Diversified Trader Index For September 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 Sep 2014 Min Inv Inception 218 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -19.76 100k 7/1/2011 217 Option Capital Advisory OCA Premium -19.74 100k 5/1/2011 216 AIS Capital Management, L.P. MAAP (3x-6x) Composite -17.21 2,000k 7/1/1992 215 White River Group Diversified Option Writing Strategy -13.30 20k 11/1/2008 214 AIS Capital Management, L.P. MAAP (2x-4x) Composite -11.70 3,000k 10/1/1992 213 Liberty Funds Group, Inc Liberty Diversified Option Strategy -11.65 750k 1/1/2009 212 Acuity Investment Management, LLC Diversified Futures Program -9.54 50k 8/1/2012 211 Global Vista Advisors, LLC Global Vista Options ("GVO") -9.25 50k 10/1/2010 210 RAM Management Group MRTP Aggressive -8.17 1,000k 2/1/1998 209 FRP CAPITAL LLC FRP125+ -7.66 125k 1/1/2010 208 Insignia Managed Capital Medallion -7.34 50k 2/1/2009 207 Superfund Group Superfund Green Gold L.P. Series A-1 -4.67 5k 4/1/2009 206 Serac, LLC Diversified Reversal Program -4.65 200k 4/1/2011 205 Superfund Group Superfund Green Gold A (SPC) -4.31 5k 10/1/2005 204 Crabel Capital Management WPD Crabel Futures Program -4.31 1,000k 7/1/2008 203 HB Capital Management Inc. Diversified Program -3.91 50k 3/1/2008 202 Amplitude Capital International Limited Klassik Strategy -3.90 1,000k 9/1/2009 201 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.77 1,000k 9/1/2009 200 Superfund Group Superfund Green Gold L.P. Series B-1 -3.62 5k 4/1/2009 199 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.58 250k 10/1/2009 198 Superfund Group Superfund Blue SPC Class A (Gold) -3.57 50k 12/1/2007 197 Manning & Napier MN Xenon Managed Futures (2x) Program -3.32 5,000k 6/1/2006 196 IKOS IKOS Futures Fund -3.30 1,000k 2/1/2010 195 Superfund Group Superfund Green Gold B (SPC) -3.30 50k 10/1/2005 194 Dendrich Ltd QEP -3.22 50k 12/1/2005 193 JKI-Futures, LLC ETIRON Large 2x (Client) -3.19 1,000k 8/1/2012 192 Amplitude Capital International Limited Dynamic Strategy -3.08 6/1/2005 191 John Locke Investments JL Commodity Long Flat Program -3.04 5,000k 12/1/2007 190 RAM Management Group RAM MRTP 1X-Conservative -2.84 1,000k 9/1/1993 189 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -2.84 25,000k 3/1/2010 188 IKOS The IKOS Hedge Fund -2.82 10,000k 7/1/1998 187 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.62 10,000k 8/1/2009 186 Robust Methods LLC Macro Managed Account -2.60 5,000k 1/1/2005 185 Superfund Group Superfund Green Gold C (SPC) -2.29 100k 10/1/2005 184 Structured Markets Inc. Structured Markets Inc. -2.25 2,000k 8/1/2012 183 Altradis Capital AG AlphAlgo -2.04 100k 5/1/2007 182 QCM Global Diversified Programme -1.89 500k 12/1/1995 181 Auctos Capital Management Auctos Global Diversified -1.81 3,000k 11/1/2007 180 Adamah Capital LLC Asset Allocator Program -1.80 50k 3/1/2011 179 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.78 1,500k 1/1/2009 178 Di Tomasso Group Inc. Equilibrium Program -1.71 5,000k 1/1/2002 177 FORT LP Fort Global Contrarian -1.65 2,000k 10/1/2002 176 Xplor Capital Management, LLC Global CTA Program -1.63 1,500k 7/1/2004 175 OptHedge Advisors LLC Diversified Options & Futures Program -1.61 250k 10/1/2008 174 Mondiale Asset Management Mondiale Trading Program -1.43 0k 9/1/1997 173 Saxon Investment Corporation Aggressive Diversified Program -1.41 2,000k 11/1/1993 172 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.35 1,000k 9/1/1997 171 Superfund Group Superfund Blue SPC Class A (EUR) -1.27 50k 4/1/2005 170 Futures Truth Company, FTC-CTA 200K Options Strategy -1.24 200k 12/1/2009 169 Deep Field Capital AG SINGULARITY Fund -1.22 100k 9/1/2011 168 Quantmetrics Capital Management LLP Directional 10V Strategy -1.16 10,000k 1/1/2007 167 Welton Investment Partners Welton Global -1.14 10,000k 6/1/2004 166 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.96 