Systematic Trader Index For March 2018 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Mar 2018 Min Inv Inception 151 Covenant Capital Management Optimal Program -20.84 10k 2/1/2014 150 Alee Capital Management, LLC Mistral Program -6.96 2,500k 1/1/1999 149 Future Trade AG Thales Swing Trading Programme -6.87 250k 6/1/2007 148 Worldwide Capital Strategies Profit Quest Macro World -5.75 100k 1/1/2010 147 Qbasis Invest Qbasis i Trend Fund -5.36 1k 1/1/2014 146 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) -5.08 40k 1/1/2016 145 Tomas Capital Pty Ltd GCAF | USD -5.00 1,500k 7/1/2011 144 Qbasis Invest Qbasis All Trends UCITS Fund -4.90 100k 1/1/2016 143 Turk Capital LLC US Equity Long/Short Strategy -4.78 250k 4/1/2014 142 Angle Capital Management LLC AIP Program -4.73 100k 1/1/2010 141 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -4.49 50k 7/1/2011 140 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -4.23 1,000k 3/1/2003 139 Purple Valley Capital, Inc. Diversified Trend 1 -4.16 100k 8/1/2008 138 Global Wealth Analytics, Inc. Triple M -4.15 1,000k 6/1/2014 137 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -4.07 1,000k 1/1/2015 136 Paskewitz Asset Management LLC Contrarian S&P Stock Index LF -3.87 500k 1/1/2015 135 Glenhaven Capital LLC Glenhaven Global II LP -3.77 25k 4/1/2012 134 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -3.76 500k 8/1/2007 133 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.65 1,000k 3/1/2003 132 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.55 10,000k 2/1/2008 131 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.54 1k 6/1/2009 130 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -3.48 250k 10/1/2011 129 QCM Alpha Financials Program -3.40 10,000k 6/1/2012 128 Chesapeake Capital Diversified Plus (HV) -3.39 100k 4/1/1994 127 Trigon Investment Advisors, LLC Foreign Exchange Program -3.37 5,000k 8/1/2000 126 Emil van Essen EvE Systematic Commodity Opportunities -3.34 500k 5/1/2016 125 Alee Capital Management, LLC Poniente Program -3.33 2,500k 1/1/1999 124 Glider Trading LLP Glider Trading Strategy (Class C) -3.33 500k 9/1/2013 123 Eclipse Capital Management Alpha Asia -3.26 25,000k 1/1/2015 122 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.09 100k 1/1/2000 121 Kaiser Trading Group Kaiser Global Diversified Program - Class A -3.00 10,000k 3/1/1998 120 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -2.78 200k 2/1/2015 119 dormouse Limited dormouse - Managed Account -2.68 10,000k 7/1/2011 118 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -2.64 1,000k 10/1/2006 117 Conquest Capital Group Conquest Select -2.46 250k 6/1/2004 116 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.35 10,000k 4/1/2004 115 Turk Capital LLC US Market Hedge Strategy -2.22 250k 11/1/2015 114 Aquantum Aquantum Commodity Spread Program (ACS) -2.10 5,000k 7/1/2013 113 EMC Capital Advisors, LLC EMC Alpha Plus Program -2.06 3,000k 5/1/2014 112 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.03 1k 10/1/2006 111 Alder Capital DAC CALM Eurozone Equity Program -2.02 100k 5/1/2015 110 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -2.00 250k 5/1/2013 109 Quantica Capital AG 2X Quantica Managed Futures Fund -2.00 100k 1/1/2014 108 Melissinos Trading Eupatrid Global Trends -1.96 50k 1/1/2011 107 R Best LLC R Best Private Client Program -1.75 50k 2/1/2010 106 DeltaHedge VIXVOX 1 -1.73 250k 8/1/2015 105 Talenta Capital LLP S&P 500 Momentum -1.68 950k 2/1/2017 104 Typhon Capital Management, LLC Chiron Currency Program -1.61 250k 2/1/2008 103 Ring Capital Management LLC S&P