Diversified Trader Index For October 2013 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Oct 2013 Min Inv Inception 215 Purple Valley Capital, Inc. Diversified Trend 1 -15.59 100k 8/1/2008 214 AIS Capital Management, L.P. MAAP (3x-6x) Composite -10.70 2,000k 7/1/1992 213 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.19 3,000k 10/1/1992 212 RAM Management Group MRTP Aggressive -7.05 1,000k 2/1/1998 211 White Indian Trading Co. STAIRS - Futures Program (Client) -7.03 250k 10/1/2008 210 White Indian Trading Co. STAIRS (Client) -6.44 250k 5/1/2009 209 Clarke Capital Management Global Basic -6.41 50k 2/1/1996 208 Hawksbill Capital Management Global Diversified -6.34 5,000k 11/1/1988 207 Serac, LLC Diversified Reversal Program -5.80 200k 4/1/2011 206 Zoi Capital, LLC Telio Program (Client) -5.30 200k 4/1/2010 205 Di Tomasso Group Inc. Equilibrium Program -4.64 5,000k 1/1/2002 204 HASAFUMA Hedgehog -4.45 60k 5/1/2012 203 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.72 250k 10/1/2009 202 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -3.71 100k 10/1/2009 201 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.62 100k 3/1/2003 200 Rosetta Capital Management Macro Program -3.60 50k 1/1/2009 199 Quantum Leap Capital Management Managed Account Program -3.47 300k 8/1/2006 198 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.82 50k 10/1/2010 197 Romanesco Capital Management B.V Persistence Program -2.60 5,000k 9/1/2005 196 Clarke Capital Management Global Magnum -2.52 100k 8/1/1997 195 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -2.48 100k 5/1/2011 194 Beryl Investment Group LLC Nominal Discretionary System -2.41 50k 7/1/2007 193 Clarke Capital Management Worldwide -2.36 250k 1/1/1996 192 RAM Management Group RAM MRTP 1X-Conservative -2.30 1,000k 9/1/1993 191 Deep Field Capital AG SINGULARITY Fund -2.30 100k 9/1/2011 190 Rho Asset Management Rho Altius 1XL Program -2.09 5,000k 11/1/2007 189 Southwest Managed Investments, LLC Global Diversified -2.04 200k 1/1/2002 188 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.96 1,000k 9/1/1997 187 NuWave Investment Management, LLC NuWave Investment Partners LP -1.91 250k 6/1/2001 186 NuWave Investment Management, LLC Combined Futures Portfolio -1.88 5,000k 6/1/2001 185 HB Capital Management Inc. Diversified Program -1.87 50k 3/1/2008 184 Millburn Ridgefield Corporation Commodity Program -1.83 25,000k 3/1/2005 183 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.82 1,500k 1/1/2009 182 Abraham Trading Company Diversified Program -1.70 10,000k 1/1/1988 181 Briarwood Capital Management, Inc. Diversified 2XL -1.67 250k 11/1/2004 180 Rabar Market Research Short-Term Program -1.44 2,000k 11/1/2009 179 Revolution Capital Management Mosaic Program -1.39 10,000k 10/1/2006 178 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.39 3,000k 5/1/2010 177 John Locke Investments JL Commodity Long Flat Program -1.31 5,000k 12/1/2007 176 Manning & Napier MN Xenon Managed Futures (2x) Program -1.26 5,000k 6/1/2006 175 GT CAPITAL CTA GT CAPITAL CTA -1.17 150k 6/1/2009 174 Somers Brothers Capital Diversified Futures Program #1 -1.16 100k 1/1/2005 173 Claughton Capital ARP Institutional Program -0.92 1,000k 10/1/2005 172 Parizek Capital Futures Trading Program -0.91 500k 4/1/2000 171 Mehnert Capital Management, LLC DTP (Client) -0.86 1,000k 3/1/2012 170 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.85 150k 1/1/2011 169 Conquest Capital Group Conquest Macro -0.82 250k 5/1/1999 168 Briarwood Capital Management, Inc. Diversified Trading Program -0.78 3,000k 7/1/2001 167 Rabar Market Research Diversified Program -0.76 2,000k 1/1/1989 166 Alee Capital Management, LLC Poniente Program -0.76 2,500k 1/1/1999 165 Mobius Asset Management Diversified Program -0.69 250k 3/1/2004 164 Adamah Capital LLC