Diversified Trader Index For October 2019

Monthly Rankings

Rank CTA/Program Oct 2019 Min Inv Inception
107 Eamon Capital
Zephyr Program
-12.85 600k 1/1/2016
106 Estlander & Partners
Alpha Trend II - Class P
-10.98 100k 12/1/2008
105 Worldwide Capital Strategies
Profit Quest Macro World
-8.62 100k 1/1/2010
104 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-8.60 250k 10/1/2010
103 Silicon Valley Quantitative Advisors
UQP Large
-8.11 500k 1/1/2009
102 Tomas Capital Pty Ltd
GCAF | USD
-6.91 1,500k 7/1/2011
101 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-6.65 1k 6/1/2009
100 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-6.63 50k 7/1/2011
99 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-6.38 250k 11/1/1996
98 514 Capital Partners
514 Fund
-5.16 100k 11/1/2013
97 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.05 1,000k 8/1/2012
96 Alee Capital Management, LLC
Mistral Program
-4.59 2,500k 1/1/1999
95 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.52 20,000k 5/1/2013
94 Emil van Essen
Spread Trading Program Limited
-4.49 5,000k 7/1/2013
93 Garraway Capital Management LLP
Garraway Financial Trends
-4.02 100k 9/1/2012
92 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-3.74 10,000k 10/1/1993
91 Vivienne Investissement
MACH 3
-3.69 100k 6/1/2015
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.64 1k 10/1/2006
89 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.52 100k 12/1/1998
88 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.39 1,000k 1/1/2013
87 ISAM
ISAM Systematic Trend (Levitas)
-3.35 1,000k 5/1/2010
86 Melissinos Trading
Eupatrid Global Trends
-3.31 50k 1/1/2011
85 Emil van Essen
Multi-Strategy Program
-3.27 6,000k 5/1/2014
84 Welton Investment Partners
Welton Trend
-3.11 25,000k 10/1/2012
83 FORT LP
Fort Global Diversified
-3.08 2,000k 10/1/1993
82 DUNN Capital Management
DUNN WMA Institutional Program
-3.02 100k 10/1/2011
81 Chesapeake Capital
Diversified Plus (HV)
-2.99 100k 4/1/1994
80 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.73 200k 5/1/2014
79 Anderson Creek Trading
Standard Diversified Strategy
-2.72 250k 7/1/2014
78 Superfund Group
Superfund Red One SP I - Class A EUR
-2.72 10k 1/1/2017
77 John Locke Investments
Cyril Systematic UCITS Fund
-2.69 500k 7/1/2000
76 Leibniz Group
Systematic Intelligence Vol 10
-2.60 3,000k 8/1/2011
75 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-2.60 500k 1/1/2015
74 Superfund Group
Superfund Red One SP I - Class A USD
-2.49 10k 1/1/2017
73 FORT LP
Fort Global Contrarian
-2.39 2,000k 10/1/2002
72 Urban Tree Capital, LLC
UTC Plus (Client)
-2.31 100k 3/1/2013
71 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-2.30 300k 6/1/2017
70 Estlander & Partners
Freedom
-2.28 20,000k 8/1/2010
69 AG Capital Investments, LLC
Discretionary Global Macro Program
-2.26 500k 10/1/2014
68 Dreiss Research Corporation
Diversified Program
-2.20 1,000k 5/1/1991
67 dormouse Limited
dormouse - Managed Account
-2.16 10,000k 7/1/2011
66 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-2.15 1,500k 10/1/2016
65 H2O AM LLP
Arctic Blue Inuvik
-2.10 1,000k 5/1/2017
64 dormouse Limited
dormouse Fund B Shares
-2.02 10,000k 8/1/2016
63 dormouse Limited
dormouse Fund A Shares
-2.02 1,000k 1/1/2017
62 Tom Capital AG
Tom Capital Growth Fund
-2.00 5,000k 12/1/2015
61 Metolius Capital LLC
Metolius Enhanced Fund
-1.96 40k 6/1/2015
60 Superfund Group
Superfund Green EUR SICAV
-1.94 5k 1/1/2017
59 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.86 1,000k 3/1/2003
58 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.81 3,000k 7/1/2017
57 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-1.74 3,000k 5/1/2014
56 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.63 5,000k 9/1/2009
55 Superfund Group
Superfund Green USD SICAV
-1.59 5k 1/1/2017
54 Superfund Group
Superfund Red EUR SICAV
-1.54 10k 3/1/2013
