Diversified Trader Index For July 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 Jul 2015 Min Inv Inception 205 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -20.36 100k 7/1/2011 204 AIS Capital Management, L.P. MAAP (3x-6x) Composite -17.44 2,000k 7/1/1992 203 Superfund Group Superfund Blue SPC Class A (Gold) -11.96 50k 12/1/2007 202 AIS Capital Management, L.P. MAAP (2x-4x) Composite -11.83 3,000k 10/1/1992 201 JKI-Futures, LLC ETIRON Large 2x (Client) -11.47 1,000k 8/1/2012 200 Global Vista Advisors, LLC Global Vista Options ("GVO") -10.06 50k 10/1/2010 199 Covenant Capital Management Aggressive Program -9.66 3,000k 2/1/2004 198 RAM Management Group MRTP Aggressive -8.71 1,000k 2/1/1998 197 Insignia Managed Capital Epoch3 -8.24 20k 7/1/2009 196 Covenant Capital Management Original Program -7.95 5,000k 9/1/1999 195 Superfund Group Superfund Blue SPC Class A (EUR) -7.25 50k 4/1/2005 194 White Indian Trading Co. SCS Program (Client) -7.01 250k 2/1/2011 193 White River Group Diversified Option Writing Strategy -6.44 20k 11/1/2008 192 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -6.42 1,000k 9/1/1997 191 HB Capital Management Inc. Diversified Program -5.93 50k 3/1/2008 190 Emil van Essen Long-Short Commodity Program -5.30 1,000k 6/1/2013 189 Zoi Capital, LLC Telio Program (Client) -5.29 200k 4/1/2010 188 Auspice Capital Advisors Ltd Auspice Diversified Program -4.36 1,500k 4/1/2006 187 Robust Methods LLC Macro Managed Account -4.30 5,000k 1/1/2005 186 Manning & Napier MN Xenon Futures Alpha Program -4.27 7,500k 6/1/2013 185 Parizek Capital Futures Trading Program -4.22 500k 4/1/2000 184 Rotella Capital Management Rotella Orion (Short-Term) Program -3.84 10,000k 3/1/2006 183 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.79 5,000k 12/1/2010 182 John Locke Investments JL Commodity Long Flat Program -3.76 5,000k 12/1/2007 181 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.34 1/1/1989 180 Saxon Investment Corporation Aggressive Diversified Program -3.32 2,000k 11/1/1993 179 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.29 200k 11/1/1999 178 Somers Brothers Capital Diversified Futures Program #1 -3.06 100k 1/1/2005 177 Revolution Capital Management Mosaic Institutional Program -3.01 25,000k 9/1/2009 176 RAM Management Group RAM MRTP 1X-Conservative -2.94 1,000k 9/1/1993 175 Qbasis Invest Futures Fund A -2.92 100k 4/1/2008 174 Urban Tree Capital, LLC UTC Plus (Client) -2.75 100k 3/1/2013 173 Qbasis Invest Futures Fund B -2.73 100k 3/1/2009 172 Aquantum Aquantum Global Systematic UCITS Fund (I) -2.58 500k 3/1/2013 171 AI1 CTA Euro Invest AI1 CTA Euro Invest -2.57 125k 5/1/2010 170 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -2.57 1,000k 1/1/2013 169 Superfund Group Superfund Green Gold A (SPC) -2.57 5k 10/1/2005 168 Aquantum Aquantum Global Systematic Program (AGS) -2.56 5,000k 7/1/2013 167 Clarke Capital Management FX Plus -2.56 1,000k 5/1/2004 166 Revolution Capital Management Alpha Fund -2.51 50k 1/1/2005 165 Revolution Capital Management Alpha Program -2.50 5,000k 6/1/2007 164 Romanesco Capital Management B.V Persistence Program -2.21 5,000k 9/1/2005 163 Manning & Napier MN Xenon Managed Futures (2x) Program -2.13 5,000k 6/1/2006 162 Vergho Asset Management LLC Kinematics -2.05 1,000k 11/1/2008 161 Non Correlated Capital Positive Theta Fund -1.60 50k 10/1/2007 160 Non Correlated Capital Positive Theta Program -1.56 250k 10/1/2007 159 Eagle Trading Systems Inc. Eagle Global Financials -1.55 10,000k 1/1/1996 158 Saxon Investment Corporation Diversified Program -1.52 3,000k 9/1/1988 157 Rosetta Capital Management Macro Program -1.48 50k 1/1/2009 156 Quantitative Investment Management Quantitative Global Program -1.46 20,000k 10/1/2003 155 Red Oak Commodity Advisors Investment Program -1.15 5,000k 12/1/1989 154 Mobius Asset Management Custom Trading Program -1.00 100k 1/1/2002 153 IKOS IKOS Futures Fund -0.99 1,000k 2/1/2010 152 Mobius Asset Management Diversified Program -0.95 250k 3/1/2004 151 Vision Capital Management Global Futures -0.82 500k 2/1/2012 150 Quantica Capital AG Quantica Managed Futures -0.80 5,000k 1/1/2005 149 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.78 100k 8/1/2009 148 Briarwood Capital Management, Inc. Diversified Trading Program -0.75 3,000k 7/1/2001 147 Sona Trading Strategies LLC. Diversified Program -0.74 1,000k 9/1/2006 146 Alee Capital Management, LLC Mistral Program -0.66 2,500k 1/1/1999 145 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.63 1,000k 10/1/2006 144 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.62 1,000k 3/1/2003 143 Futures Truth Company, FTC-CTA MS4 -0.60 250k 10/1/2007 142 Emil van Essen Spread Trading Program -0.55 5,000k 12/1/2006 141 Gladius Asset Management Fulham Program -0.54 2,000k 1/1/2008 140 IStar Capital B.V. IStar Systematic Fund -0.49 1,000k 9/1/2011 139 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.30 1,000k 3/1/1998 138 Glider Trading LLP Glider Trading Strategy (Class C) -0.29 500k 9/1/2013 137 Briarwood Capital Management, Inc. Diversified 2XL -0.25 250k 11/1/2004 136 Mark J. Walsh Company Standard Program -0.23 2,000k 9/1/1985 135 Clarke Capital Management Global Basic -0.23 50k 2/1/1996 134 Ancile Capital Management Global Markets Program -0.23 2,000k 4/1/2005 133 Three Rock Capital Management Global Macro Program -0.17 1,000k 1/1/2009 132 Emil van Essen EvE Systematic Global Opportunities -0.17 1,000k 9/1/2007 131 Typhon Capital Management, LLC Metis Momentum Macro Program -0.04 500k 4/1/2013 130 Jaguar Investments Ltd Vario Capital Strategy -0.03 1,000k 5/1/2016 129 Superfund Group Superfund Green Gold B (SPC) -0.03 50k 10/1/2005 128 Claughton Capital ARP Institutional Program 0.00 1,000k 10/1/2005 127 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.02 2,000k 7/1/2013 126 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.07 100k 3/1/2013 125 Rabar Market Research Diversified Program 0.08 2,000k 1/1/1989 124 Global Advisory Partners Zurich LLC International Algo Trading 0.10 50k 10/1/2009 123 Stenger Capital Management, LLC Diversified Trading Program 0.13 200k 4/1/2010 122 Metolius Capital LLC Metolius Diversified 0.14 100k 6/1/2010 121 Eckhardt Trading Company Evolution Strategies 0.22 20,000k 8/1/1991 120 EMC Capital Advisors, LLC EMC Alpha Program 0.33 5,000k 6/1/2013 119 Fenja Fund Multi Strategy Ltd. Fenja Fund Multi Strategy Ltd. 0.34 50k 10/1/2010 118 Cambridge Capital Management UK LLP CCM Program 0.35 2,000k 11/1/2012 117 Eckhardt Trading Company Evolution Strategies 1.2X 0.41 10,000k 10/1/1991 116 OptHedge Advisors LLC Diversified Options & Futures Program 0.45 250k 10/1/2008 115 Red Rock Capital, LLC Systematic Global Macro 0.45 500k 9/1/2003 114 Auctos Capital Management Auctos Global Diversified 0.46 3,000k 11/1/2007 113 1OAK Capital Limited ACORN Commodity 0.47 5,000k 5/1/2012 112 Melissinos Trading Eupatrid Global Trends 0.49 50k 1/1/2011 111 Eagle Trading Systems Inc. Eagle Quantitative Macro 0.50 10,000k 10/1/2006 110 Crabel Capital Management WPD Crabel Futures Program 0.51 1,000k 7/1/2008 109 Conquest Capital Group Conquest Select 0.64 250k 6/1/2004 108 Dominion Capital Sapphire Program 0.64 3,000k 5/1/2005 107 Turning Wheel Capital, Inc. Pure Alpha 0.67 10,000k 1/1/2012 106 Future Trade AG Thales Swing Trading Programme 0.70 250k 6/1/2007 105 GT CAPITAL CTA GT CAPITAL CTA 0.88 150k 6/1/2009 104 White Indian Trading Co. STAIRS (Client) 0.90 250k 5/1/2009 103 FORT LP Fort Global Diversified 1.00 2,000k 10/1/1993 102 Crabel Capital Management Crabel Multi-Product 1.03 1,000k 3/1/1998 101 GIC Trading LLC Global Diversified Trading Program 1.07 500k 11/1/1998 100 Garraway Capital Management LLP Garraway Financial Trends 1.11 100k 9/1/2012 99 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.17 10,000k 8/1/2009 98 Mehnert Capital Management, LLC DTP (Client) 1.22 1,000k 3/1/2012 97 Abraham Trading Company Diversified Program 1.26 10,000k 1/1/1988 96 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.26 4,000k 11/1/2008 95 Amplitude Capital International Limited Klassik Strategy 1.31 1,000k 9/1/2009 94 MERIT Alternative Investments GmbH Futures Portfolio 1.35 2,000k 6/1/1998 93 FORT LP Fort Global Contrarian 1.35 2,000k 10/1/2002 92 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.45 1k 10/1/2006 91 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.48 1,000k 5/1/2006 90 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.58 5,000k 6/1/2010 89 Wavefront Global Asset Management IMFC Global Concentrated 1.61 500k 4/1/2009 88 Alee Capital Management, LLC Poniente Program 1.61 2,500k 1/1/1999 87 Quantmetrics Capital Management LLP Directional 10V Strategy 1.64 10,000k 1/1/2007 86 Paradox Capital Management Sentiment Program (1X) 1.66 1,000k 1/1/2013 85 Trigon Investment Advisors, LLC Discretionary Macro Program 1.69 10,000k 8/1/2007 84 ROW Asset Managment Row Diversified Fund, L.P. 1.73 1,000k 11/1/2011 83 Superfund Group Superfund Green L.P. Series A 1.75 5k 10/1/2002 82 Estlander & Partners Freedom 1.81 20,000k 8/1/2010 81 Conquest Capital Group Conquest Macro 1.82 250k 5/1/1999 80 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.82 100k 1/1/2005 79 Turning Wheel Capital, Inc. Pure Alpha Aggressive 1.90 5,000k 1/1/2012 78 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.97 3,000k 5/1/2010 77 M.S. Capital Management Global Diversified Program 2.07 2,000k 11/1/1998 76 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 2.21 1,500k 7/1/2005 75 Diversified Capital Management Diversified Strategies Investment Fund 2.28 100k 11/1/2012 74 Superfund Group Superfund Green Gold C (SPC) 2.32 100k 10/1/2005 73 QCM Global Diversified Programme 2.35 500k 12/1/1995 72 Intex Capital Covered Options Program 2.46 50k 1/1/2012 71 Candriam Investor Group Alternative Return Systemat 2.46 125k 1/1/2007 70 Eclipse Capital Management Global Monetary 2.49 5,000k 8/1/1990 69 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 2.60 50k 7/1/2011 68 Endeavour Capital LLP Endeavour Pembroke 2.63 2,000k 7/1/2007 67 Insignia Managed Capital Medallion 2.66 50k 2/1/2009 66 Rotella Capital Management Rotella Polaris Program (Diversified) 2.85 10,000k 1/1/1991 65 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.86 1k 6/1/2009 64 QCM Alpha Financials Program 2.91 10,000k 6/1/2012 63 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 2.94 50k 10/1/2011 62 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.96 10k 7/1/2005 61 IDS Capital IDS F&F Systematic Trading 3.01 50k 7/1/2013 60 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 3.09 50,000k 4/1/1983 59 Mondiale Asset Management Mondiale Trading Program 3.22 0k 9/1/1997 58 John Locke Investments Cyril Systematic Program 3.23 8,000k 7/1/2000 57 Estlander & Partners Alpha Trend 3.33 30,000k 10/1/1991 56 Clarke Capital Management Millennium 3.33 1,000k 1/1/1998 55 Adamah Capital LLC Asset Allocator Program 3.50 50k 3/1/2011 54 Clarke Capital Management Jupiter 3.68 3,000k 5/1/2005 53 Superfund Group Superfund Green L.P. Series B 3.69 5k 10/1/2002 52 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 3.93 4,000k 2/1/2011 51 ALFAKRAFT ALFA Commodity Fund 3.94 16k 6/1/2010 50 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.95 250k 5/1/2011 49 Chesapeake Capital Diversified (LV) 4.00 100k 2/1/1988 48 White Indian Trading Co. STAIRS - Futures Program (Client) 4.11 250k 10/1/2008 47 Hyman Beck and Company Global Portfolio 4.30 1,000k 3/1/1991 46 Hawksbill Capital Management Global Diversified 4.30 5,000k 11/1/1988 45 Tactical Investment Management Tactical Institutional Commodity Program 4.38 10,000k 4/1/1993 44 Welton Investment Partners Welton Global 4.39 10,000k 6/1/2004 43 NuWave Investment Management, LLC NuWave Investment Partners LP 4.56 250k 6/1/2001 42 EMC Capital Advisors, LLC Classic 4.66 5,000k 1/1/1985 41 Dendrich Ltd QEP 4.69 50k 12/1/2005 40 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.77 100k 5/1/1999 39 Millburn Ridgefield Corporation Commodity Program 4.84 25,000k 3/1/2005 38 Witter & Lester, Inc. Diversified Trading Program 4.89 100k 4/1/2013 37 NuWave Investment Management, LLC Combined Futures Portfolio 4.89 5,000k 6/1/2001 36 Transtrend B.V. DTP – Standard Risk (EUR) 4.90 10,000k 2/1/1999 35 Superfund Group Superfund Green Q-AG 4.92 2k 3/1/1996 34 Superfund Group Superfund Red EUR SICAV 5.16 10k 3/1/2013 33 Superfund Group Superfund Red USD SICAV 5.21 10k 3/1/2013 32 Wimmer Horizon LLP Managed Account 5.23 5,000k 5/1/2005 31 Wavefront Global Asset Management IMFC Global Investment Program 5.30 2,000k 2/1/2007 30 Millburn Ridgefield Corporation Diversified Program 5.43 20,000k 2/1/1977 29 Millburn Ridgefield Corporation Multi-Markets Program 5.51 25,000k 10/1/2004 28 Keck Capital Management LLC The Keck Program 5.65 2,000k 12/1/2003 27 Clarke Capital Management Worldwide 5.86 250k 1/1/1996 26 Clarke Capital Management Global Magnum 5.86 100k 8/1/1997 25 dormouse Limited dormouse - Managed Account 5.86 10,000k 7/1/2011 24 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.98 1,000k 3/1/2003 23 Southwest Managed Investments, LLC Global Diversified 5.99 200k 1/1/2002 22 Molinero Capital Management LLP Global Markets Program 6.23 2,000k 7/1/2005 21 Deep Field Capital AG SINGULARITY Fund 6.38 100k 9/1/2011 20 Drury Capital Diversified Trend-Following Program 6.40 5,000k 5/1/1997 19 Sandpiper Asset Management Sandpiper Global Macro Program 6.71 1,000k 8/1/2012 18 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 6.78 25k 1/1/2011 17 Angle Capital Management LLC AIP Program 6.96 100k 1/1/2010 16 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program 6.99 1,000k 10/1/1996 15 Abraham Investment Management Formula 72 H 7.04 150k 8/1/2012 14 Transtrend B.V. DTP – Enhanced Risk (JPY) 7.11 10,000k 8/1/2004 13 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.61 10,000k 8/1/1999 12 Transtrend B.V. DTP – Enhanced Risk (USD) 7.84 10,000k 1/1/1995 11 Dreiss Research Corporation Diversified Program 8.04 1,000k 5/1/1991 10 ISAM ISAM Systematic Trend Fund 8.80 1,000k 6/1/2001 9 Kelly Angle Inc. Genesis Program 8.82 2,000k 4/1/2000 8 Acuity Investment Management, LLC Diversified Futures Program 8.87 50k 8/1/2012 7 Estlander & Partners Alpha Trend II - Class P 10.35 100k 12/1/2008 6 Superfund Group Superfund Green Master 11.09 2,000k 5/1/2001 5 Purple Valley Capital, Inc. Diversified Trend 1 13.30 100k 8/1/2008 4 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 14.24 100k 3/1/2003 3 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 15.15 100k 10/1/2009 2 DUNN Capital Management D'Best Futures Fund, L.P. 15.93 100k 6/1/1994 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.60 100k 11/1/1984 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.