Asset Allocator Program -0.60 50k 3/1/2011 163 Stenger Capital Management, LLC Diversified Trading Program -0.55 200k 4/1/2010 162 Mobius Asset Management Custom Trading Program -0.48 100k 1/1/2002 161 IKOS IKOS Futures Fund -0.46 1,000k 2/1/2010 160 Robust Methods LLC Macro Managed Account -0.46 5,000k 1/1/2005 159 Mark J. Walsh Company Standard Program -0.38 2,000k 9/1/1985 158 Vergho Asset Management LLC Kinematics -0.33 1,000k 11/1/2008 157 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.28 5,000k 10/1/2007 156 Revolution Capital Management Mosaic Institutional Program -0.26 25,000k 9/1/2009 155 Metolius Capital LLC Metolius Diversified -0.23 100k 6/1/2010 154 Saxon Investment Corporation Aggressive Diversified Program -0.23 2,000k 11/1/1993 153 IKOS The IKOS Hedge Fund -0.22 10,000k 7/1/1998 152 Jaguar Investments Ltd Vario Capital Strategy -0.18 1,000k 5/1/2016 151 Eckhardt Trading Company Evolution Strategies 1.2X -0.17 10,000k 10/1/1991 150 Sharp Mountain Advisors, LLC Diversified Managed Futures -0.16 250k 8/1/2011 149 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.15 750k 1/1/2009 148 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.14 4,000k 11/1/2008 147 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -0.14 4,000k 2/1/2011 146 Tactical Investment Management Tactical Institutional Commodity Program -0.11 10,000k 4/1/1993 145 Saxon Investment Corporation Diversified Program -0.11 3,000k 9/1/1988 144 Trigon Investment Advisors, LLC Discretionary Macro Program -0.11 10,000k 8/1/2007 143 Eckhardt Trading Company Evolution Strategies -0.10 20,000k 8/1/1991 142 Northfield Trading Diversified -0.09 2,000k 7/1/1989 141 Emil van Essen Spread Trading Program -0.01 5,000k 12/1/2006 138 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 139 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 140 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 137 Quantitative Investment Management Quantitative Global Program 0.04 20,000k 10/1/2003 136 Hyman Beck and Company Global Portfolio 0.07 1,000k 3/1/1991 135 Spectrum Asset Management LLC Global Diversified 0.09 2,000k 1/1/2001 134 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.11 10,000k 3/1/2003 133 Option Capital Advisory OCA Premium 0.12 100k 5/1/2011 132 Dominion Capital Sapphire Program 0.15 3,000k 5/1/2005 131 Conquest Capital Group Conquest Select 0.17 250k 6/1/2004 130 Gladius Asset Management Fulham Program 0.20 2,000k 1/1/2008 129 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.22 100k 8/1/2009 128 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 0.26 100k 1/1/2012 127 Quantis Asset Management PFM Systematic 0.28 15k 5/1/2010 126 Clarke Capital Management Millennium 0.29 1,000k 1/1/1998 125 OptHedge Advisors LLC Diversified Options & Futures Program 0.34 250k 10/1/2008 124 Futures Truth Company, FTC-CTA MS4 0.36 250k 10/1/2007 123 Superfund Group Superfund Green Gold L.P. Series A-1 0.36 5k 4/1/2009 122 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.36 250k 5/1/2011 121 Endeavour Capital LLP Endeavour Pembroke 0.39 2,000k 7/1/2007 120 Red Rock Capital, LLC Systematic Global Macro 0.51 500k 9/1/2003 119 Haar Capital Management Discretionary Commodity Trading Program 0.53 250k 12/1/2005 118 ROW Asset Managment Row Diversified Fund, L.P. 0.57 1,000k 11/1/2011 117 Melissinos Trading Eupatrid Global Trends 0.61 50k 1/1/2011 116 Alee Capital Management, LLC Mistral Program 0.64 2,500k 1/1/1999 115 Estlander & Partners Alpha Trend 0.69 30,000k 10/1/1991 114 Crabel Capital Management Crabel Multi-Product 0.70 1,000k 3/1/1998 113 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.73 200k 11/1/1999 112 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.74 1,000k 3/1/1998 111 Covenant Capital Management Original Program 0.77 5,000k 9/1/1999 110 Non