Diversified Trader Index For October 2015 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Oct 2015 Min Inv Inception 96 Covenant Capital Management Optimal Program -36.57 10k 2/1/2014 95 Dreiss Research Corporation Diversified Program -22.81 1,000k 5/1/1991 94 LEVEX Capital Management Inc. REN18 -19.58 25k 1/1/2014 93 Estlander & Partners Alpha Trend II - Class P -18.31 100k 12/1/2008 92 Golden Point Capital Management, LLC Global Systematic -16.48 250k 7/1/2012 91 Purple Valley Capital, Inc. Diversified Trend 1 -15.83 100k 8/1/2008 90 Qbasis Invest Qbasis i Trend Fund -14.40 1k 1/1/2014 89 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -13.97 50k 7/1/2011 88 Melissinos Trading Eupatrid Global Trends -10.68 100k 1/1/2011 87 Conquest Capital Group Conquest Macro -9.65 250k 5/1/1999 86 JKI-Futures, LLC ETIRON Large 2x (Client) -8.16 1,000k 8/1/2012 85 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -7.63 1k 6/1/2009 84 Sona Trading Strategies LLC. Diversified Program -7.50 1,000k 9/1/2006 83 Conquest Capital Group Conquest Select -7.33 250k 6/1/2004 82 Witter & Lester, Inc. Diversified Trading Program -6.50 100k 4/1/2013 81 Garraway Capital Management LLP Garraway Financial Trends -6.29 100k 9/1/2012 80 Angle Capital Management LLC AIP Program -6.14 100k 1/1/2010 79 Abraham Investment Management Formula 72 H -5.55 150k 8/1/2012 78 Eagle Trading Systems Inc. Eagle Global Financials -5.22 10,000k 1/1/1996 77 Quest Partners LLC AlphaQuest Short Bias (AQSB) -5.19 20,000k 5/1/2013 76 ISAM ISAM Systematic Trend Fund -4.56 1,000k 6/1/2001 75 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.50 250k 5/1/2011 74 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.29 10,000k 3/1/2003 73 Emil van Essen Long-Short Commodity Program -4.28 1,000k 6/1/2013 72 Eagle Trading Systems Inc. Eagle Quantitative Macro -4.26 10,000k 10/1/2006 71 Urban Tree Capital, LLC UTC Plus (Client) -3.98 100k 3/1/2013 70 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.93 1k 10/1/2006 69 ROW Asset Managment Row Diversified Fund, L.P. -3.83 1,000k 11/1/2011 68 Alee Capital Management, LLC Poniente Program -3.64 2,500k 1/1/1999 67 Sandpiper Asset Management Sandpiper Global Macro Program -3.47 1,000k 8/1/2012 66 Candriam Investors Group Alternative Return Systemat -3.44 125k 1/1/2007 65 Estlander & Partners Freedom -3.15 20,000k 8/1/2010 64 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.15 1/1/1989 63 Worldwide Capital Strategies Profit Quest Strategies -3.06 200k 9/1/2013 62 Emil van Essen Long-Short Commodity Program - Accelerated -2.99 200k 5/1/2014 61 Millburn Ridgefield Corporation Multi-Markets Program -2.83 25,000k 10/1/2004 60 Emil van Essen Multi-Strategy Program -2.40 6,000k 5/1/2014 59 Metolius Capital LLC Metolius Diversified -2.24 100k 6/1/2010 58 Aquantum Aquantum Global Systematic Program (AGS) -2.15 5,000k 7/1/2013 57 ALFAKRAFT ALFA Commodity Fund -2.10 16k 6/1/2010 56 Adamah Capital LLC Asset Allocator Program -2.10 50k 3/1/2011 55 Talenta Capital LLP Diversified -2.01 950k 6/1/2014 54 Future Trade AG Thales Swing Trading Programme -1.86 250k 6/1/2007 53 Quantica Capital AG 1X Quantica Managed Futures Fund -1.50 100k 1/1/2014 52 Trigon Investment Advisors, LLC Discretionary Macro Program -1.49 10,000k 8/1/2007 51 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.41 100k 8/1/2009 50 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -1.38 500k 9/1/2013 49 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.27 