1,000k 5/1/2006 165 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -0.86 75k 6/1/2007 164 Emil van Essen Spread Trading Program -0.86 5,000k 12/1/2006 163 White Indian Trading Co. SCS Program (Client) -0.79 250k 2/1/2011 162 Briarwood Capital Management, Inc. Diversified 2XL -0.72 250k 11/1/2004 161 Sharp Mountain Advisors, LLC Diversified Managed Futures -0.71 250k 8/1/2011 160 Ancile Capital Management Global Markets Program -0.67 2,000k 4/1/2005 159 Saxon Investment Corporation Diversified Program -0.62 3,000k 9/1/1988 158 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.58 100k 8/1/2009 157 Insignia Managed Capital Epoch3 -0.57 20k 7/1/2009 156 GT CAPITAL CTA GT CAPITAL CTA -0.54 150k 6/1/2009 155 City Fund Management BH -0.46 500k 1/1/2010 154 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.37 150k 1/1/2011 153 Non Correlated Capital Positive Theta Program -0.34 250k 10/1/2007 152 Briarwood Capital Management, Inc. Diversified Trading Program -0.33 3,000k 7/1/2001 151 Conquest Capital Group Conquest Macro -0.26 250k 5/1/1999 150 Stenger Capital Management, LLC Diversified Trading Program -0.20 200k 4/1/2010 149 Beryl Investment Group LLC Nominal Discretionary System -0.17 50k 7/1/2007 148 Jaguar Investments Ltd Vario Capital Strategy -0.14 1,000k 5/1/2016 147 Futures Truth Company, FTC-CTA MS4 -0.13 250k 10/1/2007 146 Ion Asset Architecture (Fund Program) Ion Fund 0.02 100k 11/1/2007 145 Ion Asset Architecture Ion Fund Program 0.02 10,000k 11/1/2007 144 Rho Asset Management Rho Altius 1XL Program 0.10 5,000k 11/1/2007 143 Mobius Asset Management Diversified Program 0.24 250k 3/1/2004 142 FORT LP Fort Global Diversified 0.26 2,000k 10/1/1993 141 Non Correlated Capital Positive Theta Fund 0.27 50k 10/1/2007 140 Quantica Capital AG Quantica Managed Futures 0.30 5,000k 1/1/2005 139 Quantis Asset Management PFM Systematic 0.32 15k 5/1/2010 138 QCM Alpha Financials Program 0.33 10,000k 6/1/2012 137 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.38 1k 10/1/2006 136 White Indian Trading Co. STAIRS (Client) 0.47 250k 5/1/2009 135 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.50 10,000k 8/1/2009 134 IDS Capital IDS F&F Systematic Trading 0.50 50k 7/1/2013 133 Millburn Ridgefield Corporation Diversified Program 0.67 20,000k 2/1/1977 132 Millburn Ridgefield Corporation Multi-Markets Program 0.71 25,000k 10/1/2004 131 Vergho Asset Management LLC Kinematics 0.74 1,000k 11/1/2008 130 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.76 100k 2/1/2010 129 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.80 1k 6/1/2009 128 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.82 100k 1/1/2005 127 Superfund Group Superfund Green L.P. Series A 0.89 5k 10/1/2002 126 Romanesco Capital Management B.V Persistence Program 0.95 5,000k 9/1/2005 125 Blackwater Capital Management Global Program 1.07 5,000k 7/1/2005 124 Eckhardt Trading Company Evolution Strategies 1.17 20,000k 8/1/1991 123 Wraith Capital LLP Wraith Dynamic Futures Fund 1.20 100k 1/1/2011 122 Eckhardt Trading Company Evolution Strategies 1.2X 1.27 10,000k 10/1/1991 121 White Indian Trading Co. STAIRS - Futures Program (Client) 1.29 250k 10/1/2008 120 HASAFUMA Hedgehog 1.34 60k 5/1/2012 119 Crabel Capital Management Crabel Multi-Product 1.45 1,000k 3/1/1998 118 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.49 3,000k 5/1/2010 117 Abraham Investment Management Formula 72 H 1.65 150k 8/1/2012 116 Superfund Group Superfund Green L.P. Series B 1.66 5k 10/1/2002 115 Garraway Capital Management LLP Garraway Financial Trends 1.67 100k 9/1/2012 114 Mobius Asset Management Custom Trading Program 1.71 100k 1/1/2002 113 Chesapeake Capital Diversified (LV) 1.72 100k 2/1/1988 112 Rotella Capital Management Rotella Polaris Program (Diversified) 1.73 10,000k 1/1/1991 111 Endeavour Capital LLP Endeavour Pembroke 1.74 2,000k 7/1/2007 110 Superfund Group Superfund