Systematic Trader Index For July 2018

Monthly Rankings

Rank CTA/Program Jul 2018 Min Inv Inception
155 Qbasis Invest
Qbasis i Trend Fund
-7.38 1k 1/1/2014
154 Qbasis Invest
Qbasis All Trends UCITS Fund
-6.98 100k 1/1/2016
153 Worldwide Capital Strategies
Profit Quest Macro World
-6.43 100k 1/1/2010
152 Hartswell Capital Ltd
MP-1
-6.37 250k 1/1/2014
151 Angle Capital Management LLC
AIP Program
-6.08 100k 1/1/2010
150 Vortex
Currency Program
-5.86 500k 1/1/2014
149 Purple Valley Capital, Inc.
Diversified Trend 1
-4.60 100k 8/1/2008
148 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-4.37 100k 4/1/2014
147 Eamon Capital
Zephyr Program
-4.34 600k 1/1/2016
146 Emil van Essen
Long-Short Commodity Program - Accelerated
-4.33 200k 5/1/2014
145 Urban Tree Capital, LLC
UTC Plus (Client)
-3.89 100k 3/1/2013
144 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.78 1,000k 10/1/2006
143 Emil van Essen
Long-Short Commodity Program
-3.73 1,000k 6/1/2013
142 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.68 10,000k 3/1/1998
141 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-3.60 40k 6/1/2015
140 Bulkara Capital
Bulkara Systematic Fund SP
-3.42 250k 4/1/2014
139 Prolific Capital Markets, LLC
Prolific Swiss System
-3.37 10,000k 1/1/2014
138 Global Wealth Analytics, Inc.
Triple M
-3.10 1,000k 6/1/2014
137 R Best LLC
World Select Program
-3.09 2,000k 4/1/2016
136 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.04 20,000k 5/1/2013
135 Millburn Corporation
Multi-Markets Program
-2.98 25,000k 10/1/2004
134 Linnis
Linnis ONE, LP
-2.94 100k 8/1/2014
133 Tom Capital AG
Tom Capital Growth Fund
-2.80 5,000k 12/1/2015
132 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.69 5,000k 8/1/2000
131 Robust Methods LLC
Macro Managed Account
-2.31 5,000k 1/1/2005
130 Centurion Investment Management Inc.
Composite
-2.15 10,000k 8/1/2012
129 Garraway Capital Management LLP
Garraway Financial Trends
-1.98 100k 9/1/2012
128 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.80 250k 5/1/2013
127 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.73 10,000k 10/1/1993
126 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.66 500k 6/1/2007
125 Metolius Capital LLC
Metolius Diversified
-1.56 100k 6/1/2010
124 Future Trade AG
Thales Swing Trading Programme
-1.52 250k 6/1/2007
123 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-1.35 500k 9/1/2015
122 FORT LP
Fort Global Diversified
-1.23 2,000k 10/1/1993
121 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.07 1k 6/1/2009
120 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.04 5,000k 7/1/2013
119 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.00 250k 10/1/2011
118 Typhon Capital Management, LLC
Helios Deutsche
-0.98 250k 4/1/2014
117 Millburn Corporation
Commodity Program
-0.98 25,000k 3/1/2005
116 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.86 250k 10/1/2009
115 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.83 250k 2/1/2016
114 Crabel Capital Management
Crabel Multi-Product
-0.82 1,000k 3/1/1998
113 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.81 500k 10/1/2015
112 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.77 100k 12/1/1998
111 Centurion Investment Management Inc.
Zero Margin Program
-0.71 1,000k 5/1/2016
110 Covenant Capital Management
Optimal Program
-0.69 10k 2/1/2014
109 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.67 1k 10/1/2006