53 Rosetta Capital Management
Macro Program
-1.53 50k 1/1/2009
52 Typhon Capital Management, LLC
Leonidas Macro Fund
-1.51 100k 4/1/2017
51 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-1.49 2,000k 7/1/2016
50 Eclipse Capital Management
Alpha Asia
-1.48 25,000k 1/1/2015
49 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.42 5,000k 9/1/2009
48 Emil van Essen
Long-Short Commodity Program
-1.38 1,000k 6/1/2013
47 Superfund Group
Superfund Red USD SICAV
-1.28 10k 3/1/2013
46 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-1.27 250k 2/1/2016
45 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.24 250k 5/1/2011
44 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.20 100k 1/1/2014
43 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-1.15 3,000k 9/1/2015
42 EMC Capital Advisors, LLC
EMC Alpha Program
-1.13 5,000k 6/1/2013
41 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.03 1,000k 5/1/2014
40 R Best LLC
World Select Program
-1.03 2,000k 4/1/2016
39 Metolius Capital LLC
Metolius Diversified
-0.90 100k 6/1/2010
38 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.63 2,000k 4/1/2017
37 Independent View
IV Quantitative Futures Fund
-0.34 100k 11/1/2012
36 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.33 500k 9/1/2015
35 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.31 10,000k 8/1/2007
34 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.09 10,000k 3/1/1998
33 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.09 1,000k 10/1/2016
32 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.04 3,000k 5/1/2010
31 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.02 2,000k 7/1/2016
28 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
29 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
30 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
27 Three Rock Capital Management
Global Macro Program
0.00 1,000k 1/1/2009
26 Purple Valley Capital, Inc.
Diversified Trend 1
0.23 100k 8/1/2008
25 Superfund Group
Superfund Red One SP I - Class A Gold
0.24 10k 1/1/2017
24 Prolific Capital Markets, LLC
Prolific Swiss System
0.27 10,000k 1/1/2014
23 Leibniz Group
Enhanced Intelligence Strategy
0.29 100k 1/1/2016
22 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.38 1,000k 3/1/2003
21 JTM Capital Management LLC
JTM Absolute Return Strategy
0.40 100k 10/1/2016
20 Crabel Capital Management
WPD Crabel Futures Program
0.41 1,000k 7/1/2008
19 Schot Capital
Multi Diversified Program
0.69 1,000k 1/1/2016
18 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.71 5,000k 11/1/2012
17 Orion Asset Management
Algorithmic Trading Program
0.82 10k 1/1/2013
16 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.01 100k 4/1/2015
15 O'Brien Investment Group
O'Brien Investment Group Discretionary Global Macro Futures Program
1.02 2,000k 6/1/2017
14 County Cork LLC
County Cork Macro Equity Hedge
1.12 1,000k 2/1/2016
13 Superfund Group
Superfund Green GOLD SICAV
1.26 20k 1/1/2017
12 R Best LLC
Private Client Plus
1.58 200k 11/1/2017
11 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
2.10 500k 1/1/2011
10 QTS Capital Management, LLC
QTS Partners, L.P.
2.10 100k 1/1/2011
9 Robust Methods LLC
Macro Managed Account
2.42 5,000k 1/1/2005
8 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.59 5,000k 6/1/2010
7 Crabel Capital Management
Crabel Multi-Product
2.88 1,000k 3/1/1998
6 GT CAPITAL CTA
GT Systematic Day Trading Program
3.14 60k 8/1/2017
5 Superfund Group
Superfund Red One SP I - Class A Silver
3.59 10k 1/1/2017
4 Linnis
Linnis ONE, LP
3.93 100k 8/1/2014
3 Superfund Group
Superfund Green SILVER SICAV
4.83 20k 1/1/2017
2 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
4.87 100k 12/1/2014
1 Future Trade AG
Thales Swing Trading Programme
13.44 250k 6/1/2007

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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