Systematic Trader Index For June 2019

Monthly Rankings

Rank CTA/Program Jun 2019 Min Inv Inception
164 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-3.59 100k 5/1/2017
163 Vortex
Currency Program
-2.95 500k 1/1/2014
162 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-2.71 100k 12/1/2014
161 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.60 5,000k 8/1/2000
160 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.57 5,000k 7/1/2013
159 Red Rock Capital, LLC
Commodity Long-Short
-2.44 500k 9/1/2013
158 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.30 250k 5/1/2013
157 Typhon Capital Management, LLC
Helios Deutsche
-2.28 250k 4/1/2014
156 Soaring Pelican, LLC
Diversified S&P Program
-1.98 100k 1/1/2011
155 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-1.79 100k 3/1/2017
154 Garraway Capital Management LLP
Garraway Financial Trends
-1.66 100k 9/1/2012
153 Silicon Valley Quantitative Advisors
UQP Large
-1.47 500k 1/1/2009
152 Certeza Asset Management
4x Omni
-1.44 1,000k 11/1/2014
151 R Best LLC
World Select Program
-1.44 2,000k 4/1/2016
150 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.34 250k 5/1/2011
149 Anderson Creek Trading
Standard Diversified Strategy
-1.31 250k 7/1/2014
148 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
-1.28 10,000k 2/1/2008
147 R Best LLC
R Best Private Client Program
-1.17 50k 2/1/2010
146 QTS Capital Management, LLC
QTS Partners, L.P.
-1.10 100k 1/1/2011
145 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.06 5,000k 6/1/2010
144 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.04 5,000k 9/1/2013
143 QTS Capital Management, LLC
Tail Reaper
-0.96 100k 8/1/2012
142 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
-0.94 3,000k 1/1/2016
141 Alee Capital Management, LLC
Mistral Program
-0.78 2,500k 1/1/1999
140 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.73 2,000k 10/1/2014
139 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.68 500k 9/1/2015
138 DeltaHedge
VIXVOX 1
-0.43 250k 8/1/2015
137 Eclipse Capital Management
Alpha Asia
-0.41 25,000k 1/1/2015
136 Blake Capital Management, Inc.
SRD Currencies
-0.23 100k 3/1/2013
135 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
134 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.15 20,000k 5/1/2013
133 Certeza Asset Management
4x Macro Vega
-0.12 1,000k 1/1/2012
132 Blake Capital Management, Inc.
SRD Short Equities
-0.11 100k 1/1/2011
131 ProfitScore Capital Management
Long/Short US Treasury
-0.06 10,000k 10/1/2015
130 DeltaHedge
VIXVOX 2
-0.03 250k 8/1/2015
121 Centurion Investment Management Inc.
Zero Margin Program
0.00 1,000k 5/1/2016
122 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
123 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
124 Emil van Essen
Spread Trading Program Limited
0.00 5,000k 7/1/2013
125 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
126 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
127 Emil van Essen
Long-Short Commodity Program - Accelerated
0.00 200k 5/1/2014
128 ISAM
ISAM Systematic Trend (Levitas)
0.00 1,000k 5/1/2010
129 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
120 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.07 40k 1/1/2016
119 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.08 1,000k 12/1/2014
118 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.12 250k 7/1/2015
117 Meliora Capital LLP
Commodity Absolute Return (1x)
0.12 250k 11/1/2014
116 Aquantum
ACS Energies
0.14 5,000k 1/1/2017
115 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.18 2,000k 7/1/2016
114 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.19 10,000k 4/1/2004
113 Sandpiper Asset Management
Sandpiper Global Macro Program
0.21 1,000k 8/1/2012
112 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.24 250k 10/1/2009
111 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
0.28 1,000k 5/1/2017
110 ML Systems LLC
