Systematic Trader Index For April 2019

Monthly Rankings

Rank CTA/Program Apr 2019 Min Inv Inception
173 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-7.08 100k 2/1/2017
165 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-7.08 100k 2/1/2017
172 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-5.83 100k 1/1/2014
164 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-5.83 100k 1/1/2014
171 Estlander & Partners
Alpha Trend II - Class P
-5.81 100k 12/1/2008
163 Estlander & Partners
Alpha Trend II - Class P
-5.81 100k 12/1/2008
170 Linnis
Linnis ONE, LP
-5.73 100k 8/1/2014
162 Linnis
Linnis ONE, LP
-5.73 100k 8/1/2014
169 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-5.39 1,000k 5/1/2015
161 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-5.39 1,000k 5/1/2015
168 Urban Tree Capital, LLC
UTC Plus (Client)
-4.17 100k 3/1/2013
160 Urban Tree Capital, LLC
UTC Plus (Client)
-4.17 100k 3/1/2013
167 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.15 20,000k 5/1/2013
159 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.14 20,000k 5/1/2013
166 514 Capital Partners
514 Fund
-3.24 100k 11/1/2013
158 514 Capital Partners
514 Fund
-3.24 100k 11/1/2013
165 ProfitScore Capital Management
Long/Short US Treasury
-2.11 10,000k 10/1/2015
157 ProfitScore Capital Management
Long/Short US Treasury
-2.11 10,000k 10/1/2015
164 Alee Capital Management, LLC
Mistral Program
-1.86 2,500k 1/1/1999
156 Alee Capital Management, LLC
Mistral Program
-1.86 2,500k 1/1/1999
163 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.60 1,000k 6/1/2014
155 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.60 1,000k 6/1/2014
162 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.58 250k 5/1/2011
154 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.58 250k 5/1/2011
161 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.52 1,500k 10/1/2016
153 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.52 1,500k 10/1/2016
160 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-1.50 100k 5/1/2017
152 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-1.50 100k 5/1/2017
159 Bulkara Capital
Bulkara Systematic Fund SP
-1.47 250k 4/1/2014
151 Bulkara Capital
Bulkara Systematic Fund SP
-1.47 250k 4/1/2014
158 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.47 1,000k 5/1/2017
150 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.47 1,000k 5/1/2017
157 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
-1.40 1,000k 5/1/2017
149 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
-1.40 1,000k 5/1/2017
156 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.22 1,000k 3/1/2007
148 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.22 1,000k 3/1/2007
155 Robust Methods LLC
Macro Managed Account
-1.10 5,000k 1/1/2005
147 Eclipse Capital Management
Alpha Asia
-0.95 25,000k 1/1/2015
154 Crabel Capital Management
Crabel Multi-Product
-0.83 1,000k 3/1/1998
146 Crabel Capital Management
Crabel Multi-Product
-0.83 1,000k 3/1/1998
145 Crabel Capital Management
WPD Crabel Futures Program
-0.76 1,000k 7/1/2008
153 Crabel Capital Management
WPD Crabel Futures Program
-0.74 1,000k 7/1/2008
144 Robust Methods LLC
Macro Managed Account
-0.73 5,000k 1/1/2005
152 dormouse Limited
dormouse - Managed Account
-0.71 10,000k 7/1/2011
143 dormouse Limited
dormouse - Managed Account
-0.71 10,000k 7/1/2011
151 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.67 100k 12/1/2014
