Systematic Trader Index For March 2019

Monthly Rankings

Rank CTA/Program Mar 2019 Min Inv Inception
165 HASAFUMA
Börstjänaren Hedgehog
-32.26 60k 5/1/2012
164 HASAFUMA
La Cucaracha
-16.28 300k 9/1/2013
163 Purple Valley Capital, Inc.
Diversified Trend 1
-12.08 100k 8/1/2008
162 HASAFUMA
FX Momentum
-7.85 20k 7/1/2012
161 Eclipse Capital Management
Alpha Asia
-4.21 25,000k 1/1/2015
160 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.05 1,000k 8/1/2012
159 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.90 5,000k 8/1/2000
158 Alee Capital Management, LLC
Mistral Program
-3.79 2,500k 1/1/1999
157 Silicon Valley Quantitative Advisors
UQP Large
-3.67 500k 1/1/2009
156 514 Capital Partners
514 Fund
-3.55 100k 11/1/2013
155 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-3.35 1,000k 3/1/2007
154 Red Rock Capital, LLC
Commodity Long-Short
-3.07 500k 9/1/2013
153 Anderson Creek Trading
Standard Diversified Strategy
-3.00 250k 7/1/2014
152 Robust Methods LLC
Macro Managed Account
-2.89 5,000k 1/1/2005
151 HASAFUMA
Heavy Metal
-2.82 20k 9/1/2014
150 DeltaHedge
VIXVOX 1
-2.81 250k 8/1/2015
149 DeltaHedge
VIXVOX 2
-2.62 250k 8/1/2015
148 Pearl Capital Advisors, LLC
Hedged VIX Program
-2.53 500k 10/1/2015
147 Enduring Investments LLC
Enduring Commodity Alpha
-2.00 500k 9/1/2015
146 Estlander & Partners
Alpha Trend II - Class P
-1.93 100k 12/1/2008
145 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.91 5,000k 6/1/2010
144 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.90 1,000k 6/1/2014
143 Eamon Capital
Zephyr Program
-1.83 600k 1/1/2016
142 Typhon Capital Management, LLC
Helios Deutsche
-1.56 250k 4/1/2014
141 Meliora Capital LLP
Commodity Absolute Return (1x)
-1.44 250k 11/1/2014
140 Emil van Essen
Long-Short Commodity Program
-1.35 1,000k 6/1/2013
139 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.32 5,000k 9/1/2013
138 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.24 5,000k 9/1/2009
137 Centurion Investment Management Inc.
Zero Margin Program
-1.20 1,000k 5/1/2016
136 R Best LLC
R Best Private Client Program
-1.19 50k 2/1/2010
135 Soaring Pelican, LLC
Diversified S&P Program
-1.11 100k 1/1/2011
134 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.98 5,000k 9/1/2009
133 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.97 1,000k 3/1/2003
132 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
-0.92 250k 3/1/2010
131 Typhon Capital Management, LLC
Chiron Currency Program
-0.91 250k 2/1/2008
130 W.G. Wealth Guardian Ltd.
GVR Program
-0.83 60k 9/1/2016
129 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.74 2,000k 7/1/2016
128 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.70 250k 5/1/2013
127 Superfund Group
Superfund Red One SP I - Class A Silver
-0.46 10k 1/1/2017
126 Superfund Group
Superfund Green SILVER SICAV
-0.34 20k 1/1/2017
125 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.32 25k 2/1/2016
124 Jaguar Investments Ltd
Aegir Capital Strategy
-0.31 1,000k 1/1/2012
123 Future Trade AG
Thales Swing Trading Programme
-0.24 250k 6/1/2007
122 Pinstripe Trading, LLC
Standard
-0.23 125k 8/1/2009
121 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.23 2,000k 10/1/2014
120 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
119 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-0.20 500k 8/1/2007
118 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-0.14 500k 10/1/2014
117 HASAFUMA
Micro Macro
-0.05 50k 6/1/2013
116 QTS Capital Management, LLC
FX Managed Account
-0.05 100k 1/1/2011
115 Independent View
IV Quantitative Futures Fund
-0.04 100k 11/1/2012
114 Blake Capital Management, Inc.
SRD Currencies
-0.04 100k 3/1/2013
101 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
102 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
103 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.00 100k 10/1/2011
104 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
105 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
106 Linnis
Linnis ONE, LP
0.00 100k 8/1/2014
107 SteppenWolf Capital LLC
Swarm Strategy
0.00 5,000k 1/1/2016
108 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
0.00 3,000k 1/1/2016
109 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
110 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
111 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
112 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
113 Conquest Capital Group
Conquest Star UCITS Fund
0.00 10,000k 3/1/2017
100 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.11 250k 5/1/2011
99 QTS Capital Management, LLC
QTS Partners, L.P.
