Diversified Trader Index For August 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 Aug 2014 Min Inv Inception 221 AIS Capital Management, L.P. MAAP (3x-6x) Composite -11.12 2,000k 7/1/1992 220 White Indian Trading Co. STAIRS (Client) -9.54 250k 5/1/2009 219 White Indian Trading Co. STAIRS - Futures Program (Client) -7.98 250k 10/1/2008 218 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.25 3,000k 10/1/1992 217 JKI-Futures, LLC ETIRON Large 2x (Client) -6.63 1,000k 8/1/2012 216 Sandpiper Asset Management Sandpiper Global Macro Program -6.02 1,000k 8/1/2012 215 Revolution Capital Management Mosaic Program -4.88 10,000k 10/1/2006 214 Romanesco Capital Management B.V Persistence Program -4.56 5,000k 9/1/2005 213 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -4.31 100k 5/1/2011 212 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.91 1,000k 9/1/1997 211 Dominion Capital Sapphire Program -2.89 3,000k 5/1/2005 210 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.54 4,000k 2/1/2011 209 Mondiale Asset Management Mondiale Trading Program -2.35 0k 9/1/1997 208 Serac, LLC Diversified Reversal Program -1.99 200k 4/1/2011 207 Revolution Capital Management Mosaic Institutional Program -1.83 25,000k 9/1/2009 206 RAM Management Group MRTP Aggressive -1.80 1,000k 2/1/1998 205 Emil van Essen Spread Trading Program -1.64 5,000k 12/1/2006 204 Futures Truth Company, FTC-CTA 200K Options Strategy -1.53 200k 12/1/2009 203 Emil van Essen EvE Systematic Global Opportunities -1.44 1,000k 9/1/2007 202 Quantitative Investment Management Quantitative Global Program -1.39 20,000k 10/1/2003 201 Briarwood Capital Management, Inc. Diversified 2XL -1.38 250k 11/1/2004 200 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.16 3,000k 5/1/2010 199 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.98 4,000k 11/1/2008 198 Quantis Asset Management PFM Systematic -0.92 15k 5/1/2010 197 Dendrich Ltd QEP -0.85 50k 12/1/2005 196 Altradis Capital AG AlphAlgo -0.84 100k 5/1/2007 195 Quantum Leap Capital Management Managed Account Program -0.77 300k 8/1/2006 194 Futures Truth Company, FTC-CTA MS4 -0.76 250k 10/1/2007 193 Dreiss Research Corporation Diversified Program -0.62 1,000k 5/1/1991 192 RAM Management Group RAM MRTP 1X-Conservative -0.60 1,000k 9/1/1993 191 Robust Methods LLC Macro Managed Account -0.59 5,000k 1/1/2005 190 Briarwood Capital Management, Inc. Diversified Trading Program -0.56 3,000k 7/1/2001 189 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.52 150k 1/1/2011 188 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -0.44 10,000k 8/1/2009 187 Gladius Asset Management Fulham Program -0.41 2,000k 1/1/2008 186 Crabel Capital Management WPD Crabel Futures Program -0.40 1,000k 7/1/2008 185 John Locke Investments JL Commodity Long Flat Program -0.25 5,000k 12/1/2007 184 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.19 5,000k 1/1/2005 183 Beryl Investment Group LLC Nominal Discretionary System -0.15 50k 7/1/2007 182 Alee Capital Management, LLC Mistral Program -0.09 2,500k 1/1/1999 181 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -0.09 75k 6/1/2007 180 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 179 Jaguar Investments Ltd Vario Capital Strategy -0.03 1,000k 5/1/2016 176 Global Vista Advisors, LLC Global Vista Options ("GVO") 0.00 50k 10/1/2010 177 HASAFUMA Hedgehog 0.00 60k 5/1/2012 178 Wraith Capital LLP Wraith Dynamic Futures Fund 0.00 100k 1/1/2011 175 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 174 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 173 Northfield Trading Diversified 0.00 2,000k 7/1/1989 172 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 171 Blackwater Capital Management Global Program 0.00 5,000k 7/1/2005 170 Trigon Investment Advisors, LLC Discretionary Macro Program 0.04 10,000k 8/1/2007 169 Vergho Asset Management LLC Kinematics 0.08 1,000k 11/1/2008 168 Insignia Managed