142 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.67 100k 12/1/2014
150 dormouse Limited
dormouse Fund A Shares
-0.60 1,000k 1/1/2017
141 dormouse Limited
dormouse Fund A Shares
-0.60 1,000k 1/1/2017
149 dormouse Limited
dormouse Fund B Shares
-0.60 10,000k 8/1/2016
140 dormouse Limited
dormouse Fund B Shares
-0.60 10,000k 8/1/2016
139 Emil van Essen
Long-Short Commodity Program
-0.55 1,000k 6/1/2013
148 Garraway Capital Management LLP
Garraway Financial Trends
-0.53 100k 9/1/2012
138 Garraway Capital Management LLP
Garraway Financial Trends
-0.53 100k 9/1/2012
147 W.G. Wealth Guardian Ltd.
QT Program
-0.43 300k 6/1/2017
137 W.G. Wealth Guardian Ltd.
QT Program
-0.43 300k 6/1/2017
146 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.42 5,000k 8/1/2000
136 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.42 5,000k 8/1/2000
145 Vortex
Currency Program
-0.36 500k 1/1/2014
135 Vortex
Currency Program
-0.36 500k 1/1/2014
144 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.32 250k 7/1/2015
134 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.32 250k 7/1/2015
143 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.23 250k 2/1/2016
133 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.23 250k 2/1/2016
142 Blake Capital Management, Inc.
SRD Currencies
-0.21 100k 3/1/2013
132 Blake Capital Management, Inc.
SRD Currencies
-0.21 100k 3/1/2013
141 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
131 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
140 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
130 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
139 Metolius Capital LLC
Metolius Diversified
-0.17 100k 6/1/2010
129 Metolius Capital LLC
Metolius Diversified
-0.17 100k 6/1/2010
138 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.17 500k 6/1/2007
128 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.17 500k 6/1/2007
137 Future Trade AG
Thales Swing Trading Programme
-0.15 250k 6/1/2007
127 Future Trade AG
Thales Swing Trading Programme
-0.15 250k 6/1/2007
136 Archsight Capital Partners LLC
Prometheus Trading Program
-0.15 100k 10/1/2015
135 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-0.12 40k 6/1/2015
126 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-0.12 40k 6/1/2015
134 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.12 1,000k 12/1/2014
125 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.12 1,000k 12/1/2014
133 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.10 500k 9/1/2015
124 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.10 500k 9/1/2015
132 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.08 500k 10/1/2015
123 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.08 500k 10/1/2015
131 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-0.07 100k 3/1/2017
122 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-0.07 100k 3/1/2017
130 ML Systems LLC
Sledon Classic (Client)
-0.02 300k 8/1/2014
121 ML Systems LLC
Sledon Classic (Client)
-0.02 300k 8/1/2014
129 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.02 3,000k 5/1/2010
120 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.02 3,000k 5/1/2010
125 Conquest Capital Group
Conquest Star UCITS Fund
0.00 10,000k 3/1/2017
118 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
119 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
127 ISAM
ISAM Systematic Trend (Levitas)
