Diversified Trader Index For January 2015 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 Jan 2015 Min Inv Inception 214 Insignia Managed Capital Medallion -14.58 50k 2/1/2009 213 Insignia Managed Capital Epoch3 -13.66 20k 7/1/2009 212 Di Tomasso Group Inc. Equilibrium Program -9.80 5,000k 1/1/2002 211 Amplitude Capital International Limited Dynamic Strategy -6.88 6/1/2005 210 Option Capital Advisory OCA Premium -6.84 100k 5/1/2011 209 Abraham Investment Management Formula 72 H -4.25 150k 8/1/2012 208 Structured Markets Inc. Structured Markets Inc. -4.03 2,000k 8/1/2012 207 Witter & Lester, Inc. Diversified Trading Program -2.91 100k 4/1/2013 206 Superfund Group Superfund Blue SPC Class A (EUR) -2.90 50k 4/1/2005 205 Non Correlated Capital Positive Theta Fund -2.78 50k 10/1/2007 204 HASAFUMA Börstjänaren Hedgehog -2.70 60k 5/1/2012 203 Non Correlated Capital Positive Theta Program -2.40 250k 10/1/2007 202 Adamah Capital LLC Asset Allocator Program -2.10 50k 3/1/2011 201 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -2.07 100k 7/1/2011 200 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.82 1,000k 9/1/2009 199 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.57 1,000k 1/1/2013 198 Futures Truth Company, FTC-CTA MS4 -1.56 250k 10/1/2007 197 Aquantum Aquantum Global Systematic UCITS Fund (I) -1.46 500k 3/1/2013 196 Dominion Capital Sapphire Program -1.28 3,000k 5/1/2005 195 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.94 100k 8/1/2009 194 Mobius Asset Management Diversified Program -0.77 250k 3/1/2004 193 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.56 100k 3/1/2013 192 John Locke Investments JL Commodity Long Flat Program -0.55 5,000k 12/1/2007 191 Saxon Investment Corporation Aggressive Diversified Program -0.38 2,000k 11/1/1993 190 Deep Field Capital AG SINGULARITY Fund -0.22 100k 9/1/2011 189 Bluegrass Capital Management Cross Market Bias Model -0.20 3,000k 7/1/2014 188 Quantitative Investment Management Quantitative Global Program -0.18 20,000k 10/1/2003 187 OptHedge Advisors LLC Diversified Options & Futures Program -0.15 250k 10/1/2008 186 Saxon Investment Corporation Diversified Program -0.14 3,000k 9/1/1988 185 NuWave Investment Management, LLC NuWave Investment Partners LP -0.10 250k 6/1/2001 184 Beryl Investment Group LLC Nominal Discretionary System -0.08 50k 7/1/2007 183 White River Group Diversified Option Writing Strategy -0.08 20k 11/1/2008 182 Jaguar Investments Ltd Vario Capital Strategy -0.06 1,000k 5/1/2016 181 Crabel Capital Management Crabel Multi-Product -0.05 1,000k 3/1/1998 180 Future Trade AG Thales Swing Trading Programme -0.01 250k 6/1/2007 179 EMC Capital Advisors, LLC Classic 0.00 5,000k 1/1/1985 178 Ion Asset Architecture Ion Fund Program 0.04 10,000k 11/1/2007 177 Ion Asset Architecture (Fund Program) Ion Fund 0.04 100k 11/1/2007 176 Stenger Capital Management, LLC Diversified Trading Program 0.04 200k 4/1/2010 175 Clarke Capital Management Global Magnum 0.06 100k 8/1/1997 174 NuWave Investment Management, LLC Combined Futures Portfolio 0.11 5,000k 6/1/2001 173 Ion Asset Architecture Ion Nivium Fund 0.17 100k 5/1/2013 172 Millburn Ridgefield Corporation Commodity Program 0.18 25,000k 3/1/2005 171 Covenant Capital Management Original Program 0.21 5,000k 9/1/1999 170 Briarwood Capital Management, Inc. Diversified Trading Program 0.38 3,000k 7/1/2001 169 Mondiale Asset Management Mondiale Trading Program 0.46 0k 9/1/1997 168 Sandpiper Asset Management Sandpiper Global Macro Program 0.66 1,000k 8/1/2012 167 Amplitude Capital International Limited Klassik Strategy 0.76 1,000k 9/1/2009 166 Covenant Capital Management Aggressive Program 0.78 3,000k 2/1/2004 165 Quantmetrics Capital Management LLP Directional 10V Strategy 0.84 10,000k 1/1/2007 164 Vergho Asset Management LLC Kinematics 0.86 1,000k 