Systematic Trader Index For June 2018

Monthly Rankings

Rank CTA/Program Jun 2018 Min Inv Inception
158 Future Trade AG
Thales Swing Trading Programme
-19.63 250k 6/1/2007
157 Estlander & Partners
Alpha Trend II - Class P
-8.12 100k 12/1/2008
156 Sandpiper Asset Management
Sandpiper Global Macro Program
-6.65 1,000k 8/1/2012
155 Pinstripe Trading, LLC
Standard
-4.89 125k 8/1/2009
154 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-4.58 200k 2/1/2015
153 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-4.14 40k 6/1/2015
152 Dreiss Research Corporation
Diversified Program
-3.96 1,000k 5/1/1991
151 DeltaHedge
VIXVOX 1
-3.73 250k 8/1/2015
150 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.67 50k 7/1/2011
149 Aquantum
Aquantum Global Systematic Program (AGS)
-3.63 5,000k 7/1/2013
148 Tomas Capital Pty Ltd
GCAF | USD
-3.52 1,500k 7/1/2011
147 Vivienne Investissement
MACH 3
-3.46 100k 6/1/2015
146 Melissinos Trading
Eupatrid Program
-3.30 50k 1/1/2011
145 Hartswell Capital Ltd
MP-1
-3.29 250k 1/1/2014
144 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-3.10 1,000k 1/1/2015
143 Centurion Investment Management Inc.
Composite
-2.83 10,000k 8/1/2012
142 Robust Methods LLC
Macro Managed Account
-2.63 5,000k 1/1/2005
141 Blackwater Capital Management
ForesightML
-2.23 5,000k 7/1/2016
140 Eclipse Capital Management
Alpha Asia
-2.21 25,000k 1/1/2015
139 Chesapeake Capital
Diversified Plus (HV)
-2.14 100k 4/1/1994
138 Estlander & Partners
Freedom
-2.04 20,000k 8/1/2010
137 Bulkara Capital
Bulkara Systematic Fund SP
-1.81 250k 4/1/2014
136 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.80 1,000k 3/1/2003
135 Silicon Valley Quantitative Advisors
UQP Large
-1.79 500k 1/1/2009
134 Meliora Capital LLP
Commodity Absolute Return (1x)
-1.79 250k 11/1/2014
133 Metolius Capital LLC
Metolius Diversified
-1.78 100k 6/1/2010
132 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.73 100k 10/1/2011
131 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.66 5,000k 11/1/2012
130 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.63 500k 6/1/2007
129 Global Wealth Analytics, Inc.
Triple M
-1.60 1,000k 6/1/2014
128 Vivienne Investissement
OUESSANT UCITS FUND
-1.59 100k 5/1/2012
127 Soaring Pelican, LLC
Diversified S&P Program
-1.58 100k 1/1/2011
126 Crabel Capital Management
WPD Crabel Futures Program
-1.55 1,000k 7/1/2008
125 ISAM
ISAM Systematic Trend Fund
-1.42 1,000k 6/1/2001
124 Seven Capital Management
Seven Absolute Return
-1.32 100k 6/1/2009
123 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.24 1,000k 3/1/2007
122 Superfund Group
Superfund Red EUR SICAV
-1.23 10k 3/1/2013
121 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-1.23 25k 2/1/2016
120 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.11 5,000k 8/1/2000
119 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.09 100k 2/1/2010
118 Prolific Capital Markets, LLC
Prolific Swiss System
-1.04 10,000k 1/1/2014
117 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.95 3,000k 5/1/2014
116 ROW Asset Managment
Row Currency Program
-0.88 1,000k 11/1/2010
115 County Cork LLC
County Cork Macro Equity Hedge
-0.84 1,000k 2/1/2016
114 Conquest Capital Group
Conquest Select
-0.74 250k 6/1/2004
113 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.72 3,000k 8/1/2011
112 Superfund Group
Superfund Red USD SICAV
-0.72 10k 3/1/2013
111 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-0.70 500k 1/1/2015
110 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.59 20,000k 5/1/2013
109 EMC Capital Advisors, LLC
EMC Alpha Program
-0.57 5,000k 6/1/2013
108 Independent View
IV Quantitative Futures Fund
-0.41 100k 11/1/2012
107 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-0.39 1,000k 1/1/2013
106 Crabel Capital Management
Crabel Multi-Product
-0.38 1,000k 3/1/1998
105 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.38 500k 9/1/2015
104 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.33 250k 9/1/2014
103 Urban Tree Capital, LLC
UTC Plus (Client)
