Systematic Trader Index For December 2018

Monthly Rankings

Rank CTA/Program Dec 2018 Min Inv Inception
156 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-15.89 500k 8/1/2007
155 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-14.49 25k 2/1/2016
154 Kopis Capital Management, LLC
Commodity Long Only
-14.30 500k 1/1/2014
153 ML Systems LLC
Sledon Classic (Client)
-8.08 300k 8/1/2014
152 LEVEX Capital Management Inc.
3636 DayTrading
-7.92 36k 1/1/2017
151 DeltaHedge
VIXVOX 1
-7.49 250k 8/1/2015
150 Chesapeake Capital
Diversified Plus (HV)
-6.79 100k 4/1/1994
149 Soaring Pelican, LLC
Diversified S&P Program
-6.60 100k 1/1/2011
148 Silicon Valley Quantitative Advisors
UQP Large
-6.55 500k 1/1/2009
147 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-5.88 100k 4/1/2014
146 Talenta Capital LLP
S&P 500 Momentum
-5.22 950k 2/1/2017
145 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-5.19 250k 2/1/2016
144 Emil van Essen
Spread Trading Program Limited
-4.85 5,000k 7/1/2013
143 Turk Capital LLC
US Equity Long/Short Strategy
-4.78 250k 4/1/2014
142 Talenta Capital LLP
Diversified
-4.08 950k 6/1/2014
141 Hartswell Capital Ltd
MP-1
-3.42 250k 1/1/2014
140 DeltaHedge
VIXVOX 2
-3.39 250k 8/1/2015
139 514 Capital Partners
514 Fund
-3.31 100k 11/1/2013
138 R Best LLC
R Best Private Client Program
-3.18 50k 2/1/2010
137 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-3.06 500k 6/1/2007
136 Cauldron Investments, LLC
Cauldron Systematic
-3.04 500k 1/1/2017
135 FORT LP
Fort Global Diversified
-3.00 2,000k 10/1/1993
134 Emil van Essen
EvE Systematic Commodity Opportunities
-2.83 500k 5/1/2016
133 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-2.69 100k 4/1/2015
132 Alder Capital DAC
CALM Eurozone Equity Program
-2.59 100k 5/1/2015
131 Turk Capital LLC
US Market Hedge Strategy
-2.46 250k 11/1/2015
130 Red Rock Capital, LLC
Commodity Long-Short
-2.30 500k 9/1/2013
129 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.19 1,000k 1/1/2013
128 Independent View
IV Quantitative Futures Fund
-2.12 100k 11/1/2012
127 R Best LLC
World Select Program
-2.10 2,000k 4/1/2016
126 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-2.00 500k 10/1/2014
125 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.96 10,000k 10/1/1993
124 Blackwater Capital Management
ForesightML
-1.90 5,000k 7/1/2016
123 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.65 250k 5/1/2011
122 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.62 250k 10/1/2011
121 Buckingham Global Advisors, LLC
Weekly Emini Program
-1.38 200k 3/1/2015
120 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-1.30 1,000k 5/1/2015
119 FORT LP
Fort Global Contrarian
-1.22 2,000k 10/1/2002
118 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.03 50k 7/1/2011
117 Pinstripe Trading, LLC
Standard
-0.99 125k 8/1/2009
116 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.89 250k 11/1/1996
115 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.88 100k 12/1/1998
114 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.81 1,000k 12/1/2014
113 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.75 250k 11/1/2014
112 Typhon Capital Management, LLC
Helios Deutsche
-0.73 250k 4/1/2014
111 QTS Capital Management, LLC
QTS Partners, L.P.