0.00 1,000k 5/1/2010
114 Emil van Essen
Spread Trading Program Limited
0.00 5,000k 7/1/2013
128 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
111 Eclipse Capital Management
Alpha Asia
0.00 25,000k 1/1/2015
122 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
112 Amplitude Capital International Limited
Adagio Strategy
0.00 20,000k 10/1/2016
120 Emil van Essen
Long-Short Commodity Program - Accelerated
0.00 200k 5/1/2014
124 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
119 HASAFUMA
Micro Macro
0.00 50k 6/1/2013
123 HASAFUMA
Börstjänaren Hedgehog
0.00 60k 5/1/2012
121 HASAFUMA
La Cucaracha
0.00 300k 9/1/2013
117 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
113 Tom Capital AG
Tom Capital Growth Fund
0.00 5,000k 12/1/2015
126 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
115 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
118 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
116 QTS Capital Management, LLC
FX Managed Account
0.00 100k 1/1/2011
110 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.04 60k 9/1/2016
117 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.04 60k 9/1/2016
109 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.09 10,000k 10/1/1993
116 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.09 10,000k 10/1/1993
108 Centurion Investment Management Inc.
Zero Margin Program
0.12 1,000k 5/1/2016
115 Centurion Investment Management Inc.
Zero Margin Program
0.12 1,000k 5/1/2016
107 Covenant Capital Management
Tactical Growth Program
0.16 100k 1/1/2017
114 Covenant Capital Management
Tactical Growth Program
0.16 100k 1/1/2017
106 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.20 250k 5/1/2013
113 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.20 250k 5/1/2013
105 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.22 3,000k 9/1/2015
112 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.22 3,000k 9/1/2015
104 Certeza Asset Management
4x Macro Vega
0.22 1,000k 1/1/2012
103 FORT LP
Fort Global Diversified
0.25 2,000k 10/1/1993
111 FORT LP
Fort Global Diversified
0.25 2,000k 10/1/1993
102 Soaring Pelican, LLC
Diversified S&P Program
0.31 100k 1/1/2011
110 Soaring Pelican, LLC
Diversified S&P Program
0.31 100k 1/1/2011
101 Certeza Asset Management
4x Omni
0.33 1,000k 11/1/2014
100 Typhon Capital Management, LLC
Helios Deutsche
0.33 250k 4/1/2014
109 Typhon Capital Management, LLC
Helios Deutsche
0.33 250k 4/1/2014
99 QTS Capital Management, LLC
QTS Partners, L.P.
0.34 100k 1/1/2011
108 QTS Capital Management, LLC
QTS Partners, L.P.
0.34 100k 1/1/2011
98 R Best LLC
R Best Private Client Program
0.35 50k 2/1/2010
107 R Best LLC
R Best Private Client Program
0.35 50k 2/1/2010
97 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.37 250k 3/1/2010
106 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.37 250k 3/1/2010
105 Certeza Asset Management
4x Macro Vega
0.42 1,000k 1/1/2012
96 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.45 500k 1/1/2015
104 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.45 500k 1/1/2015
95 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.46 500k 10/1/2014
103 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.46 500k 10/1/2014
102 Melissinos Trading
Eupatrid Program
0.46 50k 1/1/2011
94 Jaguar Investments Ltd
Aegir Capital Strategy
0.55 1,000k 1/1/2012
101 Jaguar Investments Ltd
Aegir Capital Strategy
0.55 1,000k 1/1/2012
93 R Best LLC
World Select Program
0.58 2,000k 4/1/2016
100 R Best LLC
World Select Program
0.58 2,000k 4/1/2016
92 John Locke Investments
Cyril Systematic UCITS Fund
0.58 8,000k 7/1/2000
99 John Locke Investments
Cyril Systematic UCITS Fund
0.58 8,000k 7/1/2000
91 NuWave Investment Management, LLC
Commodity Value Portfolio
0.60 2,000k 10/1/2014
98 NuWave Investment Management, LLC
Commodity Value Portfolio
0.61 2,000k 10/1/2014
90 Aquantum
Aquantum Commodity Spread Program (ACS)
0.66 5,000k 7/1/2013
97 Aquantum
Aquantum Commodity Spread Program (ACS)
