Diversified Trader Index For March 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 Mar 2015 Min Inv Inception 214 Structured Markets Inc. Structured Markets Inc. -15.97 2,000k 8/1/2012 213 RAM Management Group MRTP Aggressive -14.41 1,000k 2/1/1998 212 Revolution Capital Management Mosaic Program -13.94 10,000k 10/1/2006 211 Zoi Capital, LLC Telio Program (Client) -13.44 200k 4/1/2010 210 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -9.93 50k 10/1/2011 209 White Indian Trading Co. STAIRS - Futures Program (Client) -9.15 250k 10/1/2008 208 White Indian Trading Co. STAIRS (Client) -8.81 250k 5/1/2009 207 HASAFUMA Hedgehog -7.23 60k 5/1/2012 206 Revolution Capital Management Mosaic Institutional Program -5.76 25,000k 9/1/2009 205 Di Tomasso Group Inc. Equilibrium Program -5.61 5,000k 1/1/2002 204 Adamah Capital LLC Asset Allocator Program -5.40 50k 3/1/2011 203 Clarke Capital Management Global Basic -5.36 50k 2/1/1996 202 RAM Management Group RAM MRTP 1X-Conservative -5.10 1,000k 9/1/1993 201 Abraham Investment Management Formula 72 H -4.84 150k 8/1/2012 200 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.40 100k 10/1/2009 199 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -4.27 25k 1/1/2011 198 Revolution Capital Management Alpha Fund -4.18 50k 1/1/2005 197 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.16 100k 3/1/2003 196 GIC Trading LLC Global Diversified Trading Program -4.12 500k 11/1/1998 195 Revolution Capital Management Alpha Program -4.09 5,000k 6/1/2007 194 Alee Capital Management, LLC Mistral Program -3.92 2,500k 1/1/1999 193 Insignia Managed Capital Medallion -3.67 50k 2/1/2009 192 John Locke Investments JL Commodity Long Flat Program -3.62 5,000k 12/1/2007 191 Insignia Managed Capital Epoch3 -3.58 20k 7/1/2009 190 AIS Capital Management, L.P. MAAP (3x-6x) Composite -3.55 2,000k 7/1/1992 189 Alee Capital Management, LLC Poniente Program -3.28 2,500k 1/1/1999 188 Estlander & Partners Alpha Trend II - Class P -3.06 100k 12/1/2008 187 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.05 1,000k 9/1/1997 186 Sona Trading Strategies LLC. Diversified Program -3.05 1,000k 9/1/2006 185 Claughton Capital ARP Institutional Program -3.02 1,000k 10/1/2005 184 Saxon Investment Corporation Aggressive Diversified Program -2.93 2,000k 11/1/1993 183 ALFAKRAFT ALFA Commodity Fund -2.55 16k 6/1/2010 182 Superfund Group Superfund Red EUR SICAV -2.54 10k 3/1/2013 181 Clarke Capital Management Worldwide -2.49 250k 1/1/1996 180 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.45 3,000k 10/1/1992 179 Covenant Capital Management Aggressive Program -2.27 3,000k 2/1/2004 178 Superfund Group Superfund Red USD SICAV -2.26 10k 3/1/2013 177 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -1.98 100k 7/1/2011 176 Rabar Market Research Diversified Program -1.91 2,000k 1/1/1989 175 White Indian Trading Co. SCS Program (Client) -1.83 250k 2/1/2011 174 Superfund Group Superfund Green Gold A (SPC) -1.76 5k 10/1/2005 173 OptHedge Advisors LLC Diversified Options & Futures Program -1.66 250k 10/1/2008 172 Mark J. Walsh Company Standard Program -1.65 2,000k 9/1/1985 171 Clarke Capital Management Millennium -1.57 1,000k 1/1/1998 170 Clarke Capital Management Jupiter -1.56 3,000k 5/1/2005 169 Covenant Capital Management Original Program -1.56 5,000k 9/1/1999 168 Wavefront Global Asset Management IMFC Global Concentrated -1.45 500k 4/1/2009 167 Saxon Investment Corporation Diversified Program -1.45 3,000k 9/1/1988 166 Quantitative Investment Management Quantitative Global Program -1.42 20,000k 10/1/2003 165 Eclipse Capital Management Global Monetary -1.34 5,000k 8/1/1990 164 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.33 5,000k 1/1/2005 163 Mehnert Capital Management, LLC DTP (Client) -1.32 1,000k 3/1/2012 162 HB Capital Management