Systematic Trader Index For January 2019

Monthly Rankings

Rank CTA/Program Jan 2019 Min Inv Inception
156 Tomas Capital Pty Ltd
GCAF | USD
-14.10 1,500k 7/1/2011
155 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.85 50k 7/1/2011
154 Estlander & Partners
Alpha Trend II - Class P
-9.76 100k 12/1/2008
153 Dreiss Research Corporation
Diversified Program
-9.28 1,000k 5/1/1991
152 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-9.07 20,000k 5/1/2013
151 Red Rock Capital, LLC
Commodity Long-Short
-8.76 500k 9/1/2013
150 Purple Valley Capital, Inc.
Diversified Trend 1
-8.03 100k 8/1/2008
149 Chesapeake Capital
Diversified Plus (HV)
-7.65 100k 4/1/1994
148 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.64 250k 5/1/2011
147 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-6.26 100k 4/1/2014
146 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.98 1k 6/1/2009
145 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-5.44 40k 6/1/2015
144 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.16 200k 5/1/2014
143 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-4.99 1,000k 10/1/2006
142 Estlander & Partners
Freedom
-4.88 20,000k 8/1/2010
141 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.87 10,000k 3/1/1998
140 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-4.53 500k 8/1/2007
139 Emil van Essen
Long-Short Commodity Program
-4.49 1,000k 6/1/2013
138 R Best LLC
World Select Program
-4.40 2,000k 4/1/2016
137 Vortex
Currency Program
-4.11 500k 1/1/2014
136 Urban Tree Capital, LLC
UTC Plus (Client)
-4.05 100k 3/1/2013
135 Prolific Capital Markets, LLC
Prolific Swiss System
-3.98 10,000k 1/1/2014
134 ROW Asset Managment
ROW Diversified 2X Fund, LP
-3.90 1,000k 8/1/2016
133 Alee Capital Management, LLC
Mistral Program
-3.74 2,500k 1/1/1999
132 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.70 250k 11/1/1996
131 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-3.12 3,000k 8/1/2011
130 Eamon Capital
Zephyr Program
-3.08 600k 1/1/2016
129 Aquantum
Aquantum Commodity Spread Program (ACS)
-3.03 5,000k 7/1/2013
128 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.00 5,000k 11/1/2012
127 Garraway Capital Management LLP
Garraway Financial Trends
-2.97 100k 9/1/2012
126 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.96 1k 10/1/2006
125 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-2.93 1,000k 5/1/2015
124 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.87 1,000k 5/1/2014
123 Anderson Creek Trading
Standard Diversified Strategy
-2.72 250k 7/1/2014
122 Pearl Capital Advisors, LLC
Hedged VIX Program
-2.48 500k 10/1/2015
121 Jaguar Investments Ltd
Aegir Capital Strategy
-2.31 1,000k 1/1/2012
120 Metolius Capital LLC
Metolius Diversified
-2.29 100k 6/1/2010
119 Enduring Investments LLC
Enduring Commodity Alpha
-2.24 500k 9/1/2015
118 ROW Asset Managment
Row Diversified Fund, L.P.