-0.59 100k 1/1/2011
110 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.52 2,000k 7/1/2016
109 Future Trade AG
Thales Swing Trading Programme
-0.50 250k 6/1/2007
108 QTS Capital Management, LLC
FX Managed Account
-0.47 100k 1/1/2011
107 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
-0.38 250k 3/1/2010
106 Typhon Capital Management, LLC
Chiron Currency Program
-0.32 250k 2/1/2008
105 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.23 5,000k 8/1/2000
104 QTS Capital Management, LLC
Tail Reaper
-0.22 100k 8/1/2012
103 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.21 100k 2/1/2010
102 Blake Capital Management, Inc.
SRD Currencies
-0.14 100k 3/1/2013
101 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.11 1,000k 3/1/2003
100 Blake Capital Management, Inc.
SRD Short Equities
-0.08 100k 1/1/2011
99 County Cork LLC
County Cork Macro Equity Hedge
-0.06 1,000k 2/1/2016
98 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.04 1,500k 10/1/2016
90 Ring Capital Management LLC
S&P E-Mini Select
0.00 100k 1/1/2012
82 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
95 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
85 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
84 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
97 Global Wealth Analytics, Inc.
Triple M
0.00 1,000k 6/1/2014
83 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
86 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
88 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.00 3,000k 5/1/2010
93 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.00 500k 1/1/2015
89 Qbasis Invest
Qbasis i Trend Fund
0.00 1k 1/1/2014
96 Qbasis Invest
Qbasis All Trends UCITS Fund
0.00 100k 1/1/2016
87 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
91 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
92 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
94 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
81 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.01 1,000k 3/1/2003
80 W.G. Wealth Guardian Ltd.
GVR Program
0.10 60k 9/1/2016
79 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
0.10 40k 1/1/2016
78 Centurion Investment Management Inc.
Zero Margin Program
0.11 1,000k 5/1/2016
77 Tomas Capital Pty Ltd
GCAF | USD
0.12 1,500k 7/1/2011
76 Superfund Group
Superfund Green EUR SICAV
0.15 5k 1/1/2017
75 Superfund Group
Superfund Green USD SICAV
0.16 5k 1/1/2017
74 Aquantum
Aquantum Commodity Spread Program (ACS)
0.18 5,000k 7/1/2013
73 Eamon Capital
Zephyr Program
0.18 600k 1/1/2016
72 EMC Capital Advisors, LLC
EMC Alpha Program
0.18 5,000k 6/1/2013
71 Enduring Investments LLC
Enduring Commodity Alpha
0.18 500k 9/1/2015
70 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.29 1,000k 3/1/2007
69 NuWave Investment Management, LLC
Commodity Value Portfolio
0.38 2,000k 10/1/2014
68 Aquantum
ACS Energies
0.38 5,000k 1/1/2017
67 Vortex
Currency Program
0.38 500k 1/1/2014
66 Centurion Investment Management Inc.
Composite
0.41 10,000k 8/1/2012
65 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.54 250k 10/1/2009
64 Emil van Essen
Long-Short Commodity Program
0.60 1,000k 6/1/2013
63 Prolific Capital Markets, LLC
Prolific Swiss System
0.65 10,000k 1/1/2014
62 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.75 3,000k 5/1/2014
61 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.95 1,000k 4/1/2015
60 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
0.95 1,000k 1/1/2015
59 Automaton Trading LLC
Diversified
0.98 500k 7/1/2014
58 Seven Capital Management
Seven Absolute Return
0.99 100k 6/1/2009
57 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
1.00 100k 1/1/2014
56 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.00 5,000k 9/1/2009
55 Pearl Capital Advisors, LLC
Hedged VIX Program
1.00 500k 10/1/2015
54 Jaguar Investments Ltd
Aegir Capital Strategy
1.09 1,000k 1/1/2012
53 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
1.17 500k 9/1/2015
52 Covenant Capital Management
Tactical Growth Program
1.19 100k 1/1/2017
51 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
1.21 250k 7/1/2015
50 Bulkara Capital
Bulkara Systematic Fund SP
1.23 250k 4/1/2014
49 Alee Capital Management, LLC
Mistral Program
1.66 2,500k 1/1/1999
48 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.70 250k 5/1/2013
47 Millburn Corporation
Multi-Markets Program
1.84 25,000k 10/1/2004
46 Urban Tree Capital, LLC
UTC Plus (Client)
