Systematic Trader Index For November 2018

Monthly Rankings

Rank CTA/Program Nov 2018 Min Inv Inception
151 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-13.41 500k 8/1/2007
150 Enduring Investments LLC
Enduring Commodity Alpha
-9.76 500k 9/1/2015
149 Estlander & Partners
Freedom
-6.92 20,000k 8/1/2010
148 Tomas Capital Pty Ltd
GCAF | USD
-5.98 1,500k 7/1/2011
147 Vortex
Currency Program
-5.27 500k 1/1/2014
146 Alee Capital Management, LLC
Mistral Program
-4.91 2,500k 1/1/1999
145 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.90 50k 7/1/2011
144 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.29 20,000k 5/1/2013
143 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-4.11 1,000k 1/1/2015
142 Independent View
IV Quantitative Futures Fund
-4.10 100k 11/1/2012
141 Emil van Essen
EvE Systematic Commodity Opportunities
-3.91 500k 5/1/2016
140 DeltaHedge
VIXVOX 1
-3.58 250k 8/1/2015
139 Worldwide Capital Strategies
Profit Quest Macro World
-3.53 100k 1/1/2010
138 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.44 100k 1/1/2016
137 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.16 1,000k 1/1/2013
136 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.90 5,000k 6/1/2010
135 DUNN Capital Management
DUNN WMA Institutional Program
-2.87 100k 10/1/2011
134 Red Rock Capital, LLC
Commodity Long-Short
-2.71 500k 9/1/2013
133 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-2.70 1,250k 10/1/2016
132 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.65 1k 6/1/2009
131 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.61 10,000k 2/1/2008
130 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.40 5,000k 7/1/2013
129 Anderson Creek Trading
Standard Diversified Strategy
-2.15 250k 7/1/2014
128 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.04 100k 12/1/1998
127 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.97 5,000k 11/1/2012
126 Chesapeake Capital
Diversified Plus (HV)
-1.90 100k 4/1/1994
125 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.88 250k 11/1/1996
124 Global Wealth Analytics, Inc.
Triple M
-1.58 1,000k 6/1/2014
123 Garraway Capital Management LLP
Garraway Financial Trends
-1.54 100k 9/1/2012
122 dormouse Limited
dormouse Fund B Shares
-1.52 10,000k 8/1/2016
121 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.34 1k 10/1/2006
120 DeltaHedge
VIXVOX 2
-1.24 250k 8/1/2015
119 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.15 1,000k 3/1/2007
118 FORT LP
Fort Global Contrarian
-1.14 2,000k 10/1/2002
117 dormouse Limited
dormouse - Managed Account
-1.13 10,000k 7/1/2011
116 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.10 250k 5/1/2013
115 514 Capital Partners
514 Fund
-1.08 100k 11/1/2013
114 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.08 500k 6/1/2007
113 NuWave Investment Management, LLC
Commodity Value Portfolio
-1.04 2,000k 10/1/2014
112 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.00 5,000k 9/1/2013
111 Centurion Investment Management Inc.
Composite
-0.97 10,000k 8/1/2012
110 Prolific Capital Markets, LLC
Prolific Swiss System
-0.76 10,000k 1/1/2014
109 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.65 1,000k 10/1/2006
108 Future Trade AG
Thales Swing Trading Programme
-0.63 250k 6/1/2007
107 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.57 100k 2/1/2010
106 Seven Capital Management
Seven Absolute Return
-0.56 100k 6/1/2009
105 Emil van Essen
Spread Trading Program Limited
-0.55 5,000k 7/1/2013
104 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.55 1,000k 3/1/2003
103 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.53 10,000k 3/1/1998
102 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.49 100k 10/1/2011
101 Soaring Pelican, LLC
Diversified S&P Program
-0.48 100k 1/1/2011
100 Typhon Capital Management, LLC
Chiron Currency Program
-0.48 250k 2/1/2008
99 Crabel Capital Management
Crabel Multi-Product
-0.46 1,000k 3/1/1998
98 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.42 100k 4/1/2015
97 Alder Capital DAC
CALM Eurozone Equity Program
-0.39 250k 5/1/2015
96 Robust Methods LLC
Macro Managed Account
-0.38 5,000k 1/1/2005
95 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.33 250k 5/1/2011
94 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.27 2,000k 7/1/2016
93 Blake Capital Management, Inc.
SRD Currencies
-0.22 100k 3/1/2013
92 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
91 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.13 1,000k 3/1/2003
90 Blake Capital Management, Inc.
SRD Short Equities
-0.09 100k 1/1/2011
89 Metolius Capital LLC
Metolius Diversified
-0.07 100k 6/1/2010
88 Eamon Capital
Zephyr Program
-0.01 600k 1/1/2016
71 Pearl Capital Advisors, LLC
Hedged VIX Program
0.00 500k 10/1/2015
73 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
74 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
85 Certeza Asset Management
Macro Vega
0.00 200k 1/1/2012
86 Certeza Asset Management
Omni
0.00 500k 11/1/2014
82 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
77 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
78 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
81 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
84 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