-0.32 100k 3/1/2013
102 Jaguar Investments Ltd
Aegir Capital Strategy
-0.30 1,000k 1/1/2012
101 R Best LLC
R Best Private Client Program
-0.29 50k 2/1/2010
100 Centurion Investment Management Inc.
Zero Margin Program
-0.27 1,000k 5/1/2016
99 Alder Capital DAC
CALM Eurozone Equity Program
-0.26 250k 5/1/2015
98 QTS Capital Management, LLC
QTS Partners, L.P.
-0.25 100k 1/1/2011
97 Blake Capital Management, Inc.
SRD Currencies
-0.21 100k 3/1/2013
96 Vortex
Currency Program
-0.19 500k 1/1/2014
95 Witter & Lester, Inc.
Redstone
-0.15 500k 9/1/1994
94 SandPointe
SandPointe All-Seasons Strategy
-0.12 5,000k 1/1/2015
93 Typhon Capital Management, LLC
Helios Deutsche
-0.11 250k 4/1/2014
92 Blake Capital Management, Inc.
SRD Short Equities
-0.08 100k 1/1/2011
91 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.04 1,000k 10/1/2006
85 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.00 250k 3/1/2010
80 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.00 250k 5/1/2013
90 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
89 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
0.00 500k 7/1/2013
88 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
0.00 250k 8/1/2015
82 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
83 Certeza Asset Management
Macro Vega
0.00 200k 1/1/2012
84 Certeza Asset Management
Omni
0.00 500k 11/1/2014
77 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.00 100k 1/1/2000
87 Aquantum
Aquantum Commodity Spread Program (ACS)
0.00 5,000k 7/1/2013
86 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
81 Glider Trading LLP
Glider Trading Strategy (Class C)
0.00 500k 9/1/2013
79 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.00 1,000k 6/1/2014
78 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
76 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.03 100k 4/1/2015
75 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.05 1,000k 5/1/2014
74 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.06 10,000k 3/1/1998
73 QTS Capital Management, LLC
FX Managed Account
0.12 100k 1/1/2011
72 SandPointe
SandPointe Opportunities Strategy
0.16 5,000k 5/1/2014
71 Eamon Capital
Zephyr Program
0.17 600k 1/1/2016
70 QTS Capital Management, LLC
Futures Managed Account
0.18 100k 8/1/2012
69 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.23 250k 7/1/2015
68 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
0.23 40k 1/1/2016
67 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.23 3,000k 5/1/2010
66 Emil van Essen
Spread Trading Program Limited
0.24 5,000k 7/1/2013
65 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.24 250k 11/1/1996
64 Typhon Capital Management, LLC
Chiron Currency Program
0.25 250k 2/1/2008
63 Turk Capital LLC
US Market Hedge Strategy
0.25 250k 11/1/2015
62 NuWave Investment Management, LLC
Commodity Value Portfolio
0.26 2,000k 10/1/2014
61 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.28 250k 10/1/2011
60 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.28 250k 5/1/2011
59 Talenta Capital LLP
S&P 500 Momentum
0.29 950k 6/1/2014
58 Talenta Capital LLP
Diversified
0.36 950k 6/1/2014
57 Quality Capital Management
Alpha Financials Program
0.37 10,000k 6/1/2012
56 Qbasis Invest
Qbasis i Trend Fund
0.43 1k 1/1/2014
55 Millburn Corporation
Commodity Program
0.44 25,000k 3/1/2005
54 Orion Asset Management
Algorithmic Trading Program
0.46 10k 1/1/2013
53 Qbasis Invest
Qbasis All Trends UCITS Fund
0.48 100k 1/1/2016
52 Paradox Capital Management
Sentiment Program (1X)
0.54 1,000k 1/1/2013
51 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.55 1,000k 4/1/2015
