Systematic Trader Index For February 2018

Monthly Rankings

Rank CTA/Program Feb 2018 Min Inv Inception
148 Covenant Capital Management
Optimal Program
-36.32 10k 2/1/2014
147 Glenhaven Capital LLC
Glenhaven Global II LP
-31.24 25k 4/1/2012
146 Tianyou Asset Management, LLC
Tianyou Fund LP
-25.46 100k 10/1/2012
145 Tomas Capital Pty Ltd
GCAF | USD
-21.35 1,500k 7/1/2011
144 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-20.98 50k 7/1/2011
143 Ring Capital Management LLC
S&P E-Mini Select
-19.41 100k 1/1/2012
142 Dreiss Research Corporation
Diversified Program
-18.83 1,000k 5/1/1991
141 Purple Valley Capital, Inc.
Diversified Trend 1
-16.35 100k 8/1/2008
140 Estlander & Partners
Alpha Trend II - Class P
-13.77 100k 12/1/2008
139 ISAM
ISAM Systematic Trend Fund
-13.11 1,000k 6/1/2001
138 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-12.63 250k 11/1/1996
137 Cauldron Investments, LLC
Stock Index Plus
-11.83 1,000k 10/1/2009
136 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-11.59 1k 6/1/2009
135 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-10.52 1,000k 5/1/2014
134 Superfund Group
Superfund Red EUR SICAV
-10.46 10k 3/1/2013
133 Chesapeake Capital
Diversified Plus (HV)
-10.34 100k 4/1/1994
132 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.86 100k 12/1/1998
131 Superfund Group
Superfund Red USD SICAV
-9.83 10k 3/1/2013
130 DUNN Capital Management
DUNN WMA Institutional Program
-9.63 100k 10/1/2011
129 Garraway Capital Management LLP
Garraway Financial Trends
-9.50 100k 9/1/2012
128 Qbasis Invest
Qbasis i Trend Fund
-9.46 1k 1/1/2014
127 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-9.32 40k 6/1/2015
126 Talenta Capital LLP
S&P 500 Momentum
-9.12 950k 6/1/2014
125 Candriam Investor Group
Alternative Return Systemat
-9.02 125k 1/1/2007
124 Angle Capital Management LLC
AIP Program
-9.01 100k 1/1/2010
123 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-8.93 200k 2/1/2015
122 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.90 100k 1/1/2014
121 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-8.60 2,000k 7/1/2013
120 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-8.48 3,000k 9/1/2015
119 Conquest Capital Group
Conquest Select
-8.21 250k 6/1/2004
118 SandPointe
SandPointe Opportunities Strategy
-8.11 5,000k 5/1/2014
117 Quality Capital Management
Alpha Financials Program
-7.99 10,000k 6/1/2012
116 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-7.50 1,000k 10/1/2006
115 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-7.39 10,000k 3/1/1998
114 Melissinos Trading
Eupatrid Program
-7.15 50k 1/1/2011
113 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-7.09 1,000k 1/1/2013
112 Blackwater Capital Management
Tactical Equity
-6.93 500k 12/1/2013
111 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-6.73 3,000k 8/1/2011
110 Pinstripe Trading, LLC
Standard
-6.63 125k 8/1/2009
109 Talenta Capital LLP
Diversified
-6.57 950k 6/1/2014
108 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-6.49 3,000k 5/1/2014
107 Automaton Trading LLC
Diversified
-6.44 500k 7/1/2014
106 ROW Asset Managment
Row Diversified Fund, L.P.