Inc. Diversified Program -1.29 50k 3/1/2008 161 Ion Asset Architecture Ion Nivium Fund -1.28 100k 5/1/2013 160 Xplor Capital Management, LLC Global CTA Program -1.23 1,500k 7/1/2004 159 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.22 100k 8/1/2009 158 Superfund Group Superfund Green Gold B (SPC) -1.21 50k 10/1/2005 157 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.13 1,000k 5/1/2006 156 Beryl Investment Group LLC Nominal Discretionary System -1.04 50k 7/1/2007 155 Mondiale Asset Management Mondiale Trading Program -1.02 0k 9/1/1997 154 Parizek Capital Futures Trading Program -1.01 500k 4/1/2000 153 Diversified Capital Management Diversified Strategies Investment Fund -0.98 100k 11/1/2012 152 White River Group Diversified Option Writing Strategy -0.94 20k 11/1/2008 151 Estlander & Partners Alpha Trend -0.90 30,000k 10/1/1991 150 Robust Methods LLC Macro Managed Account -0.89 5,000k 1/1/2005 149 Emil van Essen Long-Short Commodity Program -0.79 1,000k 6/1/2013 148 Eckhardt Trading Company Evolution Strategies 1.2X -0.77 10,000k 10/1/1991 147 Quantmetrics Capital Management LLP Directional 10V Strategy -0.73 10,000k 1/1/2007 146 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.71 1,000k 10/1/2006 145 Eckhardt Trading Company Evolution Strategies -0.66 20,000k 8/1/1991 144 Non Correlated Capital Positive Theta Fund -0.66 50k 10/1/2007 143 Garraway Capital Management LLP Garraway Financial Trends -0.62 100k 9/1/2012 142 Metolius Capital LLC Metolius Diversified -0.61 100k 6/1/2010 141 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.61 100k 3/1/2013 140 Non Correlated Capital Positive Theta Program -0.55 250k 10/1/2007 139 Superfund Group Superfund Green Gold C (SPC) -0.55 100k 10/1/2005 138 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.48 10,000k 8/1/2009 137 Rabar Market Research Short-Term Program -0.47 2,000k 11/1/2009 136 Futures Truth Company, FTC-CTA MS4 -0.45 250k 10/1/2007 135 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.36 1,000k 3/1/1998 134 Dominion Capital Sapphire Program -0.35 3,000k 5/1/2005 133 Eagle Trading Systems Inc. Eagle Quantitative Macro -0.30 10,000k 10/1/2006 132 Superfund Group Superfund Green L.P. Series A -0.14 5k 10/1/2002 131 JKI-Futures, LLC ETIRON Large 2x (Client) -0.12 1,000k 8/1/2012 130 Emil van Essen EvE Systematic Global Opportunities -0.11 1,000k 9/1/2007 129 Jaguar Investments Ltd Vario Capital Strategy -0.07 1,000k 5/1/2016 128 Bluegrass Capital Management Cross Market Bias Model -0.04 3,000k 7/1/2014 127 Superfund Group Superfund Green L.P. Series B -0.03 5k 10/1/2002 126 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.02 1/1/1989 125 1OAK Capital Limited ACORN Commodity 0.01 5,000k 5/1/2012 124 Ion Asset Architecture Ion Fund Program 0.02 10,000k 11/1/2007 123 Ion Asset Architecture (Fund Program) Ion Fund 0.02 100k 11/1/2007 122 Estlander & Partners Freedom 0.04 20,000k 8/1/2010 121 Hawksbill Capital Management Global Diversified 0.05 5,000k 11/1/1988 120 City Fund Management BH 0.05 500k 1/1/2010 119 Eagle Trading Systems Inc. Eagle Global Financials 0.08 10,000k 1/1/1996 118 Gladius Asset Management Fulham Program 0.09 2,000k 1/1/2008 117 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.14 10,000k 8/1/2009 116 Mobius Asset Management Custom Trading Program 0.20 100k 1/1/2002 115 MERIT Alternative Investments GmbH Futures Portfolio 0.29 2,000k 6/1/1998 114 Amplitude Capital International Limited Dynamic Strategy 0.33 6/1/2005 113 EMC Capital Advisors, LLC EMC Alpha Program 0.35 5,000k 6/1/2013 112 Mobius Asset Management Diversified Program 0.41 250k 3/1/2004 111 Stenger Capital Management, LLC Diversified Trading Program 0.44 200k 4/1/2010 110 Clarke Capital Management Global Magnum 0.45 100k 8/1/1997 109 Auspice Capital Advisors Ltd Auspice Diversified