Diversified Trader Index For August 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 Aug 2015 Min Inv Inception 205 Insignia Managed Capital Medallion -27.26 50k 2/1/2009 204 Rosetta Capital Management Macro Program -14.87 50k 1/1/2009 203 Insignia Managed Capital Epoch3 -14.83 20k 7/1/2009 202 JKI-Futures, LLC ETIRON Large 2x (Client) -13.73 1,000k 8/1/2012 201 Superfund Group Superfund Green Master -13.49 2,000k 5/1/2001 200 Clarke Capital Management Jupiter -10.71 3,000k 5/1/2005 199 Global Advisory Partners Zurich LLC International Algo Trading -10.27 50k 10/1/2009 198 Superfund Group Superfund Green Gold C (SPC) -10.12 100k 10/1/2005 197 Dendrich Ltd QEP -9.88 50k 12/1/2005 196 Non Correlated Capital Positive Theta Fund -9.58 50k 10/1/2007 195 QCM Global Diversified Programme -9.30 500k 12/1/1995 194 Superfund Group Superfund Green L.P. Series B -9.25 5k 10/1/2002 193 Mulvaney Capital Management The Mulvaney Global Markets Fund -9.23 100k 5/1/1999 192 QCM Alpha Financials Program -9.09 10,000k 6/1/2012 191 Non Correlated Capital Positive Theta Program -9.02 250k 10/1/2007 190 Quantica Capital AG Quantica Managed Futures -8.90 5,000k 1/1/2005 189 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -8.19 50k 7/1/2011 188 Welton Investment Partners Welton Global -7.19 10,000k 6/1/2004 187 Superfund Group Superfund Green Q-AG -6.92 2k 3/1/1996 186 Eclipse Capital Management Global Monetary -6.90 5,000k 8/1/1990 185 Superfund Group Superfund Green Gold B (SPC) -6.80 50k 10/1/2005 184 Superfund Group Superfund Red USD SICAV -6.78 10k 3/1/2013 183 Superfund Group Superfund Red EUR SICAV -6.75 10k 3/1/2013 182 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -6.69 1,000k 10/1/2006 181 Ancile Capital Management Global Markets Program -6.69 2,000k 4/1/2005 180 Transtrend B.V. DTP – Enhanced Risk (JPY) -6.47 10,000k 8/1/2004 179 Melissinos Trading Eupatrid Global Trends -6.39 50k 1/1/2011 178 Global Vista Advisors, LLC Global Vista Options ("GVO") -6.30 50k 10/1/2010 177 Transtrend B.V. DTP – Enhanced Risk (EUR) -6.26 10,000k 8/1/1999 176 Transtrend B.V. DTP – Enhanced Risk (USD) -6.25 10,000k 1/1/1995 175 Crabel Capital Management WPD Crabel Futures Program -6.23 1,000k 7/1/2008 174 Superfund Group Superfund Green L.P. Series A -6.07 5k 10/1/2002 173 Sunrise Capital Partners Sunrise Expanded Diversified Program -5.86 1/1/1989 172 Vision Capital Management Global Futures -5.86 500k 2/1/2012 171 Southwest Managed Investments, LLC Global Diversified -5.62 200k 1/1/2002 170 Quantmetrics Capital Management LLP Directional 10V Strategy -5.59 10,000k 1/1/2007 169 AI1 CTA Euro Invest AI1 CTA Euro Invest -5.41 125k 5/1/2010 168 Crabel Capital Management Crabel Multi-Product -5.40 1,000k 3/1/1998 167 Eckhardt Trading Company Evolution Strategies 1.2X -5.37 10,000k 10/1/1991 166 White River Group Diversified Option Writing Strategy -5.21 20k 11/1/2008 165 Manning & Napier MN Xenon Futures Alpha Program -5.16 7,500k 6/1/2013 164 Acuity Investment Management, LLC Diversified Futures Program -5.08 50k 8/1/2012 163 Manning & Napier MN Xenon Managed Futures (2x) Program -5.01 5,000k 6/1/2006 162 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -4.94 1,000k 5/1/2006 161 Rabar Market Research Diversified Program -4.80 2,000k 1/1/1989 160 Adamah Capital LLC Asset Allocator Program -4.70 50k 3/1/2011 159 Eckhardt Trading Company Evolution Strategies -4.69 20,000k 8/1/1991 158 Abraham Trading Company Diversified Program -4.66 10,000k 1/1/1988 157 Drury Capital Diversified Trend-Following Program -4.63 5,000k 5/1/1997 156 Red Oak Commodity Advisors Investment Program -4.62 5,000k 12/1/1989 155 IStar Capital B.V. IStar Systematic Fund -4.62 1,000k 9/1/2011 154 