Diversified Trader Index For September 2019

Monthly Rankings

Rank CTA/Program Sep 2019 Min Inv Inception
107 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-25.34 50k 7/1/2011
107 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-25.34 50k 7/1/2011
106 Tomas Capital Pty Ltd
GCAF | USD
-25.23 1,500k 7/1/2011
106 Tomas Capital Pty Ltd
GCAF | USD
-25.23 1,500k 7/1/2011
105 Purple Valley Capital, Inc.
Diversified Trend 1
-19.57 100k 8/1/2008
104 Estlander & Partners
Alpha Trend II - Class P
-17.44 100k 12/1/2008
105 Estlander & Partners
Alpha Trend II - Class P
-17.44 100k 12/1/2008
104 Dreiss Research Corporation
Diversified Program
-14.94 1,000k 5/1/1991
103 Dreiss Research Corporation
Diversified Program
-14.94 1,000k 5/1/1991
102 Sandpiper Asset Management
Sandpiper Global Macro Program
-14.16 1,000k 8/1/2012
103 Sandpiper Asset Management
Sandpiper Global Macro Program
-14.16 1,000k 8/1/2012
102 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-13.82 250k 11/1/1996
101 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-13.82 250k 11/1/1996
100 Superfund Group
Superfund Green SILVER SICAV
-12.77 20k 1/1/2017
101 Superfund Group
Superfund Green SILVER SICAV
-12.77 20k 1/1/2017
100 Metolius Capital LLC
Metolius Enhanced Fund
-10.23 40k 6/1/2015
99 Metolius Capital LLC
Metolius Enhanced Fund
-10.23 40k 6/1/2015
98 Superfund Group
Superfund Green GOLD SICAV
-9.30 20k 1/1/2017
99 Superfund Group
Superfund Green GOLD SICAV
-9.30 20k 1/1/2017
97 Superfund Group
Superfund Red One SP I - Class A Silver
-8.92 10k 1/1/2017
96 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-8.66 100k 12/1/2014
98 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-8.66 100k 12/1/2014
97 Emil van Essen
Long-Short Commodity Program
-8.57 1,000k 6/1/2013
95 Emil van Essen
Long-Short Commodity Program
-8.57 1,000k 6/1/2013
94 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-8.57 250k 10/1/2010
93 Anderson Creek Trading
Standard Diversified Strategy
-7.20 250k 7/1/2014
96 Anderson Creek Trading
Standard Diversified Strategy
-7.20 250k 7/1/2014
95 Estlander & Partners
Freedom
-7.16 20,000k 8/1/2010
92 Estlander & Partners
Freedom
-7.16 20,000k 8/1/2010
91 Garraway Capital Management LLP
Garraway Financial Trends
-6.09 100k 9/1/2012
90 Glenhaven Capital LLC
Glenhaven Global II LP
-6.03 25k 4/1/2012
94 ISAM
ISAM Systematic Trend (Levitas)
-5.90 1,000k 5/1/2010
89 ISAM
ISAM Systematic Trend (Levitas)
-5.89 1,000k 5/1/2010
93 Alee Capital Management, LLC
Mistral Program
-5.81 2,500k 1/1/1999
92 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.68 1k 6/1/2009
88 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.68 1k 6/1/2009
87 Superfund Group
Superfund Green USD SICAV
-5.64 5k 1/1/2017
91 Superfund Group
Superfund Green USD SICAV
-5.64 5k 1/1/2017
90 DUNN Capital Management
DUNN WMA Institutional Program
-5.63 100k 10/1/2011
86 DUNN Capital Management
DUNN WMA Institutional Program
-5.63 100k 10/1/2011
85 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.63 200k 5/1/2014
89 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.63 200k 5/1/2014
88 Superfund Group
Superfund Green EUR SICAV
-5.54 5k 1/1/2017
84 Superfund Group
Superfund Green EUR SICAV
-5.54 5k 1/1/2017
83 Superfund Group
Superfund Red One SP I - Class A Gold
-5.50 10k 1/1/2017
82 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.22 250k 5/1/2011
87 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.22 250k 5/1/2011
81 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.20 20,000k 5/1/2013
86 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.16 20,000k 5/1/2013
85 Silicon Valley Quantitative Advisors
UQP Large
-4.48 500k 1/1/2009
80 Silicon Valley Quantitative Advisors
UQP Large
-4.48 500k 1/1/2009
79 Eclipse Capital Management
Alpha Asia
-4.45 25,000k 1/1/2015