11/1/2008 163 Xplor Capital Management, LLC Global CTA Program 0.95 1,500k 7/1/2004 162 Romanesco Capital Management B.V Persistence Program 0.96 5,000k 9/1/2005 161 HB Capital Management Inc. Diversified Program 0.99 50k 3/1/2008 160 Robust Methods LLC Macro Managed Account 0.99 5,000k 1/1/2005 159 Revolution Capital Management Alpha Fund 1.04 50k 1/1/2005 158 Rabar Market Research Short-Term Program 1.07 2,000k 11/1/2009 157 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.11 5,000k 12/1/2010 156 Clarke Capital Management Global Basic 1.23 50k 2/1/1996 155 Revolution Capital Management Alpha Program 1.32 5,000k 6/1/2007 154 Millburn Ridgefield Corporation Multi-Markets Program 1.42 25,000k 10/1/2004 153 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.42 1,000k 5/1/2006 152 Millburn Ridgefield Corporation Diversified Program 1.50 20,000k 2/1/1977 151 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 1.56 50k 10/1/2011 150 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.87 3,000k 5/1/2010 149 1OAK Capital Limited ACORN Commodity 1.89 5,000k 5/1/2012 148 Mobius Asset Management Custom Trading Program 2.10 100k 1/1/2002 147 Drury Capital Diversified Trend-Following Program 2.31 5,000k 5/1/1997 146 Emil van Essen Spread Trading Program 2.34 5,000k 12/1/2006 145 MERIT Alternative Investments GmbH Futures Portfolio 2.36 2,000k 6/1/1998 144 Claughton Capital ARP Institutional Program 2.43 1,000k 10/1/2005 143 Transtrend B.V. DTP – Standard Risk (EUR) 2.46 10,000k 2/1/1999 142 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.54 250k 5/1/2011 141 FORT LP Fort Global Contrarian 2.64 2,000k 10/1/2002 140 IKOS IKOS Futures Fund 2.79 1,000k 2/1/2010 139 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.86 1,000k 3/1/1998 138 IStar Capital B.V. IStar Systematic Fund 2.90 1,000k 9/1/2011 137 Rabar Market Research Diversified Program 2.91 2,000k 1/1/1989 136 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.98 4,000k 11/1/2008 135 Diversified Capital Management Diversified Strategies Investment Fund 2.98 100k 11/1/2012 134 Superfund Group Superfund Green L.P. Series A 3.02 5k 10/1/2002 133 Zoi Capital, LLC Telio Program (Client) 3.03 200k 4/1/2010 132 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund 3.04 25k 4/1/1991 131 Estlander & Partners Global Markets 3.10 10,000k 8/1/1999 130 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.12 10,000k 8/1/2009 129 Vision Capital Management Global Futures 3.20 500k 2/1/2012 128 Chesapeake Capital Diversified (LV) 3.21 100k 2/1/1988 127 Trigon Investment Advisors, LLC Discretionary Macro Program 3.33 10,000k 8/1/2007 126 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.39 10k 7/1/2005 125 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 3.39 25k 1/1/2011 124 Wimmer Horizon LLP Managed Account 3.40 5,000k 5/1/2005 123 Quantica Capital AG Quantica Managed Futures 3.40 5,000k 1/1/2005 122 Haar Capital Management Discretionary Commodity Trading Program 3.45 250k 12/1/2005 121 GT CAPITAL CTA GT CAPITAL CTA 3.59 150k 6/1/2009 120 White Indian Trading Co. SCS Program (Client) 3.62 250k 2/1/2011 119 Superfund Group Superfund Red USD SICAV 3.63 10k 3/1/2013 118 Somers Brothers Capital Diversified Futures Program #1 3.64 100k 1/1/2005 117 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.71 1/1/1989 116 Superfund Group Superfund Red EUR SICAV 3.74 10k 3/1/2013 115 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.75 10,000k 8/1/2004 114 White Indian Trading Co. STAIRS (Client) 3.97 250k 5/1/2009 113 Eagle Trading Systems Inc. Eagle Quantitative Macro 4.04 10,000k 10/1/2006 112 Transtrend B.V. DTP – Enhanced Risk (USD) 4.10 10,000k 1/1/1995 111 Emil van Essen Long-Short Commodity Program 4.17 1,000k 6/1/2013 110 Mehnert Capital Management, LLC DTP (Client) 4.26 1,000k 3/1/2012 