Diversified Trader Index For February 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 Feb 2015 Min Inv Inception 214 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -15.74 25k 1/1/2011 213 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -11.85 50k 10/1/2011 212 Qbasis Invest Futures Fund B -8.98 100k 3/1/2009 211 Golden Point Capital Global Diversified -8.88 250k 7/1/2012 210 Qbasis Invest Futures Fund A -8.87 100k 4/1/2008 209 Urban Tree Capital, LLC UTC Plus (Client) -8.33 100k 3/1/2013 208 AIS Capital Management, L.P. MAAP (3x-6x) Composite -7.94 2,000k 7/1/1992 207 Rosetta Capital Management Macro Program -7.84 50k 1/1/2009 206 Somers Brothers Capital Diversified Futures Program #1 -6.95 100k 1/1/2005 205 Beryl Investment Group LLC Nominal Discretionary System -6.37 50k 7/1/2007 204 Acuity Investment Management, LLC Diversified Futures Program -6.27 50k 8/1/2012 203 Purple Valley Capital, Inc. Diversified Trend 1 -5.70 100k 8/1/2008 202 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -5.56 10,000k 8/1/2009 201 AIS Capital Management, L.P. MAAP (2x-4x) Composite -5.51 3,000k 10/1/1992 200 Melissinos Trading Eupatrid Global Trends -4.88 50k 1/1/2011 199 DUNN Capital Management D'Best Futures Fund, L.P. -4.86 100k 6/1/1994 198 Mark J. Walsh Company Standard Program -4.81 2,000k 9/1/1985 197 Haar Capital Management Discretionary Commodity Trading Program -4.77 250k 12/1/2005 196 IKOS IKOS Futures Fund -4.59 1,000k 2/1/2010 195 Claughton Capital ARP Institutional Program -4.53 1,000k 10/1/2005 194 Clarke Capital Management Worldwide -4.52 250k 1/1/1996 193 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.22 5,000k 12/1/2010 192 Tactical Investment Management Tactical Institutional Commodity Program -4.17 10,000k 4/1/1993 191 Clarke Capital Management Millennium -4.16 1,000k 1/1/1998 190 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund -3.93 25k 4/1/1991 189 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.87 100k 11/1/1984 188 Clarke Capital Management Jupiter -3.79 3,000k 5/1/2005 187 Eagle Trading Systems Inc. Eagle Global Financials -3.68 10,000k 1/1/1996 186 Robinson-Langley Capital Management, LLC Managed Account Program -3.54 200k 1/1/2007 185 Dominion Capital Sapphire Program -3.53 3,000k 5/1/2005 184 Kelly Angle Inc. Genesis Program -3.46 2,000k 4/1/2000 183 Superfund Group Superfund Green Gold A (SPC) -3.45 5k 10/1/2005 182 1OAK Capital Limited ACORN Commodity -3.44 5,000k 5/1/2012 181 Superfund Group Superfund Blue SPC Class A (Gold) -3.43 50k 12/1/2007 180 ISAM ISAM Systematic Trend Fund -3.13 1,000k 6/1/2001 179 Drury Capital Diversified Trend-Following Program -3.12 5,000k 5/1/1997 178 Romanesco Capital Management B.V Persistence Program -3.10 5,000k 9/1/2005 177 Zoi Capital, LLC Telio Program (Client) -2.89 200k 4/1/2010 176 RAM Management Group MRTP Aggressive -2.86 1,000k 2/1/1998 175 Mehnert Capital Management, LLC DTP (Client) -2.83 1,000k 3/1/2012 174 Candriam Investor Group Alternative Return Systemat -2.77 125k 1/1/2007 173 Vision Capital Management Global Futures -2.64 500k 2/1/2012 172 MERIT Alternative Investments GmbH Futures Portfolio -2.63 2,000k 6/1/1998 171 Angle Capital Management LLC AIP Program -2.59 100k 1/1/2010 170 Sona Trading Strategies LLC. Diversified Program -2.57 1,000k 9/1/2006 169 Alee Capital Management, LLC Poniente Program -2.51 2,500k 1/1/1999 168 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -2.50 100k 10/1/2009 167 Gladius Asset Management Fulham Program -2.48 2,000k 1/1/2008 166 Hawksbill Capital Management Global Diversified -2.46 5,000k 11/1/1988 165 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.42 100k 3/1/2003 164 Superfund Group Superfund Green Gold B (SPC) -2.31 50k 10/1/2005 163 Deep Field Capital AG SINGULARITY Fund -2.22 100k 9/1/2011 162 NuWave