Transtrend B.V. DTP – Standard Risk (EUR) -4.47 10,000k 2/1/1999 153 FORT LP Fort Global Contrarian -4.43 2,000k 10/1/2002 152 Rotella Capital Management Rotella Polaris Program (Diversified) -4.41 10,000k 1/1/1991 151 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.39 100k 1/1/2005 150 OptHedge Advisors LLC Diversified Options & Futures Program -4.37 250k 10/1/2008 149 Red Rock Capital, LLC Systematic Global Macro -4.31 500k 9/1/2003 148 Briarwood Capital Management, Inc. Diversified 2XL -4.29 250k 11/1/2004 147 Dreiss Research Corporation Diversified Program -4.16 1,000k 5/1/1991 146 Intex Capital Covered Options Program -4.10 50k 1/1/2012 145 Turning Wheel Capital, Inc. Pure Alpha Aggressive -4.05 5,000k 1/1/2012 144 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.82 250k 5/1/2011 143 Aquantum Aquantum Global Systematic UCITS Fund (I) -3.80 500k 3/1/2013 142 Garraway Capital Management LLP Garraway Financial Trends -3.75 100k 9/1/2012 141 Auctos Capital Management Auctos Global Diversified -3.74 3,000k 11/1/2007 140 John Locke Investments Cyril Systematic Program -3.67 8,000k 7/1/2000 139 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -3.66 25k 1/1/2011 138 FORT LP Fort Global Diversified -3.63 2,000k 10/1/1993 137 Superfund Group Superfund Green Gold A (SPC) -3.61 5k 10/1/2005 136 Clarke Capital Management FX Plus -3.52 1,000k 5/1/2004 135 DUNN Capital Management D'Best Futures Fund, L.P. -3.52 100k 6/1/1994 134 Saxon Investment Corporation Aggressive Diversified Program -3.50 2,000k 11/1/1993 133 Revolution Capital Management Mosaic Institutional Program -3.44 25,000k 9/1/2009 132 Kaiser Trading Group Kaiser Global Diversified Program - Class B -3.43 1,000k 3/1/1998 131 Aquantum Aquantum Global Systematic Program (AGS) -3.40 5,000k 7/1/2013 130 Covenant Capital Management Aggressive Program -3.38 3,000k 2/1/2004 129 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -3.28 1,000k 1/1/2013 128 QMS Capital Management LP QMS Diversified Global Macro Strategy -3.20 5,000k 6/1/2010 127 Millburn Ridgefield Corporation Diversified Program -3.17 20,000k 2/1/1977 126 Hyman Beck and Company Global Portfolio -3.13 1,000k 3/1/1991 125 Millburn Ridgefield Corporation Multi-Markets Program -3.11 25,000k 10/1/2004 124 SCT Capital Management The Adaptive Quant Trading (AQT) Program -3.07 10,000k 8/1/2009 123 Covenant Capital Management Original Program -2.98 5,000k 9/1/1999 122 Chesapeake Capital Diversified (LV) -2.94 100k 2/1/1988 121 Clarke Capital Management Millennium -2.81 1,000k 1/1/1998 120 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -2.78 5,000k 12/1/2010 119 Qbasis Invest Futures Fund B -2.78 100k 3/1/2009 118 EMC Capital Advisors, LLC EMC Alpha Program -2.72 5,000k 6/1/2013 117 Clarke Capital Management Global Basic -2.68 50k 2/1/1996 116 Candriam Investor Group Alternative Return Systemat -2.68 125k 1/1/2007 115 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.66 100k 8/1/2009 114 EMC Capital Advisors, LLC Classic -2.65 5,000k 1/1/1985 113 Mark J. Walsh Company Standard Program -2.55 2,000k 9/1/1985 112 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.41 100k 11/1/1984 111 Qbasis Invest Futures Fund A -2.37 100k 4/1/2008 110 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.26 4,000k 2/1/2011 109 Eagle Trading Systems Inc. Eagle Global Financials -2.25 10,000k 1/1/1996 108 NovoDyn Advisors LLC NDC Mean Reversion FT - A -2.21 100k 3/1/2013 107 Gladius Asset Management Fulham Program -2.20 2,000k 1/1/2008 106 NuWave Investment Management, LLC NuWave Investment Partners LP -2.17 250k 6/1/2001 105 Revolution Capital Management Alpha Program -2.17 5,000k 6/1/2007 104 Alee Capital Management, LLC Poniente Program -2.16 