Systematic Trader Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
156 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
155 Urban Tree Capital, LLC
UTC Plus (Client)
-4.47 100k 3/1/2013
154 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.23 20,000k 5/1/2013
153 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
152 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
151 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-3.11 1,000k 5/1/2015
150 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.79 40k 6/1/2015
149 Vortex
Currency Program
-2.58 500k 1/1/2014
148 QTS Capital Management, LLC
Tail Reaper
-2.54 100k 8/1/2012
147 Crabel Capital Management
Crabel Multi-Product
-2.43 1,000k 3/1/1998
146 Emil van Essen
Spread Trading Program Limited
-2.39 5,000k 7/1/2013
145 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.26 3,000k 9/1/2015
144 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
143 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-2.16 500k 9/1/2015
142 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
141 Independent View
IV Quantitative Futures Fund
-2.08 100k 11/1/2012
140 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
139 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
138 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
137 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.34 5,000k 8/1/2000
136 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.30 1,000k 6/1/2014
135 Robust Methods LLC
Macro Managed Account
-1.29 5,000k 1/1/2005
134 Metolius Capital LLC
Metolius Diversified
-1.24 100k 6/1/2010
133 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
132 Seven Capital Management
Seven Absolute Return
-1.09 100k 6/1/2009
131 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
130 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.05 2,000k 7/1/2016
129 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.97 1,000k 3/1/2007
128 HASAFUMA
Micro Macro
-0.92 50k 6/1/2013
127 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.91 250k 10/1/2011
126 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.80 250k 5/1/2013
125 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
124 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.68 500k 6/1/2007
123 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
122 Covenant Capital Management
Tactical Growth Program
-0.56 100k 1/1/2017
121 Typhon Capital Management, LLC
Chiron Currency Program
-0.52 250k 2/1/2008
120 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.50 500k 10/1/2015
119 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.47 1,000k 10/1/2006
118 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.39 3,000k 5/1/2014
117 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.39 1,000k 8/1/2012
116 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.35 250k 2/1/2016
115 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.34 250k 7/1/2015
114 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
113 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.32 2,000k 10/1/2014
112 Future Trade AG
Thales Swing Trading Programme
-0.29 250k 6/1/2007
111 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
110 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.28 100k 1/1/2014
109 Jaguar Investments Ltd
Aegir Capital Strategy
-0.25 1,000k 1/1/2012
108 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
107 County Cork LLC
County Cork Macro Equity Hedge
-0.21 1,000k 2/1/2016
106 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-0.20 100k 2/1/2017
105 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
104 QTS Capital Management, LLC
FX Managed Account
-0.17 100k 1/1/2011
103 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
102 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.16 1,500k 10/1/2016
101 Blake Capital Management, Inc.
SRD Currencies
-0.14 100k 3/1/2013
100 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.14 1,000k 3/1/2003
99 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.09 10,000k 3/1/1998
98 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
82 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.00 250k 3/1/2010
83 Ring Capital Management LLC
S&P E-Mini Select
0.00 100k 1/1/2012
84 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
85 Kopis Capital Management, LLC
Commodity Long Only
0.00 500k 1/1/2014
86 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
87 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
88 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
89 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
90 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
91 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
92 Hartswell Capital Ltd
MP-1
0.00 250k 1/1/2014
93 Certeza Asset Management
Macro Vega
0.00 200k 1/1/2012
94 Certeza Asset Management
Omni
0.00 500k 11/1/2014
95 Bulkara Capital
Bulkara Systematic Fund SP
0.00 250k 4/1/2014
96 Centurion Investment Management Inc.
Composite
0.00 10,000k 8/1/2012
97 Centurion Investment Management Inc.
Zero Margin Program
0.00 1,000k 5/1/2016
81 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.03 100k 10/1/2011
80 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