Sledon Classic (Client)
0.29 300k 8/1/2014
109 Jaguar Investments Ltd
Aegir Capital Strategy
0.33 1,000k 1/1/2012
108 Millburn Corporation
Commodity Program
0.44 25,000k 3/1/2005
107 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.50 1,000k 5/1/2014
106 Pearl Capital Advisors, LLC
Hedged VIX Program
0.50 500k 10/1/2015
105 Melissinos Trading
Eupatrid Program
0.51 50k 1/1/2011
104 Bulkara Capital
Bulkara Systematic Fund SP
0.55 250k 4/1/2014
103 Tianyou Asset Management, LLC
Tianyou Fund LP
0.57 100k 10/1/2012
102 Metolius Capital LLC
Metolius Diversified
0.72 100k 6/1/2010
101 Pinstripe Trading, LLC
Standard
0.73 125k 8/1/2009
100 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.81 1,500k 10/1/2016
99 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.84 1,000k 4/1/2015
98 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.85 250k 10/1/2011
97 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.90 500k 1/1/2015
96 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
1.00 1,000k 6/1/2014
95 John Locke Investments
Cyril Systematic UCITS Fund
1.07 8,000k 7/1/2000
94 Estlander & Partners
Freedom
1.13 20,000k 8/1/2010
93 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
1.20 1,000k 5/1/2017
92 SteppenWolf Capital LLC
Swarm Strategy
1.24 5,000k 1/1/2016
91 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.27 1,000k 3/1/2007
90 Automaton Trading LLC
Diversified
1.31 500k 7/1/2014
89 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.37 3,000k 5/1/2010
88 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.41 1k 10/1/2006
87 SteppenWolf Capital LLC
Multi-Strategy Vol 10
1.41 3,000k 8/1/2011
86 CTS Asset Management LLC
Flagship Program - Client Accounts
1.42 1,000k 7/1/2017
85 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.48 1,000k 5/1/2015
84 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.52 3,000k 7/1/2017
83 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.54 100k 2/1/2010
82 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
1.56 250k 2/1/2016
81 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.56 500k 6/1/2007
80 Crabel Capital Management
WPD Crabel Futures Program
1.82 1,000k 7/1/2008
79 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.85 100k 4/1/2015
78 Pawberry LLC
MultiStrat Program
1.85 600k 6/1/2017
77 Superfund Group
Superfund Red EUR SICAV
1.87 10k 3/1/2013
76 Millburn Corporation
Multi-Markets Program
1.93 25,000k 10/1/2004
75 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
1.97 2,000k 7/1/2016
74 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
2.10 40k 6/1/2015
73 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.12 1k 6/1/2009
72 DUNN Capital Management
DUNN WMA Institutional Program
2.15 100k 10/1/2011
71 Purple Valley Capital, Inc.
Diversified Trend 1
2.15 100k 8/1/2008
70 Buckingham Global Advisors, LLC
Weekly Emini Program
2.16 200k 3/1/2015
69 SteppenWolf Capital LLC
SWARM 2XL
2.28 2,500k 1/1/2016
68 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
2.35 500k 1/1/2015
67 Superfund Group
Superfund Red USD SICAV
2.55 10k 3/1/2013
66 Prolific Capital Markets, LLC
Prolific Swiss System
2.64 10,000k 1/1/2014
65 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.71 250k 10/1/2010
64 dormouse Limited
dormouse Fund A Shares
2.76 1,000k 1/1/2017
63 Tom Capital AG
Tom Capital Growth Fund
2.80 5,000k 12/1/2015
62 Superfund Group
Superfund Red One SP I - Class A EUR
2.86 10k 1/1/2017
61 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.92 1,000k 1/1/2015
60 Paskewitz Asset Management LLC
Global Contrarian Stock Index
2.94 1,000k 4/1/2017
59 dormouse Limited
dormouse - Managed Account
3.04 10,000k 7/1/2011
58 dormouse Limited
dormouse Fund B Shares
3.10 10,000k 8/1/2016
57 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
3.11 500k 10/1/2014
56 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.14 3,000k 9/1/2015
55 Superfund Group
Superfund Red One SP I - Class A USD
