Systematic Trader Index For August 2019

Monthly Rankings

Rank CTA/Program Aug 2019 Min Inv Inception
162 DeltaHedge
VIXVOX 1
-8.22 250k 8/1/2015
161 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-7.74 1,000k 1/1/2015
160 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-6.28 5,000k 11/1/2012
159 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-6.21 100k 4/1/2014
158 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.84 200k 5/1/2014
157 Pearl Capital Advisors, LLC
Hedged VIX Program
-5.32 500k 10/1/2015
156 DeltaHedge
VIXVOX 2
-5.31 250k 8/1/2015
155 Cauldron Investments, LLC
Cauldron Systematic
-4.92 500k 1/1/2017
154 Future Trade AG
Thales Swing Trading Programme
-4.59 250k 6/1/2007
153 QCAM Asset Management AG
SWARM 2XL
-4.52 2,500k 1/1/2016
152 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-4.51 5,000k 9/1/2013
151 Emil van Essen
Long-Short Commodity Program
-4.46 1,000k 6/1/2013
150 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-4.20 250k 5/1/2013
149 Pinstripe Trading, LLC
Standard
-4.18 125k 8/1/2009
148 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-4.05 1,000k 5/1/2015
147 Urban Tree Capital, LLC
UTC Plus (Client)
-3.71 100k 3/1/2013
146 Aquantum
ACS Energies
-3.60 5,000k 1/1/2017
145 W.G. Wealth Guardian Ltd.
QT Program
-3.40 300k 6/1/2017
144 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-2.98 1,000k 12/1/2014
143 Turk Capital LLC
US Equity Long/Short Strategy
-2.97 250k 4/1/2014
142 Superfund Group
Superfund Red One SP I - Class A EUR
-2.96 10k 1/1/2017
141 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.63 5,000k 6/1/2010
140 Superfund Group
Superfund Red One SP I - Class A USD
-2.56 10k 1/1/2017
139 Superfund Group
Superfund Red EUR SICAV
-2.27 10k 3/1/2013
138 QCAM Asset Management AG
Swarm Strategy
-2.26 5,000k 1/1/2016
137 Superfund Group
Superfund Red USD SICAV
-2.13 10k 3/1/2013
136 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-2.05 100k 2/1/2017
135 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.97 5,000k 7/1/2013
134 Crabel Capital Management
WPD Crabel Futures Program
-1.56 1,000k 7/1/2008
133 Turk Capital LLC
US Market Hedge Strategy
-1.46 250k 11/1/2015
132 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.42 100k 10/1/2011
131 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.37 3,000k 5/1/2010
130 Tom Capital AG
Tom Capital Growth Fund
-1.30 5,000k 12/1/2015
129 Emil van Essen
Spread Trading Program Limited
-1.25 5,000k 7/1/2013
128 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.23 100k 1/1/2014
127 ProfitScore Capital Management
Long/Short US Treasury
-1.18 10,000k 10/1/2015
126 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.88 250k 11/1/2014
125 QCAM Asset Management AG
Enhanced Intelligence Strategy (EI)