76 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
75 ISAM
ISAM Systematic Trend Fund
0.00 1,000k 6/1/2001
72 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.00 1,000k 12/1/2014
80 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
79 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
83 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
87 Blackwater Capital Management
Tactical Equity
0.00 500k 12/1/2013
70 Centurion Investment Management Inc.
Zero Margin Program
0.04 1,000k 5/1/2016
69 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
0.11 40k 1/1/2016
68 W.G. Wealth Guardian Ltd.
GVR Program
0.11 60k 9/1/2016
67 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.12 3,000k 5/1/2010
66 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.13 40k 6/1/2015
65 QTS Capital Management, LLC
FX Managed Account
0.16 100k 1/1/2011
64 Automaton Trading LLC
Diversified
0.18 500k 7/1/2014
63 Pinstripe Trading, LLC
Standard
0.21 125k 8/1/2009
62 Orion Asset Management
Algorithmic Trading Program
0.33 10k 1/1/2013
61 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.38 250k 7/1/2015
60 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.47 100k 1/1/2014
59 Turk Capital LLC
US Market Hedge Strategy
0.55 250k 11/1/2015
58 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.71 250k 2/1/2016
57 Qbasis Invest
Qbasis i Trend Fund
0.78 1k 1/1/2014
56 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.86 500k 10/1/2014
55 Vivienne Investissement
OUESSANT UCITS FUND
0.94 100k 5/1/2012
54 ML Systems LLC
Sledon Classic (Client)
0.99 300k 8/1/2014
53 Jaguar Investments Ltd
Aegir Capital Strategy
1.00 1,000k 1/1/2012
52 Superfund Group
Superfund Red EUR SICAV
1.05 10k 3/1/2013
51 Crabel Capital Management
WPD Crabel Futures Program
1.06 1,000k 7/1/2008
50 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.08 1,000k 4/1/2015
49 County Cork LLC
County Cork Macro Equity Hedge
1.09 1,000k 2/1/2016
48 EMC Capital Advisors, LLC
EMC Alpha Program
1.17 5,000k 6/1/2013
47 QTS Capital Management, LLC
Futures Managed Account
1.19 500k 8/1/2012
46 R Best LLC
World Select Program
1.20 2,000k 4/1/2016
45 Turk Capital LLC
US Equity Long/Short Strategy
1.25 250k 4/1/2014
44 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.31 10,000k 10/1/1993
43 QTS Capital Management, LLC
QTS Partners, L.P.
1.36 100k 1/1/2011
42 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.55 750k 5/1/2015
41 Buckingham Global Advisors, LLC
Weekly Emini Program
1.56 200k 3/1/2015
40 Blackwater Capital Management
ForesightML
1.56 5,000k 7/1/2016
39 Superfund Group
Superfund Red USD SICAV
1.60 10k 3/1/2013
38 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
1.63 500k 9/1/2015
37 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.70 250k 10/1/2009
36 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.72 3,000k 5/1/2014
35 Millburn Corporation
Multi-Markets Program
1.86 25,000k 10/1/2004
34 FORT LP
Fort Global Diversified
1.90 2,000k 10/1/1993
33 Linnis
Linnis ONE, LP
1.90 100k 8/1/2014
32 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.92 250k 3/1/2010
31 Quantica Capital AG
1X Quantica Managed Futures Fund
2.00 100k 1/1/2014
30 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.11 100k 4/1/2014
29 Typhon Capital Management, LLC
Helios Deutsche
2.22 250k 4/1/2014
28 Talenta Capital LLP
S&P 500 Momentum
2.35 950k 6/1/2014
27 Melissinos Trading
Eupatrid Program
2.35 50k 1/1/2011
26 SteppenWolf Capital LLC
Multi-Strategy Vol 10
2.41 3,000k 8/1/2011
25 Emil van Essen
Long-Short Commodity Program - Accelerated
2.46 200k 5/1/2014
24 Tianyou Asset Management, LLC
Tianyou Fund LP
2.49 100k 10/1/2012
23 Estlander & Partners
Alpha Trend II - Class P
2.70 100k 12/1/2008
22 Sandpiper Asset Management
Sandpiper Global Macro Program
2.82 1,000k 8/1/2012
21 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
3.04 25k 2/1/2016
20 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.05 1,000k 5/1/2014
19 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
3.06 500k 1/1/2015
18 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
17 Vivienne Investissement
MACH 3
3.93 100k 6/1/2015
16 Tom Capital AG
Tom Capital Growth Fund
4.00 5,000k 12/1/2015
15 Urban Tree Capital, LLC
UTC Plus (Client)
4.17 100k 3/1/2013
14 ROW Asset Managment
Row Diversified Fund, L.P.
4.53 1,000k 11/1/2011
13 Silicon Valley Quantitative Advisors
UQP Large
4.68 500k 1/1/2009
12 R Best LLC
R Best Private Client Program
4.78 50k 2/1/2010
11 Talenta Capital LLP
Diversified
4.81 950k 6/1/2014
10 Bulkara Capital
Bulkara Systematic Fund SP
5.03 250k 4/1/2014
9 Meliora Capital LLP
Commodity Absolute Return (1x)
5.06 250k 11/1/2014
8 NuWave Investment Management, LLC
NuWave Matrix Portfolio
5.22 3,000k 9/1/2015
7 Emil van Essen
Long-Short Commodity Program
5.34 1,000k 6/1/2013
6 Hartswell Capital Ltd
MP-1
6.17 250k 1/1/2014
5 Eclipse Capital Management
Alpha Asia
6.57 25,000k 1/1/2015
4 Millburn Corporation
Commodity Program
6.73 25,000k 3/1/2005
3 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
7.78 5,000k 9/1/2009
2 Kopis Capital Management, LLC
Commodity Long Only
8.27 500k 1/1/2014
1 ROW Asset Managment
ROW Diversified 2X Fund, LP
8.86 1,000k 8/1/2016

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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