Diversified Trader Index For January 2020

Monthly Rankings

Rank CTA/Program Jan 2020 Min Inv Inception
108 Dreiss Research Corporation
Diversified Program
-11.02 1,000k 5/1/1991
107 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-9.00 1,000k 5/1/2015
106 Silicon Valley Quantitative Advisors
UQP Large
-8.59 500k 1/1/2009
105 Emil van Essen
Spread Trading Program Limited
-8.56 5,000k 7/1/2013
104 Sandpiper Asset Management
Sandpiper Global Macro Program
-8.53 1,000k 8/1/2012
103 Automaton Trading LLC
Diversified
-4.78 500k 7/1/2014
102 Orion Asset Management
Algorithmic Trading Program
-4.74 10k 1/1/2013
101 Emil van Essen
Multi-Strategy Program
-4.46 6,000k 5/1/2014
100 Eclipse Capital Management
Alpha Asia
-4.31 25,000k 1/1/2015
99 O'Brien Investment Group
O'Brien Investment Group Discretionary Global Macro Futures Program
-4.13 2,000k 6/1/2017
98 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.87 500k 1/1/2015
97 Independent View
IV Quantitative Futures Fund
-3.08 100k 11/1/2012
96 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.06 1k 6/1/2009
95 dormouse Limited
dormouse Fund B Shares
-2.94 10,000k 8/1/2016
94 dormouse Limited
dormouse Fund A Shares
-2.94 1,000k 1/1/2017
93 dormouse Limited
dormouse - Managed Account
-2.91 10,000k 7/1/2011
92 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-2.72 500k 1/1/2011
91 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-2.57 500k 9/1/2015
90 Eagle Trading Systems Inc.
Eagle Customized Trend
-2.27 10,000k 4/1/2017
89 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.69 1k 10/1/2006
88 Anderson Creek Trading
Standard Diversified Strategy
-1.59 250k 7/1/2014
87 Rosetta Capital Management
Macro Program
-1.19 50k 1/1/2009
86 Crabel Capital Management
WPD Crabel Futures Program
-0.86 1,000k 7/1/2008
85 Tomas Capital Pty Ltd
GCAF | USD
-0.78 1,500k 7/1/2011
84 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.73 3,000k 5/1/2014
83 Purple Valley Capital, Inc.
Diversified Trend 1
-0.69 100k 8/1/2008
82 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.56 3,000k 5/1/2010
81 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.46 1,000k 5/1/2014
80 Future Trade AG
Thales Swing Trading Programme
-0.39 250k 6/1/2007
79 Emil van Essen
Long-Short Commodity Program
-0.36 1,000k 6/1/2013
78 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
77 O'Brien Investment Group
Quantitative Global Macro Futures Program
-0.18 3,000k 7/1/2017
76 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.16 50k 7/1/2011
75 EMC Capital Advisors, LLC
EMC Alpha Program
-0.16 5,000k 6/1/2013
74 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.09 100k 4/1/2015
73 Superfund Group
Superfund Red EUR SICAV
-0.03 10k 3/1/2013
72 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.01 250k 7/1/2015
67 JTM Capital Management LLC
JTM Absolute Return Strategy
0.00 100k 10/1/2016
69 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
70 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
65 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
66 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
68 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
71 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
64 County Cork LLC
County Cork Macro Equity Hedge
0.03 1,000k 2/1/2016
63 Emil van Essen
Long-Short Commodity Program - Accelerated
0.13 200k 5/1/2014
62 DUNN Capital Management
DUNN WMA Institutional Program
0.19 100k 10/1/2011
61 Metolius Capital LLC
Metolius Enhanced Fund
0.24 40k 6/1/2015
60 Superfund Group
Superfund Red USD SICAV
0.31 10k 3/1/2013
59 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.40 100k 12/1/1998
58 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.55 1,000k 10/1/2016
57 Garraway Capital Management LLP
Garraway Financial Trends
0.61 100k 9/1/2012
56 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.62 10,000k 3/1/1998