-6.42 1,000k 11/1/2011
105 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.13 250k 5/1/2011
104 Vivienne Investissement
MACH 3
-5.99 100k 6/1/2015
103 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-5.87 1k 10/1/2006
102 Glider Trading LLP
Glider Trading Strategy (Class C)
-5.71 500k 9/1/2013
101 Millburn Corporation
Commodity Program
-5.53 25,000k 3/1/2005
100 EMC Capital Advisors, LLC
EMC Alpha Program
-5.50 5,000k 6/1/2013
99 Millburn Corporation
Multi-Markets Program
-5.28 25,000k 10/1/2004
98 SandPointe
SandPointe All-Seasons Strategy
-5.22 5,000k 1/1/2015
97 Seven Capital Management
Seven Absolute Return
-5.21 100k 6/1/2009
96 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.17 1,000k 3/1/2003
95 Aquantum
Aquantum Global Systematic Program (AGS)
-5.10 5,000k 7/1/2013
94 Witter & Lester, Inc.
Redstone
-4.84 500k 9/1/1994
93 Buckingham Global Advisors, LLC
Weekly Emini Program
-4.75 200k 3/1/2015
92 Metolius Capital LLC
Metolius Diversified
-4.70 100k 6/1/2010
91 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.66 5,000k 8/1/2000
90 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.30 100k 1/1/2014
89 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-4.11 10,000k 10/1/1993
88 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.99 3,000k 5/1/2010
87 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-3.84 1,000k 3/1/2003
86 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-3.56 500k 1/1/2015
85 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.51 100k 1/1/2016
84 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-3.39 100k 2/1/2010
83 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-2.91 100k 4/1/2015
82 Linnis
Linnis ONE, LP
-2.86 100k 8/1/2014
81 County Cork LLC
County Cork Macro Equity Hedge
-2.82 1,000k 2/1/2016
80 Robust Methods LLC
Macro Managed Account
-2.76 5,000k 1/1/2005
79 FORT LP
Fort Global Contrarian
-2.75 2,000k 10/1/2002
78 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
77 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-2.70 1,000k 6/1/2014
76 ProfitScore Capital Management
Long/Short US Treasury
-2.50 10,000k 10/1/2015
75 Alee Capital Management, LLC
Mistral Program
-2.43 2,500k 1/1/1999
74 Typhon Capital Management, LLC
Helios Deutsche
-2.42 250k 4/1/2014
73 Crabel Capital Management
Crabel Multi-Product
-2.31 1,000k 3/1/1998
72 Vivienne Investissement
OUESSANT UCITS FUND
-2.28 100k 5/1/2012
71 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.20 250k 10/1/2011
70 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.14 10,000k 4/1/2004
69 Blackwater Capital Management
ForesightML
-2.10 5,000k 7/1/2016
68 Red Rock Capital, LLC
Commodity Long-Short
-2.08 500k 9/1/2013
67 FORT LP
Fort Global Diversified
-2.07 2,000k 10/1/1993
66 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.85 500k 6/1/2007
65 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.42 5,000k 6/1/2010
64 Turk Capital LLC
US Equity Long/Short Strategy
-1.25 250k 4/1/2014
63 Global Sigma Group, LLC
Global Sigma BondVOL LP
-1.24 1,000k 4/1/2015
62 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.16 1,000k 8/1/2012
61 ML Systems LLC
Sledon Classic (Client)
-1.14 300k 8/1/2014
60 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.10 250k 5/1/2013
59 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.93 100k 1/1/2000
58 Turk Capital LLC
US Market Hedge Strategy
-0.91 250k 11/1/2015
57 Eclipse Capital Management
Alpha Asia
-0.76 25,000k 1/1/2015
56 QTS Capital Management, LLC
FX Managed Account
-0.71 100k 1/1/2011
55 Future Trade AG
Thales Swing Trading Programme
-0.70 250k 6/1/2007
54 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.64 2,000k 7/1/2016
53 Jaguar Investments Ltd
Aegir Capital Strategy
-0.56 1,000k 1/1/2012
52 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.51 250k 11/1/2014
51 Eamon Capital
Zephyr Program
-0.50 600k 1/1/2016
50 Certeza Asset Management
Omni
-0.21 500k 11/1/2014
49 Certeza Asset Management
Macro Vega
-0.17 200k 1/1/2012
48 Paradox Capital Management
Sentiment Program (1X)
