Systematic Trader Index For May 2018

Monthly Rankings

Rank CTA/Program May 2018 Min Inv Inception
157 Purple Valley Capital, Inc.
Diversified Trend 1
-22.21 100k 8/1/2008
156 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-11.14 25k 2/1/2016
155 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.29 100k 12/1/1998
154 Angle Capital Management LLC
AIP Program
-8.50 100k 1/1/2010
153 Red Rock Capital, LLC
Commodity Long-Short
-8.39 500k 9/1/2013
152 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-7.43 200k 2/1/2015
151 ISAM
ISAM Systematic Trend Fund
-6.89 1,000k 6/1/2001
150 Quantica Capital AG
2X Quantica Managed Futures Fund
-6.20 100k 1/1/2014
149 Worldwide Capital Strategies
Profit Quest Macro World
-6.19 100k 1/1/2010
148 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.36 50k 7/1/2011
147 Tomas Capital Pty Ltd
GCAF | USD
-5.29 1,500k 7/1/2011
146 Estlander & Partners
Freedom
-5.11 20,000k 8/1/2010
145 Future Trade AG
Thales Swing Trading Programme
-5.10 250k 6/1/2007
144 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.06 1k 6/1/2009
143 Superfund Group
Superfund Red EUR SICAV
-4.84 10k 3/1/2013
142 Chesapeake Capital
Diversified Plus (HV)
-4.84 100k 4/1/1994
141 Superfund Group
Superfund Red USD SICAV
-4.68 10k 3/1/2013
140 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.58 5,000k 6/1/2010
139 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
-4.20 250k 8/1/2015
138 Vivienne Investissement
MACH 3
-4.14 100k 6/1/2015
137 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-4.12 250k 11/1/1996
136 Blackwater Capital Management
Tactical Equity
-3.76 500k 12/1/2013
135 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-3.68 40k 6/1/2015
134 R Best LLC
R Best Private Client Program
-3.65 50k 2/1/2010
133 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.62 100k 1/1/2016
132 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.57 1,000k 8/1/2012
131 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-3.52 1,000k 5/1/2014
130 Garraway Capital Management LLP
Garraway Financial Trends
-3.51 100k 9/1/2012
129 DUNN Capital Management
DUNN WMA Institutional Program
-3.24 100k 10/1/2011
128 Centurion Investment Management Inc.
Composite
-3.08 10,000k 8/1/2012
127 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
126 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.80 250k 11/1/2014
125 Independent View
IV Quantitative Futures Fund
-2.70 100k 11/1/2012
124 ProfitScore Capital Management
Long/Short US Treasury
-2.60 10,000k 10/1/2015
123 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-2.51 250k 3/1/2010
122 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.50 1k 10/1/2006
121 Melissinos Trading
Eupatrid Program
-2.50 50k 1/1/2011
120 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.40 500k 7/1/2013
119 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.35 1,000k 1/1/2013
118 Linnis
Linnis ONE, LP
-2.27 100k 8/1/2014
117 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.09 3,000k 5/1/2014
116 Aquantum
Aquantum Global Systematic Program (AGS)
-2.04 5,000k 7/1/2013
115 Eamon Capital
Zephyr Program
-1.91 600k 1/1/2016
114 Emil van Essen
Long-Short Commodity Program
-1.84 1,000k 6/1/2013
113 Bulkara Capital
Bulkara Systematic Fund SP
-1.80 250k 4/1/2014
112 Alder Capital DAC
CALM Eurozone Equity Program
-1.75 250k 5/1/2015
111 Paradox Capital Management
Sentiment Program (1X)
-1.73 1,000k 1/1/2013
110 Vivienne Investissement
OUESSANT UCITS FUND
-1.70 100k 5/1/2012
109 Metolius Capital LLC
Metolius Diversified
-1.59 100k 6/1/2010
108 Prolific Capital Markets, LLC
Prolific Swiss System
-1.40 10,000k 1/1/2014
107 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.22 3,000k 5/1/2010
106 EMC Capital Advisors, LLC
EMC Alpha Program
-1.20 5,000k 6/1/2013
105 Blackwater Capital Management
ForesightML
-1.17 5,000k 7/1/2016
104 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.10 1,000k 6/1/2014
103 Tom Capital AG
Tom Capital Growth Fund
-1.00 5,000k 12/1/2015
102 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.96 3,000k 9/1/2015
101 QTS Capital Management, LLC
Futures Managed Account
-0.94 100k 8/1/2012
100 Urban Tree Capital, LLC
UTC Plus (Client)
-0.84 100k 3/1/2013
99 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.75 5,000k 9/1/2009
98 Hartswell Capital Ltd
MP-1
-0.72 250k 1/1/2014
97 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.68 2,000k 7/1/2013
96 Talenta Capital LLP
Diversified
-0.67 950k 6/1/2014
95 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
94 Certeza Asset Management
Omni
-0.48 500k 11/1/2014
93 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-0.46 1,000k 1/1/2015
92 QTS Capital Management, LLC
QTS Partners, L.P.
-0.45 100k 1/1/2011
91 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.45 5,000k 7/1/2013
90 Witter & Lester, Inc.
Redstone
-0.40 500k 9/1/1994
89 Typhon Capital Management, LLC
Helios Deutsche
-0.40 250k 4/1/2014
88 Certeza Asset Management
Macro Vega
-0.39 200k 1/1/2012
87 Quality Capital Management
Alpha Financials Program
-0.37 10,000k 6/1/2012
86 Typhon Capital Management, LLC
Chiron Currency Program
-0.34 250k 2/1/2008
85 R Best LLC
World Select Program
-0.34 2,000k 4/1/2016
84 Emil van Essen
EvE Systematic Commodity Opportunities
-0.33 500k 5/1/2016
83 Emil van Essen
Spread Trading Program Limited
-0.32 5,000k 7/1/2013
82 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-0.28 500k 10/1/2014
81 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.26 250k 7/1/2015
80 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