E-Mini Select -1.54 100k 1/1/2012 102 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.51 250k 11/1/1996 101 Silicon Valley Quantitative Advisors UQP Large -1.49 500k 1/1/2009 100 Candriam Investor Group Alternative Return Systemat -1.47 125k 1/1/2007 99 Estlander & Partners Alpha Trend II - Class P -1.46 100k 12/1/2008 98 Metolius Capital LLC Metolius Enhanced Fund -1.44 40k 6/1/2015 97 Seven Capital Management Seven Absolute Return -1.44 100k 6/1/2009 96 ML Systems LLC Sledon Classic (Client) -1.39 300k 8/1/2014 95 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) -1.37 100k 2/1/2010 94 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -1.30 100k 4/1/2015 93 NuWave Investment Management, LLC NuWave Matrix Portfolio -1.27 3,000k 9/1/2015 92 Linnis Linnis ONE, LP -1.24 100k 8/1/2014 91 SandPointe SandPointe Opportunities Strategy -1.12 5,000k 5/1/2014 90 Sandpiper Asset Management Sandpiper Global Macro Program -1.06 1,000k 8/1/2012 89 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.02 250k 5/1/2011 88 Tom Capital AG Tom Capital Growth Fund -0.90 5,000k 12/1/2015 87 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.84 20,000k 5/1/2013 86 Quantica Capital AG 1X Quantica Managed Futures Fund -0.80 100k 1/1/2014 85 Garraway Capital Management LLP Garraway Financial Trends -0.75 100k 9/1/2012 84 QCAM Asset Management AG Systematic Intelligence Vol 10 -0.75 3,000k 8/1/2011 83 FORT LP Fort Global Diversified -0.68 2,000k 10/1/1993 82 Metolius Capital LLC Metolius Diversified -0.68 100k 6/1/2010 81 Robust Methods LLC Macro Managed Account -0.45 5,000k 1/1/2005 80 Turning Wheel Capital, Inc. Pure Alpha -0.43 10,000k 1/1/2012 79 Pinstripe Trading, LLC Standard -0.37 125k 8/1/2009 78 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.27 250k 3/1/2010 77 QTS Capital Management, LLC FX Managed Account -0.23 100k 1/1/2011 76 Paskewitz Asset Management LLC Multi-strategy Futures Program -0.21 3,000k 5/1/2010 75 R Best LLC World Select Program -0.18 2,000k 4/1/2016 74 DUNN Capital Management DUNN WMA Institutional Program -0.10 100k 10/1/2011 73 ROW Asset Managment Row Currency Program -0.10 1,000k 11/1/2010 72 County Cork LLC County Cork Macro Equity Hedge -0.09 1,000k 2/1/2016 71 Blake Capital Management, Inc. SRD Short Equities -0.05 100k 1/1/2011 70 Blake Capital Management, Inc. SRD Currencies -0.04 100k 3/1/2013 69 Blackwater Capital Management ForesightML -0.03 5,000k 7/1/2016 68 SandPointe SandPointe All-Seasons Strategy 0.00 5,000k 1/1/2015 67 Vivienne Investissement OUESSANT UCITS FUND (A) 0.08 100k 5/1/2012 66 EMC Capital Advisors, LLC EMC Alpha Program 0.08 5,000k 6/1/2013 65 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.11 1,000k 1/1/2013 64 Certeza Asset Management 4x Macro Vega 0.11 1,000k 1/1/2012 63 Aquantum Aquantum Global Systematic Program (AGS) 0.15 5,000k 7/1/2013 62 Certeza Asset Management 4x Omni 0.18 1,000k 11/1/2014 61 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.19 5,000k 9/1/2009 60 Dreiss Research Corporation Diversified Program 0.23 1,000k 5/1/1991 59 ISAM ISAM Systematic Trend Fund 0.23 1,000k 6/1/2001 58 Crabel Capital Management Crabel Multi-Product 0.24 1,000k 3/1/1998 57 Estlander & Partners Freedom 0.31 20,000k 8/1/2010 56 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.32 10,000k 10/1/1993 55 Witter & Lester, Inc. Redstone 0.37 500k 9/1/1994 54 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.38 250k 9/1/2014 53 Emil van Essen Long-Short Commodity Program 0.38 1,000k 6/1/2013 52 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.41 250k 7/1/2015 51 