Systematic Trader Index For July 2019

Monthly Rankings

Rank CTA/Program Jul 2019 Min Inv Inception
162 Purple Valley Capital, Inc.
Diversified Trend 1
-17.43 100k 8/1/2008
161 Worldwide Capital Strategies
Profit Quest Macro World
-10.54 100k 1/1/2010
160 W.G. Wealth Guardian Ltd.
QT Program
-6.45 300k 6/1/2017
159 Eamon Capital
Zephyr Program
-5.53 600k 1/1/2016
158 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.46 1,000k 8/1/2012
157 Silicon Valley Quantitative Advisors
UQP Large
-3.99 500k 1/1/2009
156 Aquantum
Aquantum Commodity Spread Program (ACS)
-3.67 5,000k 7/1/2013
155 Schot Capital
Multi Diversified Program
-3.01 1,000k 1/1/2016
154 Anderson Creek Trading
Standard Diversified Strategy
-2.32 250k 7/1/2014
153 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
-2.10 1,000k 5/1/2017
152 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-2.08 1,000k 5/1/2017
151 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-2.04 500k 10/1/2014
150 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-1.96 100k 5/1/2017
149 QCAM Asset Management AG
Enhanced Intelligence Strategy (EI)
-1.92 3,000k 1/1/2016
148 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.86 1,000k 3/1/2007
147 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.86 5,000k 8/1/2000
146 ProfitScore Capital Management
Long/Short US Treasury
-1.83 10,000k 10/1/2015
145 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.70 1,000k 6/1/2014
144 QCAM Asset Management AG
SWARM 2XL
-1.46 2,500k 1/1/2016
143 Emil van Essen
Long-Short Commodity Program
-1.28 1,000k 6/1/2013
142 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.27 200k 5/1/2014
141 Superfund Group
Superfund Red EUR SICAV
-1.27 10k 3/1/2013
140 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-1.24 1,000k 5/1/2015
139 Eclipse Capital Management
Alpha Asia
-1.21 25,000k 1/1/2015
138 Red Rock Capital, LLC
Commodity Long-Short
-1.15 500k 9/1/2013
137 R Best LLC
R Best Private Client Program
-1.15 50k 2/1/2010
136 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.02 250k 10/1/2009
135 Superfund Group
Superfund Red One SP I - Class A EUR
-0.95 10k 1/1/2017
134 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-0.93 40k 6/1/2015
133 QCAM Asset Management AG
Multi-Strategy Vol 10
-0.85 3,000k 8/1/2011
132 Superfund Group
Superfund Red One SP I - Class A USD
-0.84 10k 1/1/2017
131 Superfund Group
Superfund Red USD SICAV
-0.83 10k 3/1/2013
130 QCAM Asset Management AG
Swarm Strategy
-0.73 5,000k 1/1/2016
129 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.61 500k 6/1/2007
128 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.56 2,000k 7/1/2016
127 Metolius Capital LLC
Metolius Diversified
-0.49 100k 6/1/2010
126 Prolific Capital Markets, LLC
Prolific Swiss System
-0.42 10,000k 1/1/2014
125 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.38 500k 1/1/2015
124 Seven Capital Management
Seven Absolute Return
-0.37 100k 6/1/2009
123 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.31 2,000k 10/1/2014
122 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.30 250k 5/1/2013
121 Linnis
Linnis ONE, LP
-0.28 100k 8/1/2014
120 ML Systems LLC
Sledon Classic (Client)