-0.65 3,000k 1/1/2016
124 Blake Capital Management, Inc.
SRD Short Equities
-0.33 100k 1/1/2011
123 QCAM Asset Management AG
Multi-Strategy Vol 10
-0.27 3,000k 8/1/2011
122 Blake Capital Management, Inc.
SRD Currencies
-0.25 100k 3/1/2013
121 County Cork LLC
County Cork Macro Equity Hedge
-0.22 1,000k 2/1/2016
120 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.06 500k 9/1/2015
119 Jaguar Investments Ltd
Aegir Capital Strategy
-0.01 1,000k 1/1/2012
114 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
115 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
116 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
117 Pawberry LLC
MultiStrat Program
0.00 600k 6/1/2017
118 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.00 500k 1/1/2015
113 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.05 40k 1/1/2016
112 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
0.06 100k 12/1/2014
111 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.10 1,000k 6/1/2014
110 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.15 250k 10/1/2009
109 Bulkara Capital
Bulkara Systematic Fund SP
0.18 250k 4/1/2014
108 Independent View
IV Quantitative Futures Fund
0.32 100k 11/1/2012
107 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
0.40 1,000k 5/1/2017
106 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.43 1,000k 4/1/2015
105 Paskewitz Asset Management LLC
Global Contrarian Stock Index
0.55 1,000k 4/1/2017
104 Typhon Capital Management, LLC
Helios Deutsche
0.55 250k 4/1/2014
103 DeltaHedge
DH Styx
0.57 1,000k 9/1/2017
102 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.71 250k 7/1/2015
101 Automaton Trading LLC
Diversified
0.71 500k 7/1/2014
100 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.74 100k 5/1/2012
99 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.75 1,500k 10/1/2016
98 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.77 250k 11/1/1996
97 Linnis
Linnis ONE, LP
0.78 100k 8/1/2014
96 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.82 250k 2/1/2016
95 Orion Asset Management
Algorithmic Trading Program
0.87 10k 1/1/2013
94 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.95 500k 6/1/2007
93 R Best LLC
R Best Private Client Program
1.02 50k 2/1/2010
92 NuWave Investment Management, LLC
Commodity Value Portfolio
1.03 2,000k 10/1/2014
91 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.03 250k 10/1/2011
90 Vortex
Currency Program
1.18 500k 1/1/2014
89 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.22 1,000k 3/1/2007
88 Buckingham Global Advisors, LLC
Weekly Emini Program
1.27 200k 3/1/2015
87 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
1.39 1,000k 5/1/2017
86 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.44 100k 4/1/2015
85 Certeza Asset Management
4x Macro Vega
1.74 1,000k 1/1/2012
84 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.88 100k 2/1/2010
83 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
2.03 100k 3/1/2017
82 FORT LP
Fort Global Contrarian
2.14 2,000k 10/1/2002
81 Vivienne Investissement
MACH 3
2.20 100k 6/1/2015
80 Certeza Asset Management
4x Omni
2.26 1,000k 11/1/2014
79 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.29 1,000k 4/1/2017
78 Covenant Capital Management
Tactical Growth Program
2.36 100k 1/1/2017
77 Episteme Capital Partners (US), LLC
Episteme Systematic Quest (ESQ) Composite
2.37 5,000k 9/1/2009
76 NuWave Investment Management, LLC
Short-Term Futures Portfolio
2.39 2,000k 7/1/2016
75 361 Capital LLC
361 Global Managed Futures Strategy Fund
2.39 2,000k 3/1/2014
74 John Locke Investments
Cyril Systematic UCITS Fund
2.47 8,000k 7/1/2000
73 Tianyou Asset Management, LLC
Tianyou Fund LP
2.48 100k 10/1/2012
72 O'Brien Investment Group
Quantitative Global Macro Futures Program
2.50 3,000k 7/1/2017
71 dormouse Limited
dormouse Fund A Shares
2.52 1,000k 1/1/2017
70 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
2.56 60k 9/1/2016
69 dormouse Limited
dormouse - Managed Account
2.56 10,000k 7/1/2011
68 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.59 1k 10/1/2006
67 Episteme Capital Partners (US), LLC
Episteme Systematic Quest TR (ESQTR) Composite
2.60 5,000k 9/1/2009
66 GT CAPITAL CTA
GT Systematic Day Trading Program
2.67 30k 8/1/2017
65 CTS Asset Management LLC
Flagship Program - Client Accounts
2.81 1,000k 7/1/2017
64 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
2.82 2,000k 7/1/2016
63 R Best LLC
World Select Program
2.83 2,000k 4/1/2016
62 dormouse Limited
dormouse Fund B Shares
2.84 10,000k 8/1/2016
61 Seven Capital Management
Seven Absolute Return
2.92 100k 6/1/2009
60 Schot Capital
Multi Diversified Program
3.09 1,000k 1/1/2016
59 Metolius Capital LLC
Metolius Diversified
3.12 100k 6/1/2010
58 QTS Capital Management, LLC
QTS Partners, L.P.