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.52 2,000k 7/1/2016 50 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.53 1,000k 5/1/2015 49 ARCTIC BLUE CAPITAL Arctic Blue Program (2x) 0.60 1,000k 6/1/2014 48 NuWave Investment Management, LLC Commodity Value Portfolio 0.63 2,000k 10/1/2014 47 Global Sigma Group, LLC Global Sigma BondVOL LP 0.64 1,000k 4/1/2015 46 Pearl Capital Advisors, LLC Hedged VIX Program 0.66 500k 10/1/2015 45 FORT LP Fort Global Contrarian 0.67 2,000k 10/1/2002 44 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.67 1,000k 5/1/2014 43 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.72 500k 6/1/2007 42 Talenta Capital LLP Diversified 0.75 950k 6/1/2014 41 Jaguar Investments Ltd Aegir Capital Strategy 0.76 1,000k 1/1/2012 40 Blackwater Capital Management Tactical Equity 0.78 500k 12/1/2013 39 Vivienne Investissement MACH 3 0.78 100k 6/1/2015 38 Automaton Trading LLC Diversified 0.87 500k 7/1/2014 37 ProfitScore Capital Management Long/Short US Treasury 0.90 10,000k 10/1/2015 36 Buckingham Global Advisors, LLC Weekly Emini Program 0.96 200k 3/1/2015 35 Emil van Essen Spread Trading Program Limited 1.06 5,000k 7/1/2013 34 Urban Tree Capital, LLC UTC Plus (Client) 1.06 100k 3/1/2013 33 Meliora Capital LLP Commodity Absolute Return (1x) 1.08 250k 11/1/2014 32 Typhon Capital Management, LLC Helios Deutsche 1.09 250k 4/1/2014 31 Paradox Capital Management Sentiment Program (1X) 1.14 1,000k 1/1/2013 30 Independent View IV Quantitative Futures Fund 1.23 100k 11/1/2012 29 ROW Asset Managment Row Diversified Fund, L.P. 1.24 1,000k 11/1/2011 28 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.30 1,000k 3/1/2007 27 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.36 100k 10/1/2011 26 Emil van Essen Long-Short Commodity Program - Accelerated 1.44 200k 5/1/2014 25 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.71 2,000k 7/1/2013 24 Eamon Capital Zephyr Program 1.72 600k 1/1/2016 23 Superfund Group Superfund Red EUR SICAV 1.72 10k 3/1/2013 22 Cauldron Investments, LLC Stock Index Plus 1.76 1,000k 10/1/2009 21 Aspect Capital Aspect Diversified Fund - Class A (USD) 2.19 100k 12/1/1998 20 Superfund Group Superfund Red USD SICAV 2.20 10k 3/1/2013 19 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.29 5,000k 6/1/2010 18 Crabel Capital Management WPD Crabel Futures Program 2.34 1,000k 7/1/2008 17 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 2.40 500k 7/1/2013 16 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.47 5,000k 11/1/2012 15 QTS Capital Management, LLC QTS Partners, L.P. 2.57 100k 1/1/2011 14 Hartswell Capital Ltd MP-1 2.62 250k 1/1/2014 13 Tianyou Asset Management, LLC Tianyou Fund LP 2.76 100k 10/1/2012 12 Soaring Pelican, LLC Diversified S&P Program 2.87 100k 1/1/2011 11 Millburn Ridgefield Corporation Commodity Program 2.88 25,000k 3/1/2005 10 Red Rock Capital, LLC Commodity Long-Short 3.18 500k 9/1/2013 9 Millburn Ridgefield Corporation Multi-Markets Program 3.36 25,000k 10/1/2004 8 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 3.50 100k 12/1/2014 7 Prolific Capital Markets, LLC Prolific Swiss System 3.58 10,000k 1/1/2014 6 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) 4.40 250k 8/1/2015 5 W.G. Wealth Guardian Ltd. Trend Fix Portfolio 5.22 250k 2/1/2016 4 Bulkara Capital Bulkara Systematic Fund SP 5.23 250k 4/1/2014 3 QTS Capital Management, LLC Tail Reaper 5.68 100k 8/1/2012 2 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 6.45 250k 10/1/2009 1 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 9.60 100k 4/1/2014 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.