-1.87 1,000k 11/1/2011
117 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.75 1,500k 10/1/2016
116 Pinstripe Trading, LLC
Standard
-1.75 125k 8/1/2009
115 DUNN Capital Management
DUNN WMA Institutional Program
-1.67 100k 10/1/2011
114 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.60 250k 5/1/2013
113 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.55 100k 2/1/2010
112 Millburn Corporation
Multi-Markets Program
-1.48 25,000k 10/1/2004
111 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-1.43 3,000k 9/1/2015
110 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-1.42 1,000k 12/1/2014
109 Aquantum
ACS Energies
-1.39 5,000k 1/1/2017
108 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.37 100k 1/1/2014
107 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.25 1,000k 1/1/2013
106 Typhon Capital Management, LLC
Helios Deutsche
-1.24 250k 4/1/2014
105 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-1.18 100k 2/1/2017
104 Eclipse Capital Management
Alpha Asia
-0.91 25,000k 1/1/2015
103 Crabel Capital Management
Crabel Multi-Product
-0.90 1,000k 3/1/1998
102 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.88 100k 10/1/2011
101 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.86 100k 12/1/1998
100 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.75 2,000k 7/1/2016
99 Centurion Investment Management Inc.
Composite
-0.72 10,000k 8/1/2012
98 Seven Capital Management
Seven Absolute Return
-0.52 100k 6/1/2009
97 Typhon Capital Management, LLC
Chiron Currency Program
-0.47 250k 2/1/2008
96 dormouse Limited
dormouse - Managed Account
-0.29 10,000k 7/1/2011
95 Witter & Lester, Inc.
Redstone
-0.26 500k 9/1/1994
94 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.22 2,000k 10/1/2014
93 dormouse Limited
dormouse Fund A Shares
-0.22 1,000k 1/1/2017
92 Future Trade AG
Thales Swing Trading Programme
-0.22 250k 6/1/2007
91 dormouse Limited
dormouse Fund B Shares
-0.22 10,000k 8/1/2016
90 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
-0.20 500k 4/1/2013
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 Blake Capital Management, Inc.
SRD Currencies
-0.14 100k 3/1/2013
86 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.10 5,000k 6/1/2010
85 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.10 500k 9/1/2015
84 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.06 500k 6/1/2007
83 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.04 250k 7/1/2015
74 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
77 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
76 Talenta Capital LLP
Diversified
0.00 950k 6/1/2014
71 Talenta Capital LLP
S&P 500 Momentum
0.00 950k 2/1/2017
79 Soaring Pelican, LLC
Diversified S&P Program
0.00 100k 1/1/2011
78 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
69 LEVEX Capital Management Inc.
3636 DayTrading
0.00 36k 1/1/2017
80 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.00 3,000k 5/1/2010
82 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
81 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
72 Emil van Essen
EvE Systematic Commodity Opportunities
0.00 500k 5/1/2016
75 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
70 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
73 Blackwater Capital Management
ForesightML
0.00 5,000k 7/1/2016
68 Silicon Valley Quantitative Advisors
UQP Large
0.04 500k 1/1/2009
67 Certeza Asset Management
Macro Vega
0.14 200k 1/1/2012
66 Certeza Asset Management
Omni
0.16 500k 11/1/2014
65 Centurion Investment Management Inc.
Zero Margin Program
0.16 1,000k 5/1/2016
64 Independent View
IV Quantitative Futures Fund
0.21 100k 11/1/2012
63 QTS Capital Management, LLC
FX Managed Account
0.28 100k 1/1/2011
62 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.29 100k 4/1/2015
61 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
0.35 5,000k 9/1/2013
60 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.50 1,000k 6/1/2014
59 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.54 250k 3/1/2010
58 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.63 1,000k 4/1/2015
57 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.65 250k 10/1/2011
56 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.83 1,000k 3/1/2007
55 Sandpiper Asset Management
Sandpiper Global Macro Program
0.90 1,000k 8/1/2012
54 Orion Asset Management
Algorithmic Trading Program
1.00 10k 1/1/2013
53 QTS Capital Management, LLC
Tail Reaper
1.00 100k 8/1/2012
52 DeltaHedge
VIXVOX 2
1.00 250k 8/1/2015
51 EMC Capital Advisors, LLC
EMC Alpha Program
1.06 5,000k 6/1/2013
50 QTS Capital Management, LLC
QTS Partners, L.P.
