Diversified Trader Index For August 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 Aug 2013 Min Inv Inception 215 Estlander & Partners Alpha Trend II - Class P -18.21 100k 12/1/2008 214 Rosetta Capital Management Macro Program -17.54 50k 1/1/2009 213 White River Group Diversified Option Writing Strategy -16.44 20k 11/1/2008 212 Mulvaney Capital Management The Mulvaney Global Markets Fund -10.90 100k 5/1/1999 211 Dreiss Research Corporation Diversified Program -9.84 1,000k 5/1/1991 210 Global Vista Advisors, LLC Global Vista Options ("GVO") -8.09 50k 10/1/2010 209 Wraith Capital LLP Wraith Dynamic Futures Fund -7.67 100k 1/1/2011 208 Alee Capital Management, LLC Poniente Program -7.31 2,500k 1/1/1999 207 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -6.78 5,000k 1/1/2005 206 Drury Capital Diversified Trend-Following Program -6.48 5,000k 5/1/1997 205 GLOBIVEST LLC Alpha Program -6.35 50k 4/1/2009 204 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -5.95 100k 3/1/2003 203 Estlander & Partners Alpha Trend -5.95 30,000k 10/1/1991 202 Serac, LLC Diversified Reversal Program -5.80 200k 4/1/2011 201 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -5.73 100k 10/1/2009 200 Estlander & Partners Freedom -5.62 20,000k 8/1/2010 199 Briarwood Capital Management, Inc. Diversified 2XL -5.61 250k 11/1/2004 198 Wavefront Global Asset Management IMFC Global Concentrated -5.36 500k 4/1/2009 197 Clarke Capital Management Global Magnum -5.33 100k 8/1/1997 196 Chesapeake Capital Diversified (LV) -5.32 100k 2/1/1988 195 QCM Alpha Financials Program -5.28 10,000k 6/1/2012 194 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.18 100k 1/1/2005 193 Parizek Capital Futures Trading Program -5.09 500k 4/1/2000 192 Estlander & Partners Global XL -4.83 5,000k 8/1/1991 191 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.81 100k 11/1/1984 190 HASAFUMA Hedgehog -4.79 60k 5/1/2012 189 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -4.59 75k 6/1/2007 188 Altradis Capital AG AlphAlgo -4.40 100k 5/1/2007 187 Shared Enlightenment, Inc. CopulaMax NetCreditOps I -4.28 25k 1/1/2012 186 Rivoli Fund Management Rivoli International Fund (E) -4.16 5,000k 10/1/1996 185 Di Tomasso Group Inc. Equilibrium Program -3.91 5,000k 1/1/2002 184 Clarke Capital Management Jupiter -3.89 3,000k 5/1/2005 183 Gladius Asset Management Fulham Program -3.88 2,000k 1/1/2008 182 Non Correlated Capital Positive Theta Fund -3.81 50k 10/1/2007 181 Winton Capital Management Diversified -3.80 50,000k 10/1/1997 180 Wavefront Global Asset Management IMFC Global Investment Program -3.76 2,000k 2/1/2007 179 Alee Capital Management, LLC Mistral Program -3.72 2,500k 1/1/1999 178 QCM Global Diversified Programme -3.62 500k 12/1/1995 177 Insignia Managed Capital Epoch3 -3.40 20k 7/1/2009 176 ISAM ISAM Systematic Trend Fund -3.28 1,000k 6/1/2001 175 IDS Capital IDS F&F Systematic Trading -3.10 50k 7/1/2013 174 White Indian Trading Co. STAIRS - Futures Program (Client) -3.04 250k 10/1/2008 173 Red Oak Commodity Advisors Investment Program -3.04 5,000k 12/1/1989 172 Superfund Group Superfund Green L.P. Series B -2.94 5k 10/1/2002 171 Non Correlated Capital Positive Theta Program -2.89 250k 10/1/2007 170 M.S. Capital Management Global Diversified Program -2.87 2,000k 11/1/1998 169 Briarwood Capital Management, Inc. Diversified Trading Program -2.84 3,000k 7/1/2001 168 Lynx Asset Management AB Lynx Program -2.78 75k 5/1/2000 167 Superfund Group Superfund Green Master -2.77 2,000k 5/1/2001 166 Tactical Investment Management Tactical Institutional Commodity Program -2.77 10,000k 4/1/1993 165 FORT LP Fort Global Diversified -2.62 2,000k 10/1/1993 164 Superfund Group Superfund Green L.P. Series A -2.61 5k 10/1/2002 163 Amplitude Capital International Limited Dynamic Strategy -2.60 6/1/2005 162 Superfund Group Superfund Green GCT