0.18 100k 1/1/2011
98 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.19 250k 7/1/2015
97 Aquantum
ACS Energies
0.20 5,000k 1/1/2017
96 ML Systems LLC
Sledon Classic (Client)
0.21 300k 8/1/2014
95 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
0.22 500k 4/1/2013
94 QTS Capital Management, LLC
Tail Reaper
0.29 100k 8/1/2012
93 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.32 250k 10/1/2009
92 Vortex
Currency Program
0.35 500k 1/1/2014
91 Cauldron Investments, LLC
Cauldron Systematic
0.39 500k 1/1/2017
90 Paskewitz Asset Management LLC
Global Contrarian Stock Index
0.41 1,000k 4/1/2017
89 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
0.50 1,000k 1/1/2015
88 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.55 1,000k 12/1/2014
87 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.57 3,000k 5/1/2010
86 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.61 250k 10/1/2011
85 Prolific Capital Markets, LLC
Prolific Swiss System
0.62 10,000k 1/1/2014
84 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.62 250k 2/1/2016
83 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.70 100k 4/1/2015
82 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
0.74 40k 1/1/2016
81 Turk Capital LLC
US Market Hedge Strategy
0.79 250k 11/1/2015
80 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.83 1,000k 4/1/2015
79 Certeza Asset Management
Macro Vega
0.86 200k 1/1/2012
78 Metolius Capital LLC
Metolius Diversified
0.88 100k 6/1/2010
77 Archsight Capital Partners LLC
Prometheus Trading Program
0.98 100k 10/1/2015
76 Emil van Essen
Long-Short Commodity Program - Accelerated
1.01 200k 5/1/2014
75 Superfund Group
Superfund Red One SP I - Class A Gold
1.06 10k 1/1/2017
74 Certeza Asset Management
Omni
1.07 500k 11/1/2014
73 Seven Capital Management
Seven Absolute Return
1.09 100k 6/1/2009
72 Alder Capital DAC
CALM Eurozone Equity Program
1.10 100k 5/1/2015
71 Bulkara Capital
Bulkara Systematic Fund SP
1.12 250k 4/1/2014
70 Superfund Group
Superfund Green GOLD SICAV
1.19 20k 1/1/2017
69 Automaton Trading LLC
Diversified
1.22 500k 7/1/2014
68 Tianyou Asset Management, LLC
Tianyou Fund LP
1.26 100k 10/1/2012
67 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
1.36 500k 1/1/2015
66 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.36 1,500k 10/1/2016
65 Chesapeake Capital
Diversified Plus (HV)
1.44 100k 4/1/1994
64 County Cork LLC
County Cork Macro Equity Hedge
1.45 1,000k 2/1/2016
63 Estlander & Partners
Freedom
1.50 20,000k 8/1/2010
62 Buckingham Global Advisors, LLC
Weekly Emini Program
1.53 200k 3/1/2015
61 R Best LLC
World Select Program
1.56 2,000k 4/1/2016
60 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.65 500k 6/1/2007
59 Turk Capital LLC
US Equity Long/Short Strategy
1.86 250k 4/1/2014
58 Superfund Group
Superfund Red EUR SICAV
1.95 10k 3/1/2013
57 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.09 3,000k 9/1/2015
56 ISAM
ISAM Systematic Trend (Levitas)
2.12 1,000k 5/1/2010
55 Superfund Group
Superfund Red USD SICAV
2.14 10k 3/1/2013
54 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.15 100k 1/1/2014
53 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
2.22 100k 2/1/2017
52 Emil van Essen
Spread Trading Program Limited
2.38 5,000k 7/1/2013
51 Millburn Corporation
Commodity Program
2.46 25,000k 3/1/2005
50 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
2.51 40k 6/1/2015
49 Millburn Corporation
Multi-Markets Program
2.59 25,000k 10/1/2004
48 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