0.66 5,000k 7/1/2013
89 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.69 1,000k 3/1/2003
96 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.69 1,000k 3/1/2003
88 Melissinos Trading
Eupatrid Program
0.70 50k 1/1/2011
87 Paskewitz Asset Management LLC
Global Contrarian Stock Index
0.74 1,000k 4/1/2017
95 Paskewitz Asset Management LLC
Global Contrarian Stock Index
0.74 1,000k 4/1/2017
86 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
0.75 10,000k 2/1/2008
94 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
0.75 10,000k 2/1/2008
93 Certeza Asset Management
4x Omni
0.77 1,000k 11/1/2014
85 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.77 1,000k 4/1/2015
92 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.77 1,000k 4/1/2015
84 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.84 250k 10/1/2009
91 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.84 250k 10/1/2009
83 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
90 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
82 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.86 100k 2/1/2010
89 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.86 100k 2/1/2010
81 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.87 2,000k 7/1/2016
88 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.87 2,000k 7/1/2016
80 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.87 1,000k 4/1/2017
87 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.87 1,000k 4/1/2017
79 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.95 10,000k 4/1/2004
86 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.95 10,000k 4/1/2004
78 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.97 100k 4/1/2015
85 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.97 100k 4/1/2015
77 Prolific Capital Markets, LLC
Prolific Swiss System
0.98 10,000k 1/1/2014
84 Prolific Capital Markets, LLC
Prolific Swiss System
0.98 10,000k 1/1/2014
76 Aquantum
ACS Energies
1.05 5,000k 1/1/2017
83 Aquantum
ACS Energies
1.05 5,000k 1/1/2017
75 Tianyou Asset Management, LLC
Tianyou Fund LP
1.06 100k 10/1/2012
82 Tianyou Asset Management, LLC
Tianyou Fund LP
1.06 100k 10/1/2012
74 Automaton Trading LLC
Diversified
1.06 500k 7/1/2014
81 Automaton Trading LLC
Diversified
1.06 500k 7/1/2014
73 Worldwide Capital Strategies
Profit Quest Macro World
1.10 100k 1/1/2010
80 Worldwide Capital Strategies
Profit Quest Macro World
1.10 100k 1/1/2010
72 Witter & Lester, Inc.
Redstone
1.13 500k 9/1/1994
79 Witter & Lester, Inc.
Redstone
1.13 500k 9/1/1994
71 Millburn Corporation
Multi-Markets Program
1.15 25,000k 10/1/2004
78 Millburn Corporation
Multi-Markets Program
1.15 25,000k 10/1/2004
70 Buckingham Global Advisors, LLC
Weekly Emini Program
1.15 200k 3/1/2015
77 Buckingham Global Advisors, LLC
Weekly Emini Program
1.15 200k 3/1/2015
69 SteppenWolf Capital LLC
Swarm Strategy
1.17 5,000k 1/1/2016
76 SteppenWolf Capital LLC
Swarm Strategy
1.17 5,000k 1/1/2016
68 Orion Asset Management
Algorithmic Trading Program
1.21 10k 1/1/2013
75 Orion Asset Management
Algorithmic Trading Program
1.21 10k 1/1/2013
74 Emil van Essen
Spread Trading Program Limited
1.26 5,000k 7/1/2013
67 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
1.27 500k 4/1/2013
66 Millburn Corporation
Commodity Program
1.28 25,000k 3/1/2005
73 Millburn Corporation
Commodity Program
1.28 25,000k 3/1/2005
65 FORT LP
Fort Global Contrarian
1.33 2,000k 10/1/2002
72 FORT LP
Fort Global Contrarian
1.33 2,000k 10/1/2002
64 EMC Capital Advisors, LLC
EMC Alpha Program
1.37 5,000k 6/1/2013
71 EMC Capital Advisors, LLC
EMC Alpha Program
1.37 5,000k 6/1/2013
70 Emil van Essen
Long-Short Commodity Program - Accelerated
1.40 200k 5/1/2014
63 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.40 1k 10/1/2006
69 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.40 1k 10/1/2006
62 Red Rock Capital, LLC
Commodity Long-Short
1.40 500k 9/1/2013
68 Red Rock Capital, LLC
Commodity Long-Short
1.40 500k 9/1/2013
67 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.41 1,000k 1/1/2013
61 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.42 1,000k 1/1/2013
60 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.43 100k 10/1/2011
66 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.43 100k 10/1/2011
59 Pinstripe Trading, LLC
Standard