79 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
78 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
77 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
76 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
75 Emil van Essen
Long-Short Commodity Program - Accelerated
0.22 200k 5/1/2014
74 Meliora Capital LLP
Commodity Absolute Return (1x)
0.23 250k 11/1/2014
73 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
72 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
71 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.29 1,000k 12/1/2014
70 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
69 Crabel Capital Management
WPD Crabel Futures Program
0.38 1,000k 7/1/2008
68 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.38 10,000k 10/1/1993
67 ProfitScore Capital Management
Long/Short US Treasury
0.39 10,000k 10/1/2015
66 Superfund Group
Superfund Green SILVER SICAV
0.40 20k 1/1/2017
65 R Best LLC
R Best Private Client Program
0.41 50k 2/1/2010
64 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
63 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.44 3,000k 5/1/2010
62 Vivienne Investissement
OUESSANT UCITS FUND
0.58 100k 5/1/2012
61 ML Systems LLC
Sledon Classic (Client)
0.61 300k 8/1/2014
60 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
59 Soaring Pelican, LLC
Diversified S&P Program
0.76 100k 1/1/2011
58 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.76 500k 10/1/2014
57 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
56 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.91 3,000k 8/1/2011
55 Typhon Capital Management, LLC
Helios Deutsche
0.94 250k 4/1/2014
54 dormouse Limited
dormouse - Managed Account
0.97 10,000k 7/1/2011
53 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
52 QTS Capital Management, LLC
QTS Partners, L.P.
1.01 100k 1/1/2011
51 dormouse Limited
dormouse Fund A Shares
1.02 1,000k 1/1/2017
50 FORT LP
Fort Global Diversified
1.04 2,000k 10/1/1993
49 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
1.05 500k 4/1/2013
48 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.06 5,000k 9/1/2009
47 dormouse Limited
dormouse Fund B Shares
1.12 10,000k 8/1/2016
46 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.18 500k 8/1/2007
45 Millburn Corporation
Multi-Markets Program
1.22 25,000k 10/1/2004
44 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
43 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.25 250k 11/1/1996
42 Linnis
Linnis ONE, LP
1.27 100k 8/1/2014
41 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
1.30 5,000k 9/1/2013
40 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.42 5,000k 6/1/2010
39 Turk Capital LLC
US Market Hedge Strategy
1.52 250k 11/1/2015
38 FORT LP
Fort Global Contrarian
1.55 2,000k 10/1/2002
37 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
36 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
35 Vivienne Investissement
MACH 3
1.60 100k 6/1/2015
34 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
33 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.71 1,000k 5/1/2014
32 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
31 Superfund Group
Superfund Red One SP I - Class A Silver
2.24 10k 1/1/2017
30 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.26 1,000k 1/1/2015
29 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
28 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
27 Enduring Investments LLC
Enduring Commodity Alpha
2.65 500k 9/1/2015
26 Turk Capital LLC
US Equity Long/Short Strategy
2.84 250k 4/1/2014
25 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
2.94 40k 1/1/2016
24 Alder Capital DAC
CALM Eurozone Equity Program
3.10 100k 5/1/2015
23 Superfund Group
Superfund Green GOLD SICAV
3.12 20k 1/1/2017
22 Aquantum
Aquantum Commodity Spread Program (ACS)
3.20 5,000k 7/1/2013
21 Aquantum
ACS Energies
3.24 5,000k 1/1/2017
20 W.G. Wealth Guardian Ltd.
GVR Program
3.37 60k 9/1/2016
19 Superfund Group
Superfund Green EUR SICAV
3.88 5k 1/1/2017
18 Cauldron Investments, LLC
Cauldron Systematic
3.89 500k 1/1/2017
17 Superfund Group
Superfund Green USD SICAV
3.91 5k 1/1/2017
16 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.97 100k 12/1/1998
15 Red Rock Capital, LLC
Commodity Long-Short
4.29 500k 9/1/2013
14 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
13 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
12 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
4.67 100k 4/1/2014
11 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.82 5,000k 11/1/2012
10 Superfund Group
Superfund Red One SP I - Class A Gold
5.04 10k 1/1/2017
9 Superfund Group
Superfund Red One SP I - Class A EUR
5.48 10k 1/1/2017
8 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
7 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
6 Superfund Group
Superfund Red One SP I - Class A USD
5.70 10k 1/1/2017
5 Millburn Corporation
Commodity Program
5.81 25,000k 3/1/2005
4 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
3 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
8.72 1,000k 5/1/1991
1 HASAFUMA
Börstjänaren Hedgehog
29.80 60k 5/1/2012

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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