Diversified Trader Index For July 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 Jul 2014 Min Inv Inception 221 AIS Capital Management, L.P. MAAP (3x-6x) Composite -17.33 2,000k 7/1/1992 220 AIS Capital Management, L.P. MAAP (2x-4x) Composite -11.42 3,000k 10/1/1992 219 Future Trade AG Thales Swing Trading Programme -10.08 250k 6/1/2007 218 GLOBIVEST LLC Alpha Program -9.42 50k 4/1/2009 217 Revolution Capital Management Mosaic Program -7.80 10,000k 10/1/2006 216 Purple Valley Capital, Inc. Diversified Trend 1 -7.52 100k 8/1/2008 215 QMS Capital Management LP QMS Diversified Global Macro Strategy -7.07 5,000k 6/1/2010 214 Briarwood Capital Management, Inc. Diversified 2XL -6.85 250k 11/1/2004 213 DUNN Capital Management DUNN Combined Fund (DCF) -6.43 100k 5/1/1989 212 Superfund Group Superfund Green Gold C (SPC) -6.05 100k 10/1/2005 211 Melissinos Trading Eupatrid Global Trends -5.94 50k 1/1/2011 210 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.83 1,000k 3/1/2003 209 Superfund Group Superfund Green Gold B (SPC) -5.47 50k 10/1/2005 208 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -5.46 100k 10/1/2009 207 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -5.35 100k 7/1/2011 206 Dendrich Ltd QEP -5.07 50k 12/1/2005 205 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.98 100k 3/1/2003 204 Superfund Group Superfund Green Gold A (SPC) -4.83 5k 10/1/2005 203 Keck Capital Management LLC The Keck Program -4.78 2,000k 12/1/2003 202 Eckhardt Trading Company Evolution Strategies 1.2X -4.75 10,000k 10/1/1991 201 Liberty Funds Group, Inc Liberty Diversified Option Strategy -4.43 750k 1/1/2009 200 Eckhardt Trading Company Evolution Strategies -4.36 20,000k 8/1/1991 199 Saxon Investment Corporation Aggressive Diversified Program -3.92 2,000k 11/1/1993 198 Rotella Capital Management Rotella Polaris Program (Diversified) -3.88 10,000k 1/1/1991 197 Superfund Group Superfund Green Gold L.P. Series A-1 -3.85 5k 4/1/2009 196 DUNN Capital Management D'Best Futures Fund, L.P. -3.76 100k 6/1/1994 195 Superfund Group Superfund Green Gold L.P. Series B-1 -3.69 5k 4/1/2009 194 Welton Investment Partners Welton Global -3.59 10,000k 6/1/2004 193 Deep Field Capital AG SINGULARITY Fund -3.58 100k 9/1/2011 192 Ion Asset Architecture Ion Pherium Program -3.44 10,000k 9/1/2012 191 Di Tomasso Group Inc. Equilibrium Program -3.29 5,000k 1/1/2002 190 Amplitude Capital International Limited Dynamic Strategy -3.18 6/1/2005 189 Robinson-Langley Capital Management, LLC Managed Account Program -3.18 200k 1/1/2007 188 QCM Alpha Financials Program -3.17 10,000k 6/1/2012 187 QCM Global Diversified Programme -3.07 500k 12/1/1995 186 Revolution Capital Management Mosaic Institutional Program -3.07 25,000k 9/1/2009 185 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.06 5,000k 11/1/2012 184 Rho Asset Management Rho Altius 1XL Program -3.00 5,000k 11/1/2007 183 Rotella Capital Management Rotella Orion (Short-Term) Program -2.99 10,000k 3/1/2006 182 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.98 500k 4/1/2009 181 Briarwood Capital Management, Inc. Diversified Trading Program -2.93 3,000k 7/1/2001 180 Superfund Group Superfund Green Master -2.92 2,000k 5/1/2001 179 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.82 1,000k 9/1/2009 178 Structured Markets Inc. Structured Markets Inc. -2.68 2,000k 8/1/2012 177 HASAFUMA Hedgehog -2.61 60k 5/1/2012 176 Winton Capital Management Diversified -2.61 50,000k 10/1/1997 175 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.57 250k 10/1/2009 174 Amplitude Capital International Limited Klassik Strategy -2.54 1,000k 9/1/2009 173 Superfund Group Superfund Green GCT USD -2.53 15k 1/1/2000 172 Abraham Investment Management Formula 72 H -2.45 150k 8/1/2012 171 Futures Truth Company, FTC-CTA 200K Options Strategy -2.41 200k 12/1/2009 170 Saxon Investment Corporation Diversified Program -2.38 3,000k 9/1/1988 169 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.31 1k 6/1/2009 168 Superfund Group Superfund Green L.P. Series B -2.16 5k 10/1/2002 167 IKOS The IKOS Hedge Fund -2.09 10,000k 7/1/1998 166 NuWave Investment Management, LLC NuWave Investment Partners LP -1.88 250k 6/1/2001 165 NuWave Investment Management, LLC Combined Futures Portfolio -1.85 5,000k 6/1/2001 164 Superfund Group Superfund Green Q-AG -1.83 2k 3/1/1996 163 IKOS IKOS Futures Fund -1.80 1,000k 2/1/2010 162 White Indian Trading Co. SCS Program (Client) -1.78 250k 2/1/2011 161 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.76 10,000k 8/1/2004 160 Drury Capital Diversified Trend-Following Program -1.74 5,000k 5/1/1997 159 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.64 10,000k 8/1/2009 158 Rabar Market Research Short-Term Program -1.61 2,000k 11/1/2009 157 Hawksbill Capital Management Global Diversified -1.58 5,000k 11/1/1988 156 Sharp Mountain Advisors, LLC Diversified Managed Futures -1.57 250k 8/1/2011 155 Revolution Capital Management Alpha Program -1.52 5,000k 6/1/2007 154 Estlander & Partners Global XL -1.49 5,000k 8/1/1991 153 Rabar Market Research Diversified Program -1.47 2,000k 1/1/1989 152 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.47 10,000k 8/1/1999 151 Revolution Capital Management Alpha Fund -1.43 50k 1/1/2005 150 Transtrend B.V. DTP – Enhanced Risk (USD) -1.41 10,000k 1/1/1995 149 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 148 GT CAPITAL CTA GT CAPITAL CTA -1.36 150k 6/1/2009 147 Insignia Managed Capital Epoch3 -1.35 20k 7/1/2009 146 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.30 1,000k 10/1/2006 145 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.29 1,500k 1/1/2009 144 Superfund Group Superfund Green L.P. Series A -1.28 5k 10/1/2002 143 Eclipse Capital Management Global Monetary -1.27 5,000k 8/1/1990 142 John Locke Investments JL Commodity Long Flat Program -1.27 5,000k 12/1/2007 141 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.12 100k 11/1/1984 140 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.05 1k 10/1/2006 139 Non Correlated Capital Positive Theta Program -0.99 250k 10/1/2007 138 Millburn Ridgefield Corporation Diversified Program -0.99 20,000k 2/1/1977 137 Transtrend B.V. DTP – Standard Risk (EUR) -0.94 10,000k 2/1/1999 136 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.89 10,000k 8/1/2009 135 Chesapeake Capital Diversified (LV) -0.86 100k 2/1/1988 134 Superfund Group Superfund Blue SPC Class A (Gold) -0.84 50k 12/1/2007 133 Northfield Trading Diversified -0.80 2,000k 7/1/1989 132 Serac, LLC Diversified Reversal Program -0.76 200k 4/1/2011 131 Quantitative Investment Management Quantitative Global Program -0.75 20,000k 10/1/2003 130 Robust Methods LLC Macro Managed Account -0.74 5,000k 1/1/2005 129 Sandpiper Asset Management Sandpiper Global Macro Program -0.73 1,000k 8/1/2012 128 Estlander & Partners Global Markets -0.72 10,000k 8/1/1999 127 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.69 3,000k 5/1/2010 126 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.64 150k 1/1/2011 125 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.63 1,000k 3/1/1998 124 Millburn Ridgefield Corporation Multi-Markets Program -0.63 25,000k 10/1/2004 123 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.60 1/1/1989 122 Non Correlated Capital Positive Theta Fund -0.54 50k 10/1/2007 121 Quantica Capital AG Quantica Managed Futures -0.50 5,000k 1/1/2005 120 Global Vista Advisors, LLC Global Vista Options ("GVO") -0.46 50k 10/1/2010 119 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.45 1,000k 9/1/1997 118 Auspice Capital Advisors Ltd Auspice Diversified Program -0.43 1,500k 4/1/2006 117 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.43 100k 5/1/2011 116 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.43 5,000k 1/1/2005 115 Mark J. Walsh Company Standard Program -0.42 2,000k 9/1/1985 114 FORT LP Fort Global