3.37 100k 1/1/2011
57 FORT LP
Fort Global Diversified
3.38 2,000k 10/1/1993
56 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.48 1,000k 5/1/2014
55 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.50 1,000k 3/1/2003
54 EMC Capital Advisors, LLC
EMC Alpha Program
3.60 5,000k 6/1/2013
53 Eclipse Capital Management
Alpha Asia
3.62 25,000k 1/1/2015
52 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.65 3,000k 5/1/2014
51 Anderson Creek Trading
Standard Diversified Strategy
3.68 250k 7/1/2014
50 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
3.70 500k 10/1/2014
49 Crabel Capital Management
Crabel Multi-Product
3.72 1,000k 3/1/1998
48 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.73 3,000k 9/1/2015
47 Superfund Group
Superfund Red One SP I - Class A Gold
3.88 10k 1/1/2017
46 ISAM
ISAM Systematic Trend (Levitas)
3.90 1,000k 5/1/2010
45 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
3.90 10,000k 2/1/2008
44 Chesapeake Capital
Diversified Plus (HV)
3.91 100k 4/1/1994
43 Quantica Capital AG
1X Quantica Managed Futures Fund
4.00 100k 1/1/2014
42 Rivoli Fund Management
Long/Short Bond Fund (Class P)
4.14 5,000k 12/1/2001
41 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.16 1k 6/1/2009
40 Red Rock Capital, LLC
Commodity Long-Short
4.38 500k 9/1/2013
39 FORT LP
Global Futures Program (formerly Global Diversified Classic)
4.39 10,000k 10/1/1993
38 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.65 1,000k 1/1/2013
37 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.73 1,000k 3/1/2003
36 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
4.90 10,000k 4/1/2004
35 QTS Capital Management, LLC
Tail Reaper
5.19 100k 8/1/2012
34 Alee Capital Management, LLC
Mistral Program
5.29 2,500k 1/1/1999
33 514 Capital Partners
514 Fund
5.40 100k 11/1/2013
32 DUNN Capital Management
DUNN WMA Institutional Program
5.47 100k 10/1/2011
31 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.82 50k 7/1/2011
30 ML Systems LLC
Sledon Classic (Client)
5.86 300k 8/1/2014
29 Tomas Capital Pty Ltd
GCAF | USD
6.07 1,500k 7/1/2011
28 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
6.08 100k 5/1/2017
27 FTC Capital GmbH
FTC Futures Fund Classic (USD)
6.32 250k 10/1/2010
26 Dixon Midland Company LLC
Dixon Midland Diversified LLC
6.85 250k 5/1/2011
25 Eamon Capital
Zephyr Program
6.94 600k 1/1/2016
24 Aspect Capital
Aspect Diversified Fund - Class A (USD)
7.05 100k 12/1/1998
23 Sandpiper Asset Management
Sandpiper Global Macro Program
7.23 1,000k 8/1/2012
22 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
7.28 1,000k 10/1/2006
21 Soaring Pelican, LLC
S&P Multiday Hybrid Program
7.37 175k 5/1/2017
20 Soaring Pelican, LLC
Diversified S&P Program
7.40 100k 1/1/2011
19 Superfund Group
Superfund Green EUR SICAV
7.46 5k 1/1/2017
18 Superfund Group
Superfund Green USD SICAV
7.58 5k 1/1/2017
17 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.69 20,000k 5/1/2013
16 Superfund Group
Superfund Red One SP I - Class A Silver
7.77 10k 1/1/2017
15 Prolific Capital Markets, LLC
Prolific Swiss System
7.78 10,000k 1/1/2014
14 Silicon Valley Quantitative Advisors
UQP Large
7.85 500k 1/1/2009
13 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
8.01 10,000k 3/1/1998
12 Quantica Capital AG
2X Quantica Managed Futures Fund
8.10 100k 1/1/2014
11 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
8.13 40k 6/1/2015
10 Melissinos Trading
Eupatrid Program
8.15 50k 1/1/2011
9 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
8.22 25k 2/1/2016
8 Candriam Investor Group
Alternative Return Systemat
9.16 125k 1/1/2007
7 Estlander & Partners
Freedom
9.24 20,000k 8/1/2010
6 Worldwide Capital Strategies
Profit Quest Macro World
13.66 100k 1/1/2010
5 Superfund Group
Superfund Green GOLD SICAV
14.33 20k 1/1/2017
4 Estlander & Partners
Alpha Trend II - Class P
18.68 100k 12/1/2008
3 Superfund Group
Superfund Green SILVER SICAV
19.09 20k 1/1/2017
2 Purple Valley Capital, Inc.
Diversified Trend 1
24.84 100k 8/1/2008
1 Dreiss Research Corporation
Diversified Program
26.01 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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