55 Superfund Group
Superfund Red One SP I - Class A EUR
0.65 10k 1/1/2017
54 Robust Methods LLC
Macro Managed Account
0.68 5,000k 1/1/2005
53 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.75 5,000k 11/1/2012
52 Quantica Capital AG
1X Quantica Managed Futures Fund
0.80 100k 1/1/2014
51 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
1.04 2,000k 2/1/2018
50 Superfund Group
Superfund Red One SP I - Class A USD
1.06 10k 1/1/2017
49 W.G. Wealth Guardian Ltd.
QT Program (QTP)
1.07 300k 6/1/2017
48 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
1.27 250k 2/1/2016
47 Melissinos Trading
Eupatrid Global Trends
1.40 50k 1/1/2011
46 R Best LLC
World Select Program
1.43 2,000k 4/1/2016
45 R Best LLC
Private Client Plus
1.44 200k 11/1/2017
44 Emil van Essen
Global Tactical Allocation Program (GTAP)
1.49 2,000k 4/1/2017
43 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.60 1,500k 10/1/2016
42 Superfund Group
Superfund Red One SP I - Class A Silver
1.65 10k 1/1/2017
41 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.79 250k 11/1/1996
40 QTS Capital Management, LLC
QTS Partners, L.P.
1.97 100k 1/1/2011
39 Crabel Capital Management
Crabel Multi-Product
2.09 1,000k 3/1/1998
38 Welton Investment Partners
Welton Trend
2.22 25,000k 10/1/2012
37 Schot Capital
Multi Diversified Program
2.22 1,000k 1/1/2016
36 ISAM
ISAM Systematic Trend (Levitas)
2.42 1,000k 5/1/2010
35 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.68 5,000k 6/1/2010
34 NuWave Investment Management, LLC
Short-Term Futures Portfolio
2.80 2,000k 7/1/2016
33 John Locke Investments
Cyril Systematic UCITS Fund
2.91 8,000k 7/1/2000
32 Breakout Funds
Breakout
2.96 1,000k 2/1/2018
31 FORT LP
Fort Global Contrarian
2.98 2,000k 10/1/2002
30 AG Capital Investments, LLC
Discretionary Global Macro Program
3.09 500k 10/1/2014
29 FORT LP
Fort Global Diversified
3.12 2,000k 10/1/1993
28 Urban Tree Capital, LLC
UTC Plus (Client)
3.14 100k 3/1/2013
27 Chesapeake Capital
Diversified Plus (HV)
3.25 100k 4/1/1994
26 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.51 1,000k 3/1/2003
25 514 Capital Partners
514 Fund
3.57 100k 11/1/2013
24 Leibniz Group
Systematic Intelligence Vol 10
3.66 3,000k 8/1/2011
23 Worldwide Capital Strategies
Profit Quest Macro World
3.73 100k 1/1/2010
22 Estlander & Partners
Freedom
3.76 20,000k 8/1/2010
21 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.85 3,000k 9/1/2015
20 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.86 250k 5/1/2011
19 Prolific Capital Markets, LLC
Prolific Swiss System
3.94 10,000k 1/1/2014
18 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.00 5,000k 9/1/2009
17 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
4.08 5,000k 9/1/2009
16 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
4.15 2,000k 7/1/2016
15 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.17 1,000k 1/1/2013
14 FORT LP
Global Futures Program (formerly Global Diversified Classic)
4.29 10,000k 10/1/1993
13 Superfund Group
Superfund Green EUR SICAV
4.57 5k 1/1/2017
12 Superfund Group
Superfund Green USD SICAV
4.72 5k 1/1/2017
11 Superfund Group
Superfund Red One SP I - Class A Gold
4.97 10k 1/1/2017
10 Superfund Group
Superfund Green SILVER SICAV
5.22 20k 1/1/2017
9 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
5.39 100k 12/1/2014
8 Vivienne Investissement
MACH 3
5.79 100k 6/1/2015
7 Eamon Capital
Zephyr Program
5.92 600k 1/1/2016
6 Leibniz Group
Enhanced Intelligence Strategy
6.37 100k 1/1/2016
5 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.02 1,000k 3/1/2003
4 Typhon Capital Management, LLC
Leonidas Macro Fund
7.30 100k 4/1/2017
3 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.53 20,000k 5/1/2013
2 Linnis
Linnis ONE, LP
8.16 100k 8/1/2014
1 Superfund Group
Superfund Green GOLD SICAV
8.70 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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