Diversified -0.37 2,000k 10/1/1993 113 Covenant Capital Management Aggressive Program -0.37 3,000k 2/1/2004 112 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.37 100k 1/1/2005 111 FORT LP Fort Global Contrarian -0.34 2,000k 10/1/2002 110 Beryl Investment Group LLC Nominal Discretionary System -0.33 50k 7/1/2007 109 Endeavour Capital LLP Endeavour Pembroke -0.26 2,000k 7/1/2007 108 ROW Asset Managment Row Diversified Fund, L.P. -0.21 1,000k 11/1/2011 107 FTC Capital GmbH FTC Global Diversified -0.21 0k 3/1/2012 106 Angle Capital Management LLC AIP Program -0.21 100k 1/1/2010 105 Haar Capital Management Discretionary Commodity Trading Program -0.17 250k 12/1/2005 104 Estlander & Partners Freedom -0.15 20,000k 8/1/2010 103 Wraith Capital LLP Wraith Dynamic Futures Fund -0.13 100k 1/1/2011 102 Covenant Capital Management Original Program -0.13 5,000k 9/1/1999 101 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.10 50,000k 4/1/1983 100 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.09 25,000k 3/1/2010 99 Jaguar Investments Ltd Vario Capital Strategy -0.08 1,000k 5/1/2016 98 White River Group Diversified Option Writing Strategy -0.03 20k 11/1/2008 97 Crabel Capital Management WPD Crabel Futures Program -0.01 1,000k 7/1/2008 96 Ion Asset Architecture (Fund Program) Ion Fund -0.01 100k 11/1/2007 95 Ion Asset Architecture Ion Fund Program -0.01 10,000k 11/1/2007 94 Clarke Capital Management Millennium 0.02 1,000k 1/1/1998 93 MERIT Alternative Investments GmbH Futures Portfolio 0.02 2,000k 6/1/1998 92 Superfund Group Superfund Blue SPC Class A (EUR) 0.02 50k 4/1/2005 91 Garraway Capital Management LLP Garraway Financial Trends 0.04 100k 9/1/2012 90 OptHedge Advisors LLC Diversified Options & Futures Program 0.05 250k 10/1/2008 89 Stenger Capital Management, LLC Diversified Trading Program 0.07 200k 4/1/2010 88 Auctos Capital Management Auctos Global Diversified 0.09 3,000k 11/1/2007 87 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.10 1,000k 5/1/2006 86 IDS Capital IDS F&F Systematic Trading 0.10 50k 7/1/2013 85 Insignia Managed Capital Medallion 0.11 50k 2/1/2009 84 Molinero Capital Management LLP Global Markets Program 0.18 2,000k 7/1/2005 83 Lynx Asset Management AB Lynx Program 0.18 75k 5/1/2000 82 Estlander & Partners Alpha Trend 0.19 30,000k 10/1/1991 81 Conquest Capital Group Conquest Macro 0.23 250k 5/1/1999 80 Vergho Asset Management LLC Kinematics 0.23 1,000k 11/1/2008 79 Quantmetrics Capital Management LLP Directional 10V Strategy 0.27 10,000k 1/1/2007 78 Red Rock Capital, LLC Systematic Global Macro 0.30 500k 9/1/2003 77 Mondiale Asset Management Mondiale Trading Program 0.31 0k 9/1/1997 76 Estlander & Partners Alpha Trend II - Class P 0.43 100k 12/1/2008 75 Metolius Capital LLC Metolius Diversified 0.44 100k 6/1/2010 74 Xplor Capital Management, LLC Global CTA Program 0.45 1,500k 7/1/2004 73 Crabel Capital Management Crabel Multi-Product 0.47 1,000k 3/1/1998 72 Zoi Capital, LLC Telio Program (Client) 0.54 200k 4/1/2010 71 AllMountain Capital AG Mount Denali Global Trends 0.54 160k 7/1/2007 70 1OAK Capital Limited ACORN Commodity 0.55 5,000k 5/1/2012 69 Mobius Asset Management Diversified Program 0.58 250k 3/1/2004 68 Blackwater Capital Management Global Program 0.62 5,000k 7/1/2005 67 Quantis Asset Management PFM Systematic 0.77 15k 5/1/2010 66 Conquest Capital Group Conquest Select 0.80 250k 6/1/2004 65 Somers Brothers Capital Diversified Futures Program #1 0.82 100k 1/1/2005 64 John Locke Investments Cyril Systematic Program 0.84 8,000k 7/1/2000 63 Option Capital Advisory OCA Premium 0.84 100k 5/1/2011 62 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.21 250k 5/1/2011 61 Futures Truth Company, FTC-CTA MS4 1.31 250k 10/1/2007 60 Altradis Capital AG AlphAlgo 1.38 100k 5/1/2007 59 Gladius Asset Management Fulham Program 1.41 2,000k 1/1/2008 58 Southwest Managed Investments, LLC Global Diversified 1.45 200k 1/1/2002 57 City Fund