Diversified Trader Index For June 2016 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 Jun 2016 Min Inv Inception 105 Qbasis Invest Qbasis i Trend Fund -7.01 1k 1/1/2014 104 Purple Valley Capital, Inc. Diversified Trend 1 -6.89 100k 8/1/2008 103 Global Advisory Partners Zurich LLC International Algo Trading -6.66 50k 10/1/2009 102 Zoi Capital, LLC Telio Program (Client) -6.35 200k 4/1/2010 101 Urban Tree Capital, LLC UTC Plus (Client) -5.42 100k 3/1/2013 100 Rosetta Capital Management Macro Program -5.38 50k 1/1/2009 99 Trigon Investment Advisors, LLC Discretionary Macro Program -4.10 10,000k 8/1/2007 98 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.65 3,000k 5/1/2010 97 Mehnert Capital Management, LLC DTP (Client) -3.63 1,000k 3/1/2012 96 Superfund Group Superfund Red EUR SICAV -3.54 10k 3/1/2013 95 Superfund Group Superfund Red USD SICAV -3.53 10k 3/1/2013 94 Sona Trading Strategies LLC. Diversified Program -3.41 1,000k 9/1/2006 93 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -3.33 1,500k 7/1/2014 92 Paradox Capital Management Sentiment Program (1X) -3.31 1,000k 1/1/2013 91 ALFAKRAFT ALFA Commodity Fund -2.37 16k 6/1/2010 90 Crescendo Capital Management Neutron Decay (Client) -2.05 50k 7/1/2012 89 Emil van Essen Long-Short Commodity Program - Accelerated -2.04 200k 5/1/2014 88 Emil van Essen Long-Short Commodity Program -1.92 1,000k 6/1/2013 87 Estlander & Partners Freedom -1.89 20,000k 8/1/2010 86 Turning Wheel Capital, Inc. Pure Alpha -1.71 10,000k 1/1/2012 85 Valia Capital Management Global Tactical Program -1.57 200k 5/1/2014 84 Independent View IV Quantitative Futures Fund -1.46 100k 11/1/2012 83 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.37 1/1/1989 82 Quantum Leap Capital Management Managed Account Program -1.21 300k 8/1/2006 81 Worldwide Capital Strategies Profit Quest Strategies -0.96 200k 9/1/2013 80 Deep Field Capital AG SINGULARITY Fund (2x) -0.89 100k 8/1/2014 79 Witter & Lester, Inc. Diversified Trading Program -0.81 100k 4/1/2013 78 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.75 1,000k 1/1/2013 77 OptHedge Advisors LLC Diversified Options & Futures Program -0.56 250k 10/1/2008 76 Cambridge Capital Management UK LLP CCM Program -0.50 2,000k 11/1/2012 75 Deep Field Capital AG SINGULARITY Fund -0.49 100k 9/1/2011 74 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.33 2,000k 7/1/2013 73 Bluegrass Capital Management Cross Market Bias Model -0.23 3,000k 7/1/2014 72 Millburn Ridgefield Corporation Commodity Program -0.09 25,000k 3/1/2005 71 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.04 200k 12/1/2013 70 Typhon Capital Management, LLC Metis Momentum Macro Program 0.06 500k 4/1/2013 69 Worldwide Capital Strategies Profit Quest Macro World 0.08 100k 1/1/2010 68 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.12 100k 3/1/2013 67 Automaton Trading LLC Diversified 0.14 500k 7/1/2014 66 Stenger Capital Management, LLC Diversified Trading Program 0.39 200k 4/1/2010 65 Crabel Capital Management WPD Crabel Futures Program 0.41 1,000k 7/1/2008 64 Alee Capital Management, LLC Mistral Program 0.42 2,500k 1/1/1999 63 Intex Capital Covered Options Program 0.50 50k 1/1/2012 62 Emil van Essen Multi-Strategy Program 0.69 6,000k 5/1/2014 61 Three Rock Capital Management Global Macro Program 0.76 1,000k 1/1/2009 60 Non Correlated Capital Positive Theta Fund 0.94 50k 10/1/2007 59 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.97 10,000k 8/1/2009 58 ADG Capital Management ADG Systematic Macro Fund 0.97 1,000k 4/1/2013 57 Bullet Hill Capital LLC Ricochet 1.31 500k 6/1/2014 56 Conquest Capital Group Conquest Select 1.36 250k 6/1/2004 55 Adamah Capital LLC Asset Allocator Program 1.40 50k 3/1/2011 54 Non Correlated Capital Positive Theta Program 1.45 250k 10/1/2007 