1.14 100k 1/1/2011
49 Bulkara Capital
Bulkara Systematic Fund SP
1.14 250k 4/1/2014
48 Automaton Trading LLC
Diversified
1.17 500k 7/1/2014
47 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.29 10,000k 10/1/1993
46 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.36 3,000k 5/1/2014
45 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
1.45 500k 1/1/2015
44 Tianyou Asset Management, LLC
Tianyou Fund LP
1.52 100k 10/1/2012
43 514 Capital Partners
514 Fund
1.65 100k 11/1/2013
42 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.68 1,000k 3/1/2003
41 Meliora Capital LLP
Commodity Absolute Return (1x)
1.70 250k 11/1/2014
40 Emil van Essen
Spread Trading Program Limited
1.76 5,000k 7/1/2013
39 Superfund Group
Superfund Red EUR SICAV
1.82 10k 3/1/2013
38 FORT LP
Fort Global Diversified
1.87 2,000k 10/1/1993
37 Buckingham Global Advisors, LLC
Weekly Emini Program
1.88 200k 3/1/2015
36 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.90 1,000k 1/1/2015
35 Vivienne Investissement
OUESSANT UCITS FUND
1.94 100k 5/1/2012
34 R Best LLC
R Best Private Client Program
2.06 50k 2/1/2010
33 Robust Methods LLC
Macro Managed Account
2.26 5,000k 1/1/2005
32 FORT LP
Fort Global Contrarian
2.52 2,000k 10/1/2002
31 Superfund Group
Superfund Red USD SICAV
2.56 10k 3/1/2013
30 County Cork LLC
County Cork Macro Equity Hedge
2.57 1,000k 2/1/2016
29 Hartswell Capital Ltd
MP-1
2.67 250k 1/1/2014
28 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
2.69 500k 10/1/2014
27 Superfund Group
Superfund Green EUR SICAV
2.83 5k 1/1/2017
26 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.87 5,000k 9/1/2009
25 Superfund Group
Superfund Red One SP I - Class A EUR
3.19 10k 1/1/2017
24 Superfund Group
Superfund Red One SP I - Class A USD
3.40 10k 1/1/2017
23 DeltaHedge
VIXVOX 1
3.50 250k 8/1/2015
22 Superfund Group
Superfund Green USD SICAV
3.57 5k 1/1/2017
21 Millburn Corporation
Commodity Program
3.76 25,000k 3/1/2005
20 Quantica Capital AG
1X Quantica Managed Futures Fund
4.00 100k 1/1/2014
19 Worldwide Capital Strategies
Profit Quest Macro World
4.02 100k 1/1/2010
18 Turk Capital LLC
US Market Hedge Strategy
4.04 250k 11/1/2015
17 Kopis Capital Management, LLC
Commodity Long Only
4.04 500k 1/1/2014
16 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
4.19 250k 2/1/2016
15 W.G. Wealth Guardian Ltd.
GVR Program
4.22 60k 9/1/2016
14 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
4.25 40k 1/1/2016
13 Cauldron Investments, LLC
Cauldron Systematic
4.30 500k 1/1/2017
12 Covenant Capital Management
Tactical Growth Program
4.30 100k 1/1/2017
11 Linnis
Linnis ONE, LP
4.41 100k 8/1/2014
10 Tom Capital AG
Tom Capital Growth Fund
4.50 5,000k 12/1/2015
9 ML Systems LLC
Sledon Classic (Client)
4.77 300k 8/1/2014
8 Vivienne Investissement
MACH 3
6.27 100k 6/1/2015
7 Superfund Group
Superfund Red One SP I - Class A Gold
6.33 10k 1/1/2017
6 Superfund Group
Superfund Green GOLD SICAV
6.66 20k 1/1/2017
5 Superfund Group
Superfund Red One SP I - Class A Silver
6.85 10k 1/1/2017
4 Superfund Group
Superfund Green SILVER SICAV
7.10 20k 1/1/2017
3 Turk Capital LLC
US Equity Long/Short Strategy
7.87 250k 4/1/2014
2 Quantica Capital AG
2X Quantica Managed Futures Fund
9.30 100k 1/1/2014
1 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
9.97 1,000k 3/1/2003

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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