Capital Epoch3 0.12 20k 7/1/2009 167 Structured Markets Inc. Structured Markets Inc. 0.15 2,000k 8/1/2012 166 Stenger Capital Management, LLC Diversified Trading Program 0.15 200k 4/1/2010 165 Haar Capital Management Discretionary Commodity Trading Program 0.19 250k 12/1/2005 164 FRP CAPITAL LLC FRP125+ 0.21 125k 1/1/2010 163 Estlander & Partners Global Markets 0.22 10,000k 8/1/1999 162 FTC Capital GmbH FTC Global Diversified 0.26 0k 3/1/2012 161 Southwest Managed Investments, LLC Global Diversified 0.32 200k 1/1/2002 160 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.36 50k 10/1/2011 159 Abraham Investment Management Formula 72 H 0.39 150k 8/1/2012 158 Estlander & Partners Global XL 0.40 5,000k 8/1/1991 157 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.43 25,000k 3/1/2010 156 Saxon Investment Corporation Diversified Program 0.45 3,000k 9/1/1988 155 ALFAKRAFT ALFA Commodity Fund 0.45 16k 6/1/2010 154 Clarke Capital Management Global Magnum 0.46 100k 8/1/1997 153 Rotella Capital Management Rotella Orion (Short-Term) Program 0.53 10,000k 3/1/2006 152 GT CAPITAL CTA GT CAPITAL CTA 0.61 150k 6/1/2009 151 OptHedge Advisors LLC Diversified Options & Futures Program 0.67 250k 10/1/2008 150 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 0.68 100k 10/1/2009 149 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.75 500k 4/1/2009 148 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.80 100k 3/1/2003 147 NuWave Investment Management, LLC NuWave Investment Partners LP 0.85 250k 6/1/2001 146 Mehnert Capital Management, LLC DTP (Client) 0.87 1,000k 3/1/2012 145 Deep Field Capital AG SINGULARITY Fund 0.88 100k 9/1/2011 144 Saxon Investment Corporation Aggressive Diversified Program 0.91 2,000k 11/1/1993 143 Hyman Beck and Company Global Portfolio 0.92 1,000k 3/1/1991 142 Manning & Napier MN Xenon Managed Futures (2x) Program 0.94 5,000k 6/1/2006 141 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.94 10k 7/1/2005 140 NuWave Investment Management, LLC Combined Futures Portfolio 1.01 5,000k 6/1/2001 139 White Indian Trading Co. SCS Program (Client) 1.02 250k 2/1/2011 138 Purple Valley Capital, Inc. Diversified Trend 1 1.05 100k 8/1/2008 137 Molinero Capital Management LLP Global Markets Program 1.16 2,000k 7/1/2005 136 Crabel Capital Management Crabel Multi-Product 1.16 1,000k 3/1/1998 135 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.16 100k 2/1/2010 134 Rosetta Capital Management Macro Program 1.19 50k 1/1/2009 133 Clarke Capital Management Global Basic 1.29 50k 2/1/1996 132 Qbasis Invest Futures Fund A 1.33 100k 4/1/2008 131 Qbasis Invest Futures Fund B 1.33 100k 3/1/2009 130 1OAK Capital Limited ACORN Commodity 1.33 5,000k 5/1/2012 129 Adamah Capital LLC Asset Allocator Program 1.40 50k 3/1/2011 128 Estlander & Partners Freedom 1.46 20,000k 8/1/2010 127 Superfund Group Superfund Blue SPC Class A (EUR) 1.48 50k 4/1/2005 126 Non Correlated Capital Positive Theta Program 1.51 250k 10/1/2007 125 Zoi Capital, LLC Telio Program (Client) 1.52 200k 4/1/2010 124 Non Correlated Capital Positive Theta Fund 1.53 50k 10/1/2007 123 Claughton Capital ARP Institutional Program 1.53 1,000k 10/1/2005 122 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.54 100k 1/1/2005 121 Di Tomasso Group Inc. Equilibrium Program 1.57 5,000k 1/1/2002 120 Alee Capital Management, LLC Poniente Program 1.57 2,500k 1/1/1999 119 Future Trade AG Thales Swing Trading Programme 1.57 250k 6/1/2007 118 Conquest Capital Group Conquest Macro 1.68 250k 5/1/1999 117 GIC Trading LLC Global Diversified Trading Program 1.69 500k 11/1/1998 116 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.81 250k 5/1/2011 115 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.81 100k 8/1/2009 114 Quantica Capital AG Quantica Managed Futures 1.90 5,000k 1/1/2005 113 IKOS The IKOS Hedge Fund 1.91 10,000k 7/1/1998 112 Abraham Trading Company Diversified Program 1.98 10,000k 1/1/1988 111 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.99 1,000k 5/1/2006 110 Parizek Capital Futures Trading Program 2.04 500k 4/1/2000 109 IDS Capital IDS F&F Systematic Trading 2.10 50k 7/1/2013 108 Auctos Capital Management Auctos Global Diversified 2.13 3,000k 11/1/2007 107 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 2.23 200k 11/1/1999 106 Sharp Mountain Advisors, LLC Diversified Managed Futures 2.25 250k 8/1/2011 105 Quantmetrics Capital Management LLP Directional 10V Strategy 2.25 10,000k 1/1/2007 104 Revolution Capital Management Alpha Program 2.29 5,000k 6/1/2007 103 IKOS IKOS Futures Fund 2.31 1,000k 2/1/2010 102 Metolius Capital LLC Metolius Diversified 2.33 100k 6/1/2010 101 Clarke Capital Management FX Plus 2.33 1,000k 5/1/2004 100 Tactical Investment Management Tactical Institutional Commodity Program 2.34 10,000k 4/1/1993 99 Rabar Market Research Short-Term Program 2.34 2,000k 11/1/2009 98 Clarke Capital Management Millennium 2.35 1,000k 1/1/1998 97 Conquest Capital Group Conquest Select 2.35 250k 6/1/2004 96 Revolution Capital Management Alpha Fund 2.36 50k 1/1/2005 95 MERIT Alternative Investments GmbH Futures Portfolio 2.39 2,000k 6/1/1998 94 Somers Brothers Capital Diversified Futures Program #1 2.45 100k 1/1/2005 93 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.52 1/1/1989 92 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 2.55 1,500k 1/1/2009 91 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 2.56 25k 1/1/2011 90 Covenant Capital Management Original Program 2.61 5,000k 9/1/1999 89 Transtrend B.V. DTP – Standard Risk (EUR) 2.65 10,000k 2/1/1999 88 ROW Asset Managment Row Diversified Fund, L.P. 2.71 1,000k 11/1/2011 87 White River Group Diversified Option Writing Strategy 2.79 20k 11/1/2008 86 Rabar Market Research Diversified Program 2.81 2,000k 1/1/1989 85 IStar Capital B.V. IStar Systematic Fund 2.82 1,000k 9/1/2011 84 Ion Asset Architecture Ion Pherium Program 2.92 10,000k 9/1/2012 83 Millburn Ridgefield Corporation Diversified Program 3.07 20,000k 2/1/1977 82 Melissinos Trading Eupatrid Global Trends 3.07 50k 1/1/2011 81 Wavefront Global Asset Management IMFC Global Concentrated 3.07 500k 4/1/2009 80 Millburn Ridgefield Corporation Multi-Markets Program 3.08 25,000k 10/1/2004 79 M.S. Capital Management Global Diversified Program 3.12 2,000k 11/1/1998 78 Estlander & Partners Alpha Trend 3.20 30,000k 10/1/1991 77 FORT LP Fort Global Contrarian 3.21 2,000k 10/1/2002 76 Chesapeake Capital Diversified (LV) 3.23 100k 2/1/1988 75 AllMountain Capital AG Mount Denali Global Trends 3.34 160k 7/1/2007 74 Wavefront Global Asset Management IMFC Global Investment Program 3.37 2,000k 2/1/2007 73 Covenant Capital Management Aggressive Program 3.45 3,000k 2/1/2004 72 Garraway Capital Management LLP Garraway Financial Trends 3.46 100k 9/1/2012 71 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.62 1,000k 3/1/1998 70 FORT LP Fort Global Diversified 3.72 2,000k 10/1/1993 69 Amplitude Capital International Limited Dynamic Strategy 3.73 6/1/2005 68 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 3.75 100k 1/1/2012 67 Superfund Group Superfund Blue SPC Class A (Gold) 3.77 50k 12/1/2007 66 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.78 10,000k 8/1/2009 65 Endeavour Capital LLP Endeavour Pembroke 3.81 2,000k 7/1/2007 64 Option Capital Advisory OCA Premium 3.85 100k 5/1/2011 63 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.86 10,000k 8/1/2004 62 Insignia Managed Capital Medallion 3.86 50k 2/1/2009 61 Auspice Capital Advisors Ltd Auspice Diversified Program 3.92 1,500k 4/1/2006 60 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.95 1k 10/1/2006 59 Red Rock Capital, LLC Systematic Global Macro 3.98 500k 9/1/2003 58 Winton Capital Management Diversified 4.00 50,000k 10/1/1997 57 Transtrend B.V. DTP – Enhanced Risk (USD) 4.08 10,000k 1/1/1995 56 Millburn Ridgefield Corporation