109 AIS Capital Management, L.P. MAAP (2x-4x) Composite 4.29 3,000k 10/1/1992 108 ROW Asset Managment Row Diversified Fund, L.P. 4.32 1,000k 11/1/2011 107 Revolution Capital Management Mosaic Institutional Program 4.37 25,000k 9/1/2009 106 Gladius Asset Management Fulham Program 4.47 2,000k 1/1/2008 105 Clarke Capital Management FX Plus 4.48 1,000k 5/1/2004 104 Superfund Group Superfund Green Q-AG 4.52 2k 3/1/1996 103 Red Oak Commodity Advisors Investment Program 4.66 5,000k 12/1/1989 102 Auspice Capital Advisors Ltd Auspice Diversified Program 4.68 1,500k 4/1/2006 101 EMC Capital Advisors, LLC EMC Alpha Program 4.70 5,000k 6/1/2013 100 Eckhardt Trading Company Evolution Strategies 4.72 20,000k 8/1/1991 99 IDS Capital IDS F&F Systematic Trading 4.85 50k 7/1/2013 98 FORT LP Fort Global Diversified 4.86 2,000k 10/1/1993 97 Rotella Capital Management Rotella Orion (Short-Term) Program 4.92 10,000k 3/1/2006 96 Abraham Trading Company Diversified Program 4.95 10,000k 1/1/1988 95 M.S. Capital Management Global Diversified Program 4.95 2,000k 11/1/1998 94 Qbasis Invest Futures Fund B 4.95 100k 3/1/2009 93 Emil van Essen EvE Systematic Global Opportunities 5.00 1,000k 9/1/2007 92 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.01 10,000k 8/1/1999 91 Endeavour Capital LLP Endeavour Pembroke 5.01 2,000k 7/1/2007 90 Qbasis Invest Futures Fund A 5.10 100k 4/1/2008 89 City Fund Management BH 5.16 500k 1/1/2010 88 Sona Trading Strategies LLC. Diversified Program 5.20 1,000k 9/1/2006 87 Auctos Capital Management Auctos Global Diversified 5.21 3,000k 11/1/2007 86 Hyman Beck and Company Global Portfolio 5.30 1,000k 3/1/1991 85 Dendrich Ltd QEP 5.32 50k 12/1/2005 84 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 5.35 50,000k 4/1/1983 83 Eckhardt Trading Company Evolution Strategies 1.2X 5.52 10,000k 10/1/1991 82 GIC Trading LLC Global Diversified Trading Program 5.57 500k 11/1/1998 81 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 5.72 1,000k 10/1/2006 80 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 5.76 5,000k 1/1/2005 79 Superfund Group Superfund Green L.P. Series B 5.76 5k 10/1/2002 78 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 5.82 10,000k 8/1/2009 77 Urban Tree Capital, LLC UTC Plus (Client) 5.93 100k 3/1/2013 76 Clarke Capital Management Worldwide 5.98 250k 1/1/1996 75 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.98 200k 11/1/1999 74 Garraway Capital Management LLP Garraway Financial Trends 6.04 100k 9/1/2012 73 Crabel Capital Management WPD Crabel Futures Program 6.15 1,000k 7/1/2008 72 Superfund Group Superfund Green GCT USD 6.18 15k 1/1/2000 71 Estlander & Partners Global XL 6.28 5,000k 8/1/1991 70 RAM Management Group RAM MRTP 1X-Conservative 6.33 1,000k 9/1/1993 69 Estlander & Partners Freedom 6.45 20,000k 8/1/2010 68 AIS Capital Management, L.P. MAAP (3x-6x) Composite 6.52 2,000k 7/1/1992 67 John Locke Investments Cyril Systematic Program 6.60 8,000k 7/1/2000 66 Ancile Capital Management Global Markets Program 6.82 2,000k 4/1/2005 65 Estlander & Partners Alpha Trend 6.83 30,000k 10/1/1991 64 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.93 100k 5/1/1999 63 Conquest Capital Group Conquest Select 6.97 250k 6/1/2004 62 Rotella Capital Management Rotella Polaris Program (Diversified) 6.99 10,000k 1/1/1991 61 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 7.08 25,000k 3/1/2010 60 SEB Asset Management SEB Asset Selection Fund C (EUR) 7.23 1k 10/1/2006 59 Candriam Investor Group Alternative Return Systemat 7.44 125k 1/1/2007 58 Welton Investment Partners Welton Global 7.56 10,000k 6/1/2004 57 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.56 1,000k 3/1/2003 56 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.67 100k 1/1/2005 55 Parizek Capital Futures Trading Program 7.68 500k 4/1/2000 54 