Systematic Trader Index For May 2019

Monthly Rankings

Rank CTA/Program May 2019 Min Inv Inception
163 Covenant Capital Management
Tactical Growth Program
-11.51 100k 1/1/2017
162 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-9.64 50k 7/1/2011
161 Tomas Capital Pty Ltd
GCAF | USD
-9.45 1,500k 7/1/2011
160 Turk Capital LLC
US Equity Long/Short Strategy
-9.01 250k 4/1/2014
159 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-8.80 1,000k 1/1/2015
158 Tom Capital AG
Tom Capital Growth Fund
-7.90 5,000k 12/1/2015
157 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-7.71 5,000k 6/1/2010
156 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-7.56 25k 2/1/2016
155 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-7.26 250k 11/1/1996
154 Superfund Group
Superfund Green SILVER SICAV
-6.95 20k 1/1/2017
153 Urban Tree Capital, LLC
UTC Plus (Client)
-6.53 100k 3/1/2013
152 Paskewitz Asset Management LLC
Global Contrarian Stock Index
-6.41 1,000k 4/1/2017
151 Emil van Essen
Long-Short Commodity Program - Accelerated
-6.33 200k 5/1/2014
150 Vivienne Investissement
MACH 3
-6.03 100k 6/1/2015
149 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-5.59 100k 4/1/2014
148 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.48 1,000k 8/1/2012
147 Emil van Essen
Long-Short Commodity Program
-5.29 1,000k 6/1/2013
146 Superfund Group
Superfund Red One SP I - Class A Silver
-5.18 10k 1/1/2017
145 QTS Capital Management, LLC
Tail Reaper
-5.16 100k 8/1/2012
144 Pawberry LLC
MultiStrat Program
-4.98 600k 6/1/2017
143 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-4.95 500k 1/1/2015
142 Turk Capital LLC
US Market Hedge Strategy
-4.58 250k 11/1/2015
141 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-4.48 100k 1/1/2014
140 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-4.48 100k 2/1/2017
139 Superfund Group
Superfund Green EUR SICAV
-4.46 5k 1/1/2017
138 County Cork LLC
County Cork Macro Equity Hedge
-4.33 1,000k 2/1/2016
137 Superfund Group
Superfund Green USD SICAV
-4.32 5k 1/1/2017
136 Cauldron Investments, LLC
Cauldron Systematic
-4.08 500k 1/1/2017
135 Independent View
IV Quantitative Futures Fund
-3.92 100k 11/1/2012
134 Emil van Essen
Spread Trading Program Limited
-3.77 5,000k 7/1/2013
133 Anderson Creek Trading
Standard Diversified Strategy
-3.56 250k 7/1/2014
132 SteppenWolf Capital LLC
Swarm Strategy
-3.55 5,000k 1/1/2016
131 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-3.44 100k 5/1/2017
130 Alder Capital DAC
CALM Eurozone Equity Program
-3.43 100k 5/1/2015
129 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.30 100k 12/1/1998
128 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.07 1,000k 3/1/2003
127 Estlander & Partners
Freedom
-2.90 20,000k 8/1/2010
126 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-2.86 5,000k 9/1/2013
125 ISAM
ISAM Systematic Trend (Levitas)
-2.84 1,000k 5/1/2010
124 Superfund Group
Superfund Green GOLD SICAV
-2.80 20k 1/1/2017
123 Quantica Capital AG
2X Quantica Managed Futures Fund
-2.80 100k 1/1/2014
122 Vortex
Currency Program
-2.75 500k 1/1/2014
121 Superfund Group
Superfund Red One SP I - Class A EUR
-2.72 10k 1/1/2017
120 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.69 5,000k 11/1/2012
119 Millburn Corporation
Multi-Markets Program
-2.69 25,000k 10/1/2004
118 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.66 5,000k 9/1/2009
117 Buckingham Global Advisors, LLC
Weekly Emini Program
-2.64 200k 3/1/2015
116 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-2.46 500k 1/1/2015
115 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-2.45 5,000k 9/1/2009
114 Superfund Group
Superfund Red One SP I - Class A USD
-2.42 10k 1/1/2017
113 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.30 5,000k 7/1/2013
112 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-2.28 1,000k 5/1/2017
111 Silicon Valley Quantitative Advisors
UQP Large
-2.24 500k 1/1/2009
110 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.14 3,000k 9/1/2015
109 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.12 100k 10/1/2011
108 Pinstripe Trading, LLC
Standard
-2.08 125k 8/1/2009
107 Superfund Group
Superfund Red EUR SICAV
-2.05 10k 3/1/2013
106 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-2.05 1,000k 12/1/2014
105 Vivienne Investissement
OUESSANT UCITS FUND
-2.01 100k 5/1/2012
104 Superfund Group
Superfund Red USD SICAV
-1.94 10k 3/1/2013
