Diversified Trader Index For May 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 May 2015 Min Inv Inception 205 GIC Trading LLC Global Diversified Trading Program -10.05 500k 11/1/1998 204 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.50 100k 3/1/2003 203 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.10 100k 10/1/2009 202 Parizek Capital Futures Trading Program -8.32 500k 4/1/2000 201 Estlander & Partners Alpha Trend II - Class P -7.46 100k 12/1/2008 200 Purple Valley Capital, Inc. Diversified Trend 1 -6.87 100k 8/1/2008 199 Conquest Capital Group Conquest Macro -6.35 250k 5/1/1999 198 Saxon Investment Corporation Aggressive Diversified Program -5.26 2,000k 11/1/1993 197 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -5.14 200k 11/1/1999 196 Eagle Trading Systems Inc. Eagle Quantitative Macro -4.26 10,000k 10/1/2006 195 Sona Trading Strategies LLC. Diversified Program -4.12 1,000k 9/1/2006 194 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.09 2,000k 7/1/1992 193 Zoi Capital, LLC Telio Program (Client) -3.96 200k 4/1/2010 192 Covenant Capital Management Aggressive Program -3.93 3,000k 2/1/2004 191 Qbasis Invest Futures Fund A -3.75 100k 4/1/2008 190 Claughton Capital ARP Institutional Program -3.69 1,000k 10/1/2005 189 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -3.63 10,000k 3/1/2003 188 Qbasis Invest Futures Fund B -3.39 100k 3/1/2009 187 Eclipse Capital Management Global Monetary -3.23 5,000k 8/1/1990 186 Covenant Capital Management Original Program -3.18 5,000k 9/1/1999 185 HB Capital Management Inc. Diversified Program -3.01 50k 3/1/2008 184 Transtrend B.V. DTP – Enhanced Risk (USD) -3.01 10,000k 1/1/1995 183 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.90 50k 10/1/2010 182 John Locke Investments JL Commodity Long Flat Program -2.88 5,000k 12/1/2007 181 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.78 10,000k 8/1/1999 180 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.78 3,000k 10/1/1992 179 Futures Truth Company, FTC-CTA MS4 -2.73 250k 10/1/2007 178 Amplitude Capital International Limited Klassik Strategy -2.72 1,000k 9/1/2009 177 IKOS IKOS Futures Fund -2.70 1,000k 2/1/2010 176 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.69 10,000k 8/1/2004 175 Saxon Investment Corporation Diversified Program -2.51 3,000k 9/1/1988 174 JKI-Futures, LLC ETIRON Large 2x (Client) -2.45 1,000k 8/1/2012 173 Gladius Asset Management Fulham Program -2.44 2,000k 1/1/2008 172 Abraham Trading Company Diversified Program -2.37 10,000k 1/1/1988 171 ALFAKRAFT ALFA Commodity Fund -2.34 16k 6/1/2010 170 Mehnert Capital Management, LLC DTP (Client) -2.34 1,000k 3/1/2012 169 Typhon Capital Management, LLC Metis Momentum Macro Program -2.33 500k 4/1/2013 168 Estlander & Partners Alpha Trend -2.27 30,000k 10/1/1991 167 Superfund Group Superfund Red USD SICAV -2.27 10k 3/1/2013 166 ROW Asset Managment Row Diversified Fund, L.P. -2.24 1,000k 11/1/2011 165 Metolius Capital LLC Metolius Diversified -2.22 100k 6/1/2010 164 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -2.17 500k 9/1/2013 163 Revolution Capital Management Alpha Fund -2.16 50k 1/1/2005 162 Superfund Group Superfund Red EUR SICAV -2.11 10k 3/1/2013 161 Aquantum Aquantum Global Systematic Program (AGS) -2.04 5,000k 7/1/2013 160 Auspice Capital Advisors Ltd Auspice Diversified Program -2.03 1,500k 6/1/2007 159 Aquantum Aquantum Global Systematic UCITS Fund (I) -2.00 500k 3/1/2013 158 John Locke Investments Cyril Systematic Program -1.97 8,000k 7/1/2000 157 Revolution Capital Management Alpha Program -1.95 5,000k 6/1/2007 156 Emil van Essen Long-Short Commodity Program -1.94 1,000k 6/1/2013 155 ISAM ISAM Systematic Trend Fund -1.90 1,000k 6/1/2001 154 Transtrend B.V. DTP – Standard Risk (EUR) -1.87 10,000k 2/1/1999 153 Estlander & Partners Freedom -1.79 20,000k 8/1/2010 152 Paradox Capital Management Sentiment Program (1X) -1.78 1,000k 1/1/2013 151 GT CAPITAL CTA GT Dynamic Trading Program -1.71 150k 6/1/2009 150 Mobius Asset Management Custom Trading Program -1.70 100k 1/1/2002 149 Alee Capital Management, LLC Poniente Program -1.44 2,500k 1/1/1999 148 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 147 Southwest Managed Investments, LLC Global Diversified -1.35 200k 1/1/2002 146 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program -1.23 1,000k 10/1/1996 145 White Indian Trading Co. SCS Program (Client) -1.15 250k 2/1/2011 144 Conquest Capital Group Conquest Select -1.15 250k 6/1/2004 143 Briarwood Capital Management, Inc. Diversified 2XL -1.13 250k 11/1/2004 142 Turning Wheel Capital, Inc. Pure Alpha Aggressive -1.07 5,000k 1/1/2012 141 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.07 1,000k 10/1/2006 140 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.05 5,000k 6/1/2010 139 Global Advisory Partners Zurich LLC International Algo Trading -1.03 50k 10/1/2009 138 Wimmer Horizon LLP Managed Account -1.02 5,000k 5/1/2005 137 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -1.00 50,000k 4/1/1983 136 QCM Global Diversified Programme -0.96 500k 12/1/1995 135 Alee Capital Management, LLC Mistral Program -0.96 2,500k 1/1/1999 134 Revolution Capital Management Mosaic Institutional Program -0.92 25,000k 9/1/2009 133 Millburn Ridgefield Corporation Multi-Markets Program -0.91 25,000k 10/1/2004 132 Non Correlated Capital Positive Theta Fund -0.90 50k 10/1/2007 131 Millburn Ridgefield Corporation Diversified Program -0.89 20,000k 2/1/1977 130 Non Correlated Capital Positive Theta Program -0.86 250k 10/1/2007 129 Clarke Capital Management Global Basic -0.83 50k 2/1/1996 128 Welton Investment Partners Welton Global -0.79 10,000k 6/1/2004 127 Superfund Group Superfund Green Q-AG -0.72 2k 3/1/1996 126 Mondiale Asset Management Mondiale Trading Program -0.70 0k 9/1/1997 125 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.58 1,000k 3/1/1998 124 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.56 10,000k 3/1/2003 123 Briarwood Capital Management, Inc. Diversified Trading Program -0.54 3,000k 7/1/2001 122 Hawksbill Capital Management Global Diversified -0.52 5,000k 11/1/1988 121 IStar Capital B.V. IStar Systematic Fund -0.48 1,000k 9/1/2011 120 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -0.47 100k 7/1/2011 119 Dreiss Research Corporation Diversified Program -0.47 1,000k 5/1/1991 118 Hyman Beck and Company Global Portfolio -0.40 1,000k 3/1/1991 117 Turning Wheel Capital, Inc. Pure Alpha -0.38 10,000k 1/1/2012 116 Superfund Group Superfund Green L.P. Series B -0.34 5k 10/1/2002 115 Manning & Napier MN Xenon Managed Futures (2x) Program -0.34 5,000k 6/1/2006 114 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.33 1k 6/1/2009 113 Dominion Capital Sapphire Program -0.25 3,000k 5/1/2005 112 Kelly Angle Inc. Genesis Program -0.25 2,000k 4/1/2000 111 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.24 100k 8/1/2009 110 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.22 1k 10/1/2006 109 Superfund Group Superfund Green L.P. Series A -0.17 5k 10/1/2002 108 FORT LP Fort Global Diversified -0.14 2,000k 3/1/2002 107 Tactical Investment Management Tactical Institutional Commodity Program -0.13 10,000k 4/1/1993 106 Clarke Capital Management FX Plus -0.11 1,000k 5/1/2004 105 Superfund Group Superfund Green Master -0.11 2,000k 5/1/2001 104 Rotella Capital Management Rotella Orion (Short-Term) Program -0.11 10,000k 3/1/2006 103 