Program 0.47 1,500k 4/1/2006 108 GT CAPITAL CTA GT CAPITAL CTA 0.53 150k 6/1/2009 107 Tactical Investment Management Tactical Institutional Commodity Program 0.56 10,000k 4/1/1993 106 EMC Capital Advisors, LLC Classic 0.57 5,000k 1/1/1985 105 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.58 1,000k 9/1/2009 104 Estlander & Partners Global Markets 0.63 10,000k 8/1/1999 103 FORT LP Fort Global Contrarian 0.70 2,000k 10/1/2002 102 John Locke Investments Cyril Systematic Program 0.75 8,000k 7/1/2000 101 Wavefront Global Asset Management IMFC Global Investment Program 0.76 2,000k 2/1/2007 100 Wimmer Horizon LLP Managed Account 0.80 5,000k 5/1/2005 99 Superfund Group Superfund Green Q-AG 0.83 2k 3/1/1996 98 Amplitude Capital International Limited Klassik Strategy 0.84 1,000k 9/1/2009 97 ROW Asset Managment Row Diversified Fund, L.P. 1.00 1,000k 11/1/2011 96 Aquantum Aquantum Global Systematic UCITS Fund (I) 1.10 500k 3/1/2013 95 Briarwood Capital Management, Inc. Diversified Trading Program 1.12 3,000k 7/1/2001 94 Drury Capital Diversified Trend-Following Program 1.20 5,000k 5/1/1997 93 Quantica Capital AG Quantica Managed Futures 1.20 5,000k 1/1/2005 92 Abraham Trading Company Diversified Program 1.21 10,000k 1/1/1988 91 Superfund Group Superfund Green GCT USD 1.21 15k 1/1/2000 90 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.25 25,000k 3/1/2010 89 Estlander & Partners Global XL 1.32 5,000k 8/1/1991 88 FORT LP Fort Global Diversified 1.32 2,000k 10/1/1993 87 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.36 10k 7/1/2005 86 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.36 100k 1/1/2005 85 Auctos Capital Management Auctos Global Diversified 1.44 3,000k 11/1/2007 84 Future Trade AG Thales Swing Trading Programme 1.46 250k 6/1/2007 83 Southwest Managed Investments, LLC Global Diversified 1.51 200k 1/1/2002 82 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.51 4,000k 11/1/2008 81 Rotella Capital Management Rotella Orion (Short-Term) Program 1.52 10,000k 3/1/2006 80 Endeavour Capital LLP Endeavour Pembroke 1.54 2,000k 7/1/2007 79 Crabel Capital Management Crabel Multi-Product 1.56 1,000k 3/1/1998 78 Vergho Asset Management LLC Kinematics 1.59 1,000k 11/1/2008 77 Melissinos Trading Eupatrid Global Trends 1.60 50k 1/1/2011 76 NuWave Investment Management, LLC NuWave Investment Partners LP 1.60 250k 6/1/2001 75 Transtrend B.V. DTP – Standard Risk (EUR) 1.63 10,000k 2/1/1999 74 Chesapeake Capital Diversified (LV) 1.65 100k 2/1/1988 73 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.72 1,000k 3/1/2003 72 Witter & Lester, Inc. Diversified Trading Program 1.73 100k 4/1/2013 71 Rotella Capital Management Rotella Polaris Program (Diversified) 1.79 10,000k 1/1/1991 70 NuWave Investment Management, LLC Combined Futures Portfolio 1.81 5,000k 6/1/2001 69 IStar Capital B.V. IStar Systematic Fund 1.81 1,000k 9/1/2011 68 IDS Capital IDS F&F Systematic Trading 1.83 50k 7/1/2013 67 Clarke Capital Management FX Plus 1.85 1,000k 5/1/2004 66 Conquest Capital Group Conquest Macro 1.88 250k 5/1/1999 65 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.89 5,000k 12/1/2010 64 Somers Brothers Capital Diversified Futures Program #1 2.01 100k 1/1/2005 63 Transtrend B.V. DTP – Enhanced Risk (USD) 2.03 10,000k 1/1/1995 62 Purple Valley Capital, Inc. Diversified Trend 1 2.08 100k 8/1/2008 61 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.26 3,000k 5/1/2010 60 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.26 10,000k 8/1/1999 59 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.36 10,000k 8/1/2004 58 Robinson-Langley Capital Management, LLC Managed Account Program 2.39 200k 1/1/2007 57 Molinero Capital Management LLP Global Markets Program 2.42 2,000k 7/1/2005 56 Sandpiper Asset Management Sandpiper Global Macro Program 2.43 1,000k 8/1/2012 