Systematic Trader Index For October 2018

Monthly Rankings

Rank CTA/Program Oct 2018 Min Inv Inception
150 Purple Valley Capital, Inc.
Diversified Trend 1
-16.71 100k 8/1/2008
149 Qbasis Invest
Qbasis All Trends UCITS Fund
-14.84 100k 1/1/2016
148 Quantica Capital AG
2X Quantica Managed Futures Fund
-14.70 100k 1/1/2014
147 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-13.78 500k 1/1/2015
146 Worldwide Capital Strategies
Profit Quest Macro World
-13.77 100k 1/1/2010
145 ISAM
ISAM Systematic Trend Fund
-11.36 1,000k 6/1/2001
144 Vivienne Investissement
MACH 3
-10.98 100k 6/1/2015
143 Talenta Capital LLP
S&P 500 Momentum
-10.37 950k 2/1/2017
142 Qbasis Invest
Qbasis i Trend Fund
-10.18 1k 1/1/2014
141 Estlander & Partners
Alpha Trend II - Class P
-10.06 100k 12/1/2008
140 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-9.82 1,000k 10/1/2006
139 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-9.71 10,000k 3/1/1998
138 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.23 100k 12/1/1998
137 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-7.90 250k 11/1/1996
136 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-7.56 250k 2/1/2016
135 Turk Capital LLC
US Equity Long/Short Strategy
-7.44 250k 4/1/2014
134 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-7.37 1,000k 1/1/2015
133 Quantica Capital AG
1X Quantica Managed Futures Fund
-7.30 100k 1/1/2014
132 Chesapeake Capital
Diversified Plus (HV)
-6.88 100k 4/1/1994
131 Blackwater Capital Management
Tactical Equity
-6.24 500k 12/1/2013
130 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-5.99 1,000k 5/1/2014
129 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-5.95 40k 1/1/2016
128 DUNN Capital Management
DUNN WMA Institutional Program
-5.92 100k 10/1/2011
127 Silicon Valley Quantitative Advisors
UQP Large
-5.91 500k 1/1/2009
126 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-5.40 3,000k 9/1/2015
125 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-5.32 3,000k 5/1/2010
124 Emil van Essen
EvE Systematic Commodity Opportunities
-5.32 500k 5/1/2016
123 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-5.16 1,000k 1/1/2013
122 Estlander & Partners
Freedom
-5.11 20,000k 8/1/2010
121 Buckingham Global Advisors, LLC
Weekly Emini Program
-4.95 200k 3/1/2015
120 Candriam Investor Group
Alternative Return Systemat
-4.89 125k 1/1/2007
119 Superfund Group
Superfund Red EUR SICAV
-4.81 10k 3/1/2013
118 Tomas Capital Pty Ltd
GCAF | USD
-4.80 1,500k 7/1/2011
117 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.43 50k 7/1/2011
116 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-4.43 3,000k 5/1/2014
115 Superfund Group
Superfund Red USD SICAV
-4.36 10k 3/1/2013
114 Red Rock Capital, LLC
Commodity Long-Short
-4.30 500k 9/1/2013
113 EMC Capital Advisors, LLC
EMC Alpha Program
-4.11 5,000k 6/1/2013
112 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-3.98 60k 9/1/2016
111 Turk Capital LLC
US Market Hedge Strategy
-3.96 250k 11/1/2015
110 Alder Capital DAC
CALM Eurozone Equity Program
-3.70 100k 5/1/2015
109 Vivienne Investissement
OUESSANT UCITS FUND (A)
-3.70 100k 5/1/2012
108 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-3.68 3,000k 8/1/2011
107 Certeza Asset Management
4x Omni
-3.65 1,000k 11/1/2014
106 Bulkara Capital
Bulkara Systematic Fund SP
-3.57 250k 4/1/2014
105 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-3.53 500k 8/1/2007
104 FORT LP
Fort Global Contrarian
-3.49 2,000k 10/1/2002
103 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-3.46 5,000k 9/1/2009
102 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-3.18 100k 4/1/2015
101 Certeza Asset Management
4x Macro Vega
-3.18 1,000k 1/1/2012
100 Global Wealth Analytics, Inc.
Triple M
-3.04 1,000k 6/1/2014
99 Seven Capital Management
Seven Absolute Return
-2.92 100k 6/1/2009
98 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.85 1k 6/1/2009
97 Crabel Capital Management
WPD Crabel Futures Program
-2.79 1,000k 7/1/2008
96 Emil van Essen
Spread Trading Program Limited
-2.68 5,000k 7/1/2013
95 Pinstripe Trading, LLC
Standard
-2.68 125k 8/1/2009
94 R Best LLC
R Best Private Client Program
-2.59 50k 2/1/2010
93 Millburn Ridgefield Corporation
Commodity Program
-2.50 25,000k 3/1/2005
92 Talenta Capital LLP
Diversified
-2.32 950k 6/1/2014
91 DeltaHedge
VIXVOX 1
-2.23 250k 8/1/2015
90 DeltaHedge
VIXVOX 2
-2.15 250k 8/1/2015
89 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-2.02 500k 9/1/2015
88 dormouse Limited
dormouse Fund B Shares
-1.72 10,000k 8/1/2016
87 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.62 250k 5/1/2011
86 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.50 10,000k 10/1/1993
85 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.45 1k 10/1/2006
84 Jaguar Investments Ltd
Aegir Capital Strategy
-1.45 1,000k 1/1/2012
83 Vortex
Currency Program
-1.43 500k 1/1/2014
82 Global Sigma Group, LLC
Global Sigma BondVOL LP
-1.42 1,000k 4/1/2015
81 dormouse Limited
dormouse - Managed Account
-1.31 10,000k 7/1/2011
80 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.30 250k 10/1/2011
79 County Cork LLC
County Cork Macro Equity Hedge
-1.25 1,000k 2/1/2016
78 Typhon Capital Management, LLC
Chiron Currency Program
-1.12 250k 2/1/2008
77 FORT LP
Fort Global Diversified
-1.04 2,000k 10/1/1993
76 Garraway Capital Management LLP