2.60 250k 11/1/1996
47 Superfund Group
Superfund Red One SP I - Class A EUR
2.61 10k 1/1/2017
46 dormouse Limited
dormouse - Managed Account
2.67 10,000k 7/1/2011
45 Superfund Group
Superfund Green EUR SICAV
2.77 5k 1/1/2017
44 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.81 100k 4/1/2014
43 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.96 1,000k 1/1/2013
42 Superfund Group
Superfund Red One SP I - Class A USD
2.97 10k 1/1/2017
41 Emil van Essen
Global Tactical Allocation Program (GTAP)
3.05 1,000k 4/1/2017
40 Superfund Group
Superfund Green USD SICAV
3.05 5k 1/1/2017
39 dormouse Limited
dormouse Fund A Shares
3.05 1,000k 1/1/2017
38 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
3.42 500k 9/1/2015
37 SteppenWolf Capital LLC
Multi-Strategy Vol 10
3.42 3,000k 8/1/2011
36 dormouse Limited
dormouse Fund B Shares
3.44 10,000k 8/1/2016
35 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
3.50 100k 2/1/2010
34 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
3.57 20,000k 5/1/2013
33 ROW Asset Managment
Row Diversified Fund, L.P.
3.65 1,000k 11/1/2011
32 ProfitScore Capital Management
Long/Short US Treasury
3.88 10,000k 10/1/2015
31 EMC Capital Advisors, LLC
EMC Alpha Program
3.93 5,000k 6/1/2013
30 Vivienne Investissement
OUESSANT UCITS FUND
4.06 100k 5/1/2012
29 Aquantum
Aquantum Commodity Spread Program (ACS)
4.13 5,000k 7/1/2013
28 Covenant Capital Management
Tactical Growth Program
4.19 100k 1/1/2017
27 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.24 5,000k 11/1/2012
26 Aspect Capital
Aspect Diversified Fund - Class A (USD)
4.35 100k 12/1/1998
25 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.42 1k 10/1/2006
24 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
4.51 1,000k 5/1/2014
23 Schot Capital Limited
Multi Diversified Program
4.56 1,000k 1/1/2016
22 FORT LP
Fort Global Contrarian
4.69 2,000k 10/1/2002
21 EMC Capital Advisors, LLC
EMC Alpha Plus Program
4.72 3,000k 5/1/2014
20 Melissinos Trading
Eupatrid Program
4.96 50k 1/1/2011
19 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
5.24 1,000k 10/1/2006
18 Worldwide Capital Strategies
Profit Quest Macro World
5.27 100k 1/1/2010
17 FORT LP
Fort Global Diversified
5.33 2,000k 10/1/1993
16 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
5.37 10,000k 3/1/1998
15 DUNN Capital Management
DUNN WMA Institutional Program
5.38 100k 10/1/2011
14 Urban Tree Capital, LLC
UTC Plus (Client)
5.38 100k 3/1/2013
13 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
5.52 1,000k 3/1/2003
12 John Locke Investments
Cyril Systematic UCITS Fund
6.71 8,000k 7/1/2000
11 Amplitude Capital International Limited
Adagio Strategy
6.71 20,000k 10/1/2016
10 Quantica Capital AG
1X Quantica Managed Futures Fund
6.80 100k 1/1/2014
9 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.71 1k 6/1/2009
8 FORT LP
Global Futures Program (formerly Global Diversified Classic)
8.46 10,000k 10/1/1993
7 ROW Asset Managment
ROW Diversified 2X Fund, LP
8.87 1,000k 8/1/2016
6 Vivienne Investissement
MACH 3
10.90 100k 6/1/2015
5 Kopis Capital Management, LLC
Commodity Long Short Separate Account
13.30 1,000k 5/1/2015
4 Quantica Capital AG
2X Quantica Managed Futures Fund
13.50 100k 1/1/2014
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
13.74 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
13.84 1,500k 7/1/2011
1 Glenhaven Capital LLC
Glenhaven Global II LP
20.30 25k 4/1/2012

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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