55 Trigon Investment Advisors, LLC Discretionary Macro Program 2.46 10,000k 8/1/2007 54 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.50 1k 10/1/2006 53 Romanesco Capital Management B.V Persistence Program 2.52 5,000k 9/1/2005 52 Ancile Capital Management Global Markets Program 2.56 2,000k 4/1/2005 51 Red Rock Capital, LLC Systematic Global Macro 2.78 500k 9/1/2003 50 Urban Tree Capital, LLC UTC Plus (Client) 2.78 100k 3/1/2013 49 Manning & Napier MN Xenon Managed Futures (2x) Program 2.79 5,000k 6/1/2006 48 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 2.79 50,000k 4/1/1983 47 QCM Alpha Financials Program 2.91 10,000k 6/1/2012 46 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund 2.92 25k 4/1/1991 45 AI1 CTA Euro Invest AI1 CTA Euro Invest 2.96 125k 5/1/2010 44 Candriam Investor Group Alternative Return Systemat 3.01 125k 1/1/2007 43 Superfund Group Superfund Green Master 3.02 2,000k 5/1/2001 42 Kelly Angle Inc. Genesis Program 3.04 2,000k 4/1/2000 41 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.09 5,000k 6/1/2010 40 QCM Global Diversified Programme 3.10 500k 12/1/1995 39 M.S. Capital Management Global Diversified Program 3.30 2,000k 11/1/1998 38 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.40 250k 5/1/2011 37 Welton Investment Partners Welton Global 3.68 10,000k 6/1/2004 36 ISAM ISAM Systematic Trend Fund 3.80 1,000k 6/1/2001 35 Mulvaney Capital Management The Mulvaney Global Markets Fund 3.84 100k 5/1/1999 34 Millburn Ridgefield Corporation Diversified Program 3.86 20,000k 2/1/1977 33 Millburn Ridgefield Corporation Commodity Program 3.89 25,000k 3/1/2005 32 Option Capital Advisory OCA Premium 3.90 100k 5/1/2011 31 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.98 200k 11/1/1999 30 Crabel Capital Management WPD Crabel Futures Program 4.03 1,000k 7/1/2008 29 Millburn Ridgefield Corporation Multi-Markets Program 4.15 25,000k 10/1/2004 28 Angle Capital Management LLC AIP Program 4.19 100k 1/1/2010 27 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 4.32 1,000k 1/1/2013 26 Conquest Capital Group Conquest Select 4.35 250k 6/1/2004 25 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 4.48 4,000k 2/1/2011 24 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 4.65 1k 6/1/2009 23 Haar Capital Management Discretionary Commodity Trading Program 4.90 250k 12/1/2005 22 Hyman Beck and Company Global Portfolio 5.15 1,000k 3/1/1991 21 Red Oak Commodity Advisors Investment Program 5.18 5,000k 12/1/1989 20 IKOS IKOS Futures Fund 5.25 1,000k 2/1/2010 19 Index Mechanics BV Index Investments Program 5.70 1,000k 1/1/2016 18 Keck Capital Management LLC The Keck Program 5.79 2,000k 12/1/2003 17 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 6.01 50k 7/1/2011 16 Emil van Essen Spread Trading Program 6.03 5,000k 12/1/2006 15 Superfund Group Superfund Blue SPC Class A (EUR) 6.21 50k 4/1/2005 14 Vision Capital Management Global Futures 6.28 500k 2/1/2012 13 Deep Field Capital AG SINGULARITY Fund 6.37 100k 9/1/2011 12 Dreiss Research Corporation Diversified Program 6.52 1,000k 5/1/1991 11 dormouse Limited dormouse - Managed Account 6.79 20,000k 7/1/2011 10 DUNN Capital Management D'Best Futures Fund, L.P. 7.08 100k 6/1/1994 9 Dendrich Ltd QEP 7.41 50k 12/1/2005 8 Qbasis Invest Futures Fund B 7.87 100k 3/1/2009 7 Superfund Group Superfund Blue SPC Class A (Gold) 8.21 50k 12/1/2007 6 Side Op, LLC Side Op Trading Program 8.45 25k 4/1/2013 5 Qbasis Invest Futures Fund A 8.64 100k 4/1/2008 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.30 100k 11/1/1984 3 Golden Point Capital Global Diversified 9.96 250k 7/1/2012 2 Acuity Investment Management, LLC Diversified Futures Program 10.03 50k 8/1/2012 1 Rosetta Capital Management Macro Program 13.18 50k 1/1/2009 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.