Systematic Trader Index For April 2018

Monthly Rankings

Rank CTA/Program Apr 2018 Min Inv Inception
155 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
-10.00 250k 8/1/2015
159 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
-10.00 250k 8/1/2015
158 Alee Capital Management, LLC
Mistral Program
-5.70 2,500k 1/1/1999
154 Alee Capital Management, LLC
Mistral Program
-5.70 2,500k 1/1/1999
153 Eclipse Capital Management
Alpha Asia
-4.87 25,000k 1/1/2015
157 Eclipse Capital Management
Alpha Asia
-4.87 25,000k 1/1/2015
156 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-4.43 10,000k 4/1/2004
152 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-4.43 10,000k 4/1/2004
151 Vivienne Investissement
MACH 3
-4.33 100k 6/1/2015
155 Vivienne Investissement
MACH 3
-4.33 100k 6/1/2015
154 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-4.26 750k 5/1/2015
150 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-4.26 750k 5/1/2015
149 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.91 10,000k 2/1/2008
153 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.91 10,000k 2/1/2008
152 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-3.86 200k 2/1/2015
148 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-3.86 200k 2/1/2015
147 QTS Capital Management, LLC
Futures Managed Account
-3.59 100k 8/1/2012
151 QTS Capital Management, LLC
Futures Managed Account
-3.59 100k 8/1/2012
150 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-3.30 500k 7/1/2013
146 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-3.30 500k 7/1/2013
145 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.22 250k 5/1/2011
149 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.22 250k 5/1/2011
148 Garraway Capital Management LLP
Garraway Financial Trends
-3.16 100k 9/1/2012
144 Garraway Capital Management LLP
Garraway Financial Trends
-3.16 100k 9/1/2012
143 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.74 40k 6/1/2015
147 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.74 40k 6/1/2015
146 Emil van Essen
EvE Systematic Commodity Opportunities
-2.71 500k 5/1/2016
142 Emil van Essen
EvE Systematic Commodity Opportunities
-2.71 500k 5/1/2016
141 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.66 20,000k 5/1/2013
145 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.66 20,000k 5/1/2013
144 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.59 1k 6/1/2009
140 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.59 1k 6/1/2009
139 Candriam Investor Group
Alternative Return Systemat
-2.53 125k 1/1/2007
143 Candriam Investor Group
Alternative Return Systemat
-2.53 125k 1/1/2007
142 Centurion Investment Management Inc.
Composite
-2.38 10,000k 8/1/2012
138 Centurion Investment Management Inc.
Composite
-2.38 10,000k 8/1/2012
137 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.32 3,000k 5/1/2010
141 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.32 3,000k 5/1/2010
140 Red Rock Capital, LLC
Commodity Long-Short
-2.05 500k 9/1/2013
136 Red Rock Capital, LLC
Commodity Long-Short
-2.05 500k 9/1/2013
135 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.99 500k 6/1/2007
139 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.99 500k 6/1/2007
138 QTS Capital Management, LLC
QTS Partners, L.P.
-1.98 100k 1/1/2011
134 QTS Capital Management, LLC
QTS Partners, L.P.