Investment Management, LLC NuWave Investment Partners LP -2.21 250k 6/1/2001 161 NuWave Investment Management, LLC Combined Futures Portfolio -2.14 5,000k 6/1/2001 160 Robust Methods LLC Macro Managed Account -2.06 5,000k 1/1/2005 159 Covenant Capital Management Aggressive Program -1.99 3,000k 2/1/2004 158 Emil van Essen Spread Trading Program -1.97 5,000k 12/1/2006 157 Auspice Capital Advisors Ltd Auspice Diversified Program -1.93 1,500k 4/1/2006 156 Metolius Capital LLC Metolius Diversified -1.91 100k 6/1/2010 155 Conquest Capital Group Conquest Select -1.78 250k 6/1/2004 154 Covenant Capital Management Original Program -1.71 5,000k 9/1/1999 153 Keck Capital Management LLC The Keck Program -1.71 2,000k 12/1/2003 152 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -1.70 25,000k 3/1/2010 151 Rotella Capital Management Rotella Orion (Short-Term) Program -1.70 10,000k 3/1/2006 150 Futures Truth Company, FTC-CTA MS4 -1.68 250k 10/1/2007 149 EMC Capital Advisors, LLC Classic -1.63 5,000k 1/1/1985 148 Alee Capital Management, LLC Mistral Program -1.63 2,500k 1/1/1999 147 Wavefront Global Asset Management IMFC Global Concentrated -1.58 500k 4/1/2009 146 GIC Trading LLC Global Diversified Trading Program -1.54 500k 11/1/1998 145 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.53 100k 8/1/2009 144 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.52 250k 5/1/2011 143 Mobius Asset Management Custom Trading Program -1.40 100k 1/1/2002 142 Revolution Capital Management Mosaic Program -1.36 10,000k 10/1/2006 141 Mobius Asset Management Diversified Program -1.34 250k 3/1/2004 140 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.32 200k 11/1/1999 139 White Indian Trading Co. STAIRS (Client) -1.31 250k 5/1/2009 138 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.25 4,000k 2/1/2011 137 Saxon Investment Corporation Aggressive Diversified Program -1.24 2,000k 11/1/1993 136 Superfund Group Superfund Green Gold C (SPC) -1.24 100k 10/1/2005 135 Abraham Trading Company Diversified Program -1.20 10,000k 1/1/1988 134 Wavefront Global Asset Management IMFC Global Investment Program -1.18 2,000k 2/1/2007 133 Emil van Essen Long-Short Commodity Program -1.16 1,000k 6/1/2013 132 Quantica Capital AG Quantica Managed Futures -1.10 5,000k 1/1/2005 131 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.08 50k 7/1/2011 130 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.07 1,000k 3/1/2003 129 RAM Management Group RAM MRTP 1X-Conservative -1.05 1,000k 9/1/1993 128 Auctos Capital Management Auctos Global Diversified -1.01 3,000k 11/1/2007 127 Transtrend B.V. DTP – Enhanced Risk (USD) -1.01 10,000k 1/1/1995 126 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.92 10,000k 8/1/1999 125 Clarke Capital Management FX Plus -0.81 1,000k 5/1/2004 124 Trigon Investment Advisors, LLC Discretionary Macro Program -0.81 10,000k 8/1/2007 123 Eagle Trading Systems Inc. Eagle Quantitative Macro -0.80 10,000k 10/1/2006 122 Clarke Capital Management Global Magnum -0.79 100k 8/1/1997 121 Emil van Essen EvE Systematic Global Opportunities -0.78 1,000k 9/1/2007 120 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.75 100k 3/1/2013 119 Superfund Group Superfund Red EUR SICAV -0.74 10k 3/1/2013 118 EMC Capital Advisors, LLC EMC Alpha Program -0.70 5,000k 6/1/2013 117 Superfund Group Superfund Red USD SICAV -0.70 10k 3/1/2013 116 ROW Asset Managment Row Diversified Fund, L.P. -0.68 1,000k 11/1/2011 115 Saxon Investment Corporation Diversified Program -0.65 3,000k 9/1/1988 114 Transtrend B.V. DTP – Standard Risk (EUR) -0.64 10,000k 2/1/1999 113 Welton Investment Partners Welton Global -0.59 10,000k 6/1/2004 112 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.57 10,000k 8/1/2004 111 John Locke Investments Cyril Systematic Program -0.54 8,000k 7/1/2000 110 