Diversified Trader Index For September 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 Sep 2016 Min Inv Inception 109 AG Capital Investments, LLC Discretionary Global Macro Program -17.97 500k 10/1/2014 108 Purple Valley Capital, Inc. Diversified Trend 1 -10.60 100k 8/1/2008 107 Quantum Leap Capital Management Managed Account Program -10.03 300k 8/1/2006 106 Estlander & Partners Alpha Trend II - Class P -9.65 100k 12/1/2008 105 Eagle Trading Systems Inc. Eagle Global Financials -9.46 10,000k 1/1/1996 104 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -7.85 25k 1/1/2011 103 Deep Field Capital AG SINGULARITY Fund (2x) -7.76 100k 8/1/2014 102 Prolific Capital Markets, LLC Prolific Swiss System -7.23 10,000k 1/1/2014 101 Worldwide Capital Strategies Profit Quest Macro World -6.71 100k 1/1/2010 100 Conquest Capital Group Conquest Select -5.71 250k 6/1/2004 99 Eagle Trading Systems Inc. Eagle Quantitative Macro -5.49 10,000k 10/1/2006 98 Rosetta Capital Management Macro Program -5.32 50k 1/1/2009 97 Quest Partners LLC AlphaQuest Short Bias (AQSB) -5.12 20,000k 5/1/2013 96 Quantum Leap Capital Management LV Program -4.51 600k 11/1/2014 95 Deep Field Capital AG SINGULARITY Fund -3.92 100k 9/1/2011 94 Mehnert Capital Management, LLC DTP (Client) -3.81 1,000k 3/1/2012 93 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -3.76 50k 10/1/2011 92 Alee Capital Management, LLC Poniente Program -3.67 2,500k 1/1/1999 91 Worldwide Capital Strategies Profit Quest Strategies -3.56 200k 9/1/2013 90 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -3.41 1,500k 7/1/2014 89 Stable Asset Management LTD Arctic Blue 3x Share Class -3.34 100k 6/1/2014 88 Alee Capital Management, LLC Mistral Program -3.23 2,500k 1/1/1999 87 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -2.92 25,000k 1/1/2014 86 Three Rock Capital Management Global Macro Program -2.90 1,000k 1/1/2009 85 Candriam Investor Group Alternative Return Systemat -2.76 125k 1/1/2007 84 Angle Capital Management LLC AIP Program -2.74 100k 1/1/2010 83 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.68 5,000k 6/1/2010 82 Witter & Lester, Inc. Diversified Trading Program -2.49 100k 4/1/2013 81 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.44 1/1/1989 80 Sona Trading Strategies LLC. Diversified Program -2.29 1,000k 9/1/2006 79 Non Correlated Capital Positive Theta Fund -2.18 50k 10/1/2007 78 Conquest Capital Group Conquest Macro -2.07 250k 5/1/1999 77 Metolius Capital LLC Metolius Diversified -2.07 100k 6/1/2010 76 Trigon Investment Advisors, LLC Discretionary Macro Program -1.76 10,000k 8/1/2007 75 Qbasis Invest Qbasis i Trend Fund -1.56 1k 1/1/2014 74 Zoi Capital, LLC Telio Program (Client) -1.43 200k 4/1/2010 73 Millburn Ridgefield Corporation Commodity Program -1.36 25,000k 3/1/2005 72 Estlander & Partners Freedom -1.02 20,000k 8/1/2010 71 Non Correlated Capital Positive Theta Program -0.99 250k 10/1/2007 70 Stable Asset Management LTD Arctic Blue 1x Share Class -0.98 100k 6/1/2014 69 Crabel Capital Management Crabel Multi-Product -0.97 1,000k 3/1/1998 68 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.79 250k 5/1/2011 67 ISAM ISAM Systematic Trend Fund -0.74 1,000k 6/1/2001 66 Emil van Essen Long-Short Commodity Program - Accelerated -0.62 200k 5/1/2014 65 Valia Capital Management Global Tactical Program -0.57 200k 5/1/2014 64 Glider Trading LLP Glider Trading Strategy (Class C) -0.44 500k 9/1/2013 63 Emil van Essen Long-Short Commodity Program -0.44 1,000k 6/1/2013 62 Salona Capital LLC ACP2 -0.43 25k 11/1/2014 61 Salona Capital LLC ACP -0.41 100k 1/1/2015 60 Bluegrass Capital Management Cross Market Bias Model -0.41 3,000k 7/1/2014 59 ROW