84 Eclipse Capital Management
Alpha Asia
-4.45 25,000k 1/1/2015
83 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.41 1,000k 3/1/2003
78 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.41 1,000k 3/1/2003
77 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-4.25 1,000k 5/1/2014
82 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-4.25 1,000k 5/1/2014
81 Metolius Capital LLC
Metolius Diversified
-4.21 100k 6/1/2010
76 Metolius Capital LLC
Metolius Diversified
-4.21 100k 6/1/2010
75 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-4.11 1,000k 10/1/2016
74 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.11 10,000k 3/1/1998
80 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.11 10,000k 3/1/1998
73 Robust Methods LLC
Macro Managed Account
-3.96 5,000k 1/1/2005
72 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.92 500k 1/1/2015
79 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.92 500k 1/1/2015
78 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.88 100k 12/1/1998
71 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.87 100k 12/1/1998
70 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-3.86 1,000k 3/1/2003
77 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-3.86 1,000k 3/1/2003
76 Emil van Essen
Multi-Strategy Program
-3.74 6,000k 5/1/2014
69 Emil van Essen
Multi-Strategy Program
-3.74 6,000k 5/1/2014
68 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.62 1,000k 1/1/2013
75 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.62 1,000k 1/1/2013
74 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-3.61 10,000k 10/1/1993
67 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-3.59 10,000k 10/1/1993
66 Welton Investment Partners
Welton Trend
-3.53 25,000k 10/1/2012
73 Welton Investment Partners
Welton Trend
-3.53 25,000k 10/1/2012
72 R Best LLC
World Select Program
-3.50 2,000k 4/1/2016
65 R Best LLC
World Select Program
-3.50 2,000k 4/1/2016
64 Melissinos Trading
Eupatrid Global Trends
-3.45 50k 1/1/2011
71 Melissinos Trading
Eupatrid Global Trends
-3.38 50k 1/1/2011
70 Worldwide Capital Strategies
Profit Quest Macro World
-3.29 100k 1/1/2010
63 Worldwide Capital Strategies
Profit Quest Macro World
-3.29 100k 1/1/2010
62 514 Capital Partners
514 Fund
-3.28 100k 11/1/2013
69 514 Capital Partners
514 Fund
-3.28 100k 11/1/2013
68 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.26 1k 10/1/2006
61 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.26 1k 10/1/2006
60 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-3.18 500k 1/1/2011
67 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-3.18 500k 1/1/2011
66 Eamon Capital
Zephyr Program
-3.17 600k 1/1/2016
59 Eamon Capital
Zephyr Program
-3.17 600k 1/1/2016
58 Prolific Capital Markets, LLC
Prolific Swiss System
-3.03 10,000k 1/1/2014
65 Prolific Capital Markets, LLC
Prolific Swiss System
-3.03 10,000k 1/1/2014
64 FORT LP
Fort Global Diversified
-2.88 2,000k 10/1/1993
57 FORT LP
Fort Global Diversified
-2.87 2,000k 10/1/1993
56 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-2.77 2,000k 7/1/2016
63 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-2.77 2,000k 7/1/2016
62 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.75 3,000k 5/1/2014
55 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.75 3,000k 5/1/2014
54 EMC Capital Advisors, LLC
EMC Alpha Program
-2.65 5,000k 6/1/2013
61 EMC Capital Advisors, LLC
EMC Alpha Program
-2.65 5,000k 6/1/2013
60 Schot Capital
Multi Diversified Program
-2.34 1,000k 1/1/2016
53 Superfund Group
Superfund Red One SP I - Class A EUR
-2.13 10k 1/1/2017
52 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
-2.10 1,000k 5/1/2017
59 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
-2.10 1,000k 5/1/2017
58 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.97 5,000k 9/1/2009
