Systematic Trader Index For August 2018

Monthly Rankings

Rank CTA/Program Aug 2018 Min Inv Inception
152 Vivienne Investissement
MACH 3
-6.54 100k 6/1/2015
151 Bulkara Capital
Bulkara Systematic Fund SP
-5.92 250k 4/1/2014
150 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-5.37 100k 1/1/2014
149 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-5.33 5,000k 11/1/2012
148 Global Wealth Analytics, Inc.
Triple M
-4.61 1,000k 6/1/2014
147 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.73 5,000k 9/1/2013
146 Alder Capital DAC
CALM Eurozone Equity Program
-3.45 250k 5/1/2015
145 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-3.30 250k 5/1/2013
144 Pearl Capital Advisors, LLC
Hedged VIX Program
-3.17 500k 10/1/2015
143 Linnis
Linnis ONE, LP
-3.17 100k 8/1/2014
142 Future Trade AG
Thales Swing Trading Programme
-3.16 250k 6/1/2007
141 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-3.12 40k 6/1/2015
140 Robust Methods LLC
Macro Managed Account
-2.54 5,000k 1/1/2005
139 Vivienne Investissement
OUESSANT UCITS FUND
-2.21 100k 5/1/2012
138 ROW Asset Managment
Row Currency Program
-2.14 1,000k 11/1/2010
137 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-1.93 3,000k 8/1/2011
136 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.86 1,000k 8/1/2012
135 Blackwater Capital Management
ForesightML
-1.37 5,000k 7/1/2016
134 Metolius Capital LLC
Metolius Diversified
-1.37 100k 6/1/2010
133 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.30 1,000k 6/1/2014
132 Emil van Essen
Spread Trading Program Limited
-1.27 5,000k 7/1/2013
131 Typhon Capital Management, LLC
Chiron Currency Program
-1.17 250k 2/1/2008
130 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.09 10,000k 10/1/1993
129 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.03 250k 3/1/2010
128 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.95 500k 6/1/2007
127 DeltaHedge
VIXVOX 1
-0.93 250k 8/1/2015
126 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.87 5,000k 9/1/2009
125 Blackwater Capital Management
Tactical Equity
-0.77 500k 12/1/2013
124 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.59 1,000k 3/1/2003
123 Emil van Essen
Long-Short Commodity Program
-0.59 1,000k 6/1/2013
122 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.57 5,000k 6/1/2010
121 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.53 2,000k 7/1/2016
120 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.50 100k 2/1/2010
119 Seven Capital Management
Seven Absolute Return
-0.38 100k 6/1/2009
118 Emil van Essen
EvE Systematic Commodity Opportunities
-0.31 500k 5/1/2016
117 DeltaHedge
VIXVOX 2
-0.19 250k 8/1/2015
116 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.17 1,000k 3/1/2007
115 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
114 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
113 QTS Capital Management, LLC
Futures Managed Account
-0.14 100k 8/1/2012
112 FORT LP
Fort Global Contrarian
-0.12 2,000k 10/1/2002
111 QTS Capital Management, LLC
QTS Partners, L.P.
-0.12 100k 1/1/2011
110 Vortex
Currency Program
-0.09 500k 1/1/2014
109 Candriam Investor Group
Alternative Return Systemat
-0.09 125k 1/1/2007
108 ML Systems LLC
Sledon Classic (Client)
-0.09 300k 8/1/2014
107 Blake Capital Management, Inc.
SRD Short Equities
-0.08 100k 1/1/2011
106 QTS Capital Management, LLC
FX Managed Account
-0.02 100k 1/1/2011
90 SandPointe
SandPointe All-Seasons Strategy
0.00 5,000k 1/1/2015
91 SandPointe
SandPointe Opportunities Strategy
0.00 5,000k 5/1/2014
92 Turk Capital LLC
US Market Hedge Strategy
0.00 250k 11/1/2015
93 Certeza Asset Management
Macro Vega
0.00 200k 1/1/2012
94 Certeza Asset Management
Omni
0.00 500k 11/1/2014
95 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
96 R Best LLC
R Best Private Client Program
0.00 50k 2/1/2010
97 R Best LLC
World Select Program
0.00 2,000k 4/1/2016
98 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.00 200k 2/1/2015
99 Hartswell Capital Ltd
MP-1
0.00 250k 1/1/2014
100 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
101 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
102 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
103 Turk Capital LLC
US Equity Long/Short Strategy
0.00 250k 4/1/2014
104 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.00 1,000k 12/1/2014
105 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
89 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.04 250k 7/1/2015
88 FORT LP
Fort Global Diversified
0.06 2,000k 10/1/1993
87 Blake Capital Management, Inc.
SRD Currencies
0.08 100k 3/1/2013
86 Soaring Pelican, LLC
Diversified S&P Program
0.09 100k 1/1/2011
85 dormouse Limited
dormouse Fund B Shares
0.12 10,000k 8/1/2016
84 Typhon Capital Management, LLC
Helios Deutsche
0.15 250k 4/1/2014
83 EMC Capital Advisors, LLC
EMC Alpha Program
0.19 5,000k 6/1/2013
82 W.G. Wealth Guardian Ltd.
GVR Program
0.22 60k 9/1/2016
81 Crabel Capital Management
WPD Crabel Futures Program
0.25 1,000k 7/1/2008
80 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.26 1,000k 3/1/2003
79 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.26 100k 4/1/2014
78 Witter & Lester, Inc.
Redstone
0.28 500k 9/1/1994
77 Jaguar Investments Ltd
Aegir Capital Strategy
0.33 1,000k 1/1/2012
76 Centurion Investment Management Inc.
Zero Margin Program
0.36 1,000k 5/1/2016