50 Angle Capital Management LLC
AIP Program
0.60 100k 1/1/2010
49 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.64 2,000k 7/1/2016
48 DUNN Capital Management
DUNN WMA Institutional Program
0.75 100k 10/1/2011
47 Emil van Essen
EvE Systematic Commodity Opportunities
0.77 500k 5/1/2016
46 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.82 500k 10/1/2014
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.84 250k 10/1/2009
44 NordIX
NordIX CTA - Government Bond Strategy (GBS) - USD
0.86 1,000k 1/1/2016
43 Pearl Capital Advisors, LLC
Hedged VIX Program
0.88 500k 10/1/2015
42 Blackwater Capital Management
Tactical Equity
0.90 500k 12/1/2013
41 Turk Capital LLC
US Equity Long/Short Strategy
0.93 250k 4/1/2014
40 Quantica Capital AG
1X Quantica Managed Futures Fund
1.00 100k 1/1/2014
39 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.12 10,000k 10/1/1993
38 Garraway Capital Management LLP
Garraway Financial Trends
1.12 100k 9/1/2012
37 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.13 1,000k 3/1/2003
36 FORT LP
Fort Global Contrarian
1.14 2,000k 10/1/2002
35 ML Systems LLC
Sledon Classic (Client)
1.20 300k 8/1/2014
34 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.23 2,000k 7/1/2013
33 Candriam Investor Group
Alternative Return Systemat
1.37 125k 1/1/2007
32 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.48 5,000k 9/1/2009
31 Buckingham Global Advisors, LLC
Weekly Emini Program
1.67 200k 3/1/2015
30 Quantica Capital AG
2X Quantica Managed Futures Fund
1.70 100k 1/1/2014
29 Millburn Corporation
Multi-Markets Program
1.78 25,000k 10/1/2004
28 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.81 10,000k 2/1/2008
27 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.91 1k 10/1/2006
26 Tianyou Asset Management, LLC
Tianyou Fund LP
2.02 100k 10/1/2012
25 Cauldron Investments, LLC
Stock Index Plus
2.03 1,000k 10/1/2009
24 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
2.08 250k 2/1/2016
23 dormouse Limited
dormouse - Managed Account
2.09 10,000k 7/1/2011
22 Aspect Capital
Aspect Diversified Fund - Class A (USD)
2.10 100k 12/1/1998
21 Alee Capital Management, LLC
Mistral Program
2.28 2,500k 1/1/1999
20 ROW Asset Managment
Row Diversified Fund, L.P.
2.32 1,000k 11/1/2011
19 R Best LLC
World Select Program
2.52 2,000k 4/1/2016
18 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
17 FORT LP
Fort Global Diversified
2.71 2,000k 10/1/1993
16 Ring Capital Management LLC
S&P E-Mini Select
2.78 100k 1/1/2012
15 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.83 5,000k 6/1/2010
14 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.94 3,000k 9/1/2015
13 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
3.34 500k 8/1/2007
12 Emil van Essen
Long-Short Commodity Program - Accelerated
3.44 200k 5/1/2014
11 Emil van Essen
Long-Short Commodity Program
3.73 1,000k 6/1/2013
10 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.76 1k 6/1/2009
9 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.99 100k 4/1/2014
8 Red Rock Capital, LLC
Commodity Long-Short
4.25 500k 9/1/2013
7 Purple Valley Capital, Inc.
Diversified Trend 1
4.52 100k 8/1/2008
6 Linnis
Linnis ONE, LP
5.75 100k 8/1/2014
5 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
5.84 10,000k 4/1/2004
4 Worldwide Capital Strategies
Profit Quest Macro World
6.11 100k 1/1/2010
3 Kopis Capital Management, LLC
Commodity Long Short Separate Account
6.34 750k 5/1/2015
2 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
7.28 100k 1/1/2014
1 Covenant Capital Management
Optimal Program
9.29 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan