Diversified Trader Index For September 2013 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Sep 2013 Min Inv Inception 215 AIS Capital Management, L.P. MAAP (3x-6x) Composite -15.14 2,000k 7/1/1992 214 Estlander & Partners Alpha Trend II - Class P -14.20 100k 12/1/2008 213 Purple Valley Capital, Inc. Diversified Trend 1 -10.68 100k 8/1/2008 212 Superfund Group Superfund Green Gold C (SPC) -10.36 100k 10/1/2005 211 AIS Capital Management, L.P. MAAP (2x-4x) Composite -10.27 3,000k 10/1/1992 210 Revolution Capital Management Mosaic Program -9.54 10,000k 10/1/2006 209 DUNN Capital Management DUNN Combined Fund (DCF) -9.49 100k 5/1/1989 208 Superfund Group Superfund Green Gold B (SPC) -9.20 50k 10/1/2005 207 Superfund Group Superfund Green Gold L.P. Series B-1 -9.05 5k 4/1/2009 206 Superfund Group Superfund Green Gold A (SPC) -7.94 5k 10/1/2005 205 Superfund Group Superfund Green Gold L.P. Series A-1 -7.87 5k 4/1/2009 204 White Indian Trading Co. STAIRS - Futures Program (Client) -7.68 250k 10/1/2008 203 Zoi Capital, LLC Telio Program (Client) -7.36 200k 4/1/2010 202 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -7.32 10k 7/1/2005 201 Crabel Capital Management Crabel Multi-Product -7.13 1,000k 3/1/1998 200 Clarke Capital Management Jupiter -7.01 3,000k 5/1/2005 199 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -6.97 100k 3/1/2003 198 GT CAPITAL CTA GT Dynamic Trading Program -6.89 150k 6/1/2009 197 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -6.76 100k 10/1/2009 196 White Indian Trading Co. STAIRS (Client) -6.57 250k 5/1/2009 195 DUNN Capital Management D'Best Futures Fund, L.P. -6.28 100k 6/1/1994 194 Superfund Group Superfund Blue SPC Class A (Gold) -5.94 50k 12/1/2007 193 Rotella Capital Management Rotella Orion (Short-Term) Program -5.93 10,000k 3/1/2006 192 Parizek Capital Futures Trading Program -5.83 500k 4/1/2000 191 Wraith Capital LLP Wraith Dynamic Futures Fund -5.82 100k 1/1/2011 190 Deep Field Capital AG SINGULARITY Fund -5.75 100k 9/1/2011 189 Quantum Leap Capital Management Managed Account Program -5.74 300k 8/1/2006 188 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -5.68 4,000k 2/1/2011 187 Rho Asset Management Rho Altius 1XL Program -5.47 5,000k 11/1/2007 186 Southwest Managed Investments, LLC Global Diversified -5.21 200k 1/1/2002 185 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -5.18 500k 4/1/2009 184 Tactical Investment Management Tactical Institutional Commodity Program -4.85 10,000k 4/1/1993 183 Superfund Group Superfund Green Master -4.77 2,000k 5/1/2001 182 Estlander & Partners Alpha Trend -4.58 30,000k 10/1/1991 181 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.56 100k 11/1/1984 180 EMC Capital Advisors, LLC Classic -4.29 5,000k 1/1/1985 179 Covenant Capital Management Aggressive Program -4.25 3,000k 2/1/2004 178 Clarke Capital Management Millennium -4.20 1,000k 1/1/1998 177 FTC Capital GmbH FTC Global Diversified -4.14 0k 3/1/2012 176 Superfund Group Superfund Green GCT USD -4.10 15k 1/1/2000 175 Auspice Capital Advisors Ltd Auspice Diversified Program -4.07 1,500k 6/1/2007 174 Revolution Capital Management Mosaic Institutional Program -3.97 25,000k 9/1/2009 173 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.89 200k 11/1/1999 172 Commodity Strategies AG CSAG Active Long Short Commodity Program -3.84 5,000k 10/1/2007 171 Covenant Capital Management Original Program -3.83 5,000k 9/1/1999 170 Superfund Group Superfund Green L.P. Series B -3.53 5k 10/1/2002 169 ROW Asset Managment Row Diversified Fund, L.P. -3.52 1,000k 11/1/2011 168 NuWave Investment Management, LLC Combined Futures Portfolio -3.49 5,000k 6/1/2001 167 NuWave Investment Management, LLC NuWave Investment Partners LP -3.46 250k 6/1/2001 166 Hawksbill Capital Management Global Diversified -3.32 5,000k 11/1/1988 165 Rivoli Fund Management Rivoli International Fund (E) -3.29 5,000k 10/1/1996 164 Estlander & Partners Freedom -2.99 20,000k 8/1/2010 163 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.96 1/1/1989 162 Saxon Investment Corporation Aggressive Diversified Program -2.94 2,000k 11/1/1993 161 Metolius Capital LLC Metolius Diversified -2.89 100k 6/1/2010 160 Global Domain Partners, LLC Global Domain Vector Fund - Series A -2.89 500k 1/1/2006 159 Ancile Capital Management Global Markets Program -2.82 2,000k 4/1/2005 158 Quantis Asset Management PFM Systematic -2.80 15k 5/1/2010 157 Kelly Angle Inc. Genesis Program -2.77 2,000k 4/1/2000 156 Superfund Group Superfund Green L.P. Series A -2.69 5k 10/1/2002 155 Welton Investment Partners Welton Global -2.67 10,000k 6/1/2004 154 Blackwater Capital Management Global Program -2.65 5,000k 7/1/2005 153 Superfund Group Superfund Green Q-AG -2.61 2k 3/1/1996 152 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.52 1k 10/1/2006 151 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -2.39 100k 5/1/2011 150 Clarke Capital Management Worldwide -2.36 250k 1/1/1996 149 Somers Brothers Capital Diversified Futures Program #1 -2.30 100k 1/1/2005 148 Manning & Napier MN Xenon Managed Futures (2x) Program -2.28 5,000k 6/1/2006 147 John Locke Investments JL Commodity Long Flat Program -2.27 5,000k 12/1/2007 146 Mark J. Walsh Company Standard Program -2.25 2,000k 9/1/1985 145 Wimmer Horizon LLP Managed Account -2.09 5,000k 5/1/2005 144 Conquest Capital Group Conquest Select -2.06 250k 6/1/2004 143 Melissinos Trading Eupatrid Global Trends -1.99 50k 1/1/2011 142 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.98 4,000k 11/1/2008 141 Rivoli Fund Management Rivoli International Fund (V9) -1.96 5,000k 1/1/2002 140 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.95 10,000k 3/1/2003 139 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.84 250k 10/1/2009 138 Robust Methods LLC Macro Managed Account -1.83 5,000k 1/1/2005 137 HASAFUMA Hedgehog -1.73 50k 5/1/2012 136 Hyman Beck and Company Global Portfolio -1.72 1,000k 3/1/1991 135 Crabel Capital Management WPD Crabel Futures Program -1.70 1,000k 7/1/2008 134 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.66 3,000k 5/1/2010 133 Molinero Capital Management LLP Global Markets Program -1.58 2,000k 7/1/2005 132 ISAM ISAM Systematic Trend Fund -1.55 1,000k 6/1/2001 131 Saxon Investment Corporation Diversified Program -1.53 3,000k 9/1/1988 130 Red Rock Capital, LLC Systematic Global Macro -1.52 500k 9/1/2003 129 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.29 10,000k 8/1/1999 128 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.29 10,000k 8/1/2004 127 Vergho Asset Management LLC Kinematics -1.22 1,000k 11/1/2008 126 Transtrend B.V. DTP – Enhanced Risk (USD) -1.18 10,000k 1/1/1995 125 John Locke Investments Cyril Systematic Program -1.16 8,000k 7/1/2000 124 Quantitative Investment Management Quantitative Global Program -1.15 20,000k 10/1/2003 123 Haar Capital Management Discretionary Commodity Trading Program -1.14 250k 12/1/2005 122 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.13 250k 5/1/2011 121 Adamah Capital LLC Asset Allocator Program -1.10 50k 3/1/2011 120 Mobius Asset Management Custom Trading Program -1.09 100k 1/1/2002 119 Northfield Trading Diversified -1.03 2,000k 7/1/1989 118 Mobius Asset Management Diversified Program -1.02 250k 3/1/2004 117 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.91 1,500k 1/1/2009 116 AllMountain Capital AG Mount Denali Global Trends -0.78 160k 7/1/2007 115 Trigon Investment Advisors, LLC Discretionary Macro Program -0.78 10,000k 8/1/2007 114 Transtrend B.V. DTP – Standard Risk (EUR) -0.77 10,000k 2/1/1999 113 Shared Enlightenment, Inc. CopulaMax NetCreditOps I -0.75 25k 1/1/2012 112 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.72 750k 1/1/2009 111 Stenger Capital Management, LLC Diversified Trading Program -0.61 200k 4/1/2010 110 Clarke Capital Management FX Plus -0.60 1,000k 5/1/2004 109 Millburn Ridgefield Corporation Commodity Program -0.58 25,000k 3/1/2005 108 Mehnert Capital Management, LLC DTP (Client) -0.57 1,000k 3/1/2012 107 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.55 1,000k 9/1/1997 106 Mondiale Asset Management Mondiale Trading Program -0.54 0k 9/1/1997 105 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.54 1,000k 10/1/2006 104 Spectrum Asset Management LLC Global Diversified -0.51 2,000k 1/1/2001 103 Claughton Capital ARP Institutional Program -0.49 1,000k 10/1/2005 102 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.46 100k 8/1/2009 101 QCM Global Diversified Programme -0.40 500k 12/1/1995 100 Futures Truth Company, FTC-CTA 200K Options Strategy -0.34 200k 12/1/2009 99 Sharp Mountain Advisors, LLC Diversified Managed Futures -0.27 250k 8/1/2011 98 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.27 1,000k 3/1/1998 97 IDS Capital IDS F&F Systematic Trading -0.20 50k 7/1/2013 96 Jaguar Investments Ltd Vario Capital Strategy -0.18 1,000k 5/1/2016 95 Futures Truth Company, FTC-CTA MS4 -0.16 250k 10/1/2007 94 Insignia Managed Capital Medallion -0.11 50k 2/1/2009 93 Ion Asset Architecture (Fund Program) Ion Fund -0.02 100k 11/1/2007 92 Ion Asset Architecture Ion Fund Program -0.02 10,000k 11/1/2007 91 Clarke Capital Management Global Magnum -0.01 100k 8/1/1997 89 Estlander & Partners Global XL 0.00 5,000k 8/1/1991 90 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 88 Estlander & Partners Global Markets 0.02 10,000k 8/1/1999 87 Rabar Market Research Diversified Program 0.05 2,000k 1/1/1989 86 MERIT Alternative Investments GmbH Futures Portfolio 0.05 2,000k 6/1/1998 85 Briarwood Capital Management, Inc. Diversified 2XL 0.08 250k 11/1/2004 84 Eclipse Capital Management Global Monetary 0.09 5,000k 8/1/1990 83 IKOS IKOS Futures Fund 0.09 1,000k 2/1/2010 82 Briarwood Capital Management, Inc. Diversified Trading Program 0.10 3,000k 7/1/2001 81 Dominion Capital Sapphire Program 0.16 3,000k 5/1/2005 80 Amplitude Capital International Limited Klassik Strategy 0.16 1,000k 9/1/2009 79 FRP CAPITAL LLC FRP125+ 0.21 125k 1/1/2010 78 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.25 100k 2/1/2010 77 M.S. Capital Management Global Diversified Program 0.30 2,000k 11/1/1998 76 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.33 1,000k 9/1/2009 75 Red Oak Commodity Advisors Investment Program 0.33 5,000k 12/1/1989 74 IStar Capital B.V. IStar Systematic Fund 0.42 1,000k 9/1/2011 73 Romanesco Capital Management B.V Persistence Program 0.46 5,000k 9/1/2005 72 Lynx Asset Management AB Lynx Program 0.60 75k 5/1/2000 71 Endeavour Capital LLP Endeavour Pembroke 0.60 2,000k 7/1/2007 70 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.65 75k 6/1/2007 69 OptHedge Advisors LLC Diversified Options & Futures Program 0.65 250k 10/1/2008 68 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.71 5,000k 1/1/2005 67 Beryl Investment Group LLC Nominal Discretionary System 0.73 50k 7/1/2007 66 Quantmetrics Capital Management LLP Directional 10V Strategy 0.76 10,000k 1/1/2007 65 Alee Capital Management, LLC Poniente Program 0.77 2,500k 1/1/1999 64 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.82 10,000k 8/1/2009 63 Non Correlated Capital Positive Theta Program 0.83 250k 10/1/2007 62 Auctos Capital Management Auctos Global Diversified 0.85 3,000k 11/1/2007 61 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 0.85 150k 1/1/2011 60 HB Capital Management Inc. Diversified Program 0.88 50k 3/1/2008 59 Chesapeake Capital Diversified (LV) 1.02 100k 2/1/1988 58 Revolution Capital Management Alpha Fund 1.02 50k 1/1/2005 57 Amplitude Capital International Limited Dynamic Strategy 1.02 6/1/2005 56 Angle Capital Management LLC AIP Program 1.05 100k 1/1/2010 55 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 1.06 25k 1/1/2011 54 Wavefront Global Asset Management IMFC Global Investment Program 1.06 2,000k 2/1/2007 53 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 1.10 50k 10/1/2011 52 Emil van Essen EvE Systematic Global Opportunities 1.11 1,000k 9/1/2007 51 Millburn Ridgefield Corporation Diversified Program 1.15 20,000k 2/1/1977 50 Rabar Market Research Short-Term Program 1.21 2,000k 11/1/2009 49 Millburn Ridgefield Corporation Multi-Markets Program 1.22 25,000k 10/1/2004 48 Revolution Capital Management Alpha Program 1.23 5,000k 6/1/2007 47 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.27 100k 1/1/2005 46 IKOS The IKOS Hedge Fund 1.34 10,000k 7/1/1998 45 Gladius Asset Management Fulham Program 1.35 2,000k 1/1/2008 44 RAM Management Group RAM MRTP 1X-Conservative 1.39 1,000k 9/1/1993 43 Rosetta Capital Management Macro Program 1.44 50k 1/1/2009 42 Superfund Group Superfund Blue SPC Class A (EUR) 1.44 50k 4/1/2005 41 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.47 1,000k 5/1/2006 40 Eckhardt Trading Company Evolution Strategies 1.47 20,000k 8/1/1991 39 1OAK Capital Limited ACORN Commodity 1.50 5,000k 5/1/2012 38 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.51 5,000k 11/1/2012 37 Eckhardt Trading Company Evolution Strategies 1.2X 1.63 10,000k 10/1/1991 36 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 1.66 100k 1/1/2012 35 Alee Capital Management, LLC Mistral Program 1.69 2,500k 1/1/1999 34 Wavefront Global Asset Management IMFC Global Concentrated 1.79 500k 4/1/2009 33 Non Correlated Capital Positive Theta Fund 1.81 50k 10/1/2007 32 Insignia Managed Capital Epoch3 1.83 20k 7/1/2009 31 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.07 5,000k 6/1/2010 30 Di Tomasso Group Inc. Equilibrium Program 2.13 5,000k 1/1/2002 29 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.29 10,000k 8/1/2009 28 Rotella Capital Management Rotella Polaris Program (Diversified) 2.51 10,000k 1/1/1991 27 Drury Capital Diversified Trend-Following Program 2.53 5,000k 5/1/1997 26 Abraham Trading Company Diversified Program 2.55 10,000k 1/1/1988 25 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.61 100k 5/1/1999 24 ALFAKRAFT ALFA Commodity Fund 2.63 16k 6/1/2010 23 Option Capital Advisory OCA Premium 2.73 100k 5/1/2011 22 Conquest Capital Group Conquest Macro 2.89 250k 5/1/1999 21 Quantica Capital AG Quantica Managed Futures 3.04 10,000k 1/1/2005 20 Emil van Essen Spread Trading Program 3.09 5,000k 12/1/2006 19 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 3.15 25,000k 3/1/2010 18 Xplor Capital Management, LLC Global CTA Program 3.15 1,500k 7/1/2004 17 Winton Capital Management Diversified 3.47 50,000k 10/1/1997 16 Dreiss Research Corporation Diversified Program 3.53 1,000k 5/1/1991 15 Clarke Capital Management Global Basic 3.57 50k 2/1/1996 14 FORT LP Fort Global Diversified 3.60 2,000k 3/1/2002 13 GLOBIVEST LLC Alpha Program 3.63 50k 4/1/2009 12 White Indian Trading Co. SCS Program (Client) 3.72 250k 2/1/2011 11 Robinson-Langley Capital Management, LLC Managed Account Program 3.82 200k 1/1/2007 10 RAM Management Group MRTP Aggressive 4.10 1,000k 2/1/1998 9 Keck Capital Management LLC The Keck Program 4.27 2,000k 12/1/2003 8 FORT LP Fort Global Contrarian 4.31 2,000k 10/1/2002 7 Altradis Capital AG AlphAlgo 4.38 100k 5/1/2007 6 QCM Alpha Financials Program 4.65 10,000k 6/1/2012 5 Serac, LLC Diversified Reversal Program 7.20 200k 4/1/2011 4 Dendrich Ltd QEP 9.00 50k 12/1/2005 3 Global Vista Advisors, LLC Global Vista Options ("GVO") 9.25 50k 10/1/2010 2 White River Group Diversified Option Writing Strategy 15.15 20k 11/1/2008 1 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 15.39 100k 7/1/2011 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.