Diversified Trader Index For July 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 Jul 2013 Min Inv Inception 215 Altradis Capital AG AlphAlgo -13.87 100k 5/1/2007 214 Clarke Capital Management Jupiter -12.94 3,000k 5/1/2005 213 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -12.22 100k 7/1/2011 212 Dendrich Ltd QEP -12.06 50k 12/1/2005 211 Dreiss Research Corporation Diversified Program -11.71 1,000k 5/1/1991 210 Global Vista Advisors, LLC Global Vista Options ("GVO") -10.68 50k 10/1/2010 209 Clarke Capital Management Worldwide -10.34 250k 1/1/1996 208 White Indian Trading Co. STAIRS - Futures Program (Client) -9.97 250k 10/1/2008 207 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.90 100k 10/1/2009 206 Parizek Capital Futures Trading Program -9.29 500k 4/1/2000 205 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.19 100k 3/1/2003 204 Quantum Leap Capital Management Managed Account Program -9.07 300k 8/1/2006 203 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -8.45 200k 11/1/1999 202 Romanesco Capital Management B.V Persistence Program -8.08 5,000k 9/1/2005 201 Purple Valley Capital, Inc. Diversified Trend 1 -8.00 100k 8/1/2008 200 White Indian Trading Co. STAIRS (Client) -7.19 250k 5/1/2009 199 Somers Brothers Capital Diversified Futures Program #1 -7.11 100k 1/1/2005 198 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -6.46 4,000k 2/1/2011 197 Emil van Essen Spread Trading Program -6.30 5,000k 12/1/2006 196 Kelly Angle Inc. Genesis Program -5.58 2,000k 4/1/2000 195 Quantis Asset Management PFM Systematic -5.57 15k 5/1/2010 194 RAM Management Group MRTP Aggressive -5.42 1,000k 2/1/1998 193 Liberty Funds Group, Inc Liberty Wealth Protection Fund -5.41 250k 10/1/2009 192 Revolution Capital Management Mosaic Program -5.25 10,000k 10/1/2006 191 Hawksbill Capital Management Global Diversified -5.24 5,000k 11/1/1988 190 White River Group Diversified Option Writing Strategy -5.23 20k 11/1/2008 189 Clarke Capital Management FX Plus -5.08 1,000k 5/1/2004 188 Shared Enlightenment, Inc. CopulaMax NetCreditOps I -5.03 25k 1/1/2012 187 Clarke Capital Management Millennium -4.96 1,000k 1/1/1998 186 Rotella Capital Management Rotella Orion (Short-Term) Program -4.91 10,000k 3/1/2006 185 Mark J. Walsh Company Standard Program -4.45 2,000k 9/1/1985 184 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.44 250k 5/1/2011 183 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -4.31 500k 4/1/2009 182 Wimmer Horizon LLP Managed Account -4.28 5,000k 5/1/2005 181 Estlander & Partners Alpha Trend II - Class P -4.12 100k 12/1/2008 180 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.03 100k 5/1/1999 179 ALFAKRAFT ALFA Commodity Fund -4.03 16k 6/1/2010 178 Claughton Capital ARP Institutional Program -3.98 1,000k 10/1/2005 177 Non Correlated Capital Positive Theta Fund -3.95 50k 10/1/2007 176 EMC Capital Advisors, LLC Classic -3.94 5,000k 1/1/1985 175 DUNN Capital Management DUNN Combined Fund (DCF) -3.92 100k 5/1/1989 174 Ion Asset Architecture Ion Fund Program -3.86 10,000k 11/1/2007 173 Ion Asset Architecture (Fund Program) Ion Fund -3.86 100k 11/1/2007 172 Liberty Funds Group, Inc Liberty Diversified Option Strategy -3.82 750k 1/1/2009 171 Rivoli Fund Management Rivoli International Fund (E) -3.80 5,000k 10/1/1996 170 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.72 1,000k 9/1/1997 169 Wraith Capital LLP Wraith Dynamic Futures Fund -3.69 100k 1/1/2011 168 Conquest Capital Group Conquest Select -3.57 250k 6/1/2004 167 Estlander & Partners Global XL -3.46 5,000k 8/1/1991 166 Emil van Essen EvE Systematic Global Opportunities -3.44 1,000k 9/1/2007 165 NuWave Investment Management, LLC Combined Futures Portfolio -3.42 5,000k 6/1/2001 164 IStar Capital B.V. IStar Systematic Fund -3.41 1,000k 9/1/2011 163 Beryl Investment Group LLC Nominal Discretionary System -3.39 