53 Aquantum Aquantum Global Systematic Program (AGS) 1.69 5,000k 7/1/2013 52 Piquant Technologies LLP Pegasus Fund 2.06 1,000k 9/1/2013 51 Metolius Capital LLC Metolius Diversified 2.15 100k 6/1/2010 50 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.29 1,000k 3/1/2003 49 Crabel Capital Management Crabel Multi-Product 2.47 1,000k 3/1/1998 48 Alee Capital Management, LLC Poniente Program 2.55 2,500k 1/1/1999 47 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 2.82 50k 10/1/2011 46 Linnis Linnis ONE, LP 2.90 100k 8/1/2014 45 Talenta Capital LLP Diversified 3.10 950k 6/1/2014 44 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.16 5,000k 11/1/2012 43 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.30 250k 5/1/2011 42 Stable Asset Management LTD Arctic Blue 1x Share Class 3.59 100k 6/1/2014 41 EMC Capital Advisors, LLC EMC Alpha Program 3.95 5,000k 6/1/2013 40 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 3.96 1,500k 7/1/2005 39 ISAM ISAM Systematic Trend Fund 3.98 1,000k 6/1/2001 38 Glider Trading LLP Glider Trading Strategy (Class C) 4.00 500k 9/1/2013 37 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.12 100k 8/1/2009 36 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 4.17 25,000k 1/1/2014 35 Melissinos Trading Eupatrid Global Trends 4.24 50k 1/1/2011 34 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.55 1k 10/1/2006 33 Sandpiper Asset Management Sandpiper Global Macro Program 4.72 1,000k 8/1/2012 32 QCM Alpha Financials Program 4.74 10,000k 6/1/2012 31 ROW Asset Managment Row Diversified Fund, L.P. 4.75 1,000k 11/1/2011 30 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.96 1,000k 3/1/2003 29 FORT LP Fort Global Contrarian 4.97 2,000k 10/1/2002 28 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 5.32 1,000k 5/1/2014 27 Kopis Capital Management, LLC Commodity Long Only 5.95 500k 1/1/2014 26 Eagle Trading Systems Inc. Eagle Quantitative Macro 6.05 10,000k 10/1/2006 25 Quantica Capital AG 1X Quantica Managed Futures Fund 6.60 100k 1/1/2014 24 JKI-Futures, LLC ETIRON Large 2x (Client) 6.66 1,000k 8/1/2012 23 Millburn Ridgefield Corporation Multi-Markets Program 6.69 25,000k 10/1/2004 22 dormouse Limited dormouse - Managed Account 6.72 20,000k 7/1/2011 21 EMC Capital Advisors, LLC EMC Alpha Plus Program 6.84 3,000k 5/1/2014 20 FORT LP Fort Global Diversified 6.86 2,000k 10/1/1993 19 QMS Capital Management LP QMS Diversified Global Macro Strategy 7.03 5,000k 6/1/2010 18 Candriam Investor Group Alternative Return Systemat 7.36 125k 1/1/2007 17 Covenant Capital Management Optimal Program 7.50 10k 2/1/2014 16 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 8.11 25k 1/1/2011 15 Angle Capital Management LLC AIP Program 8.44 100k 1/1/2010 14 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 8.48 1k 6/1/2009 13 Robust Methods LLC Macro Managed Account 8.60 5,000k 1/1/2005 12 Quest Partners LLC AlphaQuest Short Bias (AQSB) 8.81 20,000k 5/1/2013 11 Prolific Capital Markets, LLC Prolific Swiss System 8.90 10,000k 1/1/2014 10 Abraham Investment Management Formula 72 H 9.05 150k 8/1/2012 9 Garraway Capital Management LLP Garraway Financial Trends 9.20 100k 9/1/2012 8 Conquest Capital Group Conquest Macro 9.93 250k 5/1/1999 7 Vision Capital Management Global Futures 10.21 500k 2/1/2012 6 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 10.37 50k 7/1/2011 5 Stable Asset Management LTD Arctic Blue 3x Share Class 11.29 100k 6/1/2014 4 Estlander & Partners Alpha Trend II - Class P 13.09 100k 12/1/2008 3 Eagle Trading Systems Inc. Eagle Global Financials 13.27 10,000k 1/1/1996 2 Dreiss Research Corporation Diversified Program 18.56 1,000k 5/1/1991 1 Future Trade AG Thales Swing Trading Programme 20.97 250k 6/1/2007 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.