79 Qbasis Invest
Qbasis i Trend Fund
-0.13 1k 1/1/2014
78 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.13 2,000k 7/1/2016
77 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.06 250k 2/1/2016
76 Estlander & Partners
Alpha Trend II - Class P
-0.05 100k 12/1/2008
75 FORT LP
Fort Global Diversified
-0.03 2,000k 10/1/1993
63 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
64 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
65 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
66 Global Wealth Analytics, Inc.
Triple M
0.00 1,000k 6/1/2014
67 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.00 250k 9/1/2014
68 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
0.00 100k 12/1/2014
69 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
70 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
71 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
72 SandPointe
SandPointe Opportunities Strategy
0.00 5,000k 5/1/2014
73 SandPointe
SandPointe All-Seasons Strategy
0.00 5,000k 1/1/2015
74 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
62 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.07 100k 10/1/2011
61 Robust Methods LLC
Macro Managed Account
0.11 5,000k 1/1/2005
60 Centurion Investment Management Inc.
Zero Margin Program
0.12 1,000k 5/1/2016
59 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.12 1,000k 3/1/2003
58 Millburn Corporation
Multi-Markets Program
0.13 25,000k 10/1/2004
57 Blake Capital Management, Inc.
SRD Currencies
0.14 100k 3/1/2013
56 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.16 5,000k 11/1/2012
55 Blake Capital Management, Inc.
SRD Short Equities
0.17 100k 1/1/2011
54 QTS Capital Management, LLC
FX Managed Account
0.18 100k 1/1/2011
53 DeltaHedge
VIXVOX 1
0.19 250k 8/1/2015
52 Talenta Capital LLP
S&P 500 Momentum
0.21 950k 6/1/2014
51 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.26 100k 4/1/2015
50 Soaring Pelican, LLC
Diversified S&P Program
0.27 100k 1/1/2011
49 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.30 250k 5/1/2013
48 Alee Capital Management, LLC
Poniente Program
0.35 2,500k 1/1/1999
47 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.35 1,000k 4/1/2015
46 Pearl Capital Advisors, LLC
Hedged VIX Program
0.37 500k 10/1/2015
45 Automaton Trading LLC
Diversified
0.39 500k 7/1/2014
44 FORT LP
Fort Global Contrarian
0.44 2,000k 10/1/2002
43 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.48 750k 5/1/2015
42 Orion Asset Management
Algorithmic Trading Program
0.50 10k 1/1/2013
41 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.65 100k 1/1/2000
40 Seven Capital Management
Seven Absolute Return
0.66 100k 6/1/2009
39 County Cork LLC
County Cork Macro Equity Hedge
0.74 1,000k 2/1/2016
38 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.76 10,000k 10/1/1993
37 Pinstripe Trading, LLC
Standard
0.77 125k 8/1/2009
36 ROW Asset Managment
Row Diversified Fund, L.P.
0.79 1,000k 11/1/2011
35 Emil van Essen
Long-Short Commodity Program - Accelerated
0.84 200k 5/1/2014
34 Jaguar Investments Ltd
Aegir Capital Strategy
0.84 1,000k 1/1/2012
33 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.90 5,000k 8/1/2000
32 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.07 250k 10/1/2009
31 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.18 10,000k 4/1/2004
30 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
1.24 1,000k 10/1/2006
29 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.29 10,000k 2/1/2008
28 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
1.31 10,000k 3/1/1998
27 Cauldron Investments, LLC
Stock Index Plus
1.34 1,000k 10/1/2009
26 ML Systems LLC
Sledon Classic (Client)
1.41 300k 8/1/2014
25 Tianyou Asset Management, LLC
Tianyou Fund LP
1.42 100k 10/1/2012
24 NuWave Investment Management, LLC
Commodity Value Portfolio
1.50 2,000k 10/1/2014
23 Turk Capital LLC
US Market Hedge Strategy
1.58 250k 11/1/2015
22 dormouse Limited
dormouse - Managed Account
1.62 10,000k 7/1/2011
21 SteppenWolf Capital LLC
Multi-Strategy Vol 10
1.71 3,000k 8/1/2011
20 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.75 250k 5/1/2011
19 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.78 500k 6/1/2007
18 Conquest Capital Group
Conquest Select
1.89 250k 6/1/2004
17 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
1.89 100k 4/1/2014
16 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
1.92 500k 1/1/2015
15 Buckingham Global Advisors, LLC
Weekly Emini Program
2.10 200k 3/1/2015
14 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.12 1,000k 3/1/2007
13 Glider Trading LLP
Glider Trading Strategy (Class C)
2.56 500k 9/1/2013
12 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
2.79 20,000k 5/1/2013
11 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
3.07 40k 1/1/2016
10 Millburn Corporation
Commodity Program
3.08 25,000k 3/1/2005
9 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
3.26 500k 8/1/2007
8 Eclipse Capital Management
Alpha Asia
3.27 25,000k 1/1/2015
7 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
3.61 250k 10/1/2011
6 Alee Capital Management, LLC
Mistral Program
3.79 2,500k 1/1/1999
5 Turk Capital LLC
US Equity Long/Short Strategy
3.84 250k 4/1/2014
4 Silicon Valley Quantitative Advisors
UQP Large
3.92 500k 1/1/2009
3 Vortex
Currency Program
4.78 500k 1/1/2014
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.12 1,000k 3/1/2003
1 Covenant Capital Management
Optimal Program
18.01 10k 2/1/2014

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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