Green Q-AG 1.82 2k 3/1/1996 109 Clarke Capital Management FX Plus 1.84 1,000k 5/1/2004 108 Wavefront Global Asset Management IMFC Global Concentrated 2.01 500k 4/1/2009 107 Estlander & Partners Global Markets 2.07 10,000k 8/1/1999 106 Zoi Capital, LLC Telio Program (Client) 2.08 200k 4/1/2010 105 Transtrend B.V. DTP – Standard Risk (EUR) 2.15 10,000k 2/1/1999 104 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.16 5,000k 1/1/2005 103 Abraham Trading Company Diversified Program 2.22 10,000k 1/1/1988 102 Keck Capital Management LLC The Keck Program 2.23 2,000k 12/1/2003 101 Ion Asset Architecture Ion Pherium Program 2.37 10,000k 9/1/2012 100 Eclipse Capital Management Global Monetary 2.42 5,000k 8/1/1990 99 Quantitative Investment Management Quantitative Global Program 2.61 20,000k 10/1/2003 98 Estlander & Partners Alpha Trend 2.63 30,000k 10/1/1991 97 Wavefront Global Asset Management IMFC Global Investment Program 2.77 2,000k 2/1/2007 96 Superfund Group Superfund Green GCT USD 2.79 15k 1/1/2000 95 Rotella Capital Management Rotella Orion (Short-Term) Program 2.88 10,000k 3/1/2006 94 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.90 500k 4/1/2009 93 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.01 1,000k 3/1/1998 92 Red Rock Capital, LLC Systematic Global Macro 3.11 500k 9/1/2003 91 Rabar Market Research Short-Term Program 3.14 2,000k 11/1/2009 90 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.15 10,000k 8/1/2004 89 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.21 10,000k 8/1/1999 88 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 3.21 100k 1/1/2012 87 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.24 1,000k 3/1/2003 86 Future Trade AG Thales Swing Trading Programme 3.38 250k 6/1/2007 85 MERIT Alternative Investments GmbH Futures Portfolio 3.43 2,000k 6/1/1998 84 FTC Capital GmbH FTC Global Diversified 3.47 0k 3/1/2012 83 Transtrend B.V. DTP – Enhanced Risk (USD) 3.48 10,000k 1/1/1995 82 Dominion Capital Sapphire Program 3.50 3,000k 5/1/2005 81 Rabar Market Research Diversified Program 3.51 2,000k 1/1/1989 80 1OAK Capital Limited ACORN Commodity 3.74 5,000k 5/1/2012 79 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.87 1/1/1989 78 Estlander & Partners Freedom 4.03 20,000k 8/1/2010 77 NuWave Investment Management, LLC NuWave Investment Partners LP 4.11 250k 6/1/2001 76 Estlander & Partners Global XL 4.14 5,000k 8/1/1991 75 Superfund Group Superfund Green Master 4.16 2,000k 5/1/2001 74 IStar Capital B.V. IStar Systematic Fund 4.18 1,000k 9/1/2011 73 Clarke Capital Management Worldwide 4.19 250k 1/1/1996 72 NuWave Investment Management, LLC Combined Futures Portfolio 4.43 5,000k 6/1/2001 71 Parizek Capital Futures Trading Program 4.60 500k 4/1/2000 70 Dreiss Research Corporation Diversified Program 4.79 1,000k 5/1/1991 69 Haar Capital Management Discretionary Commodity Trading Program 4.85 250k 12/1/2005 68 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 5.04 10k 7/1/2005 67 Clarke Capital Management Millennium 5.36 1,000k 1/1/1998 66 Revolution Capital Management Alpha Fund 5.36 50k 1/1/2005 65 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 5.37 100k 5/1/2011 64 ROW Asset Managment Row Diversified Fund, L.P. 5.39 1,000k 11/1/2011 63 ISAM ISAM Systematic Trend Fund 5.47 1,000k 6/1/2001 62 Metolius Capital LLC Metolius Diversified 5.53 100k 6/1/2010 61 Revolution Capital Management Alpha Program 5.72 5,000k 6/1/2007 60 Molinero Capital Management LLP Global Markets Program 5.77 2,000k 7/1/2005 59 Gladius Asset Management Fulham Program 5.77 2,000k 1/1/2008 58 John Locke Investments Cyril Systematic Program 5.82 8,000k 7/1/2000 57 M.S. Capital Management Global Diversified Program 5.96 2,000k 11/1/1998 56 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 5.96 1,000k 10/1/2006 55 QMS Capital Management LP QMS Diversified Global Macro Strategy 6.03 5,000k 6/1/2010 54 