75 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.43 500k 10/1/2014
74 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.51 1,000k 4/1/2015
73 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.53 3,000k 5/1/2014
72 NuWave Investment Management, LLC
Commodity Value Portfolio
0.60 2,000k 10/1/2014
71 dormouse Limited
dormouse - Managed Account
0.61 10,000k 7/1/2011
70 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.62 250k 10/1/2011
69 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.71 1k 10/1/2006
68 Centurion Investment Management Inc.
Composite
0.71 10,000k 8/1/2012
67 ROW Asset Managment
Row Diversified Fund, L.P.
0.71 1,000k 11/1/2011
66 Eamon Capital
Zephyr Program
0.79 600k 1/1/2016
65 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.86 100k 4/1/2015
64 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
0.92 40k 1/1/2016
63 Talenta Capital LLP
Diversified
0.96 950k 6/1/2014
62 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
0.99 500k 9/1/2015
61 Meliora Capital LLP
Commodity Absolute Return (1x)
0.99 250k 11/1/2014
60 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
1.05 500k 1/1/2015
59 ProfitScore Capital Management
Long/Short US Treasury
1.17 10,000k 10/1/2015
58 Cauldron Investments, LLC
Stock Index Plus
1.20 1,000k 10/1/2009
57 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.20 1k 6/1/2009
56 Crabel Capital Management
Crabel Multi-Product
1.22 1,000k 3/1/1998
55 ROW Asset Managment
ROW Diversified 2X Fund, LP
1.24 1,000k 8/1/2016
54 Aquantum
Aquantum Commodity Spread Program (ACS)
1.30 5,000k 7/1/2013
53 Pinstripe Trading, LLC
Standard
1.35 125k 8/1/2009
52 County Cork LLC
County Cork Macro Equity Hedge
1.37 1,000k 2/1/2016
51 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.48 5,000k 8/1/2000
50 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.60 1,000k 1/1/2015
49 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
1.71 20,000k 5/1/2013
48 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
47 DUNN Capital Management
DUNN WMA Institutional Program
1.85 100k 10/1/2011
46 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.87 1,000k 5/1/2014
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.17 250k 10/1/2009
44 Garraway Capital Management LLP
Garraway Financial Trends
2.24 100k 9/1/2012
43 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
2.26 500k 8/1/2007
42 Prolific Capital Markets, LLC
Prolific Swiss System
2.27 10,000k 1/1/2014
41 Estlander & Partners
Freedom
2.35 20,000k 8/1/2010
40 Tianyou Asset Management, LLC
Tianyou Fund LP
2.47 100k 10/1/2012
39 Superfund Group
Superfund Red EUR SICAV
2.58 10k 3/1/2013
38 Qbasis Invest
Qbasis All Trends UCITS Fund
2.59 100k 1/1/2016
37 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.72 3,000k 5/1/2010
36 Talenta Capital LLP
S&P 500 Momentum
2.79 950k 6/1/2014
35 Quantica Capital AG
1X Quantica Managed Futures Fund
2.90 100k 1/1/2014
34 Worldwide Capital Strategies
Profit Quest Macro World
3.11 100k 1/1/2010
33 Superfund Group
Superfund Red USD SICAV
3.14 10k 3/1/2013
32 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.14 100k 12/1/1998
31 Melissinos Trading
Eupatrid Program
3.20 50k 1/1/2011
30 Independent View
IV Quantitative Futures Fund
3.30 100k 11/1/2012
29 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.35 1,000k 10/1/2006
28 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
3.44 10,000k 3/1/1998
27 Millburn Corporation
Commodity Program
3.44 25,000k 3/1/2005
26 Alee Capital Management, LLC
Mistral Program
3.52 2,500k 1/1/1999
25 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.54 100k 10/1/2011
24 Eclipse Capital Management
Alpha Asia
3.65 25,000k 1/1/2015
23 Qbasis Invest
Qbasis i Trend Fund
3.65 1k 1/1/2014
22 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.74 750k 5/1/2015
21 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.79 250k 5/1/2011
20 Tom Capital AG
Tom Capital Growth Fund
4.00 5,000k 12/1/2015
19 Millburn Corporation
Multi-Markets Program
4.11 25,000k 10/1/2004
18 Emil van Essen
Long-Short Commodity Program - Accelerated
4.35 200k 5/1/2014
17 Covenant Capital Management
Optimal Program
4.49 10k 2/1/2014
16 Red Rock Capital, LLC
Commodity Long-Short
4.65 500k 9/1/2013
15 Angle Capital Management LLC
AIP Program
4.84 100k 1/1/2010
14 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.88 1,000k 1/1/2013
13 Urban Tree Capital, LLC
UTC Plus (Client)
5.03 100k 3/1/2013
12 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
5.38 250k 11/1/1996
11 Silicon Valley Quantitative Advisors
UQP Large
6.05 500k 1/1/2009
10 Quantica Capital AG
2X Quantica Managed Futures Fund
6.10 100k 1/1/2014
9 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
6.80 250k 2/1/2016
8 ISAM
ISAM Systematic Trend Fund
8.48 1,000k 6/1/2001
7 Estlander & Partners
Alpha Trend II - Class P
8.52 100k 12/1/2008
6 NuWave Investment Management, LLC
NuWave Matrix Portfolio
8.74 3,000k 9/1/2015
5 Chesapeake Capital
Diversified Plus (HV)
10.11 100k 4/1/1994
4 Dreiss Research Corporation
Diversified Program
10.97 1,000k 5/1/1991
3 Purple Valley Capital, Inc.
Diversified Trend 1
14.22 100k 8/1/2008
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
15.02 50k 7/1/2011
1 Tomas Capital Pty Ltd
GCAF | USD
15.72 1,500k 7/1/2011

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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