Correlated Capital Positive Theta Program 0.84 250k 10/1/2007 109 Auctos Capital Management Auctos Global Diversified 0.85 3,000k 11/1/2007 108 MERIT Alternative Investments GmbH Futures Portfolio 0.87 2,000k 6/1/1998 107 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.88 5,000k 6/1/2010 106 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.91 100k 2/1/2010 105 IStar Capital B.V. IStar Systematic Fund 0.94 1,000k 9/1/2011 104 Transtrend B.V. DTP – Standard Risk (EUR) 0.99 10,000k 2/1/1999 103 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.01 25,000k 3/1/2010 102 Quantmetrics Capital Management LLP Directional 10V Strategy 1.01 10,000k 1/1/2007 101 Futures Truth Company, FTC-CTA 200K Options Strategy 1.05 200k 12/1/2009 100 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.13 10,000k 8/1/2009 99 Superfund Group Superfund Blue SPC Class A (Gold) 1.18 50k 12/1/2007 98 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 1.20 10,000k 8/1/2009 97 Revolution Capital Management Alpha Fund 1.22 50k 1/1/2005 96 Crabel Capital Management WPD Crabel Futures Program 1.25 1,000k 7/1/2008 95 Covenant Capital Management Aggressive Program 1.27 3,000k 2/1/2004 94 Superfund Group Superfund Green Gold L.P. Series B-1 1.29 5k 4/1/2009 93 Transtrend B.V. DTP – Enhanced Risk (USD) 1.31 10,000k 1/1/1995 92 Red Oak Commodity Advisors Investment Program 1.32 5,000k 12/1/1989 91 Wavefront Global Asset Management IMFC Global Concentrated 1.33 500k 4/1/2009 90 Estlander & Partners Freedom 1.38 20,000k 8/1/2010 89 ALFAKRAFT ALFA Commodity Fund 1.40 16k 6/1/2010 88 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.42 1,000k 10/1/2006 87 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.44 500k 1/1/2006 86 Superfund Group Superfund Green L.P. Series A 1.46 5k 10/1/2002 85 Estlander & Partners Global Markets 1.46 10,000k 8/1/1999 84 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.49 10,000k 8/1/2004 83 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.50 10,000k 8/1/1999 82 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.51 1,000k 5/1/2006 81 Revolution Capital Management Alpha Program 1.53 5,000k 6/1/2007 80 AllMountain Capital AG Mount Denali Global Trends 1.59 160k 7/1/2007 79 Ancile Capital Management Global Markets Program 1.70 2,000k 4/1/2005 78 Emil van Essen EvE Systematic Global Opportunities 1.73 1,000k 9/1/2007 77 1OAK Capital Limited ACORN Commodity 1.81 5,000k 5/1/2012 76 Superfund Group Superfund Blue SPC Class A (EUR) 1.85 50k 4/1/2005 75 John Locke Investments Cyril Systematic Program 1.86 8,000k 7/1/2000 74 Mondiale Asset Management Mondiale Trading Program 1.94 0k 9/1/1997 73 Estlander & Partners Alpha Trend II - Class P 1.96 100k 12/1/2008 72 Auspice Capital Advisors Ltd Auspice Diversified Program 2.01 1,500k 4/1/2006 71 White Indian Trading Co. SCS Program (Client) 2.05 250k 2/1/2011 70 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.10 10k 7/1/2005 69 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 2.12 75k 6/1/2007 68 Robinson-Langley Capital Management, LLC Managed Account Program 2.12 200k 1/1/2007 67 Wavefront Global Asset Management IMFC Global Investment Program 2.16 2,000k 2/1/2007 66 Xplor Capital Management, LLC Global CTA Program 2.29 1,500k 7/1/2004 65 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.30 1k 10/1/2006 64 Millburn Ridgefield Corporation Diversified Program 2.31 20,000k 2/1/1977 63 Superfund Group Superfund Green Gold A (SPC) 2.32 5k 10/1/2005 62 Millburn Ridgefield Corporation Multi-Markets Program 2.34 25,000k 10/1/2004 61 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.42 1/1/1989 60 Quantica Capital AG Quantica Managed Futures 2.49 5,000k 1/1/2005 59 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.53 5,000k 1/1/2005 58 Non Correlated Capital Positive Theta Fund 2.54 50k 