108 Typhon Capital Management, LLC
Chiron Currency Program
-0.66 250k 2/1/2008
107 R Best LLC
R Best Private Client Program
-0.65 50k 2/1/2010
106 DUNN Capital Management
DUNN WMA Institutional Program
-0.63 100k 10/1/2011
105 Silicon Valley Quantitative Advisors
UQP Large
-0.57 500k 1/1/2009
104 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.55 5,000k 6/1/2010
103 Blackwater Capital Management
ForesightML
-0.45 5,000k 7/1/2016
102 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.35 1,000k 3/1/2003
101 Dreiss Research Corporation
Diversified Program
-0.30 1,000k 5/1/1991
100 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.30 250k 3/1/2010
99 Crabel Capital Management
WPD Crabel Futures Program
-0.24 1,000k 7/1/2008
98 Blake Capital Management, Inc.
SRD Currencies
-0.21 100k 3/1/2013
97 ML Systems LLC
Sledon Classic (Client)
-0.20 300k 8/1/2014
96 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.19 3,000k 8/1/2011
95 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.17 1,000k 5/1/2014
94 Talenta Capital LLP
Diversified
-0.13 950k 6/1/2014
93 Soaring Pelican, LLC
Diversified S&P Program
-0.13 100k 1/1/2011
92 Vivienne Investissement
OUESSANT UCITS FUND
-0.07 100k 5/1/2012
91 County Cork LLC
County Cork Macro Equity Hedge
-0.07 1,000k 2/1/2016
90 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.05 2,000k 7/1/2016
89 Alee Capital Management, LLC
Mistral Program
-0.04 2,500k 1/1/1999
88 ProfitScore Capital Management
Long/Short US Treasury
-0.03 10,000k 10/1/2015
81 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.00 250k 9/1/2014
80 NordIX
NordIX CTA - Government Bond Strategy (GBS) - USD
0.00 1,000k 1/1/2016
87 SandPointe
SandPointe Opportunities Strategy
0.00 5,000k 5/1/2014
86 SandPointe
SandPointe All-Seasons Strategy
0.00 5,000k 1/1/2015
85 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
77 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.00 2,000k 7/1/2013
79 Meliora Capital LLP
Commodity Absolute Return (1x)
0.00 250k 11/1/2014
78 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
76 Aquantum
Aquantum Global Systematic Program (AGS)
0.00 5,000k 7/1/2013
73 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
83 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
75 Paradox Capital Management
Sentiment Program (1X)
0.00 1,000k 1/1/2013
74 Quality Capital Management
Alpha Financials Program
0.00 10,000k 6/1/2012
71 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
72 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
82 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
84 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
70 Blake Capital Management, Inc.
SRD Short Equities
0.02 100k 1/1/2011
69 Sandpiper Asset Management
Sandpiper Global Macro Program
0.03 1,000k 8/1/2012
68 Emil van Essen
EvE Systematic Commodity Opportunities
0.05 500k 5/1/2016
67 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.05 3,000k 5/1/2014
66 Vivienne Investissement
MACH 3
0.07 100k 6/1/2015
65 Certeza Asset Management
Macro Vega
0.09 200k 1/1/2012
64 Ring Capital Management LLC
S&P E-Mini Select
0.16 100k 1/1/2012
63 QTS Capital Management, LLC
Futures Managed Account
0.16 100k 8/1/2012
62 Certeza Asset Management
Omni
0.18 500k 11/1/2014
61 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.18 3,000k 9/1/2015
60 QTS Capital Management, LLC
QTS Partners, L.P.