-1.98 100k 1/1/2011
133 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.97 5,000k 11/1/2012
137 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.97 5,000k 11/1/2012
136 County Cork LLC
County Cork Macro Equity Hedge
-1.70 1,000k 2/1/2016
132 County Cork LLC
County Cork Macro Equity Hedge
-1.70 1,000k 2/1/2016
131 Soaring Pelican, LLC
Diversified S&P Program
-1.61 100k 1/1/2011
135 Soaring Pelican, LLC
Diversified S&P Program
-1.61 100k 1/1/2011
134 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.55 10,000k 10/1/1993
130 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.55 10,000k 10/1/1993
129 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
133 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
132 Vivienne Investissement
OUESSANT UCITS FUND
-1.46 100k 5/1/2012
128 Vivienne Investissement
OUESSANT UCITS FUND
-1.46 100k 5/1/2012
131 NordIX
NordIX CTA - Government Bond Strategy (GBS) - USD
-1.36 1,000k 1/1/2016
130 Qbasis Invest
Qbasis All Trends UCITS Fund
-1.32 100k 1/1/2016
127 Qbasis Invest
Qbasis All Trends UCITS Fund
-1.32 100k 1/1/2016
126 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.30 1k 10/1/2006
129 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.30 1k 10/1/2006
128 Chesapeake Capital
Diversified Plus (HV)
-1.29 100k 4/1/1994
125 Chesapeake Capital
Diversified Plus (HV)
-1.29 100k 4/1/1994
124 Metolius Capital LLC
Metolius Diversified
-1.22 100k 6/1/2010
127 Metolius Capital LLC
Metolius Diversified
-1.22 100k 6/1/2010
126 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.19 1,000k 3/1/2003
123 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.19 1,000k 3/1/2003
122 Quality Capital Management
Alpha Financials Program
-1.17 10,000k 6/1/2012
125 Quality Capital Management
Alpha Financials Program
-1.17 10,000k 6/1/2012
124 Typhon Capital Management, LLC
Helios Deutsche
-1.17 250k 4/1/2014
121 Typhon Capital Management, LLC
Helios Deutsche
-1.17 250k 4/1/2014
120 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.14 250k 10/1/2011
123 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.14 250k 10/1/2011
122 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.11 100k 2/1/2010
119 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.11 100k 2/1/2010
118 Tom Capital AG
Tom Capital Growth Fund
-1.10 5,000k 12/1/2015
121 Tom Capital AG
Tom Capital Growth Fund
-1.10 5,000k 12/1/2015
120 Qbasis Invest
Qbasis i Trend Fund
-1.08 1k 1/1/2014
117 Qbasis Invest
Qbasis i Trend Fund
-1.08 1k 1/1/2014
116 ROW Asset Managment
Row Currency Program
-1.04 1,000k 11/1/2010
119 ROW Asset Managment
Row Currency Program
-1.04 1,000k 11/1/2010
118 Alee Capital Management, LLC
Poniente Program
-0.96 2,500k 1/1/1999
115 Alee Capital Management, LLC
Poniente Program
-0.96 2,500k 1/1/1999
114 Automaton Trading LLC
Diversified
-0.92 500k 7/1/2014
117 Automaton Trading LLC
Diversified
-0.92 500k 7/1/2014
116 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.90 1,000k 3/1/2007
113 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.90 1,000k 3/1/2007
112 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.84 250k 7/1/2015
115 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.84 250k 7/1/2015
114 Aquantum
Aquantum Global Systematic Program (AGS)
-0.79 5,000k 7/1/2013
111 Aquantum
Aquantum Global Systematic Program (AGS)
-0.79 5,000k 7/1/2013
110 Paradox Capital Management
Sentiment Program (1X)
-0.65 1,000k 1/1/2013
113 Paradox Capital Management
Sentiment Program (1X)
