Diversified Trader Index For October 2016 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 Oct 2016 Min Inv Inception 112 Stable Asset Management LTD Arctic Blue 3x Share Class -14.36 100k 6/1/2014 111 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -11.42 1,500k 7/1/2014 110 Angle Capital Management LLC AIP Program -10.60 100k 1/1/2010 109 Estlander & Partners Alpha Trend II - Class P -9.52 100k 12/1/2008 108 Deep Field Capital AG SINGULARITY Fund (2x) -8.70 100k 8/1/2014 107 Eagle Trading Systems Inc. Eagle Global Financials -7.03 10,000k 1/1/1996 106 DUNN Capital Management DUNN WMA Institutional Program -6.48 100k 10/1/2011 105 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -6.46 1,500k 7/1/2005 104 FORT LP Global Futures Program (formerly Global Diversified Classic) -6.44 10,000k 3/1/2002 103 Piquant Technologies LLP Pegasus Fund -5.88 1,000k 9/1/2013 102 Rosetta Capital Management Macro Program -5.72 50k 1/1/2009 101 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -5.60 1,000k 1/1/2013 100 FORT LP Fort Global Diversified -5.60 2,000k 3/1/2002 99 EMC Capital Advisors, LLC EMC Alpha Plus Program -5.45 3,000k 5/1/2014 98 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.40 1k 6/1/2009 97 Candriam Investors Group Alternative Return Systemat -5.32 125k 1/1/2007 96 Robust Methods LLC Macro Managed Account -5.29 5,000k 1/1/2005 95 QCM Alpha Financials Program -5.22 10,000k 6/1/2012 94 Stable Asset Management LTD Arctic Blue 1x Share Class -4.88 100k 6/1/2014 93 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.75 250k 5/1/2011 92 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -4.69 1,000k 5/1/2014 91 ISAM ISAM Systematic Trend Fund -4.49 1,000k 6/1/2001 90 Future Trade AG Thales Swing Trading Programme -4.44 250k 6/1/2007 89 Deep Field Capital AG SINGULARITY Fund -4.39 100k 9/1/2011 88 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -4.29 50k 7/1/2011 87 JLC Futures Management Company JLC Managed Futures Fund I, LP. -4.26 100k 8/1/2009 86 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -4.18 500k 9/1/2013 85 Dreiss Research Corporation Diversified Program -4.09 1,000k 5/1/1991 84 EMC Capital Advisors, LLC EMC Alpha Program -3.83 5,000k 6/1/2013 83 Crabel Capital Management WPD Crabel Futures Program -3.62 1,000k 7/1/2008 82 Aquantum Aquantum Global Systematic Program (AGS) -3.49 5,000k 7/1/2013 81 FORT LP Fort Global Contrarian -3.42 2,000k 10/1/2002 80 Adamah Capital LLC Asset Allocator Program -3.40 50k 3/1/2011 79 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -3.38 2,000k 7/1/2013 78 Quantica Capital AG 1X Quantica Managed Futures Fund -3.20 100k 1/1/2014 77 Witter & Lester, Inc. Diversified Trading Program -3.19 100k 4/1/2013 76 Linnis Linnis ONE, LP -3.14 100k 8/1/2014 75 Eagle Trading Systems Inc. Eagle Quantitative Macro -3.10 10,000k 10/1/2006 74 Estlander & Partners Freedom -3.08 20,000k 8/1/2010 73 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.95 10,000k 3/1/2003 72 Garraway Capital Management LLP Garraway Financial Trends -2.95 100k 9/1/2012 71 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.93 1k 10/1/2006 70 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -2.87 10,000k 3/1/2003 69 Quantum Leap Capital Management Managed Account Program -2.86 300k 8/1/2006 68 Superfund Group Superfund Red EUR SICAV -2.84 10k 3/1/2013 67 Millburn Ridgefield Corporation Multi-Markets Program -2.79 25,000k 10/1/2004 66 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.73 5,000k 6/1/2010 65 Superfund Group Superfund Red USD SICAV -2.72 10k 3/1/2013 64 Talenta Capital LLP Diversified -2.71 950k 6/1/2014 63 SCT Capital Management The Adaptive Quant Trading (AQT) Program -2.71 10,000k 8/1/2009 62 Crabel Capital Management Crabel Multi-Product -2.70 1,000k 3/1/1998 61 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -2.62 25,000k 1/1/2014 60 Independent View IV Quantitative Futures Fund -2.55 100k 11/1/2012 59 ROW Asset Managment Row Diversified Fund, L.P. -2.43 1,000k 11/1/2011 58 Quest Partners LLC AlphaQuest Short Bias (AQSB) -2.20 20,000k 