Systematic Trader Index For March 2018

Monthly Rankings

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
-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 Cambridge Strategy Asset Management LTD
Emerging Markets 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 Quality Capital Management
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 Cambridge Strategy Asset Management LTD
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 250k 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 Program
-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 6/1/2014
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 2.5X
-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 SteppenWolf Capital LLC
Multi-Strategy 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
R Best - Intraday Program
-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
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
Macro Vega
0.11 200k 1/1/2012
63 Aquantum
Aquantum Global Systematic Program (AGS)
0.15 5,000k 7/1/2013
62 Certeza Asset Management
Omni
0.18 500k 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 750k 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 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 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
Futures Managed Account
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.

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