1.43 125k 8/1/2009
65 Pinstripe Trading, LLC
Standard
1.43 125k 8/1/2009
58 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
1.45 1,000k 10/1/2006
64 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
1.50 1,000k 10/1/2006
57 Vivienne Investissement
OUESSANT UCITS FUND (A)
1.54 100k 5/1/2012
63 Vivienne Investissement
OUESSANT UCITS FUND (A)
1.54 100k 5/1/2012
56 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
1.59 10,000k 3/1/1998
62 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
1.59 10,000k 3/1/1998
55 Turk Capital LLC
US Market Hedge Strategy
1.59 250k 11/1/2015
61 Turk Capital LLC
US Market Hedge Strategy
1.59 250k 11/1/2015
54 SteppenWolf Capital LLC
Multi-Strategy Vol 10
1.64 3,000k 8/1/2011
60 SteppenWolf Capital LLC
Multi-Strategy Vol 10
1.64 3,000k 8/1/2011
53 DeltaHedge
VIXVOX 1
1.66 250k 8/1/2015
59 DeltaHedge
VIXVOX 1
1.66 250k 8/1/2015
52 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.68 250k 10/1/2011
58 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.68 250k 10/1/2011
51 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.70 3,000k 5/1/2014
57 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.70 3,000k 5/1/2014
50 Quantica Capital AG
1X Quantica Managed Futures Fund
1.70 100k 1/1/2014
56 Quantica Capital AG
1X Quantica Managed Futures Fund
1.70 100k 1/1/2014
55 Pawberry LLC
MultiStrat Program
1.75 600k 6/1/2017
49 Estlander & Partners
Freedom
1.89 20,000k 8/1/2010
54 Estlander & Partners
Freedom
1.89 20,000k 8/1/2010
48 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.91 500k 8/1/2007
53 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.91 500k 8/1/2007
52 Eamon Capital
Zephyr Program
1.92 600k 1/1/2016
47 Eamon Capital
Zephyr Program
1.92 600k 1/1/2016
46 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
1.99 40k 1/1/2016
51 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
1.99 40k 1/1/2016
45 DeltaHedge
VIXVOX 2
2.00 250k 8/1/2015
50 DeltaHedge
VIXVOX 2
2.00 250k 8/1/2015
44 Superfund Group
Superfund Red One SP I - Class A Silver
2.04 10k 1/1/2017
49 Superfund Group
Superfund Red One SP I - Class A Silver
2.04 10k 1/1/2017
43 Meliora Capital LLP
Commodity Absolute Return (1x)
2.08 250k 11/1/2014
48 Meliora Capital LLP
Commodity Absolute Return (1x)
2.08 250k 11/1/2014
42 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
2.08 250k 11/1/1996
47 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
2.08 250k 11/1/1996
41 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
2.11 3,000k 1/1/2016
46 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
2.11 3,000k 1/1/2016
45 CTS Asset Management LLC
Flagship Program - Client Accounts
2.13 1,000k 7/1/2017
40 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.26 5,000k 9/1/2013
44 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.26 5,000k 9/1/2013
39 County Cork LLC
County Cork Macro Equity Hedge
2.26 1,000k 2/1/2016
43 County Cork LLC
County Cork Macro Equity Hedge
2.26 1,000k 2/1/2016
38 Anderson Creek Trading
Standard Diversified Strategy
2.32 250k 7/1/2014
42 Anderson Creek Trading
Standard Diversified Strategy
2.32 250k 7/1/2014
41 Tom Capital AG
Tom Capital Growth Fund
2.40 5,000k 12/1/2015
37 Superfund Group
Superfund Red One SP I - Class A Gold
2.40 10k 1/1/2017
40 Superfund Group
Superfund Red One SP I - Class A Gold
2.40 10k 1/1/2017
39 O'Brien Investment Group
Quantitative Global Macro Futures Program
2.42 3,000k 7/1/2017
36 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.49 100k 4/1/2014
38 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.49 100k 4/1/2014
35 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.50 1,000k 5/1/2014
37 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.50 1,000k 5/1/2014
36 ISAM
ISAM Systematic Trend (Levitas)
2.59 1,000k 5/1/2010
34 Superfund Group
Superfund Red USD SICAV
2.68 10k 3/1/2013
35 Superfund Group
Superfund Red USD SICAV
2.68 10k 3/1/2013
33 Schot Capital
Multi Diversified Program
2.70 1,000k 1/1/2016
34 Schot Capital
Multi Diversified Program
2.71 1,000k 1/1/2016
32 Superfund Group
Superfund Red EUR SICAV
2.71 10k 3/1/2013
33 Superfund Group
Superfund Red EUR SICAV
2.71 10k 3/1/2013
31 Chesapeake Capital
Diversified Plus (HV)
2.96 100k 4/1/1994
32 Chesapeake Capital
Diversified Plus (HV)
2.96 100k 4/1/1994
30 Superfund Group