-0.23 300k 8/1/2014
119 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.17 500k 9/1/2015
118 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
117 Pawberry LLC
MultiStrat Program
-0.15 600k 6/1/2017
116 CTS Asset Management LLC
Flagship Program - Client Accounts
-0.15 1,000k 7/1/2017
115 Soaring Pelican, LLC
S&P Multiday Hybrid Program
-0.14 175k 5/1/2017
114 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.12 5,000k 11/1/2012
113 Blake Capital Management, Inc.
SRD Currencies
-0.07 100k 3/1/2013
112 Superfund Group
Superfund Red One SP I - Class A Gold
-0.07 10k 1/1/2017
111 R Best LLC
World Select Program
-0.05 2,000k 4/1/2016
110 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.04 250k 7/1/2015
108 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.00 100k 4/1/2015
109 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
102 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
104 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
105 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
107 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.00 500k 1/1/2015
103 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
106 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
101 Emil van Essen
Spread Trading Program Limited
0.01 5,000k 7/1/2013
100 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.06 40k 1/1/2016
99 Aquantum
ACS Energies
0.08 5,000k 1/1/2017
98 Alder Capital DAC
CALM Eurozone Equity Program
0.10 100k 5/1/2015
97 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.15 3,000k 5/1/2010
96 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.16 60k 9/1/2016
95 Crabel Capital Management
Crabel Multi-Product
0.29 1,000k 3/1/1998
94 Pearl Capital Advisors, LLC
Hedged VIX Program
0.34 500k 10/1/2015
93 Turk Capital LLC
US Market Hedge Strategy
0.43 250k 11/1/2015
92 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.43 100k 4/1/2014
91 Rivoli Fund Management
Long/Short Bond Fund (Class P)
0.43 5,000k 12/1/2001
90 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.49 1,000k 4/1/2017
89 Paskewitz Asset Management LLC
Global Contrarian Stock Index
0.56 1,000k 4/1/2017
88 Pinstripe Trading, LLC
Standard
0.58 125k 8/1/2009
87 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.62 1,000k 4/1/2015
86 Certeza Asset Management
4x Macro Vega
0.69 1,000k 1/1/2012
85 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.69 1,500k 10/1/2016
84 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.73 250k 2/1/2016
83 Tianyou Asset Management, LLC
Tianyou Fund LP
0.81 100k 10/1/2012
82 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.81 1,000k 3/1/2003
81 Blake Capital Management, Inc.
SRD Short Equities
0.81 100k 1/1/2011
80 Superfund Group
Superfund Green EUR SICAV
0.84 5k 1/1/2017
79 Alee Capital Management, LLC
Mistral Program
0.85 2,500k 1/1/1999
78 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.98 100k 1/1/2014
77 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.99 50k 7/1/2011
76 dormouse Limited
dormouse Fund A Shares
1.00 1,000k 1/1/2017
75 Tom Capital AG
Tom Capital Growth Fund
1.00 5,000k 12/1/2015
74 Turk Capital LLC
US Equity Long/Short Strategy
1.00 250k 4/1/2014
73 Cauldron Investments, LLC
Cauldron Systematic
1.01 500k 1/1/2017
72 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.02 100k 10/1/2011
71 dormouse Limited
dormouse - Managed Account
1.03 10,000k 7/1/2011
70 Tomas Capital Pty Ltd
GCAF | USD
1.06 1,500k 7/1/2011
69 dormouse Limited
dormouse Fund B Shares
1.12 10,000k 8/1/2016
68 Automaton Trading LLC
Diversified
1.21 500k 7/1/2014
67 Buckingham Global Advisors, LLC
Weekly Emini Program
1.22 200k 3/1/2015
66 EMC Capital Advisors, LLC
EMC Alpha Program
1.22 5,000k 6/1/2013
65 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
1.22 2,000k 7/1/2016
64 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
1.28 1,000k 12/1/2014
63 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.35 100k 2/1/2010
62 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.38 3,000k 7/1/2017
61 Crabel Capital Management
WPD Crabel Futures Program
1.38 1,000k 7/1/2008
60 Superfund Group
Superfund Green USD SICAV
1.40 5k 1/1/2017
59 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.41 3,000k 5/1/2014
58 Covenant Capital Management
Tactical Growth Program
1.42 100k 1/1/2017
57 QTS Capital Management, LLC
QTS Partners, L.P.
1.45 100k 1/1/2011
56 Certeza Asset Management
4x Omni
1.46 1,000k 11/1/2014
55 Bulkara Capital
Bulkara Systematic Fund SP
1.47 250k 4/1/2014
54 County Cork LLC
County Cork Macro Equity Hedge
1.50 1,000k 2/1/2016
53 FORT LP
Fort Global Diversified
1.53 2,000k 10/1/1993
52 514 Capital Partners
514 Fund
1.65 100k 11/1/2013
51 Soaring Pelican, LLC
Diversified S&P Program
1.72 100k 1/1/2011
50 Typhon Capital Management, LLC
Helios Deutsche
1.72 250k 4/1/2014
49 Vivienne Investissement
OUESSANT UCITS FUND (A)
1.73 100k 5/1/2012
48 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
1.78 20,000k 5/1/2013
47 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.79 10,000k 10/1/1993
46 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
1.85 100k 2/1/2017
45 Meliora Capital LLP
Commodity Absolute Return (1x)
2.08 250k 11/1/2014
44 Superfund Group
Superfund Green GOLD SICAV
2.18 20k 1/1/2017
43 Episteme Capital Partners (US), LLC
Episteme Systematic Quest (ESQ) Composite
2.20 5,000k 9/1/2009
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.24 1,000k 3/1/2003
41 Jaguar Investments Ltd
Aegir Capital Strategy
2.28 1,000k 1/1/2012
40 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.29 5,000k 9/1/2013
39 Episteme Capital Partners (US), LLC
Episteme Systematic Quest TR (ESQTR) Composite
2.30 5,000k 9/1/2009
38 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.32 5,000k 6/1/2010
37 FORT LP
Fort Global Contrarian
2.35 2,000k 10/1/2002
36 DUNN Capital Management
DUNN WMA Institutional Program
2.50 100k 10/1/2011
35 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.53 250k 10/1/2010
34 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.53 1,000k 5/1/2014
33 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
2.53 1,000k 10/1/2006
32 Chesapeake Capital
Diversified Plus (HV)
2.54 100k 4/1/1994
31 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.58 250k 10/1/2011
30 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
2.60 100k 3/1/2017
29 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.63 1k 10/1/2006
28 Future Trade AG
Thales Swing Trading Programme
2.67 250k 6/1/2007
27 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.75 1,000k 1/1/2015
26 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
3.05 10,000k 3/1/1998
25 DeltaHedge
VIXVOX 2
3.13 250k 8/1/2015
24 Urban Tree Capital, LLC
UTC Plus (Client)
3.40 100k 3/1/2013
23 Robust Methods LLC
Macro Managed Account
3.44 5,000k 1/1/2005
22 Estlander & Partners
Alpha Trend II - Class P
3.45 100k 12/1/2008
21 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.48 250k 5/1/2011
20 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
3.58 100k 12/1/2014
19 Quantica Capital AG
1X Quantica Managed Futures Fund
3.60 100k 1/1/2014
18 Independent View
IV Quantitative Futures Fund
3.87 100k 11/1/2012
17 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
3.91 250k 11/1/1996
16 Vortex
Currency Program
3.93 500k 1/1/2014
15 ISAM
ISAM Systematic Trend (Levitas)
3.93 1,000k 5/1/2010
14 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.16 1,000k 1/1/2013
13 Melissinos Trading
Eupatrid Program
4.20 50k 1/1/2011
12 Aspect Capital
Aspect Diversified Fund - Class A (USD)
4.30 100k 12/1/1998
11 Estlander & Partners
Freedom
4.44 20,000k 8/1/2010
10 NuWave Investment Management, LLC
NuWave Matrix Portfolio
4.63 3,000k 9/1/2015
9 DeltaHedge
VIXVOX 1
4.81 250k 8/1/2015
8 Garraway Capital Management LLP
Garraway Financial Trends
4.97 100k 9/1/2012
7 John Locke Investments
Cyril Systematic UCITS Fund
5.09 8,000k 7/1/2000
6 Vivienne Investissement
MACH 3
5.25 100k 6/1/2015
5 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
5.27 1k 6/1/2009
4 Superfund Group
Superfund Red One SP I - Class A Silver
5.91 10k 1/1/2017
3 Quantica Capital AG
2X Quantica Managed Futures Fund
6.80 100k 1/1/2014
2 Superfund Group
Superfund Green SILVER SICAV
8.39 20k 1/1/2017
1 Dreiss Research Corporation
Diversified Program
9.82 1,000k 5/1/1991

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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