Row Diversified Fund, L.P.
-1.91 1,000k 11/1/2011
88 Garraway Capital Management LLP
Garraway Financial Trends
-1.84 100k 9/1/2012
87 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
-1.82 250k 8/1/2015
86 Eclipse Capital Management
Alpha Asia
-1.80 25,000k 1/1/2015
85 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.76 250k 5/1/2011
84 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.75 1k 10/1/2006
83 Millburn Corporation
Multi-Markets Program
-1.67 25,000k 10/1/2004
82 ROW Asset Managment
Row Currency Program
-1.57 1,000k 11/1/2010
81 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.55 500k 7/1/2013
80 NuWave Investment Management, LLC
Commodity Value Portfolio
-1.53 2,000k 10/1/2014
79 Talenta Capital LLP
Diversified
-1.44 950k 6/1/2014
78 Global Wealth Analytics, Inc.
Triple M
-1.38 1,000k 6/1/2014
77 Seven Capital Management
Seven Absolute Return
-1.33 100k 6/1/2009
76 County Cork LLC
County Cork Macro Equity Hedge
-1.19 1,000k 2/1/2016
75 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.11 1,000k 3/1/2003
74 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.10 1,000k 1/1/2013
73 Soaring Pelican, LLC
Diversified S&P Program
-1.04 100k 1/1/2011
72 ProfitScore Capital Management
Long/Short US Treasury
-1.00 10,000k 10/1/2015
71 Crabel Capital Management
WPD Crabel Futures Program
-0.99 1,000k 7/1/2008
70 Emil van Essen
EvE Systematic Commodity Opportunities
-0.97 500k 5/1/2016
69 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.97 5,000k 9/1/2009
68 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.88 1,000k 3/1/2007
67 Future Trade AG
Thales Swing Trading Programme
-0.81 250k 6/1/2007
66 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.80 100k 1/1/2000
65 R Best LLC
R Best Private Client Program
-0.77 50k 2/1/2010
64 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-0.69 40k 6/1/2015
63 Emil van Essen
Long-Short Commodity Program
-0.67 1,000k 6/1/2013
62 Independent View
IV Quantitative Futures Fund
-0.57 100k 11/1/2012
61 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.55 100k 2/1/2010
60 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.52 100k 10/1/2011
59 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.50 250k 3/1/2010
58 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.49 250k 9/1/2014
57 QTS Capital Management, LLC
FX Managed Account
-0.47 100k 1/1/2011
56 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.42 3,000k 5/1/2010
55 Metolius Capital LLC
Metolius Diversified
-0.39 100k 6/1/2010
54 R Best LLC
World Select Program
-0.39 2,000k 4/1/2016
53 QTS Capital Management, LLC
QTS Partners, L.P.
-0.34 100k 1/1/2011
52 Tom Capital AG
Tom Capital Growth Fund
-0.30 5,000k 12/1/2015
51 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.28 10,000k 2/1/2008
50 Paradox Capital Management
Sentiment Program (1X)
-0.25 1,000k 1/1/2013
49 Ring Capital Management LLC
S&P E-Mini Select
-0.19 100k 1/1/2012
48 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
47 Talenta Capital LLP
S&P 500 Momentum
-0.14 950k 6/1/2014
46 Blake Capital Management, Inc.
SRD Currencies
-0.12 100k 3/1/2013
44 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
45 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
43 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.07 200k 2/1/2015
42 Typhon Capital Management, LLC
Chiron Currency Program
0.16 250k 2/1/2008
41 ML Systems LLC
Sledon Classic (Client)
0.18 300k 8/1/2014
40 Witter & Lester, Inc.
Redstone
0.19 500k 9/1/1994
39 DUNN Capital Management
DUNN WMA Institutional Program
0.19 100k 10/1/2011
38 Pinstripe Trading, LLC
Standard
0.21 125k 8/1/2009
37 Certeza Asset Management
Macro Vega
0.27 200k 1/1/2012
36 Non Correlated Capital
Positive Theta Program
0.32 250k 10/1/2007
35 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.38 250k 10/1/2011
34 Certeza Asset Management
Omni
0.47 500k 11/1/2014
33 Typhon Capital Management, LLC
Helios Deutsche
0.52 250k 4/1/2014
32 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
0.60 100k 12/1/2014
31 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.65 5,000k 8/1/2000
30 Eamon Capital
Zephyr Program
0.65 600k 1/1/2016
29 SandPointe
SandPointe Opportunities Strategy
0.75 5,000k 5/1/2014
28 Urban Tree Capital, LLC
UTC Plus (Client)
0.80 100k 3/1/2013
27 Automaton Trading LLC
Diversified
0.82 500k 7/1/2014
26 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.86 100k 4/1/2015
25 Blackwater Capital Management
Tactical Equity
0.86 500k 12/1/2013
24 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
0.95 40k 1/1/2016
23 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.00 250k 5/1/2013
22 Jaguar Investments Ltd
Aegir Capital Strategy
1.00 1,000k 1/1/2012
21 SandPointe
SandPointe All-Seasons Strategy
1.05 5,000k 1/1/2015
20 Bulkara Capital
Bulkara Systematic Fund SP
1.06 250k 4/1/2014
19 Superfund Group
Superfund Red EUR SICAV
1.09 10k 3/1/2013
18 Cauldron Investments, LLC
Stock Index Plus
1.17 1,000k 10/1/2009
17 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
1.18 1,000k 1/1/2013
16 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.19 2,000k 7/1/2013
15 Turk Capital LLC
US Market Hedge Strategy
1.22 250k 11/1/2015
14 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.23 750k 5/1/2015
13 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
12 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.27 1,000k 4/1/2015
11 Vivienne Investissement
OUESSANT UCITS FUND
1.31 100k 5/1/2012
10 Crabel Capital Management
Crabel Multi-Product
1.40 1,000k 3/1/1998
9 Buckingham Global Advisors, LLC
Weekly Emini Program
1.44 200k 3/1/2015
8 Superfund Group
Superfund Red USD SICAV
1.46 10k 3/1/2013
7 Tianyou Asset Management, LLC
Tianyou Fund LP
1.57 100k 10/1/2012
6 DeltaHedge
VIXVOX 1
1.59 250k 8/1/2015
5 Meliora Capital LLP
Commodity Absolute Return (1x)
1.78 250k 11/1/2014
4 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.20 100k 4/1/2014
3 Turk Capital LLC
US Equity Long/Short Strategy
2.34 250k 4/1/2014
2 dormouse Limited
dormouse - Managed Account
3.53 10,000k 7/1/2011
1 Vivienne Investissement
MACH 3
3.80 100k 6/1/2015

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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