Systematic Trader Index For January 2018

Monthly Rankings

Rank CTA/Program Jan 2018 Min Inv Inception
147 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
-9.02 250k 8/1/2015
146 Bulkara Capital
Bulkara Systematic Fund SP
-8.43 250k 4/1/2014
145 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-5.95 250k 2/1/2016
144 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-5.87 500k 7/1/2013
143 SandPointe
SandPointe All-Seasons Strategy
-5.01 5,000k 1/1/2015
142 Non Correlated Capital
Positive Theta Program
-3.96 250k 10/1/2007
141 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.75 3,000k 5/1/2010
140 Millburn Corporation
Multi-Markets Program
-3.56 25,000k 10/1/2004
139 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-3.19 100k 4/1/2014
138 Hartswell Capital Ltd
MP-1
-3.17 250k 1/1/2014
137 Emil van Essen
Long-Short Commodity Program
-3.14 1,000k 6/1/2013
136 Linnis
Linnis ONE, LP
-2.96 100k 8/1/2014
135 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.66 250k 11/1/2014
134 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.16 200k 5/1/2014
133 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.14 250k 10/1/2011
132 Automaton Trading LLC
Diversified
-2.06 500k 7/1/2014
131 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.04 3,000k 9/1/2015
130 DeltaHedge
VIXVOX 1
-2.02 250k 8/1/2015
129 Emil van Essen
Spread Trading Program Limited
-1.97 5,000k 7/1/2013
128 SandPointe
SandPointe Opportunities Strategy
-1.54 5,000k 5/1/2014
127 Urban Tree Capital, LLC
UTC Plus (Client)
-1.19 100k 3/1/2013
126 Eclipse Capital Management
Alpha Asia
-1.12 25,000k 1/1/2015
125 R Best LLC
R Best Private Client Program
-1.11 50k 2/1/2010
124 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
-1.02 100k 12/1/2014
123 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.78 100k 2/1/2010
122 Global Wealth Analytics, Inc.
Triple M
-0.75 1,000k 6/1/2014
121 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.53 10,000k 10/1/1993
120 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
-0.53 40k 1/1/2016
119 Seven Capital Management
Seven Fixed Income Fund
-0.49 100k 9/1/2010
118 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.42 100k 1/1/2000
117 Jaguar Investments Ltd
Aegir Capital Strategy
-0.36 1,000k 1/1/2012
116 Blake Capital Management, Inc.
SRD Currencies
-0.33 100k 3/1/2013
115 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.32 250k 3/1/2010
114 Emil van Essen
EvE Systematic Commodity Opportunities
-0.28 500k 5/1/2016
113 FORT LP
Fort Global Contrarian
-0.27 2,000k 10/1/2002
112 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.27 1,000k 1/1/2013
111 QTS Capital Management, LLC
Futures Managed Account
-0.21 100k 8/1/2012
110 Witter & Lester, Inc.
Redstone
-0.01 500k 9/1/1994
106 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
107 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
108 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
109 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
105 Superfund Group
Superfund Red EUR SICAV
0.05 10k 3/1/2013
104 Future Trade AG
Thales Swing Trading Programme
0.10 250k 6/1/2007
103 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.12 250k 9/1/2014
102 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.13 500k 1/1/2015
101 Paradox Capital Management
Sentiment Program (1X)
0.23 1,000k 1/1/2013
100 Blackwater Capital Management
Tactical Equity
0.26 500k 12/1/2013
99 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.49 1,000k 4/1/2015
98 Superfund Group
Superfund Red USD SICAV
0.67 10k 3/1/2013
97 QTS Capital Management, LLC
QTS Partners, L.P.
0.78 100k 1/1/2011
96 ProfitScore Capital Management
Long/Short US Treasury
0.80 10,000k 10/1/2015
95 QTS Capital Management, LLC
FX Managed Account
0.84 100k 1/1/2011
94 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.92 250k 7/1/2015
93 Cauldron Investments, LLC
Stock Index Plus
1.01 1,000k 10/1/2009
92 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.03 10,000k 2/1/2008
91 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.07 1,000k 1/1/2015
90 Tom Capital AG
Tom Capital Growth Fund
1.10 5,000k 12/1/2015
89 Red Rock Capital, LLC
Commodity Long-Short
1.13 500k 9/1/2013
88 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.18 1,000k 5/1/2014
87 Tianyou Asset Management, LLC
Tianyou Fund LP
1.24 100k 10/1/2012
86 Certeza Asset Management
Macro Vega
1.29 200k 1/1/2012
85 Robust Methods LLC
Macro Managed Account
1.37 5,000k 1/1/2005
84 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
1.37 200k 2/1/2015
83 County Cork LLC
County Cork Macro Equity Hedge
1.40 1,000k 2/1/2016
82 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.42 1,000k 3/1/2003
81 ROW Asset Managment
Row Currency Program
1.48 1,000k 11/1/2010
80 FORT LP
Fort Global Diversified
1.53 2,000k 10/1/1993
79 Silicon Valley Quantitative Advisors
UQP Large
1.54 500k 1/1/2009
78 Certeza Asset Management
Omni
1.57 500k 11/1/2014
77 ML Systems LLC
Sledon Classic (Client)
1.74 300k 8/1/2014
76 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.78 250k 5/1/2011
75 Independent View
IV Quantitative Futures Fund
1.88 100k 11/1/2012
74 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.92 750k 5/1/2015
73 Alee Capital Management, LLC
Poniente Program
2.03 2,500k 1/1/1999
72 Buckingham Global Advisors, LLC
Weekly Emini Program
2.09 200k 3/1/2015
71 Turk Capital LLC
US Market Hedge Strategy
2.17 250k 11/1/2015
70 SteppenWolf Capital LLC
Multi-Strategy Vol 10
2.35 3,000k 8/1/2011
69 Eamon Capital
Zephyr Program
2.47 600k 1/1/2016
68 Typhon Capital Management, LLC
Chiron Currency Program
2.59 250k 2/1/2008
67 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.60 100k 10/1/2011
66 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.68 1,000k 3/1/2007
65 Millburn Corporation
Commodity Program
2.70 25,000k 3/1/2005
64 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
2.78 100k 4/1/2015
63 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
2.79 10,000k 4/1/2004
62 NuWave Investment Management, LLC
Commodity Value Portfolio
2.84 2,000k 10/1/2014
61 Crabel Capital Management
WPD Crabel Futures Program
2.88 1,000k 7/1/2008
60 R Best LLC
World Select Program
2.92 2,000k 4/1/2016
59 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.97 250k 10/1/2009
58 ROW Asset Managment
Row Diversified Fund, L.P.
