Diversified Trader Index For December 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 Dec 2015 Min Inv Inception 100 Covenant Capital Management Optimal Program -36.68 10k 2/1/2014 99 Golden Point Capital Management, LLC Global Systematic -12.22 250k 7/1/2012 98 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -11.71 1,500k 7/1/2014 97 Quantum Leap Capital Management Managed Account Program -10.30 300k 8/1/2006 96 Conquest Capital Group Conquest Macro -9.96 250k 5/1/1999 95 JKI-Futures, LLC ETIRON Large 2x (Client) -9.40 1,000k 8/1/2012 94 Purple Valley Capital, Inc. Diversified Trend 1 -9.26 100k 8/1/2008 93 Dreiss Research Corporation Diversified Program -8.61 1,000k 5/1/1991 92 Abraham Investment Management Formula 72 H -8.53 150k 8/1/2012 91 Angle Capital Management LLC AIP Program -8.36 100k 1/1/2010 90 Worldwide Capital Strategies Profit Quest Strategies -7.88 200k 9/1/2013 89 Estlander & Partners Alpha Trend II - Class P -7.14 100k 12/1/2008 88 Alee Capital Management, LLC Mistral Program -6.67 2,500k 1/1/1999 87 ALFAKRAFT ALFA Commodity Fund -6.59 16k 6/1/2010 86 QCM Alpha Financials Program -6.48 10,000k 6/1/2012 85 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -6.11 1,500k 7/1/2005 84 Eagle Trading Systems Inc. Eagle Global Financials -6.05 10,000k 1/1/1996 83 Superfund Group Superfund Red USD SICAV -5.32 10k 3/1/2013 82 Superfund Group Superfund Red EUR SICAV -5.21 10k 3/1/2013 81 Global Advisory Partners Zurich LLC International Algo Trading -5.11 50k 10/1/2009 80 Adamah Capital LLC Asset Allocator Program -5.10 50k 3/1/2011 79 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -4.55 1k 6/1/2009 78 Candriam Investor Group Alternative Return Systemat -4.46 125k 1/1/2007 77 EMC Capital Advisors, LLC EMC Alpha Plus Program -4.45 3,000k 5/1/2014 76 Vision Capital Management Global Futures -4.30 500k 2/1/2012 75 Quantica Capital AG 1X Quantica Managed Futures Fund -4.20 100k 1/1/2014 74 Qbasis Invest Qbasis i Trend Fund -4.12 1k 1/1/2014 73 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -3.60 25,000k 1/1/2014 72 FORT LP Fort Global Contrarian -3.43 2,000k 10/1/2002 71 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -3.02 25k 1/1/2011 70 Eagle Trading Systems Inc. Eagle Quantitative Macro -3.00 10,000k 10/1/2006 69 EMC Capital Advisors, LLC EMC Alpha Program -2.91 5,000k 6/1/2013 68 Mehnert Capital Management, LLC DTP (Client) -2.91 1,000k 3/1/2012 67 Sandpiper Asset Management Sandpiper Global Macro Program -2.84 1,000k 8/1/2012 66 FORT LP Fort Global Diversified -2.76 2,000k 10/1/1993 65 SCT Capital Management The Adaptive Quant Trading (AQT) Program -2.70 10,000k 8/1/2009 64 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -2.68 2,000k 7/1/2013 63 Alee Capital Management, LLC Poniente Program -2.66 2,500k 1/1/1999 62 Garraway Capital Management LLP Garraway Financial Trends -2.58 100k 9/1/2012 61 Glider Trading LLP Glider Trading Strategy (Class C) -2.57 500k 9/1/2013 60 Aquantum Aquantum Global Systematic Program (AGS) -2.51 5,000k 7/1/2013 59 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.39 1k 10/1/2006 58 Sona Trading Strategies LLC. Diversified Program -2.37 1,000k 9/1/2006 57 Non Correlated Capital Positive Theta Program -2.30 250k 10/1/2007 56 Non Correlated Capital Positive Theta Fund -2.28 50k 10/1/2007 55 Melissinos Trading Eupatrid Global Trends -2.22 50k 1/1/2011 54 Estlander & Partners Freedom -2.17 20,000k 8/1/2010 53 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -2.06 50k 7/1/2011 52 OptHedge Advisors LLC Diversified Options & Futures Program -1.71 250k 10/1/2008 51 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.62 1,000k 3/1/2003 50 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.59 1/1/1989 49 dormouse Limited dormouse - Managed Account -1.40 10,000k 7/1/2011 48 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.29 20,000k 5/1/2013 47 Talenta Capital LLP Diversified -1.29 950k 6/1/2014 46 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.28 50k 10/1/2011 45 Cambridge Capital Management UK LLP CCM Program -1.19 2,000k 11/1/2012 44 Stable Asset Management LTD Arctic Blue 1x Share Class -1.19 100k 6/1/2014 43 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.04 250k 5/1/2011 42 Conquest Capital Group Conquest Select -1.04 250k 6/1/2004 41 Metolius Capital LLC Metolius Diversified -1.04 100k 6/1/2010 40 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.91 5,000k 6/1/2010 39 Robust Methods LLC Macro Managed Account -0.85 5,000k 1/1/2005 38 Rosetta Capital Management Macro Program -0.79 50k 1/1/2009 37 ROW Asset Managment Row Diversified Fund, L.P. -0.77 1,000k 11/1/2011 36 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.73 1,000k 3/1/2003 35 Kopis Capital Management, LLC Commodity Long Only -0.71 500k 1/1/2014 34 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.29 100k 3/1/2013 33 Trigon Investment Advisors, LLC Discretionary Macro Program -0.24 10,000k 8/1/2007 32 Bluegrass Capital Management Cross Market Bias Model -0.15 3,000k 7/1/2014 31 Valia Capital Management Global Tactical Program -0.11 200k 5/1/2014 30 Paradox Capital Management Sentiment Program (1X) -0.11 1,000k 1/1/2013 29 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.06 200k 12/1/2013 28 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.00 100k 8/1/2009 27 Stenger Capital Management, LLC Diversified Trading Program 0.03 200k 4/1/2010 26 Typhon Capital Management, LLC Metis Momentum Macro Program 0.28 500k 4/1/2013 25 Bullet Hill Capital LLC Ricochet 0.30 500k 6/1/2014 24 Crabel Capital Management Crabel Multi-Product 0.31 1,000k 3/1/1998 23 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.33 1,000k 5/1/2014 22 Automaton Trading LLC Diversified 0.37 500k 7/1/2014 21 Millburn Ridgefield Corporation Multi-Markets Program 0.58 25,000k 10/1/2004 20 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.67 4,000k 11/1/2008 19 Turning Wheel Capital, Inc. Pure Alpha 0.70 10,000k 1/1/2012 18 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.08 50k 10/1/2010 17 Three Rock Capital Management Global Macro Program 1.12 1,000k 1/1/2009 16 Future Trade AG Thales Swing Trading Programme 1.18 250k 6/1/2007 15 Emil van Essen Multi-Strategy Program 1.21 6,000k 5/1/2014 14 Puna Asset Management, LLC NeoTrend Alpha 1.23 100k 3/1/2014 13 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.39 3,000k 5/1/2010 12 ISAM ISAM Systematic Trend Fund 1.46 1,000k 6/1/2001 11 Intex Capital Covered Options Program 1.61 50k 1/1/2012 10 Urban Tree Capital, LLC UTC Plus (Client) 2.04 100k 3/1/2013 9 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 2.30 4,000k 2/1/2011 8 Zoi Capital, LLC Telio Program (Client) 2.40 200k 4/1/2010 7 Witter & Lester, Inc. Diversified Trading Program 2.74 100k 4/1/2013 6 Deep Field Capital AG SINGULARITY Fund 3.13 100k 9/1/2011 5 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 3.52 1,000k 1/1/2013 4 Emil van Essen Long-Short Commodity Program - Accelerated 4.29 200k 5/1/2014 3 Emil van Essen Long-Short Commodity Program 4.73 1,000k 6/1/2013 2 Millburn Ridgefield Corporation Commodity Program 6.87 25,000k 3/1/2005 1 LEVEX Capital Management Inc. REN18 24.50 25k 1/1/2014 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.