USD -2.57 15k 1/1/2000 161 Transtrend B.V. DTP – Enhanced Risk (USD) -2.53 10,000k 1/1/1995 160 Rivoli Fund Management Rivoli International Fund (V9) -2.52 5,000k 1/1/2002 159 Southwest Managed Investments, LLC Global Diversified -2.51 200k 1/1/2002 158 IStar Capital B.V. IStar Systematic Fund -2.47 1,000k 9/1/2011 157 Estlander & Partners Global Markets -2.43 10,000k 8/1/1999 156 John Locke Investments Cyril Systematic Program -2.43 8,000k 7/1/2000 155 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.41 10,000k 8/1/2004 154 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.41 1,000k 10/1/2006 153 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.40 10,000k 8/1/1999 152 HB Capital Management Inc. Diversified Program -2.39 50k 3/1/2008 151 FORT LP Fort Global Contrarian -2.38 2,000k 10/1/2002 150 Millburn Ridgefield Corporation Multi-Markets Program -2.37 25,000k 10/1/2004 149 NuWave Investment Management, LLC NuWave Investment Partners LP -2.33 250k 6/1/2001 148 Millburn Ridgefield Corporation Diversified Program -2.32 20,000k 2/1/1977 147 NuWave Investment Management, LLC Combined Futures Portfolio -2.30 5,000k 6/1/2001 146 Eclipse Capital Management Global Monetary -2.29 5,000k 8/1/1990 145 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -2.26 25k 1/1/2011 144 Spectrum Asset Management LLC Global Diversified -2.24 2,000k 1/1/2001 143 EMC Capital Advisors, LLC Classic -2.21 5,000k 1/1/1985 142 Quantica Capital AG Quantica Managed Futures -2.20 5,000k 1/1/2005 141 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -2.19 100k 2/1/2010 140 Mark J. Walsh Company Standard Program -2.10 2,000k 9/1/1985 139 Molinero Capital Management LLP Global Markets Program -2.07 2,000k 7/1/2005 138 Blackwater Capital Management Global Program -2.03 5,000k 7/1/2005 137 White Indian Trading Co. STAIRS (Client) -2.00 250k 5/1/2009 136 Insignia Managed Capital Medallion -1.97 50k 2/1/2009 135 Superfund Group Superfund Green Q-AG -1.92 2k 3/1/1996 134 Transtrend B.V. DTP – Standard Risk (EUR) -1.83 10,000k 2/1/1999 133 Dendrich Ltd QEP -1.77 50k 12/1/2005 132 Conquest Capital Group Conquest Select -1.75 250k 6/1/2004 131 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.70 10,000k 8/1/2009 130 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.59 1,000k 3/1/2003 129 Clarke Capital Management Global Basic -1.54 50k 2/1/1996 128 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.51 1,000k 9/1/2009 127 Liberty Funds Group, Inc Liberty Diversified Option Strategy -1.41 750k 1/1/2009 126 Hyman Beck and Company Global Portfolio -1.40 1,000k 3/1/1991 125 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.40 100k 8/1/2009 124 Melissinos Trading Eupatrid Global Trends -1.39 50k 1/1/2011 123 Auspice Capital Advisors Ltd Auspice Diversified Program -1.33 1,500k 4/1/2006 122 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.28 250k 10/1/2009 121 Abraham Trading Company Diversified Program -1.28 10,000k 1/1/1988 120 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -1.27 25,000k 3/1/2010 119 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.27 1,000k 3/1/1998 118 Rabar Market Research Diversified Program -1.25 2,000k 1/1/1989 117 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.15 1/1/1989 116 Endeavour Capital LLP Endeavour Pembroke -1.13 2,000k 7/1/2007 115 Welton Investment Partners Welton Global -1.10 10,000k 6/1/2004 114 Angle Capital Management LLC AIP Program -1.09 100k 1/1/2010 113 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.07 50k 10/1/2011 112 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -1.03 100k 5/1/2011 111 Crabel Capital Management WPD Crabel Futures Program -0.99 1,000k 7/1/2008 110 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.98 1,000k 9/1/1997 109 Amplitude Capital International Limited Klassik Strategy -0.97 1,000k 