Systematic Trader Index For September 2018

Monthly Rankings

Rank CTA/Program Sep 2018 Min Inv Inception
151 Covenant Capital Management
Optimal Program
-18.09 10k 2/1/2014
150 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-10.27 50k 7/1/2011
149 Tomas Capital Pty Ltd
GCAF | USD
-10.14 1,500k 7/1/2011
148 Qbasis Invest
Qbasis i Trend Fund
-9.81 1k 1/1/2014
147 Hartswell Capital Ltd
MP-1
-9.06 250k 1/1/2014
146 Qbasis Invest
Qbasis All Trends UCITS Fund
-7.11 100k 1/1/2016
145 Estlander & Partners
Alpha Trend II - Class P
-5.23 100k 12/1/2008
144 Garraway Capital Management LLP
Garraway Financial Trends
-5.13 100k 9/1/2012
143 Tom Capital AG
Tom Capital Growth Fund
-5.00 5,000k 12/1/2015
142 Global Wealth Analytics, Inc.
Triple M
-3.82 1,000k 6/1/2014
141 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.80 100k 1/1/2014
140 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.54 5,000k 8/1/2000
139 ProfitScore Capital Management
Long/Short US Treasury
-2.91 10,000k 10/1/2015
138 Estlander & Partners
Freedom
-2.80 20,000k 8/1/2010
137 ISAM
ISAM Systematic Trend Fund
-2.75 1,000k 6/1/2001
136 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.40 1,000k 3/1/2003
135 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-2.33 250k 2/1/2016
134 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.30 1k 6/1/2009
133 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.29 250k 10/1/2009
132 Eclipse Capital Management
Alpha Asia
-2.14 25,000k 1/1/2015
131 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.08 3,000k 5/1/2010
130 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-2.02 1,000k 10/1/2006
129 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.93 10,000k 10/1/1993
128 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-1.90 10,000k 3/1/1998
127 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.82 2,000k 7/1/2016
126 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.81 20,000k 5/1/2013
125 Emil van Essen
EvE Systematic Commodity Opportunities
-1.77 500k 5/1/2016
124 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.76 500k 10/1/2015
123 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.72 1,000k 1/1/2013
122 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
121 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.67 250k 11/1/1996
120 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.67 5,000k 11/1/2012
119 Superfund Group
Superfund Red USD SICAV
-1.55 10k 3/1/2013
118 Eamon Capital
Zephyr Program
-1.54 600k 1/1/2016
117 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
116 Orion Asset Management
Algorithmic Trading Program
-1.44 10k 1/1/2013
115 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.35 1k 10/1/2006
114 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.34 40k 6/1/2015
113 Talenta Capital LLP
Diversified
-1.15 950k 6/1/2014
112 Conquest Capital Group
Conquest Select
-1.08 250k 6/1/2004
111 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.07 1,000k 5/1/2014
110 Vortex
Currency Program
-1.04 500k 1/1/2014
109 Chesapeake Capital
Diversified Plus (HV)
-1.02 100k 4/1/1994
108 Urban Tree Capital, LLC
UTC Plus (Client)
-1.01 100k 3/1/2013
107 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.95 100k 12/1/1998
106 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.90 3,000k 5/1/2014
105 County Cork LLC
County Cork Macro Equity Hedge
-0.87 1,000k 2/1/2016
104 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-0.80 1,000k 1/1/2015
103 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.72 250k 5/1/2011
102 Metolius Capital LLC
Metolius Diversified
-0.65 100k 6/1/2010
101 Future Trade AG
Thales Swing Trading Programme
-0.64 250k 6/1/2007
100 FORT LP
Fort Global Diversified
-0.60 2,000k 10/1/1993
99 Independent View
IV Quantitative Futures Fund
-0.56 100k 11/1/2012
98 Seven Capital Management
Seven Absolute Return
-0.56 100k 6/1/2009
97 Prolific Capital Markets, LLC
Prolific Swiss System
-0.54 10,000k 1/1/2014
96 Turning Wheel Capital, Inc.
Pure Alpha
-0.51 10,000k 1/1/2012
95 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.34 1,000k 3/1/2003
94 Jaguar Investments Ltd
Aegir Capital Strategy
-0.27 1,000k 1/1/2012
93 Crabel Capital Management
Crabel Multi-Product
-0.26 1,000k 3/1/1998
92 Blake Capital Management, Inc.
SRD Currencies
-0.25 100k 3/1/2013
91 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.23 2,000k 10/1/2014
90 EMC Capital Advisors, LLC
EMC Alpha Program
-0.23 5,000k 6/1/2013
89 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
88 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
87 FORT LP
Fort Global Contrarian
-0.17 2,000k 10/1/2002
86 Typhon Capital Management, LLC
Chiron Currency Program
-0.13 250k 2/1/2008
85 Blake Capital Management, Inc.
SRD Short Equities
-0.09 100k 1/1/2011
84 ML Systems LLC
Sledon Classic (Client)
-0.09 300k 8/1/2014
83 QTS Capital Management, LLC
QTS Partners, L.P.
-0.06 100k 1/1/2011
61 QTS Capital Management, LLC
Futures Managed Account
0.00 100k 8/1/2012
62 Blackwater Capital Management
Tactical Equity
0.00 500k 12/1/2013
63 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.00 200k 2/1/2015
64 Certeza Asset Management
Omni
0.00 500k 11/1/2014
65 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
66 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