3.07 1,000k 11/1/2011
57 Garraway Capital Management LLP
Garraway Financial Trends
3.09 100k 9/1/2012
56 dormouse Limited
dormouse - Managed Account
3.25 10,000k 7/1/2011
55 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.30 5,000k 6/1/2010
54 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
3.30 1,000k 6/1/2014
53 Typhon Capital Management, LLC
Helios Deutsche
3.37 250k 4/1/2014
52 Turk Capital LLC
US Equity Long/Short Strategy
3.39 250k 4/1/2014
51 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
3.49 500k 6/1/2007
50 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
3.52 2,000k 7/1/2013
49 Soaring Pelican, LLC
Diversified S&P Program
3.60 100k 1/1/2011
48 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.79 1,000k 3/1/2003
47 Talenta Capital LLP
S&P 500 Momentum
3.96 950k 6/1/2014
46 Vivienne Investissement
OUESSANT UCITS FUND
3.98 100k 5/1/2012
45 Ring Capital Management LLC
S&P E-Mini Select
4.26 100k 1/1/2012
44 Seven Capital Management
Seven Absolute Return
4.33 100k 6/1/2009
43 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.40 1k 10/1/2006
42 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.50 5,000k 9/1/2009
41 Metolius Capital LLC
Metolius Diversified
4.51 100k 6/1/2010
40 Talenta Capital LLP
Diversified
4.70 950k 6/1/2014
39 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.89 5,000k 8/1/2000
38 Prolific Capital Markets, LLC
Prolific Swiss System
5.04 10,000k 1/1/2014
37 Quantica Capital AG
1X Quantica Managed Futures Fund
5.20 100k 1/1/2014
36 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
5.30 250k 5/1/2013
35 DUNN Capital Management
DUNN WMA Institutional Program
5.43 100k 10/1/2011
34 Glenhaven Capital LLC
Glenhaven Global II LP
5.56 25k 4/1/2012
33 Qbasis Invest
Qbasis i Trend Fund
5.72 1k 1/1/2014
32 ISAM
ISAM Systematic Trend Fund
5.80 1,000k 6/1/2001
31 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.89 50k 7/1/2011
30 Candriam Investor Group
Alternative Return Systemat
5.95 125k 1/1/2007
29 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
6.10 1,000k 1/1/2013
28 Tomas Capital Pty Ltd
GCAF | USD
6.16 1,500k 7/1/2011
27 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
6.50 250k 11/1/1996
26 Estlander & Partners
Freedom
6.59 20,000k 8/1/2010
25 EMC Capital Advisors, LLC
EMC Alpha Program
6.64 5,000k 6/1/2013
24 Aquantum
Aquantum Global Systematic Program (AGS)
7.19 5,000k 7/1/2013
23 Qbasis Invest
Qbasis All Trends UCITS Fund
7.25 100k 1/1/2016
22 EMC Capital Advisors, LLC
EMC Alpha Plus Program
7.59 3,000k 5/1/2014
21 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.95 20,000k 5/1/2013
20 Melissinos Trading
Eupatrid Program
7.96 50k 1/1/2011
19 Glider Trading LLP
Glider Trading Strategy (Class C)
8.10 500k 9/1/2013
18 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
8.15 1k 6/1/2009
17 Worldwide Capital Strategies
Profit Quest Macro World
8.57 100k 1/1/2010
16 Aspect Capital
Aspect Diversified Fund - Class A (USD)
8.72 100k 12/1/1998
15 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
8.93 40k 6/1/2015
14 Crabel Capital Management
Crabel Multi-Product
8.98 1,000k 3/1/1998
13 Conquest Capital Group
Conquest Select
9.56 250k 6/1/2004
12 Sandpiper Asset Management
Sandpiper Global Macro Program
9.78 1,000k 8/1/2012
11 Quantica Capital AG
2X Quantica Managed Futures Fund
10.20 100k 1/1/2014
10 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
10.36 1,000k 10/1/2006
9 Alee Capital Management, LLC
Mistral Program
10.63 2,500k 1/1/1999
8 Dreiss Research Corporation
Diversified Program
10.64 1,000k 5/1/1991
7 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
10.79 10,000k 3/1/1998
6 Aquantum
Aquantum Commodity Spread Program (ACS)
10.90 5,000k 7/1/2013
5 Vivienne Investissement
MACH 3
11.50 100k 6/1/2015
4 Chesapeake Capital
Diversified Plus (HV)
13.81 100k 4/1/1994
3 Angle Capital Management LLC
AIP Program
16.58 100k 1/1/2010
2 Purple Valley Capital, Inc.
Diversified Trend 1
17.56 100k 8/1/2008
1 Covenant Capital Management
Optimal Program
44.69 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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