-0.16 1,000k 1/1/2013
47 Blake Capital Management, Inc.
SRD Currencies
-0.13 100k 3/1/2013
46 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
-0.08 40k 1/1/2016
45 Blake Capital Management, Inc.
SRD Short Equities
-0.07 100k 1/1/2011
44 Emil van Essen
Long-Short Commodity Program
0.02 1,000k 6/1/2013
43 Typhon Capital Management, LLC
Chiron Currency Program
0.04 250k 2/1/2008
42 dormouse Limited
dormouse - Managed Account
0.09 10,000k 7/1/2011
41 Global Wealth Analytics, Inc.
Triple M
0.14 1,000k 6/1/2014
40 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.24 250k 7/1/2015
39 Prolific Capital Markets, LLC
Prolific Swiss System
0.24 10,000k 1/1/2014
38 Urban Tree Capital, LLC
UTC Plus (Client)
0.43 100k 3/1/2013
37 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.49 100k 4/1/2014
36 R Best LLC
World Select Program
0.64 2,000k 4/1/2016
35 ROW Asset Managment
Row Currency Program
0.68 1,000k 11/1/2010
34 Crabel Capital Management
WPD Crabel Futures Program
0.80 1,000k 7/1/2008
33 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.88 10,000k 2/1/2008
32 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.88 750k 5/1/2015
31 Emil van Essen
Long-Short Commodity Program - Accelerated
0.97 200k 5/1/2014
30 NuWave Investment Management, LLC
Commodity Value Portfolio
1.26 2,000k 10/1/2014
29 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.42 5,000k 9/1/2009
28 Emil van Essen
Spread Trading Program Limited
1.68 5,000k 7/1/2013
27 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
1.70 20,000k 5/1/2013
26 Silicon Valley Quantitative Advisors
UQP Large
1.86 500k 1/1/2009
25 Alee Capital Management, LLC
Poniente Program
2.00 2,500k 1/1/1999
24 Worldwide Capital Strategies
Profit Quest Macro World
2.20 100k 1/1/2010
23 Aquantum
Aquantum Commodity Spread Program (ACS)
2.51 5,000k 7/1/2013
22 Hartswell Capital Ltd
MP-1
2.54 250k 1/1/2014
21 Independent View
IV Quantitative Futures Fund
2.80 100k 11/1/2012
20 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.91 1,000k 1/1/2015
19 Hehmeyer Capital Management, LLC
R Best - Intraday Program
3.02 250k 3/1/2010
18 QTS Capital Management, LLC
QTS Partners, L.P.
3.13 100k 1/1/2011
17 Tom Capital AG
Tom Capital Growth Fund
3.90 5,000k 12/1/2015
16 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
4.22 250k 9/1/2014
15 Emil van Essen
EvE Systematic Commodity Opportunities
4.35 500k 5/1/2016
14 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.61 250k 10/1/2009
13 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
5.30 1,000k 3/1/2007
12 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
5.34 100k 10/1/2011
11 R Best LLC
R Best Private Client Program
6.76 50k 2/1/2010
10 Turning Wheel Capital, Inc.
Pure Alpha
7.14 10,000k 1/1/2012
9 Bulkara Capital
Bulkara Systematic Fund SP
7.53 250k 4/1/2014
8 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
7.95 500k 7/1/2013
7 Soaring Pelican, LLC
Diversified S&P Program
8.17 100k 1/1/2011
6 QTS Capital Management, LLC
Futures Managed Account
8.69 100k 8/1/2012
5 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
11.63 250k 2/1/2016
4 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
12.80 250k 8/1/2015
3 Pearl Capital Advisors, LLC
Hedged VIX Program
19.09 500k 10/1/2015
2 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
20.87 100k 12/1/2014
1 DeltaHedge
VIXVOX 1
30.97 250k 8/1/2015

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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