9/1/2009 108 Claughton Capital ARP Institutional Program -0.96 1,000k 10/1/2005 107 MERIT Alternative Investments GmbH Futures Portfolio -0.94 2,000k 6/1/1998 106 Keck Capital Management LLC The Keck Program -0.89 2,000k 12/1/2003 105 Futures Truth Company, FTC-CTA 200K Options Strategy -0.87 200k 12/1/2009 104 Quantum Leap Capital Management Managed Account Program -0.87 300k 8/1/2006 103 Xplor Capital Management, LLC Global CTA Program -0.82 1,500k 7/1/2004 102 Trigon Investment Advisors, LLC Discretionary Macro Program -0.82 10,000k 8/1/2007 101 Ancile Capital Management Global Markets Program -0.81 2,000k 4/1/2005 100 ALFAKRAFT ALFA Commodity Fund -0.79 16k 6/1/2010 99 Beryl Investment Group LLC Nominal Discretionary System -0.79 50k 7/1/2007 98 Metolius Capital LLC Metolius Diversified -0.79 100k 6/1/2010 97 Wimmer Horizon LLP Managed Account -0.74 5,000k 5/1/2005 96 Clarke Capital Management Millennium -0.70 1,000k 1/1/1998 95 Saxon Investment Corporation Aggressive Diversified Program -0.70 2,000k 11/1/1993 94 Red Rock Capital, LLC Systematic Global Macro -0.70 500k 9/1/2003 93 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.67 250k 5/1/2011 92 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.66 5,000k 10/1/2007 91 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.65 150k 1/1/2011 90 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.64 1,500k 1/1/2009 89 Millburn Ridgefield Corporation Commodity Program -0.60 25,000k 3/1/2005 88 Robinson-Langley Capital Management, LLC Managed Account Program -0.57 200k 1/1/2007 87 Mobius Asset Management Diversified Program -0.57 250k 3/1/2004 86 Futures Truth Company, FTC-CTA MS4 -0.57 250k 10/1/2007 85 Adamah Capital LLC Asset Allocator Program -0.50 50k 3/1/2011 84 Clarke Capital Management FX Plus -0.46 1,000k 5/1/2004 83 ROW Asset Managment Row Diversified Fund, L.P. -0.39 1,000k 11/1/2011 82 Saxon Investment Corporation Diversified Program -0.39 3,000k 9/1/1988 81 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.27 5,000k 6/1/2010 80 IKOS IKOS Futures Fund -0.27 1,000k 2/1/2010 79 Hawksbill Capital Management Global Diversified -0.26 5,000k 11/1/1988 78 Rotella Capital Management Rotella Polaris Program (Diversified) -0.24 10,000k 1/1/1991 77 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.19 200k 11/1/1999 76 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.15 1k 10/1/2006 75 OptHedge Advisors LLC Diversified Options & Futures Program -0.12 250k 10/1/2008 74 AllMountain Capital AG Mount Denali Global Trends -0.09 160k 7/1/2007 73 GT CAPITAL CTA GT CAPITAL CTA -0.03 150k 6/1/2009 71 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 72 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 70 Jaguar Investments Ltd Vario Capital Strategy 0.01 1,000k 5/1/2016 69 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.06 4,000k 11/1/2008 68 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.07 10k 7/1/2005 67 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.09 3,000k 5/1/2010 66 Auctos Capital Management Auctos Global Diversified 0.10 3,000k 11/1/2007 65 Northfield Trading Diversified 0.27 2,000k 7/1/1989 64 Quantis Asset Management PFM Systematic 0.28 15k 5/1/2010 63 Mobius Asset Management Custom Trading Program 0.31 100k 1/1/2002 62 Rabar Market Research Short-Term Program 0.37 2,000k 11/1/2009 61 Crabel Capital Management Crabel Multi-Product 0.46 1,000k 3/1/1998 60 Kelly Angle Inc. Genesis Program 0.46 2,000k 4/1/2000 59 Revolution Capital Management Alpha Program 0.53 5,000k 6/1/2007 58 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 0.57 100k 7/1/2011 57 Covenant Capital Management Original Program 0.57 5,000k 9/1/1999 56 Eckhardt Trading Company Evolution Strategies 0.66 20,000k 8/1/1991 55 Eckhardt Trading Company Evolution Strategies 1.2X 0.66 10,000k 10/1/1991 54 Covenant