5/1/2013 57 Melissinos Trading Eupatrid Global Trends -2.05 100k 1/1/2011 56 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.04 3,000k 5/1/2010 55 Zoi Capital, LLC Telio Program (Client) -1.99 200k 4/1/2010 54 Covenant Capital Management Optimal Program -1.79 10k 2/1/2014 53 Automaton Trading LLC Diversified -1.74 500k 7/1/2014 52 Alee Capital Management, LLC Mistral Program -1.71 2,500k 1/1/1999 51 Prolific Capital Markets, LLC Prolific Swiss System -1.68 10,000k 1/1/2014 50 Alee Capital Management, LLC Poniente Program -1.28 2,500k 1/1/1999 49 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.10 1/1/1989 48 Conquest Capital Group Conquest Macro -1.09 250k 5/1/1999 47 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.05 5,000k 11/1/2012 46 Turning Wheel Capital, Inc. Pure Alpha -0.95 10,000k 1/1/2012 45 Quantum Leap Capital Management LV Program -0.94 600k 11/1/2014 44 Global Advisory Partners Zurich LLC International Algo Trading -0.56 50k 10/1/2009 43 QTS Capital Management, LLC QTS Partners, L.P. -0.50 100k 1/1/2011 42 Metolius Capital LLC Metolius Diversified -0.44 100k 6/1/2010 41 Sandpiper Asset Management Sandpiper Global Macro Program -0.40 1,000k 8/1/2012 40 Typhon Capital Management, LLC Metis Momentum Macro Program -0.35 500k 4/1/2013 39 Stenger Capital Management, LLC Diversified Trading Program -0.27 200k 4/1/2010 38 Whitman Asset Management WAM Global Macro Program -0.17 5,000k 10/1/2014 37 Qbasis Invest Qbasis i Trend Fund -0.13 1k 1/1/2014 36 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 35 Whitman Asset Management WAM Global Macro 2X Program -0.03 2,500k 10/1/2014 34 Sona Trading Strategies LLC. Diversified Program -0.02 1,000k 9/1/2006 32 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 33 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.00 200k 12/1/2013 31 Bluegrass Capital Management Cross Market Bias Model 0.17 3,000k 7/1/2014 30 Global Vista Advisors, LLC Global Vista Options ("GVO") 0.26 50k 10/1/2010 29 Salona Capital LLC ACP2 0.30 25k 11/1/2014 28 Emil van Essen Long-Short Commodity Program 0.34 1,000k 6/1/2013 27 Paradox Capital Management Sentiment Program (1X) 0.34 1,000k 1/1/2013 26 Intex Capital Covered Options Program 0.45 50k 1/1/2012 25 Trigon Investment Advisors, LLC Discretionary Macro Program 0.46 10,000k 8/1/2007 24 Salona Capital LLC ACP 0.50 100k 1/1/2015 23 Bullet Hill Capital LLC Ricochet 0.66 500k 6/1/2014 22 Emil van Essen Multi-Strategy Program 0.76 6,000k 5/1/2014 21 Conquest Capital Group Conquest Select 0.90 250k 6/1/2004 20 dormouse Limited dormouse - Managed Account 0.99 20,000k 7/1/2011 19 Purple Valley Capital, Inc. Diversified Trend 1 1.06 100k 8/1/2008 18 Non Correlated Capital Positive Theta Program 1.06 250k 10/1/2007 17 Kopis Capital Management, LLC Commodity Long Only 1.18 500k 1/1/2014 16 Vision Capital Management Global Futures 1.21 500k 2/1/2012 15 Millburn Ridgefield Corporation Commodity Program 1.24 25,000k 3/1/2005 14 Diversified Capital Management Diversified Strategies Investment Fund 1.40 100k 11/1/2012 13 Worldwide Capital Strategies Profit Quest Strategies 1.78 200k 9/1/2013 12 Valia Capital Management Global Tactical Program 1.92 200k 5/1/2014 11 Eagle Trading Systems Inc. Eagle Frequency Domain System 1.96 25,000k 6/1/2012 10 Non Correlated Capital Positive Theta Fund 1.98 50k 10/1/2007 9 Emil van Essen Long-Short Commodity Program - Accelerated 2.23 200k 5/1/2014 8 Urban Tree Capital, LLC UTC Plus (Client) 2.27 100k 3/1/2013 7 Crescendo Capital Management Neutron Decay (Client) 2.69 50k 7/1/2012 6 Mehnert Capital Management, LLC DTP (Client) 2.99 1,000k 3/1/2012 5 Three Rock Capital Management Global Macro Program 3.32 1,000k 1/1/2009 4 Worldwide Capital Strategies Profit Quest Macro World 3.68 100k 1/1/2010 3 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 7.32 50k 10/1/2011 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 15.69 25k 1/1/2011 1 AG Capital Management Partners, LP Discretionary Global Macro Program 25.84 5,000k 10/1/2014 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.