1.91 100k 3/1/2013
45 Eclipse Capital Management
Alpha Asia
2.00 25,000k 1/1/2015
44 DUNN Capital Management
DUNN WMA Institutional Program
2.01 100k 10/1/2011
43 Linnis
Linnis ONE, LP
2.43 100k 8/1/2014
42 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.48 1k 10/1/2006
41 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.51 100k 10/1/2011
40 dormouse Limited
dormouse - Managed Account
2.56 10,000k 7/1/2011
39 Vivienne Investissement
OUESSANT UCITS FUND
2.65 100k 5/1/2012
38 Estlander & Partners
Alpha Trend II - Class P
2.84 100k 12/1/2008
37 Metolius Capital LLC
Metolius Diversified
2.89 100k 6/1/2010
36 Purple Valley Capital, Inc.
Diversified Trend 1
2.97 100k 8/1/2008
35 Quantica Capital AG
1X Quantica Managed Futures Fund
3.10 100k 1/1/2014
34 Tom Capital AG
Tom Capital Growth Fund
3.20 5,000k 12/1/2015
33 Emil van Essen
Long-Short Commodity Program - Accelerated
3.36 200k 5/1/2014
32 dormouse Limited
dormouse Fund A Shares
3.44 1,000k 1/1/2017
31 dormouse Limited
dormouse Fund B Shares
3.45 10,000k 8/1/2016
30 Conquest Capital Group
Conquest Select
3.55 250k 6/1/2004
29 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.68 1,000k 5/1/2014
28 Millburn Corporation
Commodity Program
3.76 25,000k 3/1/2005
27 Tianyou Asset Management, LLC
Tianyou Fund LP
4.20 100k 10/1/2012
26 SteppenWolf Capital LLC
Multi-Strategy Vol 10
4.23 3,000k 8/1/2011
25 Anderson Creek Trading
Standard Diversified Strategy
4.25 250k 7/1/2014
24 Robust Methods LLC
Macro Managed Account
4.31 5,000k 1/1/2005
23 NuWave Investment Management, LLC
NuWave Matrix Portfolio
4.42 3,000k 9/1/2015
22 Superfund Group
Superfund Green GOLD SICAV
4.63 20k 1/1/2017
21 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
4.78 5,000k 9/1/2013
20 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.83 5,000k 6/1/2010
19 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.84 1k 6/1/2009
18 Superfund Group
Superfund Red USD SICAV
5.06 10k 3/1/2013
17 Superfund Group
Superfund Red EUR SICAV
5.09 10k 3/1/2013
16 Garraway Capital Management LLP
Garraway Financial Trends
5.15 100k 9/1/2012
15 Sandpiper Asset Management
Sandpiper Global Macro Program
5.63 1,000k 8/1/2012
14 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.99 5,000k 11/1/2012
13 Quantica Capital AG
2X Quantica Managed Futures Fund
6.00 100k 1/1/2014
12 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
6.19 1,000k 10/1/2006
11 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
6.19 10,000k 3/1/1998
10 Superfund Group
Superfund Red One SP I - Class A EUR
6.26 10k 1/1/2017
9 Estlander & Partners
Freedom
6.65 20,000k 8/1/2010
8 Superfund Group
Superfund Red One SP I - Class A USD
6.82 10k 1/1/2017
7 Worldwide Capital Strategies
Profit Quest Macro World
7.33 100k 1/1/2010
6 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
7.55 40k 6/1/2015
5 Vivienne Investissement
MACH 3
9.27 100k 6/1/2015
4 Superfund Group
Superfund Green SILVER SICAV
9.47 20k 1/1/2017
3 Superfund Group
Superfund Red One SP I - Class A Gold
11.46 10k 1/1/2017
2 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
14.15 20,000k 5/1/2013
1 Superfund Group
Superfund Red One SP I - Class A Silver
16.46 10k 1/1/2017

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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