50k 7/1/2007 162 NuWave Investment Management, LLC NuWave Investment Partners LP -3.39 250k 6/1/2001 161 Northfield Trading Diversified -3.27 2,000k 7/1/1989 160 Deep Field Capital AG SINGULARITY Fund -3.23 100k 9/1/2011 159 John Locke Investments Cyril Systematic Program -3.11 8,000k 7/1/2000 158 Welton Investment Partners Welton Global -3.08 10,000k 6/1/2004 157 Southwest Managed Investments, LLC Global Diversified -2.99 200k 1/1/2002 156 Non Correlated Capital Positive Theta Program -2.89 250k 10/1/2007 155 Crabel Capital Management Crabel Multi-Product -2.89 1,000k 3/1/1998 154 Wavefront Global Asset Management IMFC Global Investment Program -2.87 2,000k 2/1/2007 153 Clarke Capital Management Global Basic -2.78 50k 2/1/1996 152 Wavefront Global Asset Management IMFC Global Concentrated -2.71 500k 4/1/2009 151 ISAM ISAM Systematic Trend Fund -2.65 1,000k 6/1/2001 150 DUNN Capital Management D'Best Futures Fund, L.P. -2.55 100k 6/1/1994 149 Hyman Beck and Company Global Portfolio -2.48 1,000k 3/1/1991 148 Global Domain Partners, LLC Global Domain Vector Fund - Series A -2.48 500k 1/1/2006 147 Angle Capital Management LLC AIP Program -2.47 100k 1/1/2010 146 Clarke Capital Management Global Magnum -2.46 100k 8/1/1997 145 FTC Capital GmbH FTC Global Diversified -2.42 0k 3/1/2012 144 FRP CAPITAL LLC FRP125+ -2.40 125k 1/1/2010 143 Rivoli Fund Management Rivoli International Fund (V9) -2.34 5,000k 1/1/2002 142 Tactical Investment Management Tactical Institutional Commodity Program -2.25 10,000k 4/1/1993 141 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.21 100k 8/1/2009 140 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -2.21 1,500k 1/1/2009 139 Covenant Capital Management Aggressive Program -2.19 3,000k 2/1/2004 138 M.S. Capital Management Global Diversified Program -2.16 2,000k 11/1/1998 137 Molinero Capital Management LLP Global Markets Program -2.16 2,000k 7/1/2005 136 Metolius Capital LLC Metolius Diversified -2.14 100k 6/1/2010 135 Haar Capital Management Discretionary Commodity Trading Program -2.09 250k 12/1/2005 134 Revolution Capital Management Mosaic Institutional Program -2.05 25,000k 9/1/2009 133 Estlander & Partners Freedom -1.98 20,000k 8/1/2010 132 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.93 4,000k 11/1/2008 131 Futures Truth Company, FTC-CTA MS4 -1.87 250k 10/1/2007 130 RAM Management Group RAM MRTP 1X-Conservative -1.82 1,000k 9/1/1993 129 Estlander & Partners Global Markets -1.73 10,000k 8/1/1999 128 Covenant Capital Management Original Program -1.65 5,000k 9/1/1999 127 Futures Truth Company, FTC-CTA 200K Options Strategy -1.59 200k 12/1/2009 126 Revolution Capital Management Alpha Program -1.55 5,000k 6/1/2007 125 Di Tomasso Group Inc. Equilibrium Program -1.55 5,000k 1/1/2002 124 Auspice Capital Advisors Ltd Auspice Diversified Program -1.54 1,500k 4/1/2006 123 Rho Asset Management Rho Altius 1XL Program -1.50 5,000k 11/1/2007 122 AllMountain Capital AG Mount Denali Global Trends -1.47 160k 7/1/2007 121 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.44 5,000k 1/1/2005 120 Eclipse Capital Management Global Monetary -1.38 5,000k 8/1/1990 119 Endeavour Capital LLP Endeavour Pembroke -1.37 2,000k 7/1/2007 118 Trigon Investment Advisors, LLC Discretionary Macro Program -1.29 10,000k 8/1/2007 117 Estlander & Partners Alpha Trend -1.23 30,000k 10/1/1991 116 Revolution Capital Management Alpha Fund -1.19 50k 1/1/2005 115 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.16 1k 10/1/2006 114 Xplor Capital Management, LLC Global CTA Program -1.01 1,500k 7/1/2004 113 Rotella Capital Management Rotella Polaris Program (Diversified) -1.00 10,000k 1/1/1991 112 White Indian Trading Co. SCS Program (Client) -0.99 250k 2/1/2011 111 QCM Global Diversified Programme -0.99 500k 12/1/1995 110 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -0.97 100k 