Commodity Program 4.10 25,000k 3/1/2005 55 City Fund Management BH 4.13 500k 1/1/2010 54 Wimmer Horizon LLP Managed Account 4.22 5,000k 5/1/2005 53 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.36 10,000k 8/1/1999 52 HB Capital Management Inc. Diversified Program 4.41 50k 3/1/2008 51 Kelly Angle Inc. Genesis Program 4.44 2,000k 4/1/2000 50 Mark J. Walsh Company Standard Program 4.48 2,000k 9/1/1985 49 Clarke Capital Management Worldwide 4.54 250k 1/1/1996 48 GLOBIVEST LLC Alpha Program 4.63 50k 4/1/2009 47 Red Oak Commodity Advisors Investment Program 4.68 5,000k 12/1/1989 46 Rotella Capital Management Rotella Polaris Program (Diversified) 4.70 10,000k 1/1/1991 45 Xplor Capital Management, LLC Global CTA Program 4.89 1,500k 7/1/2004 44 EMC Capital Advisors, LLC Classic 4.89 5,000k 1/1/1985 43 Liberty Funds Group, Inc Liberty Wealth Protection Fund 5.10 250k 10/1/2009 42 QCM Global Diversified Programme 5.12 500k 12/1/1995 41 QCM Alpha Financials Program 5.21 10,000k 6/1/2012 40 Superfund Group Superfund Green L.P. Series A 5.31 5k 10/1/2002 39 Welton Investment Partners Welton Global 5.31 10,000k 6/1/2004 38 Eckhardt Trading Company Evolution Strategies 5.37 20,000k 8/1/1991 37 Superfund Group Superfund Green Gold L.P. Series A-1 5.41 5k 4/1/2009 36 John Locke Investments Cyril Systematic Program 5.46 8,000k 7/1/2000 35 Liberty Funds Group, Inc Liberty Diversified Option Strategy 5.63 750k 1/1/2009 34 Hawksbill Capital Management Global Diversified 5.63 5,000k 11/1/1988 33 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 5.74 5,000k 11/1/2012 32 Rho Asset Management Rho Altius 1XL Program 5.90 5,000k 11/1/2007 31 Eckhardt Trading Company Evolution Strategies 1.2X 6.10 10,000k 10/1/1991 30 Clarke Capital Management Jupiter 6.11 3,000k 5/1/2005 29 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 6.14 50k 7/1/2011 28 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 6.16 1,000k 9/1/2009 27 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.21 1,000k 3/1/2003 26 Superfund Group Superfund Green Q-AG 6.42 2k 3/1/1996 25 QMS Capital Management LP QMS Diversified Global Macro Strategy 6.56 5,000k 6/1/2010 24 Superfund Group Superfund Green Gold A (SPC) 6.60 5k 10/1/2005 23 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 6.66 50,000k 4/1/1983 22 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 7.21 1k 6/1/2009 21 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 7.26 1,000k 10/1/2006 20 Drury Capital Diversified Trend-Following Program 7.37 5,000k 5/1/1997 19 Amplitude Capital International Limited Klassik Strategy 7.48 1,000k 9/1/2009 18 Eclipse Capital Management Global Monetary 7.93 5,000k 8/1/1990 17 Superfund Group Superfund Green Gold L.P. Series B-1 8.12 5k 4/1/2009 16 Superfund Group Superfund Green L.P. Series B 8.62 5k 10/1/2002 15 ISAM ISAM Systematic Trend Fund 9.06 1,000k 6/1/2001 14 Lynx Asset Management AB Lynx Program 9.14 75k 5/1/2000 13 Mulvaney Capital Management The Mulvaney Global Markets Fund 9.33 100k 5/1/1999 12 Superfund Group Superfund Green GCT USD 9.53 15k 1/1/2000 11 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.83 100k 11/1/1984 10 Superfund Group Superfund Green Gold B (SPC) 9.89 50k 10/1/2005 9 Angle Capital Management LLC AIP Program 10.11 100k 1/1/2010 8 Estlander & Partners Alpha Trend II - Class P 10.47 100k 12/1/2008 7 Ancile Capital Management Global Markets Program 10.97 2,000k 4/1/2005 6 Robinson-Langley Capital Management, LLC Managed Account Program 12.49 200k 1/1/2007 5 DUNN Capital Management D'Best Futures Fund, L.P. 12.72 100k 6/1/1994 4 Superfund Group Superfund Green Master 13.20 2,000k 5/1/2001 3 Superfund Group Superfund Green Gold C (SPC) 13.24 100k 10/1/2005 2 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 13.85 100k 7/1/2011 1 Keck Capital Management LLC The Keck Program 16.57 2,000k 12/1/2003 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.