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 7.88 1,000k 9/1/1997 53 Angle Capital Management LLC AIP Program 7.89 100k 1/1/2010 52 Eclipse Capital Management Global Monetary 7.92 5,000k 8/1/1990 51 Red Rock Capital, LLC Systematic Global Macro 7.94 500k 9/1/2003 50 Southwest Managed Investments, LLC Global Diversified 8.08 200k 1/1/2002 49 Keck Capital Management LLC The Keck Program 8.14 2,000k 12/1/2003 48 Metolius Capital LLC Metolius Diversified 8.33 100k 6/1/2010 47 Mark J. Walsh Company Standard Program 8.33 2,000k 9/1/1985 46 Manning & Napier MN Xenon Managed Futures (2x) Program 8.35 5,000k 6/1/2006 45 ALFAKRAFT ALFA Commodity Fund 8.38 16k 6/1/2010 44 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.52 100k 11/1/1984 43 Side Op, LLC Side Op Trading Program 8.56 25k 4/1/2013 42 JKI-Futures, LLC ETIRON Large 2x (Client) 8.69 1,000k 8/1/2012 41 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 8.69 100k 10/1/2009 40 Clarke Capital Management Millennium 8.71 1,000k 1/1/1998 39 Superfund Group Superfund Green Master 8.85 2,000k 5/1/2001 38 Melissinos Trading Eupatrid Global Trends 8.88 50k 1/1/2011 37 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.03 100k 3/1/2003 36 QMS Capital Management LP QMS Diversified Global Macro Strategy 9.26 5,000k 6/1/2010 35 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 9.32 4,000k 2/1/2011 34 Tactical Investment Management Tactical Institutional Commodity Program 9.53 10,000k 4/1/1993 33 Rosetta Capital Management Macro Program 9.76 50k 1/1/2009 32 Wavefront Global Asset Management IMFC Global Concentrated 10.18 500k 4/1/2009 31 Robinson-Langley Capital Management, LLC Managed Account Program 10.35 200k 1/1/2007 30 AI1 CTA Euro Invest AI1 CTA Euro Invest 10.62 125k 5/1/2010 29 Kelly Angle Inc. Genesis Program 10.73 2,000k 4/1/2000 28 Hawksbill Capital Management Global Diversified 11.03 5,000k 11/1/1988 27 Eagle Trading Systems Inc. Eagle Global Financials 11.14 10,000k 1/1/1996 26 dormouse Limited dormouse - Managed Account 11.26 10,000k 7/1/2011 25 Revolution Capital Management Mosaic Program 11.27 10,000k 10/1/2006 24 Molinero Capital Management LLP Global Markets Program 11.46 2,000k 7/1/2005 23 Superfund Group Superfund Green Gold A (SPC) 11.64 5k 10/1/2005 22 Dreiss Research Corporation Diversified Program 11.90 1,000k 5/1/1991 21 Alee Capital Management, LLC Mistral Program 11.99 2,500k 1/1/1999 20 QCM Alpha Financials Program 12.12 10,000k 6/1/2012 19 Clarke Capital Management Jupiter 12.15 3,000k 5/1/2005 18 Alee Capital Management, LLC Poniente Program 12.34 2,500k 1/1/1999 17 Wavefront Global Asset Management IMFC Global Investment Program 13.11 2,000k 2/1/2007 16 Superfund Group Superfund Blue SPC Class A (Gold) 13.31 50k 12/1/2007 15 Conquest Capital Group Conquest Macro 13.40 250k 5/1/1999 14 QCM Global Diversified Programme 13.51 500k 12/1/1995 13 DUNN Capital Management D'Best Futures Fund, L.P. 13.77 100k 6/1/1994 12 Superfund Group Superfund Green Gold B (SPC) 13.84 50k 10/1/2005 11 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 14.07 1k 6/1/2009 10 White Indian Trading Co. STAIRS - Futures Program (Client) 14.41 250k 10/1/2008 9 ISAM ISAM Systematic Trend Fund 14.50 1,000k 6/1/2001 8 Index Mechanics BV Index Investments Program 15.33 1,000k 1/1/2016 7 Superfund Group Superfund Green Gold C (SPC) 15.80 100k 10/1/2005 6 RAM Management Group MRTP Aggressive 18.57 1,000k 2/1/1998 5 Purple Valley Capital, Inc. Diversified Trend 1 19.39 100k 8/1/2008 4 Estlander & Partners Alpha Trend II - Class P 22.92 100k 12/1/2008 3 Acuity Investment Management, LLC Diversified Futures Program 23.23 50k 8/1/2012 2 Golden Point Capital Global Diversified 24.51 250k 7/1/2012 1 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 37.96 50k 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.