1/1/2012 109 Mobius Asset Management Diversified Program -0.97 250k 3/1/2004 108 MERIT Alternative Investments GmbH Futures Portfolio -0.86 2,000k 6/1/1998 107 Eckhardt Trading Company Evolution Strategies 1.2X -0.75 10,000k 10/1/1991 106 Superfund Group Superfund Green L.P. Series A -0.73 5k 10/1/2002 105 Eckhardt Trading Company Evolution Strategies -0.73 20,000k 8/1/1991 104 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.70 1/1/1989 103 Alee Capital Management, LLC Poniente Program -0.69 2,500k 1/1/1999 102 Winton Capital Management Diversified -0.63 50,000k 10/1/1997 101 Millburn Ridgefield Corporation Commodity Program -0.62 25,000k 3/1/2005 100 Stenger Capital Management, LLC Diversified Trading Program -0.61 200k 4/1/2010 99 Gladius Asset Management Fulham Program -0.55 2,000k 1/1/2008 98 Mobius Asset Management Custom Trading Program -0.52 100k 1/1/2002 97 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.49 10,000k 8/1/2009 96 Abraham Trading Company Diversified Program -0.47 10,000k 1/1/1988 95 IKOS IKOS Futures Fund -0.45 1,000k 2/1/2010 94 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.45 100k 11/1/1984 93 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.45 3,000k 5/1/2010 92 Melissinos Trading Eupatrid Global Trends -0.40 50k 1/1/2011 91 Conquest Capital Group Conquest Macro -0.38 250k 5/1/1999 90 Millburn Ridgefield Corporation Multi-Markets Program -0.34 25,000k 10/1/2004 89 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.34 100k 1/1/2005 88 Adamah Capital LLC Asset Allocator Program -0.30 50k 3/1/2011 87 Rabar Market Research Diversified Program -0.29 2,000k 1/1/1989 86 Spectrum Asset Management LLC Global Diversified -0.28 2,000k 1/1/2001 85 OptHedge Advisors LLC Diversified Options & Futures Program -0.28 250k 10/1/2008 84 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.26 5,000k 6/1/2010 83 Quantmetrics Capital Management LLP Directional 10V Strategy -0.19 10,000k 1/1/2007 82 QCM Alpha Financials Program -0.18 10,000k 6/1/2012 81 IDS Capital IDS F&F Systematic Trading -0.10 50k 7/1/2013 80 GT CAPITAL CTA GT CAPITAL CTA -0.04 150k 6/1/2009 79 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.02 10k 7/1/2005 78 Transtrend B.V. DTP – Standard Risk (EUR) 0.00 10,000k 2/1/1999 77 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.02 5,000k 10/1/2007 76 Millburn Ridgefield Corporation Diversified Program 0.08 20,000k 2/1/1977 75 Superfund Group Superfund Green L.P. Series B 0.10 5k 10/1/2002 74 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.12 10,000k 8/1/2009 73 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.13 10,000k 8/1/1999 72 Auctos Capital Management Auctos Global Diversified 0.20 3,000k 11/1/2007 71 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.21 10,000k 8/1/2004 70 Jaguar Investments Ltd Vario Capital Strategy 0.22 1,000k 5/1/2016 69 Blackwater Capital Management Global Program 0.23 5,000k 7/1/2005 68 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.25 50k 10/1/2011 67 Mondiale Asset Management Mondiale Trading Program 0.30 0k 9/1/1997 66 Superfund Group Superfund Green GCT USD 0.32 15k 1/1/2000 65 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.33 1,000k 3/1/1998 64 Superfund Group Superfund Green Q-AG 0.37 2k 3/1/1996 63 Quantitative Investment Management Quantitative Global Program 0.43 20,000k 10/1/2003 62 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.43 100k 2/1/2010 61 Transtrend B.V. DTP – Enhanced Risk (USD) 0.44 10,000k 1/1/1995 60 Lynx Asset Management AB Lynx Program 0.56 75k 5/1/2000 59 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.65 1,000k 10/1/2006 58 ROW Asset Managment Row Diversified Fund, L.P. 0.70 1,000k 11/1/2011 57 Manning & Napier MN Xenon Managed Futures (2x) Program 0.70 5,000k 6/1/2006 56 Dominion Capital Sapphire Program 0.74 3,000k 5/1/2005 55 HB