Revolution Capital Management Mosaic Institutional Program 6.16 25,000k 9/1/2009 53 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 6.29 50,000k 4/1/1983 52 Rosetta Capital Management Macro Program 6.41 50k 1/1/2009 51 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 6.53 50k 7/1/2011 50 EMC Capital Advisors, LLC Classic 6.76 5,000k 1/1/1985 49 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 6.78 4,000k 11/1/2008 48 Red Oak Commodity Advisors Investment Program 6.80 5,000k 12/1/1989 47 Emil van Essen EvE Systematic Global Opportunities 6.95 1,000k 9/1/2007 46 Clarke Capital Management Global Magnum 6.96 100k 8/1/1997 45 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.04 100k 11/1/1984 44 Qbasis Invest Futures Fund B 7.16 100k 3/1/2009 43 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 7.20 50k 10/1/2011 42 Drury Capital Diversified Trend-Following Program 7.33 5,000k 5/1/1997 41 Qbasis Invest Futures Fund A 7.42 100k 4/1/2008 40 Conquest Capital Group Conquest Select 7.71 250k 6/1/2004 39 Hyman Beck and Company Global Portfolio 7.77 1,000k 3/1/1991 38 Estlander & Partners Alpha Trend II - Class P 7.79 100k 12/1/2008 37 Clarke Capital Management Global Basic 7.83 50k 2/1/1996 36 Millburn Ridgefield Corporation Commodity Program 8.11 25,000k 3/1/2005 35 Somers Brothers Capital Diversified Futures Program #1 8.12 100k 1/1/2005 34 Angle Capital Management LLC AIP Program 8.22 100k 1/1/2010 33 Melissinos Trading Eupatrid Global Trends 8.25 50k 1/1/2011 32 Auspice Capital Advisors Ltd Auspice Diversified Program 8.55 1,500k 4/1/2006 31 Trigon Investment Advisors, LLC Discretionary Macro Program 8.66 10,000k 8/1/2007 30 Wimmer Horizon LLP Managed Account 8.73 5,000k 5/1/2005 29 Claughton Capital ARP Institutional Program 8.96 1,000k 10/1/2005 28 Clarke Capital Management Jupiter 9.58 3,000k 5/1/2005 27 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 10.05 25k 1/1/2011 26 Dixon Midland Company LLC Dixon Midland Diversified LLC 10.33 250k 5/1/2011 25 ALFAKRAFT ALFA Commodity Fund 10.75 16k 6/1/2010 24 Quantum Leap Capital Management Managed Account Program 11.20 300k 8/1/2006 23 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program 11.78 1,000k 10/1/1996 22 Covenant Capital Management Original Program 12.36 5,000k 9/1/1999 21 Mark J. Walsh Company Standard Program 12.96 2,000k 9/1/1985 20 Robinson-Langley Capital Management, LLC Managed Account Program 13.75 200k 1/1/2007 19 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 13.84 100k 3/1/2003 18 Kelly Angle Inc. Genesis Program 14.49 2,000k 4/1/2000 17 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 14.67 100k 10/1/2009 16 GIC Trading LLC Global Diversified Trading Program 14.83 500k 11/1/1998 15 Covenant Capital Management Aggressive Program 15.55 3,000k 2/1/2004 14 DUNN Capital Management D'Best Futures Fund, L.P. 15.62 100k 6/1/1994 13 Mehnert Capital Management, LLC DTP (Client) 15.79 1,000k 3/1/2012 12 Revolution Capital Management Mosaic Program 16.07 10,000k 10/1/2006 11 Tactical Investment Management Tactical Institutional Commodity Program 16.31 10,000k 4/1/1993 10 Alee Capital Management, LLC Mistral Program 16.95 2,500k 1/1/1999 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 17.69 100k 5/1/1999 8 Alee Capital Management, LLC Poniente Program 19.00 2,500k 1/1/1999 7 Southwest Managed Investments, LLC Global Diversified 20.12 200k 1/1/2002 6 Hawksbill Capital Management Global Diversified 20.81 5,000k 11/1/1988 5 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 20.81 4,000k 2/1/2011 4 Sandpiper Asset Management Sandpiper Global Macro Program 23.54 1,000k 8/1/2012 3 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 25.13 200k 11/1/1999 2 Golden Point Capital Management, LLC Global Systematic 26.77 250k 7/1/2012 1 Purple Valley Capital, Inc. Diversified Trend 1 32.20 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.