10/1/2007 57 FTC Capital GmbH FTC Global Diversified 2.54 0k 3/1/2012 56 Wraith Capital LLP Wraith Dynamic Futures Fund 2.58 100k 1/1/2011 55 M.S. Capital Management Global Diversified Program 2.58 2,000k 11/1/1998 54 EMC Capital Advisors, LLC Classic 2.62 5,000k 1/1/1985 53 Superfund Group Superfund Green Q-AG 2.66 2k 3/1/1996 52 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.81 500k 4/1/2009 51 Estlander & Partners Global XL 2.85 5,000k 8/1/1991 50 Superfund Group Superfund Green L.P. Series B 2.88 5k 10/1/2002 49 Dreiss Research Corporation Diversified Program 2.89 1,000k 5/1/1991 48 Eclipse Capital Management Global Monetary 2.98 5,000k 8/1/1990 47 Molinero Capital Management LLP Global Markets Program 2.99 2,000k 7/1/2005 46 Clarke Capital Management FX Plus 3.02 1,000k 5/1/2004 45 Rivoli Fund Management Rivoli International Fund (V9) 3.07 5,000k 1/1/2002 44 DUNN Capital Management DUNN Combined Fund (DCF) 3.10 100k 5/1/1989 43 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.17 5,000k 11/1/2012 42 Winton Capital Management Diversified 3.20 50,000k 10/1/1997 41 FORT LP Fort Global Contrarian 3.20 2,000k 10/1/2002 40 Wimmer Horizon LLP Managed Account 3.28 5,000k 5/1/2005 39 QCM Global Diversified Programme 3.30 500k 12/1/1995 38 Amplitude Capital International Limited Klassik Strategy 3.30 1,000k 9/1/2009 37 ISAM ISAM Systematic Trend Fund 3.32 1,000k 6/1/2001 36 Insignia Managed Capital Medallion 3.35 50k 2/1/2009 35 FRP CAPITAL LLC FRP125+ 3.42 125k 1/1/2010 34 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 3.53 1,000k 9/1/2009 33 Superfund Group Superfund Green GCT USD 3.57 15k 1/1/2000 32 GLOBIVEST LLC Alpha Program 3.63 50k 4/1/2009 31 Superfund Group Superfund Green Gold B (SPC) 3.68 50k 10/1/2005 30 FORT LP Fort Global Diversified 3.85 2,000k 10/1/1993 29 Rotella Capital Management Rotella Polaris Program (Diversified) 3.87 10,000k 1/1/1991 28 Blackwater Capital Management Global Program 4.10 5,000k 7/1/2005 27 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.10 100k 1/1/2005 26 Rivoli Fund Management Rivoli International Fund (E) 4.45 5,000k 10/1/1996 25 Amplitude Capital International Limited Dynamic Strategy 4.46 6/1/2005 24 Chesapeake Capital Diversified (LV) 4.60 100k 2/1/1988 23 Lynx Asset Management AB Lynx Program 4.71 75k 5/1/2000 22 QCM Alpha Financials Program 4.97 10,000k 6/1/2012 21 Drury Capital Diversified Trend-Following Program 4.97 5,000k 5/1/1997 20 White River Group Diversified Option Writing Strategy 4.99 20k 11/1/2008 19 Superfund Group Superfund Green Gold C (SPC) 5.28 100k 10/1/2005 18 Welton Investment Partners Welton Global 5.29 10,000k 6/1/2004 17 Rotella Capital Management Rotella Orion (Short-Term) Program 5.55 10,000k 3/1/2006 16 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.81 100k 11/1/1984 15 IDS Capital IDS F&F Systematic Trading 6.00 50k 7/1/2013 14 Superfund Group Superfund Green Master 6.01 2,000k 5/1/2001 13 Clarke Capital Management Jupiter 6.31 3,000k 5/1/2005 12 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.29 100k 5/1/1999 11 Kelly Angle Inc. Genesis Program 8.02 2,000k 4/1/2000 10 DUNN Capital Management D'Best Futures Fund, L.P. 8.45 100k 6/1/1994 9 Dendrich Ltd QEP 8.65 50k 12/1/2005 8 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 8.74 50k 10/1/2011 7 Insignia Managed Capital Epoch3 8.74 20k 7/1/2009 6 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 11.27 100k 7/1/2011 5 Angle Capital Management LLC AIP Program 14.35 100k 1/1/2010 4 Keck Capital Management LLC The Keck Program 15.74 2,000k 12/1/2003 3 Shared Enlightenment, Inc. CopulaMax NetCreditOps I 16.21 25k 1/1/2012 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 17.00 25k 1/1/2011 1 Altradis Capital AG AlphAlgo 20.31 100k 5/1/2007 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.