-0.65 1,000k 1/1/2013
112 Purple Valley Capital, Inc.
Diversified Trend 1
-0.62 100k 8/1/2008
109 Purple Valley Capital, Inc.
Diversified Trend 1
-0.62 100k 8/1/2008
108 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.59 1,000k 10/1/2006
111 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.59 1,000k 10/1/2006
110 Orion Asset Management
Algorithmic Trading Program
-0.58 10k 1/1/2013
107 Orion Asset Management
Algorithmic Trading Program
-0.58 10k 1/1/2013
106 Emil van Essen
Long-Short Commodity Program
-0.56 1,000k 6/1/2013
109 Emil van Essen
Long-Short Commodity Program
-0.56 1,000k 6/1/2013
108 Centurion Investment Management Inc.
Zero Margin Program
-0.53 1,000k 5/1/2016
105 Centurion Investment Management Inc.
Zero Margin Program
-0.53 1,000k 5/1/2016
104 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.51 10,000k 3/1/1998
107 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.51 10,000k 3/1/1998
106 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.49 25k 2/1/2016
105 Typhon Capital Management, LLC
Chiron Currency Program
-0.47 250k 2/1/2008
103 Typhon Capital Management, LLC
Chiron Currency Program
-0.47 250k 2/1/2008
102 Turning Wheel Capital, Inc.
Pure Alpha
-0.43 10,000k 1/1/2012
104 Turning Wheel Capital, Inc.
Pure Alpha
-0.43 10,000k 1/1/2012
103 Estlander & Partners
Freedom
-0.40 20,000k 8/1/2010
101 Estlander & Partners
Freedom
-0.40 20,000k 8/1/2010
100 DeltaHedge
VIXVOX 1
-0.31 250k 8/1/2015
102 DeltaHedge
VIXVOX 1
-0.31 250k 8/1/2015
99 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.30 3,000k 5/1/2014
101 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.30 3,000k 5/1/2014
100 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.30 250k 5/1/2013
98 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.30 250k 5/1/2013
97 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
99 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
98 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.28 2,000k 10/1/2014
96 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.28 2,000k 10/1/2014
95 Witter & Lester, Inc.
Redstone
-0.27 500k 9/1/1994
97 Witter & Lester, Inc.
Redstone
-0.27 500k 9/1/1994
96 Melissinos Trading
Eupatrid Program
-0.26 50k 1/1/2011
94 Melissinos Trading
Eupatrid Program
-0.26 50k 1/1/2011
93 QTS Capital Management, LLC
FX Managed Account
-0.25 100k 1/1/2011
95 QTS Capital Management, LLC
FX Managed Account
-0.25 100k 1/1/2011
94 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.23 100k 10/1/2011
92 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.23 100k 10/1/2011
91 EMC Capital Advisors, LLC
EMC Alpha Program
-0.22 5,000k 6/1/2013
93 EMC Capital Advisors, LLC
EMC Alpha Program
-0.22 5,000k 6/1/2013
92 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.22 250k 9/1/2014
90 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.22 250k 9/1/2014
89 Blake Capital Management, Inc.
SRD Currencies
-0.20 100k 3/1/2013
91 Blake Capital Management, Inc.
SRD Currencies
-0.20 100k 3/1/2013
90 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.19 3,000k 9/1/2015
88 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.19 3,000k 9/1/2015
87 SandPointe
SandPointe All-Seasons Strategy
-0.15 5,000k 1/1/2015
89 SandPointe
SandPointe All-Seasons Strategy
-0.15 5,000k 1/1/2015
88 Ring Capital Management LLC
S&P E-Mini Select
-0.15 100k 1/1/2012
86 Ring Capital Management LLC
S&P E-Mini Select
-0.15 100k 1/1/2012
85 Robust Methods LLC
Macro Managed Account
-0.13 5,000k 1/1/2005
87 Robust Methods LLC
Macro Managed Account
-0.13 5,000k 1/1/2005
86 Talenta Capital LLP
Diversified
-0.12 950k 6/1/2014
84 Talenta Capital LLP
Diversified
-0.12 950k 6/1/2014
83 Blackwater Capital Management
Tactical Equity
-0.09 500k 12/1/2013
85 Blackwater Capital Management
Tactical Equity
-0.09 500k 12/1/2013
84 Blake Capital Management, Inc.
SRD Short Equities
-0.08 100k 1/1/2011
82 Blake Capital Management, Inc.
SRD Short Equities
-0.08 100k 1/1/2011
81 Global Wealth Analytics, Inc.
Triple M
-0.01 1,000k 6/1/2014
83 Global Wealth Analytics, Inc.
Triple M
-0.01 1,000k 6/1/2014
82 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
80 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
79 Blackwater Capital Management
ForesightML
0.01 5,000k 7/1/2016
81 Blackwater Capital Management
ForesightML
0.01 5,000k 7/1/2016
80 Turk Capital LLC
US Market Hedge Strategy
0.03 250k 11/1/2015
78 Turk Capital LLC
US Market Hedge Strategy
0.03 250k 11/1/2015
77 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.06 3,000k 8/1/2011
79 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.06 3,000k 8/1/2011
78 Meliora Capital LLP
Commodity Absolute Return (1x)
0.07 250k 11/1/2014
76 Meliora Capital LLP
Commodity Absolute Return (1x)
0.07 250k 11/1/2014
75 Jaguar Investments Ltd
Aegir Capital Strategy
0.08 1,000k 1/1/2012
77 Jaguar Investments Ltd
Aegir Capital Strategy
0.08 1,000k 1/1/2012
76 ProfitScore Capital Management
Long/Short US Treasury
0.10 10,000k 10/1/2015
74 ProfitScore Capital Management
Long/Short US Treasury
0.10 10,000k 10/1/2015
73 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
75 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
74 R Best LLC
World Select Program
0.12 2,000k 4/1/2016
72 R Best LLC
World Select Program
0.12 2,000k 4/1/2016
71 Pearl Capital Advisors, LLC
Hedged VIX Program
0.19 500k 10/1/2015
73 Pearl Capital Advisors, LLC
Hedged VIX Program
0.19 500k 10/1/2015
72 Pinstripe Trading, LLC
Standard
0.22 125k 8/1/2009
70 Pinstripe Trading, LLC
Standard
0.22 125k 8/1/2009
69 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.23 1,000k 5/1/2014
71 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.23 1,000k 5/1/2014
70 Turk Capital LLC
US Equity Long/Short Strategy
0.25 250k 4/1/2014
68 Turk Capital LLC
US Equity Long/Short Strategy
0.25 250k 4/1/2014
67 Superfund Group
Superfund Red EUR SICAV
0.26 10k 3/1/2013
69 Superfund Group
Superfund Red EUR SICAV
0.26 10k 3/1/2013
68 FORT LP
Fort Global Diversified
0.29 2,000k 10/1/1993
66 FORT LP
Fort Global Diversified
0.29 2,000k 10/1/1993
65 Future Trade AG
Thales Swing Trading Programme
0.39 250k 6/1/2007
67 Future Trade AG
Thales Swing Trading Programme
0.39 250k 6/1/2007
66 Crabel Capital Management
WPD Crabel Futures Program
0.42 1,000k 7/1/2008
64 Crabel Capital Management
WPD Crabel Futures Program
0.42 1,000k 7/1/2008
63 Certeza Asset Management
Macro Vega
0.42 200k 1/1/2012
65 Certeza Asset Management
Macro Vega
0.42 200k 1/1/2012
64 Emil van Essen
Spread Trading Program Limited
0.46 5,000k 7/1/2013
62 Emil van Essen
Spread Trading Program Limited
0.46 5,000k 7/1/2013
61 Superfund Group
Superfund Red USD SICAV
0.46 10k 3/1/2013
63 Superfund Group
Superfund Red USD SICAV
0.46 10k 3/1/2013
62 SandPointe
SandPointe Opportunities Strategy
0.48 5,000k 5/1/2014
60 SandPointe
SandPointe Opportunities Strategy
0.48 5,000k 5/1/2014
59 Millburn Corporation
Multi-Markets Program
0.57 25,000k 10/1/2004
61 Millburn Corporation
Multi-Markets Program
0.57 25,000k 10/1/2004
60 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
58 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
57 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.59 1,000k 4/1/2015
59 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.59 1,000k 4/1/2015
58 Estlander & Partners
Alpha Trend II - Class P
0.59 100k 12/1/2008
56 Estlander & Partners
Alpha Trend II - Class P
0.59 100k 12/1/2008
55 Aquantum
Aquantum Commodity Spread Program (ACS)
0.61 5,000k 7/1/2013
57 Aquantum
Aquantum Commodity Spread Program (ACS)
0.61 5,000k 7/1/2013
56 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.62 2,000k 7/1/2016
54 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.62 2,000k 7/1/2016
53 ML Systems LLC
Sledon Classic (Client)
0.64 300k 8/1/2014
55 ML Systems LLC
Sledon Classic (Client)
0.64 300k 8/1/2014
54 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.70 1,000k 6/1/2014
52 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.70 1,000k 6/1/2014