3.14 10k 1/1/2017
54 Linnis
Linnis ONE, LP
3.28 100k 8/1/2014
53 Urban Tree Capital, LLC
UTC Plus (Client)
3.32 100k 3/1/2013
52 EMC Capital Advisors, LLC
EMC Alpha Program
3.34 5,000k 6/1/2013
51 FORT LP
Fort Global Contrarian
3.38 2,000k 10/1/2002
50 Chesapeake Capital
Diversified Plus (HV)
3.61 100k 4/1/1994
49 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.63 100k 4/1/2014
48 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.77 100k 10/1/2011
47 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.84 3,000k 5/1/2014
46 Candriam Investor Group
Alternative Return Systemat
3.85 125k 1/1/2007
45 Crabel Capital Management
Crabel Multi-Product
3.90 1,000k 3/1/1998
44 Alder Capital DAC
CALM Eurozone Equity Program
4.02 100k 5/1/2015
43 Robust Methods LLC
Macro Managed Account
4.06 5,000k 1/1/2005
42 Emil van Essen
Global Tactical Allocation Program (GTAP)
4.09 1,000k 4/1/2017
41 Independent View
IV Quantitative Futures Fund
4.10 100k 11/1/2012
40 Vivienne Investissement
OUESSANT UCITS FUND (A)
4.21 100k 5/1/2012
39 Worldwide Capital Strategies
Profit Quest Macro World
4.21 100k 1/1/2010
38 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
4.33 250k 11/1/1996
37 FORT LP
Fort Global Diversified
4.41 2,000k 10/1/1993
36 Superfund Group
Superfund Green EUR SICAV
4.47 5k 1/1/2017
35 Eamon Capital
Zephyr Program
4.56 600k 1/1/2016
34 Turk Capital LLC
US Market Hedge Strategy
4.86 250k 11/1/2015
33 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.91 100k 1/1/2014
32 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
5.03 1,000k 1/1/2013
31 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.10 50k 7/1/2011
30 Aspect Capital
Aspect Diversified Fund - Class A (USD)
5.11 100k 12/1/1998
29 Superfund Group
Superfund Green USD SICAV
5.11 5k 1/1/2017
28 Tomas Capital Pty Ltd
GCAF | USD
5.11 1,500k 7/1/2011
27 Covenant Capital Management
Tactical Growth Program
5.16 100k 1/1/2017
26 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
5.19 10,000k 3/1/1998
25 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
5.35 1,000k 10/1/2006
24 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
5.40 100k 2/1/2017
23 Cauldron Investments, LLC
Cauldron Systematic
5.45 500k 1/1/2017
22 514 Capital Partners
514 Fund
5.62 100k 11/1/2013
21 Dreiss Research Corporation
Diversified Program
6.01 1,000k 5/1/1991
20 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
6.10 5,000k 11/1/2012
19 FORT LP
Global Futures Program (formerly Global Diversified Classic)
6.14 10,000k 10/1/1993
18 Future Trade AG
Thales Swing Trading Programme
6.28 250k 6/1/2007
17 Quantica Capital AG
1X Quantica Managed Futures Fund
6.30 100k 1/1/2014
16 County Cork LLC
County Cork Macro Equity Hedge
6.41 1,000k 2/1/2016
15 Schot Capital
Multi Diversified Program
6.76 1,000k 1/1/2016
14 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
6.78 1,000k 3/1/2003
13 Superfund Group
Superfund Red One SP I - Class A Silver
7.97 10k 1/1/2017
12 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
8.43 1,000k 3/1/2003
11 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
8.81 5,000k 9/1/2009
10 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
8.90 5,000k 9/1/2009
9 Estlander & Partners
Alpha Trend II - Class P
9.10 100k 12/1/2008
8 Turk Capital LLC
US Equity Long/Short Strategy
9.71 250k 4/1/2014
7 Superfund Group
Superfund Green SILVER SICAV
9.94 20k 1/1/2017
6 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
9.98 60k 9/1/2016
5 W.G. Wealth Guardian Ltd.
QT Program
10.08 300k 6/1/2017
4 Superfund Group
Superfund Red One SP I - Class A Gold
11.04 10k 1/1/2017
3 Vivienne Investissement
MACH 3
12.43 100k 6/1/2015
2 Quantica Capital AG
2X Quantica Managed Futures Fund
12.60 100k 1/1/2014
1 Superfund Group
Superfund Green GOLD SICAV
13.22 20k 1/1/2017

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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