Garraway Financial Trends
-0.95 100k 9/1/2012
75 R Best LLC
World Select Program
-0.83 2,000k 4/1/2016
74 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.62 2,000k 10/1/2014
73 Conquest Capital Group
Conquest Select
-0.48 250k 6/1/2004
72 Future Trade AG
Thales Swing Trading Programme
-0.43 250k 6/1/2007
71 Emil van Essen
Long-Short Commodity Program
-0.20 1,000k 6/1/2013
70 Blackwater Capital Management
ForesightML
-0.19 5,000k 7/1/2016
69 Blake Capital Management, Inc.
SRD Short Equities
-0.19 100k 1/1/2011
68 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
67 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.13 1,000k 3/1/2003
66 Soaring Pelican, LLC
Diversified S&P Program
-0.08 100k 1/1/2011
49 Centurion Investment Management Inc.
Composite
0.00 10,000k 8/1/2012
50 Centurion Investment Management Inc.
Zero Margin Program
0.00 1,000k 5/1/2016
51 Hartswell Capital Ltd
MP-1
0.00 250k 1/1/2014
52 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.00 1,000k 6/1/2014
53 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
54 Cauldron Investments, LLC
Stock Index Plus
0.00 1,000k 10/1/2009
55 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
56 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
57 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
58 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
59 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
60 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
61 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
62 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
63 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.00 100k 2/1/2010
64 Covenant Capital Management
Optimal Program
0.00 10k 2/1/2014
65 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
48 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.07 1,000k 3/1/2003
47 Automaton Trading LLC
Diversified
0.13 500k 7/1/2014
46 Turning Wheel Capital, Inc.
Pure Alpha
0.15 10,000k 1/1/2012
45 Blake Capital Management, Inc.
SRD Currencies
0.17 100k 3/1/2013
44 Typhon Capital Management, LLC
Helios Deutsche
0.30 250k 4/1/2014
43 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.37 100k 10/1/2011
42 ML Systems LLC
Sledon Classic (Client)
0.42 300k 8/1/2014
41 Meliora Capital LLP
Commodity Absolute Return (1x)
0.43 250k 11/1/2014
40 Robust Methods LLC
Macro Managed Account
0.49 5,000k 1/1/2005
39 QTS Capital Management, LLC
FX Managed Account
0.50 100k 1/1/2011
38 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.53 250k 3/1/2010
37 Sandpiper Asset Management
Sandpiper Global Macro Program
0.56 1,000k 8/1/2012
36 Tom Capital AG
Tom Capital Growth Fund
0.60 5,000k 12/1/2015
35 Pearl Capital Advisors, LLC
Hedged VIX Program
0.64 500k 10/1/2015
34 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.74 100k 1/1/2014
33 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.88 500k 6/1/2007
32 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
1.03 250k 7/1/2015
31 Millburn Ridgefield Corporation
Multi-Markets Program
1.09 25,000k 10/1/2004
30 Aquantum
Aquantum Commodity Spread Program (ACS)
1.22 5,000k 7/1/2013
29 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.25 1,000k 3/1/2007
28 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.34 5,000k 6/1/2010
27 Metolius Capital LLC
Metolius Diversified
1.38 100k 6/1/2010
26 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.48 2,000k 7/1/2016
25 Emil van Essen
Long-Short Commodity Program - Accelerated
1.65 200k 5/1/2014
24 QTS Capital Management, LLC
QTS Partners, L.P.
1.68 100k 1/1/2011
23 Eamon Capital
Zephyr Program
1.68 600k 1/1/2016
22 ProfitScore Capital Management
Long/Short US Treasury
1.76 10,000k 10/1/2015
21 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
1.85 100k 4/1/2014
20 Crabel Capital Management
Crabel Multi-Product
1.89 1,000k 3/1/1998
19 Alee Capital Management, LLC
Mistral Program
1.93 2,500k 1/1/1999
18 Independent View
IV Quantitative Futures Fund
2.13 100k 11/1/2012
17 Eclipse Capital Management
Alpha Asia
2.62 25,000k 1/1/2015
16 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
2.82 1,000k 12/1/2014
15 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.87 5,000k 11/1/2012
14 Glendorn Capital Management LLC
MultiWeek Trading Strategy
3.09 1,500k 10/1/2016
13 QTS Capital Management, LLC
Tail Reaper
3.27 100k 8/1/2012
12 Prolific Capital Markets, LLC
Prolific Swiss System
3.33 10,000k 1/1/2014
11 Tianyou Asset Management, LLC
Tianyou Fund LP
3.55 100k 10/1/2012
10 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.70 250k 5/1/2013
9 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
3.74 500k 10/1/2014
8 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.77 40k 6/1/2015
7 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.99 1,000k 5/1/2015
6 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
4.20 5,000k 9/1/2013
5 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
6.34 20,000k 5/1/2013
4 Linnis
Linnis ONE, LP
7.31 100k 8/1/2014
3 Urban Tree Capital, LLC
UTC Plus (Client)
8.08 100k 3/1/2013
2 Ring Capital Management LLC
S&P E-Mini Select
8.85 100k 1/1/2012
1 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
14.13 250k 10/1/2009

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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