51 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.75 100k 4/1/2015
53 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.75 100k 4/1/2015
52 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.79 250k 3/1/2010
50 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.79 250k 3/1/2010
49 Vortex
Currency Program
0.80 500k 1/1/2014
51 Vortex
Currency Program
0.80 500k 1/1/2014
50 Independent View
IV Quantitative Futures Fund
0.82 100k 11/1/2012
48 Independent View
IV Quantitative Futures Fund
0.82 100k 11/1/2012
47 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.86 1,000k 1/1/2013
49 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.86 1,000k 1/1/2013
48 Bulkara Capital
Bulkara Systematic Fund SP
0.87 250k 4/1/2014
46 Bulkara Capital
Bulkara Systematic Fund SP
0.87 250k 4/1/2014
45 Certeza Asset Management
Omni
0.88 500k 11/1/2014
47 Certeza Asset Management
Omni
0.88 500k 11/1/2014
46 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.89 250k 11/1/1996
44 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.89 250k 11/1/1996
43 Seven Capital Management
Seven Absolute Return
0.91 100k 6/1/2009
45 Seven Capital Management
Seven Absolute Return
0.91 100k 6/1/2009
44 Talenta Capital LLP
S&P 500 Momentum
1.02 950k 6/1/2014
42 Talenta Capital LLP
S&P 500 Momentum
1.02 950k 6/1/2014
41 Prolific Capital Markets, LLC
Prolific Swiss System
1.12 10,000k 1/1/2014
43 Prolific Capital Markets, LLC
Prolific Swiss System
1.12 10,000k 1/1/2014
42 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.15 500k 8/1/2007
40 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.15 500k 8/1/2007
39 Glider Trading LLP
Glider Trading Strategy (Class C)
1.17 500k 9/1/2013
41 Glider Trading LLP
Glider Trading Strategy (Class C)
1.17 500k 9/1/2013
40 Cauldron Investments, LLC
Stock Index Plus
1.21 1,000k 10/1/2009
38 Cauldron Investments, LLC
Stock Index Plus
1.21 1,000k 10/1/2009
37 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.24 5,000k 9/1/2009
39 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.24 5,000k 9/1/2009
38 R Best LLC
R Best Private Client Program
1.26 50k 2/1/2010
36 R Best LLC
R Best Private Client Program
1.26 50k 2/1/2010
35 Crabel Capital Management
Crabel Multi-Product
1.33 1,000k 3/1/1998
37 Crabel Capital Management
Crabel Multi-Product
1.33 1,000k 3/1/1998
36 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.36 50k 7/1/2011
34 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.36 50k 7/1/2011
33 Emil van Essen
Long-Short Commodity Program - Accelerated
1.38 200k 5/1/2014
35 Emil van Essen
Long-Short Commodity Program - Accelerated
1.38 200k 5/1/2014
34 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.41 100k 12/1/2014
32 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.41 100k 12/1/2014
31 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.44 1,000k 1/1/2015
33 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.44 1,000k 1/1/2015
32 Tomas Capital Pty Ltd
GCAF | USD
1.50 1,500k 7/1/2011
30 Tomas Capital Pty Ltd
GCAF | USD
1.50 1,500k 7/1/2011
29 Silicon Valley Quantitative Advisors
UQP Large
1.55 500k 1/1/2009
31 Silicon Valley Quantitative Advisors
UQP Large
1.55 500k 1/1/2009
30 Worldwide Capital Strategies
Profit Quest Macro World
1.58 100k 1/1/2010
28 Worldwide Capital Strategies
Profit Quest Macro World
1.58 100k 1/1/2010
27 Angle Capital Management LLC
AIP Program
1.61 100k 1/1/2010
29 Angle Capital Management LLC
AIP Program
1.61 100k 1/1/2010
28 ISAM
ISAM Systematic Trend Fund
1.61 1,000k 6/1/2001
26 ISAM
ISAM Systematic Trend Fund
1.61 1,000k 6/1/2001
25 Tianyou Asset Management, LLC
Tianyou Fund LP
1.65 100k 10/1/2012
27 Tianyou Asset Management, LLC
Tianyou Fund LP
1.65 100k 10/1/2012
26 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
1.65 500k 10/1/2014
25 Covenant Capital Management
Optimal Program
1.99 10k 2/1/2014
24 Covenant Capital Management
Optimal Program
1.99 10k 2/1/2014
23 ROW Asset Managment
Row Diversified Fund, L.P.