Quantica Capital AG Quantica Managed Futures -0.10 10,000k 1/1/2005 102 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.08 1/1/1989 101 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.04 4,000k 11/1/2008 100 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.04 5,000k 12/1/2010 99 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.02 100k 3/1/2013 98 Jaguar Investments Ltd Vario Capital Strategy -0.01 1,000k 5/1/2016 97 Acuity Investment Management, LLC Diversified Futures Program -0.01 50k 8/1/2012 95 Mobius Asset Management Diversified Program 0.00 250k 3/1/2004 96 White Indian Trading Co. STAIRS - Futures Program (Client) 0.00 250k 10/1/2008 94 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.03 10k 7/1/2005 93 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.04 50k 10/1/2011 92 M.S. Capital Management Global Diversified Program 0.04 2,000k 11/1/1998 91 Drury Capital Diversified Trend-Following Program 0.10 5,000k 5/1/1997 90 OptHedge Advisors LLC Diversified Options & Futures Program 0.12 250k 10/1/2008 89 Candriam Investors Group Alternative Return Systemat 0.14 125k 1/1/2007 88 Stenger Capital Management, LLC Diversified Trading Program 0.15 200k 4/1/2010 87 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 0.24 4,000k 2/1/2011 86 QCM Alpha Financials Program 0.24 10,000k 6/1/2012 85 1OAK Capital Limited ACORN Commodity 0.24 5,000k 5/1/2012 84 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.27 25k 1/1/2011 83 Abraham Investment Management Formula 72 H 0.28 150k 8/1/2012 82 Somers Brothers Capital Diversified Futures Program #1 0.28 100k 1/1/2005 81 Superfund Group Superfund Green Gold A (SPC) 0.29 5k 10/1/2005 80 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.30 10,000k 8/1/2009 79 Diversified Capital Management Diversified Strategies Investment Fund 0.35 100k 11/1/2012 78 Superfund Group Superfund Green Gold B (SPC) 0.39 50k 10/1/2005 77 Robust Methods LLC Macro Managed Account 0.43 5,000k 1/1/2005 76 EMC Capital Advisors, LLC EMC Alpha Program 0.43 5,000k 6/1/2013 75 Red Oak Commodity Advisors Investment Program 0.44 5,000k 12/1/1989 74 Crabel Capital Management WPD Crabel Futures Program 0.44 1,000k 7/1/2008 73 Superfund Group Superfund Green Gold C (SPC) 0.46 100k 10/1/2005 72 Rabar Market Research Diversified Program 0.47 2,000k 1/1/1989 71 Mark J. Walsh Company Standard Program 0.53 2,000k 9/1/1985 70 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 0.55 1,500k 7/1/2005 69 Wavefront Global Asset Management IMFC Global Concentrated 0.55 500k 4/1/2009 68 Romanesco Capital Management B.V Persistence Program 0.58 5,000k 9/1/2005 67 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.68 1,000k 1/1/2013 66 EMC Capital Advisors, LLC Classic 0.71 5,000k 1/1/1985 65 Quantitative Investment Management Quantitative Global Program 0.73 20,000k 10/1/2003 64 Garraway Capital Management LLP Garraway Financial Trends 0.73 100k 9/1/2012 63 IDS Capital IDS F&F Systematic Trading 0.75 50k 7/1/2013 62 RAM Management Group RAM MRTP 1X-Conservative 0.76 1,000k 9/1/1993 61 NuWave Investment Management, LLC NuWave Investment Partners LP 0.77 250k 6/1/2001 60 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.80 1,000k 9/1/1997 59 Vergho Asset Management LLC Kinematics 0.82 1,000k 11/1/2008 58 Wavefront Global Asset Management IMFC Global Investment Program 0.85 2,000k 2/1/2007 57 AI1 CTA Euro Invest AI1 CTA Euro Invest 0.87 125k 5/1/2010 56 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.88 50k 7/1/2011 55 NuWave Investment Management, LLC Combined Futures Portfolio 0.93 5,000k 6/1/2001 54 Emil van Essen Spread Trading Program 0.93 5,000k 12/1/2006 53 Fenja Fund Multi Strategy Ltd. Fenja