Management BH 1.49 500k 1/1/2010 56 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.49 100k 8/1/2009 55 Trigon Investment Advisors, LLC Discretionary Macro Program 1.50 10,000k 8/1/2007 54 Ancile Capital Management Global Markets Program 1.53 2,000k 4/1/2005 53 Claughton Capital ARP Institutional Program 1.60 1,000k 10/1/2005 52 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.61 4,000k 11/1/2008 51 Emil van Essen EvE Systematic Global Opportunities 1.85 1,000k 9/1/2007 50 RAM Management Group RAM MRTP 1X-Conservative 1.92 1,000k 9/1/1993 49 Millburn Ridgefield Corporation Commodity Program 1.94 25,000k 3/1/2005 48 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.25 100k 5/1/1999 47 Dominion Capital Sapphire Program 2.26 3,000k 5/1/2005 46 Manning & Napier MN Xenon Managed Futures (2x) Program 2.35 5,000k 6/1/2006 45 Clarke Capital Management FX Plus 2.39 1,000k 5/1/2004 44 Clarke Capital Management Worldwide 2.47 250k 1/1/1996 43 Clarke Capital Management Jupiter 2.53 3,000k 5/1/2005 42 JKI-Futures, LLC ETIRON Large 2x (Client) 2.80 1,000k 8/1/2012 41 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 2.87 75k 6/1/2007 40 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 2.93 100k 1/1/2012 39 Abraham Trading Company Diversified Program 2.95 10,000k 1/1/1988 38 Red Oak Commodity Advisors Investment Program 3.06 5,000k 12/1/1989 37 HB Capital Management Inc. Diversified Program 3.07 50k 3/1/2008 36 Wavefront Global Asset Management IMFC Global Concentrated 3.35 500k 4/1/2009 35 M.S. Capital Management Global Diversified Program 3.38 2,000k 11/1/1998 34 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 3.51 100k 2/1/2010 33 Hyman Beck and Company Global Portfolio 3.53 1,000k 3/1/1991 32 ISAM ISAM Systematic Trend Fund 3.64 1,000k 6/1/2001 31 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.79 50k 7/1/2011 30 Romanesco Capital Management B.V Persistence Program 3.92 5,000k 9/1/2005 29 Kelly Angle Inc. Genesis Program 4.04 2,000k 4/1/2000 28 Wimmer Horizon LLP Managed Account 4.21 5,000k 5/1/2005 27 FRP CAPITAL LLC FRP125+ 4.38 125k 1/1/2010 26 IStar Capital B.V. IStar Systematic Fund 4.65 1,000k 9/1/2011 25 Wavefront Global Asset Management IMFC Global Investment Program 5.19 2,000k 2/1/2007 24 ALFAKRAFT ALFA Commodity Fund 5.35 16k 6/1/2010 23 RAM Management Group MRTP Aggressive 5.70 1,000k 2/1/1998 22 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.80 4,000k 2/1/2011 21 Emil van Essen Spread Trading Program 6.00 5,000k 12/1/2006 20 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.01 10k 7/1/2005 19 Mehnert Capital Management, LLC DTP (Client) 6.23 1,000k 3/1/2012 18 EMC Capital Advisors, LLC Classic 7.32 5,000k 1/1/1985 17 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.38 200k 11/1/1999 16 Quantum Leap Capital Management Managed Account Program 7.43 300k 8/1/2006 15 Alee Capital Management, LLC Poniente Program 7.85 2,500k 1/1/1999 14 Clarke Capital Management Global Magnum 8.13 100k 8/1/1997 13 GIC Trading LLC Global Diversified Trading Program 8.48 500k 11/1/1998 12 Rosetta Capital Management Macro Program 8.77 50k 1/1/2009 11 White Indian Trading Co. STAIRS (Client) 8.80 250k 5/1/2009 10 Alee Capital Management, LLC Mistral Program 9.14 2,500k 1/1/1999 9 Dreiss Research Corporation Diversified Program 9.32 1,000k 5/1/1991 8 Parizek Capital Futures Trading Program 9.61 500k 4/1/2000 7 White Indian Trading Co. STAIRS - Futures Program (Client) 10.85 250k 10/1/2008 6 Qbasis Invest Futures Fund B 11.85 100k 3/1/2009 5 Qbasis Invest Futures Fund A 11.94 100k 4/1/2008 4 Clarke Capital Management Global Basic 14.03 50k 2/1/1996 3 Tactical Investment Management Tactical Institutional Commodity Program 14.42 10,000k 4/1/1993 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 17.12 50k 10/1/2011 1 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 29.61 25k 1/1/2011 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.