2,500k 1/1/1999 103 Auspice Capital Advisors Ltd Auspice Diversified Program -2.14 1,500k 4/1/2006 102 NuWave Investment Management, LLC Combined Futures Portfolio -2.11 5,000k 6/1/2001 101 Revolution Capital Management Alpha Fund -2.11 50k 1/1/2005 100 Estlander & Partners Freedom -2.05 20,000k 8/1/2010 99 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.99 1k 6/1/2009 98 Millburn Ridgefield Corporation Commodity Program -1.99 25,000k 3/1/2005 97 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.98 1,000k 3/1/2003 96 Glider Trading LLP Glider Trading Strategy (Class C) -1.98 500k 9/1/2013 95 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -1.96 1,500k 7/1/2005 94 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.80 50k 10/1/2011 93 Saxon Investment Corporation Diversified Program -1.73 3,000k 9/1/1988 92 Sona Trading Strategies LLC. Diversified Program -1.72 1,000k 9/1/2006 91 GIC Trading LLC Global Diversified Trading Program -1.60 500k 11/1/1998 90 ROW Asset Managment Row Diversified Fund, L.P. -1.60 1,000k 11/1/2011 89 M.S. Capital Management Global Diversified Program -1.52 2,000k 11/1/1998 88 Wavefront Global Asset Management IMFC Global Concentrated -1.46 500k 4/1/2009 87 Keck Capital Management LLC The Keck Program -1.45 2,000k 12/1/2003 86 Cambridge Capital Management UK LLP CCM Program -1.41 2,000k 11/1/2012 85 Turning Wheel Capital, Inc. Pure Alpha -1.39 10,000k 1/1/2012 84 ISAM ISAM Systematic Trend Fund -1.39 1,000k 6/1/2001 83 Clarke Capital Management Global Magnum -1.35 100k 8/1/1997 82 Briarwood Capital Management, Inc. Diversified Trading Program -1.32 3,000k 7/1/2001 81 Somers Brothers Capital Diversified Futures Program #1 -1.31 100k 1/1/2005 80 Estlander & Partners Alpha Trend II - Class P -1.26 100k 12/1/2008 79 IDS Capital IDS F&F Systematic Trading -1.12 50k 7/1/2013 78 White Indian Trading Co. SCS Program (Client) -1.11 250k 2/1/2011 77 1OAK Capital Limited ACORN Commodity -1.11 5,000k 5/1/2012 76 Typhon Capital Management, LLC Metis Momentum Macro Program -1.11 500k 4/1/2013 75 Endeavour Capital LLP Endeavour Pembroke -1.04 2,000k 7/1/2007 74 Parizek Capital Futures Trading Program -1.01 500k 4/1/2000 73 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.01 1k 10/1/2006 72 Angle Capital Management LLC AIP Program -0.97 100k 1/1/2010 71 Abraham Investment Management Formula 72 H -0.90 150k 8/1/2012 70 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.87 200k 11/1/1999 69 MERIT Alternative Investments GmbH Futures Portfolio -0.82 2,000k 6/1/1998 68 Purple Valley Capital, Inc. Diversified Trend 1 -0.67 100k 8/1/2008 67 Witter & Lester, Inc. Diversified Trading Program -0.65 100k 4/1/2013 66 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.57 4,000k 11/1/2008 65 IKOS IKOS Futures Fund -0.55 1,000k 2/1/2010 64 Metolius Capital LLC Metolius Diversified -0.51 100k 6/1/2010 63 Molinero Capital Management LLP Global Markets Program -0.47 2,000k 7/1/2005 62 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.44 3,000k 5/1/2010 61 Trigon Investment Advisors, LLC Discretionary Macro Program -0.24 10,000k 8/1/2007 60 Mobius Asset Management Custom Trading Program -0.20 100k 1/1/2002 59 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.19 50,000k 4/1/1983 58 Clarke Capital Management Worldwide -0.05 250k 1/1/1996 57 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 56 Jaguar Investments Ltd Vario Capital Strategy 0.02 1,000k 5/1/2016 55 John Locke Investments JL Commodity Long Flat Program 0.11 5,000k 12/1/2007 54 Eagle Trading Systems Inc. Eagle Quantitative Macro 0.11 10,000k 10/1/2006 53 Stenger Capital Management, LLC Diversified Trading Program 0.11 200k 4/1/2010 52 Three Rock Capital Management