103 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-1.82 100k 3/1/2017
102 Crabel Capital Management
Crabel Multi-Product
-1.75 1,000k 3/1/1998
101 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-1.69 500k 9/1/2015
100 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.50 100k 1/1/2014
99 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.41 1,000k 4/1/2017
98 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.35 100k 4/1/2015
97 Robust Methods LLC
Macro Managed Account
-1.19 5,000k 1/1/2005
96 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.19 250k 10/1/2009
95 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.15 3,000k 5/1/2010
94 QTS Capital Management, LLC
QTS Partners, L.P.
-1.14 100k 1/1/2011
93 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.10 250k 5/1/2011
92 R Best LLC
World Select Program
-0.97 2,000k 4/1/2016
91 R Best LLC
R Best Private Client Program
-0.78 50k 2/1/2010
90 Bulkara Capital
Bulkara Systematic Fund SP
-0.78 250k 4/1/2014
89 FORT LP
Fort Global Contrarian
-0.76 2,000k 10/1/2002
88 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.73 1,000k 10/1/2006
87 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.72 3,000k 8/1/2011
86 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
85 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.60 10,000k 3/1/1998
84 Soaring Pelican, LLC
Diversified S&P Program
-0.54 100k 1/1/2011
83 Superfund Group
Superfund Red One SP I - Class A Gold
-0.54 10k 1/1/2017
82 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-0.50 1,000k 6/1/2014
81 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.48 2,000k 10/1/2014
80 Typhon Capital Management, LLC
Helios Deutsche
-0.45 250k 4/1/2014
79 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.37 1,000k 5/1/2014
78 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.32 100k 12/1/2014
77 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
-0.30 1,000k 5/1/2017
76 Blake Capital Management, Inc.
SRD Short Equities
-0.21 100k 1/1/2011
75 Dreiss Research Corporation
Diversified Program
-0.20 1,000k 5/1/1991
74 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.16 1k 6/1/2009
73 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.08 500k 10/1/2015
72 Blake Capital Management, Inc.
SRD Currencies
-0.07 100k 3/1/2013
67 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
68 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
69 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.00 250k 3/1/2010
64 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
61 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
70 Certeza Asset Management
4x Macro Vega
0.00 1,000k 1/1/2012
71 Certeza Asset Management
4x Omni
0.00 1,000k 11/1/2014
65 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
66 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
62 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.00 500k 8/1/2007
63 Enduring Investments LLC
Enduring Commodity Alpha
0.00 500k 9/1/2015
60 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.02 1,000k 1/1/2013
59 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.13 40k 1/1/2016
58 514 Capital Partners
514 Fund
0.16 100k 11/1/2013
57 Metolius Capital LLC
Metolius Diversified
0.19 100k 6/1/2010
56 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.23 1,000k 3/1/2007
55 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.27 60k 9/1/2016
54 Automaton Trading LLC
Diversified
0.33 500k 7/1/2014
53 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.34 250k 10/1/2010
52 EMC Capital Advisors, LLC
EMC Alpha Program
0.38 5,000k 6/1/2013
51 Orion Asset Management
Algorithmic Trading Program
0.41 10k 1/1/2013
50 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.42 500k 10/1/2014
49 Jaguar Investments Ltd
Aegir Capital Strategy
0.44 1,000k 1/1/2012
48 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.47 1k 10/1/2006
47 Aquantum
ACS Energies
0.48 5,000k 1/1/2017
46 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.49 250k 10/1/2011
45 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.56 250k 2/1/2016
44 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.56 2,000k 7/1/2016
43 DUNN Capital Management
DUNN WMA Institutional Program
0.57 100k 10/1/2011
42 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.62 3,000k 5/1/2014
41 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.64 1,000k 3/1/2003
40 ML Systems LLC
Sledon Classic (Client)