Capital Management Inc. Diversified Program 0.75 50k 3/1/2008 54 1OAK Capital Limited ACORN Commodity 0.76 5,000k 5/1/2012 53 Superfund Group Superfund Blue SPC Class A (EUR) 0.81 50k 4/1/2005 52 Rabar Market Research Short-Term Program 0.86 2,000k 11/1/2009 51 Insignia Managed Capital Epoch3 0.89 20k 7/1/2009 50 Red Oak Commodity Advisors Investment Program 0.89 5,000k 12/1/1989 49 Vergho Asset Management LLC Kinematics 0.93 1,000k 11/1/2008 48 Drury Capital Diversified Trend-Following Program 1.04 5,000k 5/1/1997 47 Saxon Investment Corporation Diversified Program 1.06 3,000k 9/1/1988 46 FORT LP Fort Global Diversified 1.13 2,000k 10/1/1993 45 Sharp Mountain Advisors, LLC Diversified Managed Futures 1.14 250k 8/1/2011 44 Superfund Group Superfund Green Master 1.18 2,000k 5/1/2001 43 John Locke Investments JL Commodity Long Flat Program 1.18 5,000k 12/1/2007 42 Mehnert Capital Management, LLC DTP (Client) 1.20 1,000k 3/1/2012 41 Briarwood Capital Management, Inc. Diversified Trading Program 1.21 3,000k 7/1/2001 40 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.36 25,000k 3/1/2010 39 Keck Capital Management LLC The Keck Program 1.38 2,000k 12/1/2003 38 Robust Methods LLC Macro Managed Account 1.41 5,000k 1/1/2005 37 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.42 1,000k 5/1/2006 36 Insignia Managed Capital Medallion 1.51 50k 2/1/2009 35 Red Rock Capital, LLC Systematic Global Macro 1.56 500k 9/1/2003 34 Alee Capital Management, LLC Mistral Program 1.79 2,500k 1/1/1999 33 Robinson-Langley Capital Management, LLC Managed Account Program 1.89 200k 1/1/2007 32 Quantica Capital AG Quantica Managed Futures 1.99 5,000k 1/1/2005 31 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 2.00 150k 1/1/2011 30 Saxon Investment Corporation Aggressive Diversified Program 2.17 2,000k 11/1/1993 29 Briarwood Capital Management, Inc. Diversified 2XL 2.17 250k 11/1/2004 28 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 2.32 100k 5/1/2011 27 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 2.39 75k 6/1/2007 26 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 2.42 25k 1/1/2011 25 FORT LP Fort Global Contrarian 2.43 2,000k 10/1/2002 24 Future Trade AG Thales Swing Trading Programme 2.65 250k 6/1/2007 23 Ancile Capital Management Global Markets Program 3.05 2,000k 4/1/2005 22 Option Capital Advisory OCA Premium 3.05 100k 5/1/2011 21 GLOBIVEST LLC Alpha Program 3.12 50k 4/1/2009 20 IKOS The IKOS Hedge Fund 3.23 10,000k 7/1/1998 19 Chesapeake Capital Diversified (LV) 3.60 100k 2/1/1988 18 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.85 3,000k 10/1/1992 17 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 3.88 1,000k 9/1/2009 16 Amplitude Capital International Limited Klassik Strategy 3.93 1,000k 9/1/2009 15 Amplitude Capital International Limited Dynamic Strategy 4.38 6/1/2005 14 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 4.96 5,000k 11/1/2012 13 HASAFUMA Börstjänaren Hedgehog 5.29 60k 5/1/2012 12 Superfund Group Superfund Blue SPC Class A (Gold) 5.72 50k 12/1/2007 11 Rosetta Capital Management Macro Program 5.97 50k 1/1/2009 10 AIS Capital Management, L.P. MAAP (3x-6x) Composite 6.25 2,000k 7/1/1992 9 Crabel Capital Management WPD Crabel Futures Program 6.65 1,000k 7/1/2008 8 Zoi Capital, LLC Telio Program (Client) 6.90 200k 4/1/2010 7 Superfund Group Superfund Green Gold L.P. Series A-1 6.93 5k 4/1/2009 6 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.07 1,000k 3/1/2003 5 Superfund Group Superfund Green Gold L.P. Series B-1 7.18 5k 4/1/2009 4 Superfund Group Superfund Green Gold A (SPC) 7.35 5k 10/1/2005 3 Superfund Group Superfund Green Gold B (SPC) 7.45 50k 10/1/2005 2 Superfund Group Superfund Green Gold C (SPC) 7.71 100k 10/1/2005 1 Serac, LLC Diversified Reversal Program 8.30 200k 4/1/2011 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.