Capital Management Aggressive Program 0.68 3,000k 2/1/2004 53 Quantmetrics Capital Management LLP Directional 10V Strategy 0.69 10,000k 1/1/2007 52 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.69 1,000k 5/1/2006 51 John Locke Investments JL Commodity Long Flat Program 0.72 5,000k 12/1/2007 50 Mehnert Capital Management, LLC DTP (Client) 0.72 1,000k 3/1/2012 49 Clarke Capital Management Worldwide 0.74 250k 1/1/1996 48 Stenger Capital Management, LLC Diversified Trading Program 0.76 200k 4/1/2010 47 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.80 500k 1/1/2006 46 DUNN Capital Management D'Best Futures Fund, L.P. 0.84 100k 6/1/1994 45 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 0.91 100k 1/1/2012 44 Haar Capital Management Discretionary Commodity Trading Program 0.93 250k 12/1/2005 43 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.03 5,000k 11/1/2012 42 Revolution Capital Management Alpha Fund 1.04 50k 1/1/2005 41 Conquest Capital Group Conquest Macro 1.05 250k 5/1/1999 40 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 1.11 4,000k 2/1/2011 39 Mondiale Asset Management Mondiale Trading Program 1.11 0k 9/1/1997 38 RAM Management Group RAM MRTP 1X-Conservative 1.21 1,000k 9/1/1993 37 Rho Asset Management Rho Altius 1XL Program 1.27 5,000k 11/1/2007 36 Quantitative Investment Management Quantitative Global Program 1.30 20,000k 10/1/2003 35 White Indian Trading Co. SCS Program (Client) 1.36 250k 2/1/2011 34 Emil van Essen Spread Trading Program 1.42 5,000k 12/1/2006 33 Manning & Napier MN Xenon Managed Futures (2x) Program 1.42 5,000k 6/1/2006 32 Vergho Asset Management LLC Kinematics 1.60 1,000k 11/1/2008 31 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 1.70 10,000k 8/1/2009 30 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.74 500k 4/1/2009 29 Superfund Group Superfund Blue SPC Class A (EUR) 1.76 50k 4/1/2005 28 Robust Methods LLC Macro Managed Account 1.77 5,000k 1/1/2005 27 FRP CAPITAL LLC FRP125+ 1.83 125k 1/1/2010 26 Sharp Mountain Advisors, LLC Diversified Managed Futures 2.38 250k 8/1/2011 25 Option Capital Advisory OCA Premium 2.51 100k 5/1/2011 24 Rotella Capital Management Rotella Orion (Short-Term) Program 2.58 10,000k 3/1/2006 23 Superfund Group Superfund Green Gold L.P. Series B-1 2.59 5k 4/1/2009 22 1OAK Capital Limited ACORN Commodity 2.81 5,000k 5/1/2012 21 Somers Brothers Capital Diversified Futures Program #1 2.85 100k 1/1/2005 20 Superfund Group Superfund Green Gold C (SPC) 2.96 100k 10/1/2005 19 Deep Field Capital AG SINGULARITY Fund 3.04 100k 9/1/2011 18 Superfund Group Superfund Green Gold L.P. Series A-1 3.09 5k 4/1/2009 17 Romanesco Capital Management B.V Persistence Program 3.16 5,000k 9/1/2005 16 Emil van Essen EvE Systematic Global Opportunities 3.20 1,000k 9/1/2007 15 Purple Valley Capital, Inc. Diversified Trend 1 3.25 100k 8/1/2008 14 FTC Capital GmbH FTC Global Diversified 3.25 0k 3/1/2012 13 IKOS The IKOS Hedge Fund 3.41 10,000k 7/1/1998 12 Superfund Group Superfund Green Gold B (SPC) 3.69 50k 10/1/2005 11 RAM Management Group MRTP Aggressive 3.72 1,000k 2/1/1998 10 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.95 2,000k 7/1/1992 9 Future Trade AG Thales Swing Trading Programme 4.35 250k 6/1/2007 8 Superfund Group Superfund Green Gold A (SPC) 4.50 5k 10/1/2005 7 Dominion Capital Sapphire Program 4.54 3,000k 5/1/2005 6 Zoi Capital, LLC Telio Program (Client) 4.59 200k 4/1/2010 5 Revolution Capital Management Mosaic Institutional Program 5.86 25,000k 9/1/2009 4 DUNN Capital Management DUNN Combined Fund (DCF) 6.86 100k 5/1/1989 3 Superfund Group Superfund Blue SPC Class A (Gold) 9.13 50k 12/1/2007 2 AIS Capital Management, L.P. MAAP (2x-4x) Composite 11.84 3,000k 10/1/1992 1 Revolution Capital Management Mosaic Program 15.13 10,000k 10/1/2006 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.