0.66 300k 8/1/2014
39 Witter & Lester, Inc.
Redstone
0.68 500k 9/1/1994
38 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.79 40k 6/1/2015
37 Future Trade AG
Thales Swing Trading Programme
0.79 250k 6/1/2007
36 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.94 1,000k 4/1/2015
35 ROW Asset Managment
Row Diversified Fund, L.P.
1.02 1,000k 11/1/2011
34 ProfitScore Capital Management
Long/Short US Treasury
1.03 10,000k 10/1/2015
33 Centurion Investment Management Inc.
Zero Margin Program
1.13 1,000k 5/1/2016
32 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
31 dormouse Limited
dormouse Fund A Shares
1.29 1,000k 1/1/2017
30 dormouse Limited
dormouse Fund B Shares
1.37 10,000k 8/1/2016
29 dormouse Limited
dormouse - Managed Account
1.37 10,000k 7/1/2011
28 Tianyou Asset Management, LLC
Tianyou Fund LP
1.50 100k 10/1/2012
27 FORT LP
Fort Global Diversified
1.51 2,000k 10/1/1993
26 W.G. Wealth Guardian Ltd.
QT Program
1.51 300k 6/1/2017
25 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.61 1,500k 10/1/2016
24 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
1.64 250k 7/1/2015
23 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.78 1,000k 5/1/2015
22 ROW Asset Managment
ROW Diversified 2X Fund, LP
1.80 1,000k 8/1/2016
21 Meliora Capital LLP
Commodity Absolute Return (1x)
1.85 250k 11/1/2014
20 Melissinos Trading
Eupatrid Program
2.17 50k 1/1/2011
19 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.54 10,000k 10/1/1993
18 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
2.78 3,000k 1/1/2016
17 Worldwide Capital Strategies
Profit Quest Macro World
2.91 100k 1/1/2010
16 Schot Capital
Multi Diversified Program
3.35 1,000k 1/1/2016
15 Prolific Capital Markets, LLC
Prolific Swiss System
3.62 10,000k 1/1/2014
14 Eclipse Capital Management
Alpha Asia
3.86 25,000k 1/1/2015
13 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.00 5,000k 8/1/2000
12 Alee Capital Management, LLC
Mistral Program
4.28 2,500k 1/1/1999
11 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
4.53 500k 6/1/2007
10 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
5.30 250k 5/1/2013
9 DeltaHedge
VIXVOX 2
5.89 250k 8/1/2015
8 Purple Valley Capital, Inc.
Diversified Trend 1
5.93 100k 8/1/2008
7 Linnis
Linnis ONE, LP
6.22 100k 8/1/2014
6 DeltaHedge
VIXVOX 1
6.86 250k 8/1/2015
5 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.85 20,000k 5/1/2013
4 Red Rock Capital, LLC
Commodity Long-Short
8.12 500k 9/1/2013
3 Eamon Capital
Zephyr Program
8.14 600k 1/1/2016
2 John Locke Investments
Cyril Systematic UCITS Fund
8.72 8,000k 7/1/2000
1 Estlander & Partners
Alpha Trend II - Class P
12.60 100k 12/1/2008

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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