Superfund Green SILVER SICAV
3.12 20k 1/1/2017
31 Superfund Group
Superfund Green SILVER SICAV
3.12 20k 1/1/2017
29 Sandpiper Asset Management
Sandpiper Global Macro Program
3.21 1,000k 8/1/2012
30 Sandpiper Asset Management
Sandpiper Global Macro Program
3.21 1,000k 8/1/2012
28 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.22 5,000k 9/1/2009
29 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.22 5,000k 9/1/2009
27 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.22 1k 6/1/2009
28 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.22 1k 6/1/2009
26 Turk Capital LLC
US Equity Long/Short Strategy
3.27 250k 4/1/2014
27 Turk Capital LLC
US Equity Long/Short Strategy
3.27 250k 4/1/2014
25 Superfund Group
Superfund Red One SP I - Class A EUR
3.29 10k 1/1/2017
26 Superfund Group
Superfund Red One SP I - Class A EUR
3.29 10k 1/1/2017
24 Enduring Investments LLC
Enduring Commodity Alpha
3.32 500k 9/1/2015
25 Enduring Investments LLC
Enduring Commodity Alpha
3.32 500k 9/1/2015
23 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
3.38 5,000k 9/1/2009
24 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
3.38 5,000k 9/1/2009
22 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.42 1,000k 3/1/2003
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.42 1,000k 3/1/2003
21 Cauldron Investments, LLC
Cauldron Systematic
3.42 500k 1/1/2017
22 Cauldron Investments, LLC
Cauldron Systematic
3.42 500k 1/1/2017
20 Superfund Group
Superfund Red One SP I - Class A USD
3.44 10k 1/1/2017
21 Superfund Group
Superfund Red One SP I - Class A USD
3.44 10k 1/1/2017
19 Superfund Group
Superfund Green GOLD SICAV
3.52 20k 1/1/2017
20 Superfund Group
Superfund Green GOLD SICAV
3.52 20k 1/1/2017
18 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
3.59 1,000k 1/1/2015
19 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
3.59 1,000k 1/1/2015
17 Alder Capital DAC
CALM Eurozone Equity Program
3.68 100k 5/1/2015
18 Alder Capital DAC
CALM Eurozone Equity Program
3.68 100k 5/1/2015
16 Candriam Investor Group
Alternative Return Systemat
3.77 125k 1/1/2007
17 Candriam Investor Group
Alternative Return Systemat
3.77 125k 1/1/2007
15 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
16 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
15 Independent View
IV Quantitative Futures Fund
4.04 100k 11/1/2012
14 Independent View
IV Quantitative Futures Fund
4.05 100k 11/1/2012
13 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.34 5,000k 6/1/2010
14 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.34 5,000k 6/1/2010
13 FTC Capital GmbH
FTC Futures Fund Classic (USD)
4.50 250k 10/1/2010
12 Superfund Group
Superfund Green USD SICAV
4.53 5k 1/1/2017
12 Superfund Group
Superfund Green USD SICAV
4.53 5k 1/1/2017
11 Superfund Group
Superfund Green EUR SICAV
4.55 5k 1/1/2017
11 Superfund Group
Superfund Green EUR SICAV
4.55 5k 1/1/2017
10 Aspect Capital
Aspect Diversified Fund - Class A (USD)
4.69 100k 12/1/1998
10 Aspect Capital
Aspect Diversified Fund - Class A (USD)
4.69 100k 12/1/1998
9 Vivienne Investissement
MACH 3
4.74 100k 6/1/2015
9 Vivienne Investissement
MACH 3
4.74 100k 6/1/2015
8 Silicon Valley Quantitative Advisors
UQP Large
4.99 500k 1/1/2009
8 Silicon Valley Quantitative Advisors
UQP Large
4.99 500k 1/1/2009
7 Purple Valley Capital, Inc.
Diversified Trend 1
5.09 100k 8/1/2008
7 Purple Valley Capital, Inc.
Diversified Trend 1
5.09 100k 8/1/2008
6 ROW Asset Managment
Row Diversified Fund, L.P.
5.33 1,000k 11/1/2011
6 ROW Asset Managment
Row Diversified Fund, L.P.
5.35 1,000k 11/1/2011
5 Dreiss Research Corporation
Diversified Program
6.28 1,000k 5/1/1991
5 Dreiss Research Corporation
Diversified Program
6.28 1,000k 5/1/1991
4 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
6.37 5,000k 11/1/2012
4 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
6.39 5,000k 11/1/2012
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
8.60 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
8.60 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
9.07 1,500k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
9.07 1,500k 7/1/2011
1 ROW Asset Managment
ROW Diversified 2X Fund, LP
11.18 1,000k 8/1/2016
1 ROW Asset Managment
ROW Diversified 2X Fund, LP
11.19 1,000k 8/1/2016

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan