Diversified Trader Index For June 2014 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 Jun 2014 Min Inv Inception 212 Alee Capital Management, LLC Poniente Program -10.10 2,500k 1/1/1999 211 Future Trade AG Thales Swing Trading Programme -5.78 250k 6/1/2007 210 Dominion Capital Sapphire Program -5.63 3,000k 5/1/2005 209 Romanesco Capital Management B.V Persistence Program -5.48 5,000k 9/1/2005 208 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -5.32 50k 10/1/2011 207 Parizek Capital Futures Trading Program -5.03 500k 4/1/2000 206 GT CAPITAL CTA GT CAPITAL CTA -4.92 150k 6/1/2009 205 Alee Capital Management, LLC Mistral Program -4.92 2,500k 1/1/1999 204 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.62 1,000k 3/1/2003 203 Dendrich Ltd QEP -4.10 50k 12/1/2005 202 Wraith Capital LLP Wraith Dynamic Futures Fund -3.79 100k 1/1/2011 201 Manning & Napier MN Xenon Managed Futures (2x) Program -3.68 5,000k 6/1/2006 200 Keck Capital Management LLC The Keck Program -3.61 2,000k 12/1/2003 199 Clarke Capital Management Global Basic -3.55 50k 2/1/1996 198 Global Vista Advisors, LLC Global Vista Options ("GVO") -3.23 50k 10/1/2010 197 Clarke Capital Management Global Magnum -3.20 100k 8/1/1997 196 HASAFUMA Hedgehog -2.93 60k 5/1/2012 195 Clarke Capital Management Millennium -2.60 1,000k 1/1/1998 194 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.40 4,000k 2/1/2011 193 Mark J. Walsh Company Standard Program -2.40 2,000k 9/1/1985 192 Wimmer Horizon LLP Managed Account -2.38 5,000k 5/1/2005 191 Revolution Capital Management Mosaic Program -2.30 10,000k 10/1/2006 190 Hawksbill Capital Management Global Diversified -2.20 5,000k 11/1/1988 189 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.14 10k 7/1/2005 188 Northfield Trading Diversified -2.06 2,000k 7/1/1989 187 Rho Asset Management Rho Altius 1XL Program -2.04 5,000k 11/1/2007 186 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.70 250k 5/1/2011 185 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.56 1,000k 9/1/1997 184 IStar Capital B.V. IStar Systematic Fund -1.53 1,000k 9/1/2011 183 Conquest Capital Group Conquest Macro -1.52 250k 5/1/1999 182 Trigon Investment Advisors, LLC Discretionary Macro Program -1.51 10,000k 8/1/2007 181 Angle Capital Management LLC AIP Program -1.47 100k 1/1/2010 180 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.44 5,000k 6/1/2010 179 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.38 100k 3/1/2003 178 Insignia Managed Capital Epoch3 -1.13 20k 7/1/2009 177 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -1.08 100k 10/1/2009 176 Quantum Leap Capital Management Managed Account Program -0.88 300k 8/1/2006 175 Ancile Capital Management Global Markets Program -0.87 2,000k 4/1/2005 174 Emil van Essen Spread Trading Program -0.85 5,000k 12/1/2006 173 Revolution Capital Management Mosaic Institutional Program -0.79 25,000k 9/1/2009 172 Robinson-Langley Capital Management, LLC Managed Account Program -0.78 200k 1/1/2007 171 Superfund Group Superfund Green L.P. Series A -0.78 5k 10/1/2002 170 Superfund Group Superfund Green L.P. Series B -0.73 5k 10/1/2002 169 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.71 4,000k 11/1/2008 168 Mondiale Asset Management Mondiale Trading Program -0.63 0k 9/1/1997 167 Beryl Investment Group LLC Nominal Discretionary System -0.63 50k 7/1/2007 166 Quantis Asset Management PFM Systematic -0.62 15k 5/1/2010 165 Superfund Group Superfund Green GCT USD -0.61 15k 1/1/2000 164 Winton Capital Management Diversified -0.57 50,000k 10/1/1997 163 RAM Management Group MRTP Aggressive -0.51 1,000k 2/1/1998 162 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.49 500k 4/1/2009 161 Mehnert Capital Management, LLC DTP (Client) -0.46 1,000k 3/1/2012 160 AllMountain Capital AG Mount Denali Global Trends -0.43 160k 7/1/2007 159 Amplitude Capital International Limited Dynamic Strategy -0.42 6/1/2005 158 MERIT Alternative Investments GmbH Futures Portfolio -0.42 2,000k 6/1/1998 157 Superfund Group Superfund Green Q-AG -0.39 2k 3/1/1996 156 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.31 150k 1/1/2011 155 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -0.29 100k 1/1/2012 154 Estlander & Partners Alpha Trend II - Class P -0.26 100k 12/1/2008 153 Xplor Capital Management, LLC Global CTA Program -0.24 1,500k 7/1/2004 152 Superfund Group Superfund Green Master -0.24 2,000k 5/1/2001 151 Kelly Angle Inc. Genesis Program -0.18 2,000k 4/1/2000 150 NuWave Investment Management, LLC NuWave Investment Partners LP -0.16 250k 6/1/2001 149 IKOS The IKOS Hedge Fund -0.15 10,000k 7/1/1998 148 NuWave Investment Management, LLC Combined Futures Portfolio -0.13 5,000k 6/1/2001 147 Quantitative Investment Management Quantitative Global Program -0.13 20,000k 10/1/2003 146 RAM Management Group RAM MRTP 1X-Conservative -0.12 1,000k 9/1/1993 145 Jaguar Investments Ltd Vario Capital Strategy -0.10 1,000k 5/1/2016 144 Red Oak Commodity Advisors Investment Program -0.07 5,000k 12/1/1989 143 Superfund Group Superfund Blue SPC Class A (EUR) -0.06 50k 4/1/2005 142 Ion Asset Architecture Ion Fund Program -0.05 10,000k 11/1/2007 141 Ion Asset Architecture (Fund Program) Ion Fund -0.05 100k 11/1/2007 140 Non Correlated Capital Positive Theta Program -0.04 250k 10/1/2007 139 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -0.04 100k 7/1/2011 138 Estlander & Partners Alpha Trend -0.01 30,000k 10/1/1991 135 Gladius Asset Management Fulham Program 0.00 2,000k 1/1/2008 136 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 137 Sharp Mountain Advisors, LLC Diversified Managed Futures 0.00 250k 8/1/2011 134 Hyman Beck and Company Global Portfolio 0.01 1,000k 3/1/1991 133 IKOS IKOS Futures Fund 0.09 1,000k 2/1/2010 132 Stenger Capital Management, LLC Diversified Trading Program 0.09 200k 4/1/2010 131 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.12 750k 1/1/2009 130 Vergho Asset Management LLC Kinematics 0.12 1,000k 11/1/2008 129 Molinero Capital Management LLP Global Markets Program 0.17 2,000k 7/1/2005 128 Clarke Capital Management FX Plus 0.18 1,000k 5/1/2004 127 Non Correlated Capital Positive Theta Fund 0.18 50k 10/1/2007 126 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.21 1,000k 3/1/1998 125 Zoi Capital, LLC Telio Program (Client) 0.21 200k 4/1/2010 124 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.24 3,000k 5/1/2010 123 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.27 1/1/1989 122 GLOBIVEST LLC Alpha Program 0.28 50k 4/1/2009 121 Mobius Asset Management Diversified Program 0.30 250k 3/1/2004 120 Wavefront Global Asset Management IMFC Global Investment Program 0.34 2,000k 2/1/2007 119 Rabar Market Research Short-Term Program 0.36 2,000k 11/1/2009 118 Wavefront Global Asset Management IMFC Global Concentrated 0.38 500k 4/1/2009 117 Spectrum Asset Management LLC Global Diversified 0.39 2,000k 1/1/2001 116 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.47 1,000k 10/1/2006 115 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.49 75k 6/1/2007 114 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.50 200k 11/1/1999 113 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.54 25,000k 3/1/2010 112 Drury Capital Diversified Trend-Following Program 0.56 5,000k 5/1/1997 111 John Locke Investments JL Commodity Long Flat Program 0.59 5,000k 12/1/2007 110 FORT LP Fort Global Contrarian 0.60 2,000k 10/1/2002 109 Covenant Capital Management Original Program 0.61 5,000k 9/1/1999 108 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 0.62 100k 5/1/2011 107 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.62 10,000k 8/1/2004 106 1OAK Capital Limited ACORN Commodity 0.63 5,000k 5/1/2012 105 Red Rock Capital, LLC Systematic Global Macro 0.68 500k 9/1/2003 104 Transtrend B.V. DTP – Standard Risk (EUR) 0.69 10,000k 2/1/1999 103 ROW Asset Managment Row Diversified Fund, L.P. 0.69 1,000k 11/1/2011 102 Futures Truth Company, FTC-CTA MS4 0.74 250k 10/1/2007 101 Covenant Capital Management Aggressive Program 0.74 3,000k 2/1/2004 100 Sandpiper Asset Management Sandpiper Global Macro Program 0.76 1,000k 8/1/2012 99 FORT LP Fort Global Diversified 0.76 2,000k 10/1/1993 98 Eckhardt Trading Company Evolution Strategies 1.2X 0.77 10,000k 10/1/1991 97 Estlander & Partners Freedom 0.77 20,000k 8/1/2010 96 Eckhardt Trading Company Evolution Strategies 0.78 20,000k 8/1/1991 95 ALFAKRAFT ALFA Commodity Fund 0.78 16k 6/1/2010 94 Millburn Ridgefield Corporation Commodity Program 0.84 25,000k 3/1/2005 93 Crabel Capital Management Crabel Multi-Product 0.86 1,000k 3/1/1998 92 Altradis Capital AG AlphAlgo 0.86 100k 5/1/2007 91 Lynx Asset Management AB Lynx Program 0.88 75k 5/1/2000 90 Metolius Capital LLC Metolius Diversified 0.89 100k 6/1/2010 89 Mobius Asset Management Custom Trading Program 0.90 100k 1/1/2002 88 OptHedge Advisors LLC Diversified Options & Futures Program 0.92 250k 10/1/2008 87 Transtrend B.V. DTP – Enhanced Risk (USD) 0.96 10,000k 1/1/1995 86 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.00 10,000k 8/1/1999 85 QCM Global Diversified Programme 1.05 500k 12/1/1995 84 Saxon Investment Corporation Diversified Program 1.05 3,000k 9/1/1988 83 Rotella Capital Management Rotella Orion (Short-Term) Program 1.05 10,000k 3/1/2006 82 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.07 1,000k 9/1/2009 81 Estlander & Partners Global Markets 1.09 10,000k 8/1/1999 80 DUNN Capital Management DUNN Combined Fund (DCF) 1.27 100k 5/1/1989 79 Haar Capital Management Discretionary Commodity Trading Program 1.36 250k 12/1/2005 78 FRP CAPITAL LLC FRP125+ 1.37 125k 1/1/2010 77 Option Capital Advisory OCA Premium 1.41 100k 5/1/2011 76 QCM Alpha Financials Program 1.41 10,000k 6/1/2012 75 Eclipse Capital Management Global Monetary 1.46 5,000k 8/1/1990 74 DUNN Capital Management D'Best Futures Fund, L.P. 1.51 100k 6/1/1994 73 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.54 10,000k 8/1/2009 72 Briarwood Capital Management, Inc. Diversified Trading Program 1.54 3,000k 7/1/2001 71 FTC Capital GmbH FTC Global Diversified 1.56 0k 3/1/2012 70 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.58 100k 8/1/2009 69 EMC Capital Advisors, LLC Classic 1.62 5,000k 1/1/1985 68 Auctos Capital Management Auctos Global Diversified 1.68 3,000k 11/1/2007 67 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.69 1,000k 5/1/2006 66 White Indian Trading Co. STAIRS - Futures Program (Client) 1.70 250k 10/1/2008 65 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.76 1,500k 1/1/2009 64 Saxon Investment Corporation Aggressive Diversified Program 1.77 2,000k 11/1/1993 63 White Indian Trading Co. STAIRS (Client) 1.84 250k 5/1/2009 62 AIS Capital Management, L.P. MAAP (2x-4x) Composite 1.85 3,000k 10/1/1992 61 Insignia Managed Capital Medallion 1.85 50k 2/1/2009 60 Deep Field Capital AG SINGULARITY Fund 1.85 100k 9/1/2011 59 Amplitude Capital International Limited Klassik Strategy 1.89 1,000k 9/1/2009 58 Millburn Ridgefield Corporation Multi-Markets Program 1.91 25,000k 10/1/2004 57 Robust Methods LLC Macro Managed Account 1.99 5,000k 1/1/2005 56 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 2.07 100k 2/1/2010 55 Quantica Capital AG Quantica Managed Futures 2.10 5,000k 1/1/2005 54 Claughton Capital ARP Institutional Program 2.10 1,000k 10/1/2005 53 Endeavour Capital LLP Endeavour Pembroke 2.11 2,000k 7/1/2007 52 John Locke Investments Cyril Systematic Program 2.11 8,000k 7/1/2000 51 Chesapeake Capital Diversified (LV) 2.13 100k 2/1/1988 50 Estlander & Partners Global XL 2.14 5,000k 8/1/1991 49 Millburn Ridgefield Corporation Diversified Program 2.17 20,000k 2/1/1977 48 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.17 5,000k 11/1/2012 47 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.20 1k 10/1/2006 46 Rosetta Capital Management Macro Program 2.28 50k 1/1/2009 45 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.36 100k 1/1/2005 44 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.37 100k 5/1/1999 43 Blackwater Capital Management Global Program 2.44 5,000k 7/1/2005 42 Revolution Capital Management Alpha Program 2.45 5,000k 6/1/2007 41 Quantmetrics Capital Management LLP Directional 10V Strategy 2.49 10,000k 1/1/2007 40 Revolution Capital Management Alpha Fund 2.61 50k 1/1/2005 39 Rabar Market Research Diversified Program 2.65 2,000k 1/1/1989 38 Auspice Capital Advisors Ltd Auspice Diversified Program 2.65 1,500k 4/1/2006 37 Crabel Capital Management WPD Crabel Futures Program 2.68 1,000k 7/1/2008 36 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.70 10,000k 8/1/2009 35 Futures Truth Company, FTC-CTA 200K Options Strategy 2.73 200k 12/1/2009 34 AIS Capital Management, L.P. MAAP (3x-6x) Composite 2.77 2,000k 7/1/1992 33 Tactical Investment Management Tactical Institutional Commodity Program 2.80 10,000k 4/1/1993 32 Conquest Capital Group Conquest Select 2.87 250k 6/1/2004 31 Welton Investment Partners Welton Global 3.04 10,000k 6/1/2004 30 Adamah Capital LLC Asset Allocator Program 3.30 50k 3/1/2011 29 IDS Capital IDS F&F Systematic Trading 3.30 50k 7/1/2013 28 Briarwood Capital Management, Inc. Diversified 2XL 3.35 250k 11/1/2004 27 Abraham Trading Company Diversified Program 3.40 10,000k 1/1/1988 26 Clarke Capital Management Jupiter 3.52 3,000k 5/1/2005 25 Liberty Funds Group, Inc Liberty Wealth Protection Fund 3.52 250k 10/1/2009 24 Rotella Capital Management Rotella Polaris Program (Diversified) 3.67 10,000k 1/1/1991 23 Emil van Essen EvE Systematic Global Opportunities 3.86 1,000k 9/1/2007 22 ISAM ISAM Systematic Trend Fund 4.02 1,000k 6/1/2001 21 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.04 100k 11/1/1984 20 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 4.06 25k 1/1/2011 19 Superfund Group Superfund Green Gold L.P. Series B-1 4.59 5k 4/1/2009 18 White Indian Trading Co. SCS Program (Client) 4.59 250k 2/1/2011 17 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.67 5,000k 1/1/2005 16 Southwest Managed Investments, LLC Global Diversified 4.83 200k 1/1/2002 15 Superfund Group Superfund Green Gold L.P. Series A-1 5.09 5k 4/1/2009 14 HB Capital Management Inc. Diversified Program 5.21 50k 3/1/2008 13 White River Group Diversified Option Writing Strategy 5.50 20k 11/1/2008 12 Superfund Group Superfund Green Gold C (SPC) 5.54 100k 10/1/2005 11 Superfund Group Superfund Blue SPC Class A (Gold) 5.54 50k 12/1/2007 10 Superfund Group Superfund Green Gold B (SPC) 5.61 50k 10/1/2005 9 Superfund Group Superfund Green Gold A (SPC) 5.66 5k 10/1/2005 8 Clarke Capital Management Worldwide 6.19 250k 1/1/1996 7 M.S. Capital Management Global Diversified Program 6.99 2,000k 11/1/1998 6 Melissinos Trading Eupatrid Global Trends 7.16 50k 1/1/2011 5 Somers Brothers Capital Diversified Futures Program #1 8.62 100k 1/1/2005 4 Dreiss Research Corporation Diversified Program 9.34 1,000k 5/1/1991 3 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 9.91 50k 7/1/2011 2 JKI-Futures, LLC ETIRON Large 2x (Client) 10.35 1,000k 8/1/2012 1 Purple Valley Capital, Inc. Diversified Trend 1 11.00 100k 8/1/2008 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.