25,000k 1/1/2014 48 dormouse Limited dormouse - Managed Account -1.24 20,000k 7/1/2011 47 Global Vista Advisors, LLC Global Vista Options ("GVO") -1.14 50k 10/1/2010 46 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.14 4,000k 2/1/2011 45 FORT LP Fort Global Diversified -1.12 2,000k 3/1/2002 44 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.05 10,000k 3/1/2003 43 Mehnert Capital Management, LLC DTP (Client) -0.82 1,000k 3/1/2012 42 Alee Capital Management, LLC Mistral Program -0.79 2,500k 1/1/1999 41 Automaton Trading LLC Diversified -0.58 500k 7/1/2014 40 Non Correlated Capital Positive Theta Program -0.56 250k 10/1/2007 39 Non Correlated Capital Positive Theta Fund -0.55 50k 10/1/2007 38 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.53 4,000k 11/1/2008 37 Millburn Ridgefield Corporation Commodity Program -0.39 25,000k 3/1/2005 36 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.24 2,000k 7/1/2013 35 Turning Wheel Capital, Inc. Pure Alpha -0.20 10,000k 1/1/2012 34 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.19 200k 12/1/2013 33 OptHedge Advisors LLC Diversified Options & Futures Program -0.10 250k 10/1/2008 32 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.05 100k 3/1/2013 31 Stenger Capital Management, LLC Diversified Trading Program -0.01 200k 4/1/2010 30 Crabel Capital Management Crabel Multi-Product 0.19 1,000k 3/1/1998 29 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.23 1,000k 5/1/2014 28 Bluegrass Capital Management Cross Market Bias Model 0.25 3,000k 7/1/2014 27 Typhon Capital Management, LLC Metis Momentum Macro Program 0.30 500k 4/1/2013 26 Paradox Capital Management Sentiment Program (1X) 0.31 1,000k 1/1/2013 25 Puna Asset Management, LLC NeoTrend Alpha 0.35 100k 3/1/2014 24 QCM Alpha Financials Program 0.35 10,000k 6/1/2012 23 Vision Capital Management Global Futures 0.44 500k 2/1/2012 22 Kopis Capital Management, LLC Commodity Long Only 0.45 500k 1/1/2014 21 Bullet Hill Capital LLC Ricochet 0.80 500k 6/1/2014 20 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.80 10,000k 8/1/2009 19 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.07 3,000k 5/1/2010 18 FORT LP Fort Global Contrarian 1.13 2,000k 10/1/2002 17 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.19 5,000k 6/1/2010 16 Intex Capital Covered Options Program 1.30 50k 1/1/2012 15 EMC Capital Advisors, LLC EMC Alpha Program 1.47 5,000k 6/1/2013 14 Deep Field Capital AG SINGULARITY Fund 1.59 100k 9/1/2011 13 Robust Methods LLC Macro Managed Account 2.43 5,000k 1/1/2005 12 EMC Capital Advisors, LLC EMC Alpha Plus Program 2.67 3,000k 5/1/2014 11 Three Rock Capital Management Global Macro Program 2.93 1,000k 1/1/2009 10 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 3.00 50k 10/1/2011 9 Valia Capital Management Global Tactical Program 4.25 200k 5/1/2014 8 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 4.69 1,000k 1/1/2013 7 Quantum Leap Capital Management Managed Account Program 5.05 300k 8/1/2006 6 Superfund Group Superfund Red USD SICAV 6.02 10k 3/1/2013 5 Superfund Group Superfund Red EUR SICAV 6.24 10k 3/1/2013 4 Rosetta Capital Management Macro Program 6.62 50k 1/1/2009 3 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 6.96 25k 1/1/2011 2 Zoi Capital, LLC Telio Program (Client) 7.32 200k 4/1/2010 1 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 10.35 1,500k 7/1/2014 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.