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.53 4,000k 11/1/2008 109 Eckhardt Trading Company Evolution Strategies 1.2X -0.51 10,000k 10/1/1991 108 AI1 CTA Euro Invest AI1 CTA Euro Invest -0.50 125k 5/1/2010 107 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.50 100k 5/1/1999 106 Conquest Capital Group Conquest Macro -0.47 250k 5/1/1999 105 Eckhardt Trading Company Evolution Strategies -0.46 20,000k 8/1/1991 104 Endeavour Capital LLP Endeavour Pembroke -0.45 2,000k 7/1/2007 103 dormouse Limited dormouse - Managed Account -0.42 10,000k 7/1/2011 102 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.41 50,000k 4/1/1983 101 M.S. Capital Management Global Diversified Program -0.32 2,000k 11/1/1998 100 Revolution Capital Management Mosaic Institutional Program -0.31 25,000k 9/1/2009 99 Stenger Capital Management, LLC Diversified Trading Program -0.28 200k 4/1/2010 98 GT CAPITAL CTA GT CAPITAL CTA -0.27 150k 6/1/2009 97 John Locke Investments JL Commodity Long Flat Program -0.24 5,000k 12/1/2007 96 Crabel Capital Management Crabel Multi-Product -0.23 1,000k 3/1/1998 95 Clarke Capital Management Global Basic -0.20 50k 2/1/1996 94 Briarwood Capital Management, Inc. Diversified Trading Program -0.20 3,000k 7/1/2001 93 Chesapeake Capital Diversified (LV) -0.18 100k 2/1/1988 92 FORT LP Fort Global Contrarian -0.16 2,000k 10/1/2002 91 Dreiss Research Corporation Diversified Program -0.12 1,000k 5/1/1991 90 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.12 1k 10/1/2006 89 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.11 1k 6/1/2009 88 Non Correlated Capital Positive Theta Program -0.11 250k 10/1/2007 87 ALFAKRAFT ALFA Commodity Fund -0.07 16k 6/1/2010 86 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.06 1,000k 9/1/1997 85 Jaguar Investments Ltd Vario Capital Strategy -0.04 1,000k 5/1/2016 84 Ion Asset Architecture Ion Nivium Fund -0.03 100k 5/1/2013 82 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 83 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 81 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.01 1,000k 1/1/2013 80 Bluegrass Capital Management Cross Market Bias Model 0.03 3,000k 7/1/2014 79 FORT LP Fort Global Diversified 0.06 2,000k 10/1/1993 78 Non Correlated Capital Positive Theta Fund 0.06 50k 10/1/2007 77 Manning & Napier MN Xenon Managed Futures (2x) Program 0.13 5,000k 6/1/2006 76 Estlander & Partners Alpha Trend 0.20 30,000k 10/1/1991 75 Rabar Market Research Diversified Program 0.22 2,000k 1/1/1989 74 Rabar Market Research Short-Term Program 0.25 2,000k 11/1/2009 73 Diversified Capital Management Diversified Strategies Investment Fund 0.26 100k 11/1/2012 72 OptHedge Advisors LLC Diversified Options & Futures Program 0.35 250k 10/1/2008 71 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.36 5,000k 1/1/2005 70 Millburn Ridgefield Corporation Diversified Program 0.39 20,000k 2/1/1977 69 Estlander & Partners Alpha Trend II - Class P 0.48 100k 12/1/2008 68 Estlander & Partners Freedom 0.49 20,000k 8/1/2010 67 Crabel Capital Management WPD Crabel Futures Program 0.52 1,000k 7/1/2008 66 Millburn Ridgefield Corporation Multi-Markets Program 0.52 25,000k 10/1/2004 65 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.53 3,000k 5/1/2010 64 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.53 100k 1/1/2005 63 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.58 1,000k 3/1/1998 62 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.69 5,000k 6/1/2010 61 Ancile Capital Management Global Markets Program 0.69 2,000k 4/1/2005 60 IStar Capital B.V. IStar Systematic Fund 0.70 1,000k 9/1/2011 59 Vergho Asset Management LLC Kinematics 0.72 1,000k 11/1/2008 58 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.74 10,000k 8/1/2009 57 Abraham Investment Management Formula 72 H 0.76 150k 8/1/2012 56 Millburn Ridgefield