0.20 100k 1/1/2011
59 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.21 750k 5/1/2015
58 QTS Capital Management, LLC
FX Managed Account
0.24 100k 1/1/2011
57 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.27 1,000k 3/1/2003
56 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.28 500k 1/1/2015
55 Witter & Lester, Inc.
Redstone
0.30 500k 9/1/1994
54 DeltaHedge
VIXVOX 2
0.31 250k 8/1/2015
53 Chesapeake Capital
Diversified Plus (HV)
0.32 100k 4/1/1994
52 Estlander & Partners
Alpha Trend II - Class P
0.33 100k 12/1/2008
51 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.36 500k 10/1/2014
50 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.37 1,000k 1/1/2013
49 ISAM
ISAM Systematic Trend Fund
0.39 1,000k 6/1/2001
48 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.39 3,000k 5/1/2010
47 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.40 1,000k 6/1/2014
46 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.45 5,000k 11/1/2012
45 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.47 100k 2/1/2010
44 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.50 1,000k 4/1/2015
43 EMC Capital Advisors, LLC
EMC Alpha Program
0.51 5,000k 6/1/2013
42 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.54 100k 4/1/2015
41 Estlander & Partners
Freedom
0.60 20,000k 8/1/2010
40 Melissinos Trading
Eupatrid Program
0.61 50k 1/1/2011
39 Emil van Essen
Spread Trading Program Limited
0.66 5,000k 7/1/2013
38 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.75 5,000k 9/1/2009
37 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.79 250k 7/1/2015
36 Talenta Capital LLP
S&P 500 Momentum
0.79 950k 6/1/2014
35 FORT LP
Fort Global Contrarian
0.80 2,000k 10/1/2002
34 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.83 250k 5/1/2011
33 Independent View
IV Quantitative Futures Fund
0.85 100k 11/1/2012
32 NuWave Investment Management, LLC
Commodity Value Portfolio
0.86 2,000k 10/1/2014
31 Blackwater Capital Management
Tactical Equity
0.89 500k 12/1/2013
30 DeltaHedge
VIXVOX 1
0.95 250k 8/1/2015
29 Seven Capital Management
Seven Absolute Return
1.21 100k 6/1/2009
28 Jaguar Investments Ltd
Aegir Capital Strategy
1.40 1,000k 1/1/2012
27 Red Rock Capital, LLC
Commodity Long-Short
1.45 500k 9/1/2013
26 Quantica Capital AG
1X Quantica Managed Futures Fund
1.50 100k 1/1/2014
25 Pinstripe Trading, LLC
Standard
1.60 125k 8/1/2009
24 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.65 100k 10/1/2011
23 Tianyou Asset Management, LLC
Tianyou Fund LP
1.74 100k 10/1/2012
22 Superfund Group
Superfund Red EUR SICAV
1.74 10k 3/1/2013
21 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.77 250k 11/1/1996
20 Tomas Capital Pty Ltd
GCAF | USD
1.78 1,500k 7/1/2011
19 Cauldron Investments, LLC
Stock Index Plus
1.83 1,000k 10/1/2009
18 W.G. Wealth Guardian Ltd.
GVR Program
1.88 60k 9/1/2016
17 Superfund Group
Superfund Red USD SICAV
1.91 10k 3/1/2013
16 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.98 50k 7/1/2011
15 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.13 1,000k 1/1/2015
14 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.37 1,000k 3/1/2007
13 Buckingham Global Advisors, LLC
Weekly Emini Program
2.41 200k 3/1/2015
12 Turk Capital LLC
US Market Hedge Strategy
2.58 250k 11/1/2015
11 Alder Capital DAC
CALM Eurozone Equity Program
2.62 250k 5/1/2015
10 Quantica Capital AG
2X Quantica Managed Futures Fund
2.80 100k 1/1/2014
9 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
2.94 40k 1/1/2016
8 Eclipse Capital Management
Alpha Asia
3.14 25,000k 1/1/2015
7 dormouse Limited
dormouse - Managed Account
3.49 10,000k 7/1/2011
6 dormouse Limited
dormouse Fund B Shares
3.98 10,000k 8/1/2016
5 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
4.61 200k 2/1/2015
4 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.67 100k 1/1/2014
3 Turk Capital LLC
US Equity Long/Short Strategy
5.30 250k 4/1/2014
2 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
5.46 500k 8/1/2007
1 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
20.14 25k 2/1/2016

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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