Global Macro Program 0.14 1,000k 1/1/2009 51 Rotella Capital Management Rotella Orion (Short-Term) Program 0.28 10,000k 3/1/2006 50 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 0.40 100k 7/1/2011 49 Sandpiper Asset Management Sandpiper Global Macro Program 0.40 1,000k 8/1/2012 48 Romanesco Capital Management B.V Persistence Program 0.41 5,000k 9/1/2005 47 Paradox Capital Management Sentiment Program (1X) 0.45 1,000k 1/1/2013 46 Estlander & Partners Alpha Trend 0.46 30,000k 10/1/1991 45 Robust Methods LLC Macro Managed Account 0.77 5,000k 1/1/2005 44 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.84 1,000k 3/1/2003 43 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program 0.86 1,000k 10/1/1996 42 Zoi Capital, LLC Telio Program (Client) 0.97 200k 4/1/2010 41 Conquest Capital Group Conquest Select 0.97 250k 6/1/2004 40 Wavefront Global Asset Management IMFC Global Investment Program 1.06 2,000k 2/1/2007 39 Fenja Fund Multi Strategy Ltd. Fenja Fund Multi Strategy Ltd. 1.15 50k 10/1/2010 38 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.27 2,000k 7/1/2013 37 Mondiale Asset Management Mondiale Trading Program 1.32 0k 9/1/1997 36 Kelly Angle Inc. Genesis Program 1.45 2,000k 4/1/2000 35 Mehnert Capital Management, LLC DTP (Client) 1.48 1,000k 3/1/2012 34 Emil van Essen Spread Trading Program 1.48 5,000k 12/1/2006 33 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.52 10k 7/1/2005 32 Deep Field Capital AG SINGULARITY Fund 1.56 100k 9/1/2011 31 Futures Truth Company, FTC-CTA MS4 1.59 250k 10/1/2007 30 Diversified Capital Management Diversified Strategies Investment Fund 1.98 100k 11/1/2012 29 GT CAPITAL CTA GT CAPITAL CTA 2.34 150k 6/1/2009 28 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.57 3,000k 10/1/1992 27 dormouse Limited dormouse - Managed Account 2.62 20,000k 7/1/2011 26 Emil van Essen Long-Short Commodity Program 2.80 1,000k 6/1/2013 25 Emil van Essen EvE Systematic Global Opportunities 2.81 1,000k 9/1/2007 24 RAM Management Group RAM MRTP 1X-Conservative 2.86 1,000k 9/1/1993 23 Vergho Asset Management LLC Kinematics 2.97 1,000k 11/1/2008 22 Future Trade AG Thales Swing Trading Programme 3.17 250k 6/1/2007 21 Quantitative Investment Management Quantitative Global Program 3.17 20,000k 10/1/2003 20 Hawksbill Capital Management Global Diversified 3.35 5,000k 11/1/1988 19 Amplitude Capital International Limited Klassik Strategy 3.76 1,000k 9/1/2009 18 Urban Tree Capital, LLC UTC Plus (Client) 3.82 100k 3/1/2013 17 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.87 2,000k 7/1/1992 16 Alee Capital Management, LLC Mistral Program 4.08 2,500k 1/1/1999 15 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.45 100k 10/1/2009 14 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.59 100k 3/1/2003 13 Dominion Capital Sapphire Program 4.98 3,000k 5/1/2005 12 HB Capital Management Inc. Diversified Program 5.00 50k 3/1/2008 11 ALFAKRAFT ALFA Commodity Fund 5.03 16k 6/1/2010 10 Wimmer Horizon LLP Managed Account 5.16 5,000k 5/1/2005 9 Superfund Group Superfund Blue SPC Class A (EUR) 5.59 50k 4/1/2005 8 Superfund Group Superfund Blue SPC Class A (Gold) 6.52 50k 12/1/2007 7 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 6.53 1,000k 9/1/1997 6 White Indian Trading Co. STAIRS - Futures Program (Client) 6.93 250k 10/1/2008 5 Tactical Investment Management Tactical Institutional Commodity Program 6.99 10,000k 4/1/1993 4 RAM Management Group MRTP Aggressive 8.26 1,000k 2/1/1998 3 Claughton Capital ARP Institutional Program 10.94 1,000k 10/1/2005 2 Conquest Capital Group Conquest Macro 17.82 250k 5/1/1999 1 White Indian Trading Co. STAIRS (Client) 29.54 250k 5/1/2009 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.