Corporation Commodity Program 0.76 25,000k 3/1/2005 55 White River Group Diversified Option Writing Strategy 0.84 20k 11/1/2008 54 Mondiale Asset Management Mondiale Trading Program 0.89 0k 9/1/1997 53 HB Capital Management Inc. Diversified Program 0.90 50k 3/1/2008 52 Southwest Managed Investments, LLC Global Diversified 0.91 200k 1/1/2002 51 Superfund Group Superfund Blue SPC Class A (EUR) 0.93 50k 4/1/2005 50 IDS Capital IDS F&F Systematic Trading 1.05 50k 7/1/2013 49 Molinero Capital Management LLP Global Markets Program 1.07 2,000k 7/1/2005 48 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.07 1/1/1989 47 Future Trade AG Thales Swing Trading Programme 1.09 250k 6/1/2007 46 Red Rock Capital, LLC Systematic Global Macro 1.12 500k 9/1/2003 45 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.14 1,000k 10/1/2006 44 Option Capital Advisory OCA Premium 1.18 100k 5/1/2011 43 Estlander & Partners Global Markets 1.28 10,000k 8/1/1999 42 Superfund Group Superfund Green L.P. Series A 1.29 5k 10/1/2002 41 Red Oak Commodity Advisors Investment Program 1.31 5,000k 12/1/1989 40 Garraway Capital Management LLP Garraway Financial Trends 1.43 100k 9/1/2012 39 Rotella Capital Management Rotella Polaris Program (Diversified) 1.50 10,000k 1/1/1991 38 Revolution Capital Management Alpha Fund 1.60 50k 1/1/2005 37 Hyman Beck and Company Global Portfolio 1.63 1,000k 3/1/1991 36 City Fund Management BH 1.65 500k 1/1/2010 35 QCM Alpha Financials Program 1.66 10,000k 6/1/2012 34 QCM Global Diversified Programme 1.68 500k 12/1/1995 33 Revolution Capital Management Alpha Program 1.71 5,000k 6/1/2007 32 Amplitude Capital International Limited Klassik Strategy 1.73 1,000k 9/1/2009 31 Witter & Lester, Inc. Diversified Trading Program 1.80 100k 4/1/2013 30 Eclipse Capital Management Global Monetary 1.89 5,000k 8/1/1990 29 Adamah Capital LLC Asset Allocator Program 1.90 50k 3/1/2011 28 Wimmer Horizon LLP Managed Account 1.95 5,000k 5/1/2005 27 Sandpiper Asset Management Sandpiper Global Macro Program 2.06 1,000k 8/1/2012 26 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.14 1,000k 9/1/2009 25 Parizek Capital Futures Trading Program 2.24 500k 4/1/2000 24 Quantitative Investment Management Quantitative Global Program 2.27 20,000k 10/1/2003 23 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.29 10k 7/1/2005 22 Superfund Group Superfund Green Q-AG 2.36 2k 3/1/1996 21 Superfund Group Superfund Green L.P. Series B 2.78 5k 10/1/2002 20 White Indian Trading Co. SCS Program (Client) 2.81 250k 2/1/2011 19 Estlander & Partners Global XL 2.83 5,000k 8/1/1991 18 Xplor Capital Management, LLC Global CTA Program 2.96 1,500k 7/1/2004 17 Superfund Group Superfund Green GCT USD 3.40 15k 1/1/2000 16 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.45 1,000k 5/1/2006 15 Amplitude Capital International Limited Dynamic Strategy 3.50 6/1/2005 14 Di Tomasso Group Inc. Equilibrium Program 3.70 5,000k 1/1/2002 13 Quantmetrics Capital Management LLP Directional 10V Strategy 3.84 10,000k 1/1/2007 12 Insignia Managed Capital Medallion 4.00 50k 2/1/2009 11 White Indian Trading Co. STAIRS - Futures Program (Client) 4.13 250k 10/1/2008 10 Dendrich Ltd QEP 4.91 50k 12/1/2005 9 Aquantum Aquantum Global Systematic UCITS Fund (I) 4.97 500k 3/1/2013 8 Side Op, LLC Side Op Trading Program 4.99 25k 4/1/2013 7 JKI-Futures, LLC ETIRON Large 2x (Client) 5.03 1,000k 8/1/2012 6 Superfund Group Superfund Green Master 5.23 2,000k 5/1/2001 5 Insignia Managed Capital Epoch3 6.23 20k 7/1/2009 4 Structured Markets Inc. Structured Markets Inc. 6.99 2,000k 8/1/2012 3 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 10.76 100k 7/1/2011 2 Index Mechanics BV Index Investments Program 12.96 1,000k 1/1/2016 1 HASAFUMA Börstjänaren Hedgehog 26.93 60k 5/1/2012 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.