51 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.97 5,000k 9/1/2009
50 Typhon Capital Management, LLC
Leonidas Macro Fund
-1.97 100k 4/1/2017
57 Typhon Capital Management, LLC
Leonidas Macro Fund
-1.97 100k 4/1/2017
49 Superfund Group
Superfund Red One SP I - Class A USD
-1.93 10k 1/1/2017
48 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.86 5,000k 9/1/2009
56 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.86 5,000k 9/1/2009
47 R Best LLC
Private Client Plus
-1.71 200k 11/1/2017
46 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.71 500k 10/1/2014
55 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.71 500k 10/1/2014
45 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.67 3,000k 7/1/2017
44 QCAM Asset Management AG
Systematic Intelligence Vol 10
-1.60 3,000k 8/1/2011
54 QCAM Asset Management AG
Systematic Intelligence Vol 10
-1.60 3,000k 8/1/2011
53 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.58 3,000k 7/1/2017
52 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.55 2,000k 7/1/2016
43 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.55 2,000k 7/1/2016
42 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.53 500k 9/1/2015
51 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.53 500k 9/1/2015
50 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.15 2,000k 4/1/2017
41 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.15 2,000k 4/1/2017
40 FORT LP
Fort Global Contrarian
-1.02 2,000k 10/1/2002
49 FORT LP
Fort Global Contrarian
-1.02 2,000k 10/1/2002
39 Crabel Capital Management
Crabel Multi-Product
-0.99 1,000k 3/1/1998
48 Crabel Capital Management
Crabel Multi-Product
-0.98 1,000k 3/1/1998
47 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.98 3,000k 5/1/2010
38 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.98 3,000k 5/1/2010
37 Crabel Capital Management
WPD Crabel Futures Program
-0.95 1,000k 7/1/2008
46 Crabel Capital Management
WPD Crabel Futures Program
-0.94 1,000k 7/1/2008
45 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
36 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
35 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.78 100k 10/1/2016
44 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.78 100k 10/1/2016
34 Schot Capital
Multi Diversified Program
-0.71 1,000k 1/1/2016
33 Vivienne Investissement
MACH 3
-0.69 100k 6/1/2015
43 Vivienne Investissement
MACH 3
-0.69 100k 6/1/2015
42 QTS Capital Management, LLC
QTS Partners, L.P.
-0.62 100k 1/1/2011
32 QTS Capital Management, LLC
QTS Partners, L.P.
-0.62 100k 1/1/2011
31 Chesapeake Capital
Diversified Plus (HV)
-0.46 100k 4/1/1994
41 Chesapeake Capital
Diversified Plus (HV)
-0.46 100k 4/1/1994
40 Superfund Group
Superfund Red USD SICAV
-0.45 10k 3/1/2013
30 Superfund Group
Superfund Red USD SICAV
-0.45 10k 3/1/2013
29 John Locke Investments
Cyril Systematic UCITS Fund
-0.44 8,000k 7/1/2000
39 John Locke Investments
Cyril Systematic UCITS Fund
-0.44 8,000k 7/1/2000
38 Superfund Group
Superfund Red EUR SICAV
-0.37 10k 3/1/2013
28 Superfund Group
Superfund Red EUR SICAV
-0.37 10k 3/1/2013
27 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.26 100k 4/1/2015
37 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.26 100k 4/1/2015
36 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.25 250k 2/1/2016
26 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.25 250k 2/1/2016
25 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.23 3,000k 9/1/2015
35 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.22 3,000k 9/1/2015
34 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
24 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
23 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
24 CTS Asset Management LLC
Flagship Program - Client Accounts
0.00 1,000k 7/1/2017
25 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