2.05 1,000k 11/1/2011
24 ROW Asset Managment
Row Diversified Fund, L.P.
2.05 1,000k 11/1/2011
23 dormouse Limited
dormouse - Managed Account
2.13 10,000k 7/1/2011
22 dormouse Limited
dormouse - Managed Account
2.13 10,000k 7/1/2011
21 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
2.18 500k 1/1/2015
22 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
2.18 500k 1/1/2015
21 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.19 100k 1/1/2000
20 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.19 100k 1/1/2000
19 Linnis
Linnis ONE, LP
2.26 100k 8/1/2014
20 Linnis
Linnis ONE, LP
2.26 100k 8/1/2014
19 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.36 2,000k 7/1/2013
18 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.36 2,000k 7/1/2013
17 Dreiss Research Corporation
Diversified Program
2.37 1,000k 5/1/1991
18 Dreiss Research Corporation
Diversified Program
2.37 1,000k 5/1/1991
17 Buckingham Global Advisors, LLC
Weekly Emini Program
2.48 200k 3/1/2015
16 Buckingham Global Advisors, LLC
Weekly Emini Program
2.48 200k 3/1/2015
15 Hartswell Capital Ltd
MP-1
2.63 250k 1/1/2014
16 Hartswell Capital Ltd
MP-1
2.63 250k 1/1/2014
15 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.68 1,000k 3/1/2003
14 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.68 1,000k 3/1/2003
13 DUNN Capital Management
DUNN WMA Institutional Program
2.81 100k 10/1/2011
14 DUNN Capital Management
DUNN WMA Institutional Program
2.81 100k 10/1/2011
13 Glenhaven Capital LLC
Glenhaven Global II LP
2.82 25k 4/1/2012
12 Glenhaven Capital LLC
Glenhaven Global II LP
2.82 25k 4/1/2012
11 Urban Tree Capital, LLC
UTC Plus (Client)
2.85 100k 3/1/2013
12 Urban Tree Capital, LLC
UTC Plus (Client)
2.85 100k 3/1/2013
11 Eamon Capital
Zephyr Program
2.88 600k 1/1/2016
10 Eamon Capital
Zephyr Program
2.88 600k 1/1/2016
9 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.93 5,000k 6/1/2010
10 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.93 5,000k 6/1/2010
9 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.13 100k 12/1/1998
8 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.13 100k 12/1/1998
7 Alder Capital DAC
CALM Eurozone Equity Program
3.21 250k 5/1/2015
8 Alder Capital DAC
CALM Eurozone Equity Program
3.21 250k 5/1/2015
7 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.32 5,000k 8/1/2000
6 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.32 5,000k 8/1/2000
5 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.63 100k 4/1/2014
6 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.63 100k 4/1/2014
5 Sandpiper Asset Management
Sandpiper Global Macro Program
3.68 1,000k 8/1/2012
4 Sandpiper Asset Management
Sandpiper Global Macro Program
3.68 1,000k 8/1/2012
3 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
4.01 250k 2/1/2016
4 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
4.01 250k 2/1/2016
3 Millburn Corporation
Commodity Program
4.25 25,000k 3/1/2005
2 Millburn Corporation
Commodity Program
4.25 25,000k 3/1/2005
1 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
4.46 40k 1/1/2016
2 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
4.46 40k 1/1/2016
1 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
5.05 100k 1/1/2014

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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