Fund Multi Strategy Ltd. 0.95 50k 10/1/2010 52 Trigon Investment Advisors, LLC Discretionary Macro Program 0.95 10,000k 8/1/2007 51 Clarke Capital Management Millennium 0.96 1,000k 1/1/1998 50 Sandpiper Asset Management Sandpiper Global Macro Program 1.00 1,000k 8/1/2012 49 Melissinos Trading Eupatrid Global Trends 1.07 50k 1/1/2011 48 Eagle Trading Systems Inc. Eagle Global Financials 1.13 10,000k 1/1/1996 47 MERIT Alternative Investments GmbH Futures Portfolio 1.15 2,000k 6/1/1998 46 Insignia Managed Capital Medallion 1.17 50k 2/1/2009 45 Crabel Capital Management Crabel Multi-Product 1.17 1,000k 3/1/1998 44 Vision Capital Management Global Futures 1.24 500k 2/1/2012 43 Witter & Lester, Inc. Diversified Trading Program 1.27 100k 4/1/2013 42 FORT LP Fort Global Contrarian 1.28 2,000k 10/1/2002 41 Intex Capital Covered Options Program 1.29 50k 1/1/2012 40 Chesapeake Capital Diversified (LV) 1.30 100k 2/1/1988 39 Auctos Capital Management Auctos Global Diversified 1.34 3,000k 11/1/2007 38 Clarke Capital Management Jupiter 1.44 3,000k 5/1/2005 37 White River Group Diversified Option Writing Strategy 1.52 20k 11/1/2008 36 Rotella Capital Management Rotella Polaris Program (Diversified) 1.63 10,000k 1/1/1991 35 Manning & Napier MN Xenon Futures Alpha Program 1.65 7,500k 6/1/2013 34 Red Rock Capital, LLC Systematic Global Macro 1.66 500k 9/1/2003 33 Molinero Capital Management LLP Global Markets Program 1.79 2,000k 7/1/2005 32 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.84 100k 1/1/2005 31 Cambridge Capital Management UK LLP CCM Program 1.99 2,000k 11/1/2012 30 Eckhardt Trading Company Evolution Strategies 2.13 20,000k 8/1/1991 29 Urban Tree Capital, LLC UTC Plus (Client) 2.18 100k 3/1/2013 28 dormouse Limited dormouse - Managed Account 2.23 20,000k 7/1/2011 27 Angle Capital Management LLC AIP Program 2.24 100k 1/1/2010 26 Quantmetrics Capital Management LLP Directional 10V Strategy 2.25 10,000k 1/1/2007 25 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.34 1,000k 5/1/2006 24 RAM Management Group MRTP Aggressive 2.39 1,000k 2/1/1998 23 Future Trade AG Thales Swing Trading Programme 2.43 250k 6/1/2007 22 Eckhardt Trading Company Evolution Strategies 1.2X 2.48 10,000k 10/1/1991 21 Emil van Essen EvE Systematic Global Opportunities 2.62 1,000k 9/1/2007 20 Ancile Capital Management Global Markets Program 2.69 2,000k 4/1/2005 19 White Indian Trading Co. STAIRS (Client) 2.69 250k 5/1/2009 18 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.70 250k 5/1/2011 17 Three Rock Capital Management Global Macro Program 2.75 1,000k 1/1/2009 16 Deep Field Capital AG SINGULARITY Fund 2.95 100k 9/1/2011 15 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 3.12 2,000k 7/1/2013 14 Strategic Capital Advisors LLC Multi-strategy Futures Program 3.26 3,000k 5/1/2010 13 Millburn Ridgefield Corporation Commodity Program 3.90 25,000k 3/1/2005 12 Clarke Capital Management Worldwide 3.92 250k 1/1/1996 11 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.13 100k 5/1/1999 10 Rosetta Capital Management Macro Program 4.16 50k 1/1/2009 9 Endeavour Capital LLP Endeavour Pembroke 4.20 2,000k 7/1/2007 8 Superfund Group Superfund Blue SPC Class A (EUR) 4.41 50k 4/1/2005 7 Keck Capital Management LLC The Keck Program 4.45 2,000k 12/1/2003 6 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.65 100k 11/1/1984 5 DUNN Capital Management D'Best Futures Fund, L.P. 4.71 100k 6/1/1994 4 Dendrich Ltd QEP 5.25 50k 12/1/2005 3 Insignia Managed Capital Epoch3 6.73 20k 7/1/2009 2 Superfund Group Superfund Blue SPC Class A (Gold) 7.75 50k 12/1/2007 1 Clarke Capital Management Global Magnum 9.42 100k 8/1/1997 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.