26 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.00 1,000k 10/1/2016
27 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
28 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
29 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
30 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
31 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
32 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
33 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
22 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.16 250k 7/1/2015
23 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.16 250k 7/1/2015
22 Emil van Essen
Spread Trading Program Limited
0.29 5,000k 7/1/2013
21 Emil van Essen
Spread Trading Program Limited
0.29 5,000k 7/1/2013
21 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.51 10,000k 8/1/2007
20 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.53 10,000k 8/1/2007
19 dormouse Limited
dormouse - Managed Account
0.63 10,000k 7/1/2011
20 dormouse Limited
dormouse - Managed Account
0.63 10,000k 7/1/2011
19 County Cork LLC
County Cork Macro Equity Hedge
0.64 1,000k 2/1/2016
18 County Cork LLC
County Cork Macro Equity Hedge
0.64 1,000k 2/1/2016
17 dormouse Limited
dormouse Fund A Shares
0.73 1,000k 1/1/2017
18 dormouse Limited
dormouse Fund A Shares
0.73 1,000k 1/1/2017
17 dormouse Limited
dormouse Fund B Shares
0.82 10,000k 8/1/2016
16 dormouse Limited
dormouse Fund B Shares
0.82 10,000k 8/1/2016
15 Automaton Trading LLC
Diversified
0.82 500k 7/1/2014
16 Automaton Trading LLC
Diversified
0.82 500k 7/1/2014
15 Urban Tree Capital, LLC
UTC Plus (Client)
0.87 100k 3/1/2013
14 Urban Tree Capital, LLC
UTC Plus (Client)
0.87 100k 3/1/2013
14 Orion Asset Management
Algorithmic Trading Program
0.94 10k 1/1/2013
13 QCAM Asset Management AG
Enhanced Intelligence Strategy Vol 10
0.99 500k 1/1/2016
13 QCAM Asset Management AG
Enhanced Intelligence Strategy Vol 10
0.99 500k 1/1/2016
12 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.08 5,000k 6/1/2010
12 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.08 5,000k 6/1/2010
11 Three Rock Capital Management
Global Macro Program
1.47 1,000k 1/1/2009
11 Three Rock Capital Management
Global Macro Program
1.47 1,000k 1/1/2009
10 Independent View
IV Quantitative Futures Fund
1.83 100k 11/1/2012
10 Independent View
IV Quantitative Futures Fund
1.83 100k 11/1/2012
9 W.G. Wealth Guardian Ltd.
QT Program
2.27 300k 6/1/2017
9 W.G. Wealth Guardian Ltd.
QT Program
2.27 300k 6/1/2017
8 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.34 5,000k 11/1/2012
8 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.41 5,000k 11/1/2012
7 Glendorn Capital Management LLC
MultiWeek Trading Strategy
2.53 1,500k 10/1/2016
7 Glendorn Capital Management LLC
MultiWeek Trading Strategy
2.53 1,500k 10/1/2016
6 Kopis Capital Management, LLC
Commodity Long Short Separate Account
2.62 1,000k 5/1/2015
6 Kopis Capital Management, LLC
Commodity Long Short Separate Account
2.62 1,000k 5/1/2015
5 O'Brien Investment Group
O'Brien Investment Group Discretionary Global Macro Futures Program
2.64 2,000k 6/1/2017
5 O'Brien Investment Group
O'Brien Investment Group Discretionary Global Macro Futures Program
2.89 2,000k 6/1/2017
4 Rosetta Capital Management
Macro Program
2.93 50k 1/1/2009
4 Rosetta Capital Management
Macro Program
2.93 50k 1/1/2009
3 GT CAPITAL CTA
GT Systematic Day Trading Program
2.97 30k 8/1/2017
3 GT CAPITAL CTA
GT Systematic Day Trading Program
2.97 30k 8/1/2017
2 Linnis
Linnis ONE, LP
5.22 100k 8/1/2014
2 Linnis
Linnis ONE, LP
5.22 100k 8/1/2014
1 Future Trade AG
Thales Swing Trading Programme
12.90 250k 6/1/2007
1 Future Trade AG
Thales Swing Trading Programme
12.90 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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