67 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
68 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
69 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
70 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
71 Robust Methods LLC
Macro Managed Account
0.00 5,000k 1/1/2005
72 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
73 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.00 500k 10/1/2014
74 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.00 500k 8/1/2007
75 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
0.00 500k 9/1/2015
76 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.00 100k 2/1/2010
77 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.00 3,000k 8/1/2011
78 Blackwater Capital Management
ForesightML
0.00 5,000k 7/1/2016
79 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
80 Linnis
Linnis ONE, LP
0.00 100k 8/1/2014
81 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
82 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
60 Turk Capital LLC
US Market Hedge Strategy
0.02 250k 11/1/2015
59 R Best LLC
R Best Private Client Program
0.03 50k 2/1/2010
58 QTS Capital Management, LLC
FX Managed Account
0.04 100k 1/1/2011
57 Silicon Valley Quantitative Advisors
UQP Large
0.05 500k 1/1/2009
56 Typhon Capital Management, LLC
Helios Deutsche
0.11 250k 4/1/2014
55 Centurion Investment Management Inc.
Composite
0.13 10,000k 8/1/2012
54 Emil van Essen
Long-Short Commodity Program
0.14 1,000k 6/1/2013
53 Purple Valley Capital, Inc.
Diversified Trend 1
0.14 100k 8/1/2008
52 Turk Capital LLC
US Equity Long/Short Strategy
0.14 250k 4/1/2014
51 Vivienne Investissement
OUESSANT UCITS FUND
0.21 100k 5/1/2012
50 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.22 100k 4/1/2015
49 Melissinos Trading
Eupatrid Program
0.22 50k 1/1/2011
48 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.24 250k 3/1/2010
47 Centurion Investment Management Inc.
Zero Margin Program
0.25 1,000k 5/1/2016
46 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.28 500k 1/1/2015
45 R Best LLC
World Select Program
0.29 2,000k 4/1/2016
44 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.31 250k 7/1/2015
43 Bulkara Capital
Bulkara Systematic Fund SP
0.36 250k 4/1/2014
42 W.G. Wealth Guardian Ltd.
GVR Program
0.37 60k 9/1/2016
41 Alder Capital DAC
CALM Eurozone Equity Program
0.39 250k 5/1/2015
40 Crabel Capital Management
WPD Crabel Futures Program
0.43 1,000k 7/1/2008
39 Certeza Asset Management
Macro Vega
0.46 200k 1/1/2012
38 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.47 1,250k 10/1/2016
37 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
36 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.63 1,000k 4/1/2015
35 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.64 250k 10/1/2011
34 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.70 1,000k 6/1/2014
33 dormouse Limited
dormouse - Managed Account
0.72 10,000k 7/1/2011
32 DeltaHedge
VIXVOX 2
0.76 250k 8/1/2015
31 Vivienne Investissement
MACH 3
0.79 100k 6/1/2015
30 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.89 1,000k 3/1/2007
29 Emil van Essen
Long-Short Commodity Program - Accelerated
0.89 200k 5/1/2014
28 dormouse Limited
dormouse Fund B Shares
1.02 10,000k 8/1/2016
27 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.09 100k 10/1/2011
26 Soaring Pelican, LLC
Diversified S&P Program
1.10 100k 1/1/2011
25 Talenta Capital LLP
S&P 500 Momentum
1.11 950k 6/1/2014
24 Cauldron Investments, LLC
Stock Index Plus
1.33 1,000k 10/1/2009
23 Emil van Essen
Spread Trading Program Limited
1.34 5,000k 7/1/2013
22 DUNN Capital Management
DUNN WMA Institutional Program
1.41 100k 10/1/2011
21 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.42 500k 6/1/2007
20 DeltaHedge
VIXVOX 1
1.46 250k 8/1/2015
19 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.50 250k 5/1/2013
18 Meliora Capital LLP
Commodity Absolute Return (1x)
1.51 250k 11/1/2014
17 Buckingham Global Advisors, LLC
Weekly Emini Program
1.65 200k 3/1/2015
16 Millburn Corporation
Multi-Markets Program
1.85 25,000k 10/1/2004
15 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
1.93 1,000k 12/1/2014
14 Tianyou Asset Management, LLC
Tianyou Fund LP
2.06 100k 10/1/2012
13 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
2.21 40k 1/1/2016
12 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.52 3,000k 9/1/2015
11 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.63 100k 4/1/2014
10 Worldwide Capital Strategies
Profit Quest Macro World
2.81 100k 1/1/2010
9 Aquantum
Aquantum Commodity Spread Program (ACS)
3.04 5,000k 7/1/2013
8 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.05 5,000k 9/1/2009
7 Sandpiper Asset Management
Sandpiper Global Macro Program
3.67 1,000k 8/1/2012
6 Millburn Corporation
Commodity Program
3.72 25,000k 3/1/2005
5 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
4.10 5,000k 9/1/2013
4 Red Rock Capital, LLC
Commodity Long-Short
4.28 500k 9/1/2013
3 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.51 5,000k 6/1/2010
2 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
5.45 100k 1/1/2014
1 Kopis Capital Management, LLC
Commodity Long Short Separate Account
5.64 750k 5/1/2015

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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