Asset Managment Row Diversified Fund, L.P. -0.38 1,000k 11/1/2011 58 Paradox Capital Management Sentiment Program (1X) -0.37 1,000k 1/1/2013 57 Talenta Capital LLP Diversified -0.34 950k 6/1/2014 56 Adamah Capital LLC Asset Allocator Program -0.30 50k 3/1/2011 55 Independent View IV Quantitative Futures Fund -0.27 100k 11/1/2012 54 QCM Alpha Financials Program -0.18 10,000k 6/1/2012 53 Emil van Essen Multi-Strategy Program -0.17 6,000k 5/1/2014 52 Automaton Trading LLC Diversified -0.11 500k 7/1/2014 51 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 50 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.05 10,000k 8/1/2009 49 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 48 QTS Capital Management, LLC QTS Partners, L.P. 0.01 100k 1/1/2011 47 FORT LP Fort Global Diversified 0.01 2,000k 10/1/1993 46 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.02 200k 12/1/2013 45 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.04 1k 6/1/2009 44 Superfund Group Superfund Red EUR SICAV 0.05 10k 3/1/2013 43 Availeth Capital Optimum (Client) 0.08 100k 11/1/2014 42 Superfund Group Superfund Red USD SICAV 0.10 10k 3/1/2013 41 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.13 1k 10/1/2006 40 EMC Capital Advisors, LLC EMC Alpha Program 0.26 5,000k 6/1/2013 39 Stenger Capital Management, LLC Diversified Trading Program 0.27 200k 4/1/2010 38 Turning Wheel Capital, Inc. Pure Alpha 0.29 10,000k 1/1/2012 37 Linnis Linnis ONE, LP 0.31 100k 8/1/2014 36 Typhon Capital Management, LLC Metis Momentum Macro Program 0.33 500k 4/1/2013 35 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.34 3,000k 5/1/2014 34 Quantica Capital AG 1X Quantica Managed Futures Fund 0.40 100k 1/1/2014 33 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.47 1,000k 3/1/2003 32 dormouse Limited dormouse - Managed Account 0.48 10,000k 7/1/2011 31 Intex Capital Covered Options Program 0.52 50k 1/1/2012 30 Sandpiper Asset Management Sandpiper Global Macro Program 0.65 1,000k 8/1/2012 29 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.66 5,000k 11/1/2012 28 1OAK Capital Limited ACORN Commodity 0.68 5,000k 5/1/2012 27 Bullet Hill Capital LLC Ricochet 0.69 500k 6/1/2014 26 DUNN Capital Management DUNN WMA Institutional Program 0.90 100k 10/1/2011 25 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.96 1,000k 5/1/2014 24 Piquant Technologies LLP Pegasus Fund 1.01 1,000k 9/1/2013 23 Garraway Capital Management LLP Garraway Financial Trends 1.09 100k 9/1/2012 22 Aquantum Aquantum Global Systematic Program (AGS) 1.14 5,000k 7/1/2013 21 FORT LP Fort Global Contrarian 1.20 2,000k 10/1/2002 20 Millburn Ridgefield Corporation Multi-Markets Program 1.24 25,000k 10/1/2004 19 Whitman Asset Management WAM Global Macro Program 1.31 5,000k 10/1/2014 18 Crabel Capital Management WPD Crabel Futures Program 1.36 1,000k 7/1/2008 17 Crescendo Capital Management Neutron Decay (Client) 1.46 50k 7/1/2012 16 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.47 2,000k 7/1/2013 15 Melissinos Trading Eupatrid Global Trends 1.56 50k 1/1/2011 14 Robust Methods LLC Macro Managed Account 1.67 5,000k 1/1/2005 13 Whitman Asset Management WAM Global Macro 2X Program 2.30 2,500k 10/1/2014 12 Kopis Capital Management, LLC Commodity Long Only 2.85 500k 1/1/2014 11 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 3.03 1,000k 1/1/2013 10 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.26 1,000k 3/1/2003 9 Global Advisory Partners Zurich LLC International Algo Trading 3.32 50k 10/1/2009 8 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.68 50k 7/1/2011 7 Urban Tree Capital, LLC UTC Plus (Client) 3.88 100k 3/1/2013 6 Strategic Capital Advisors LLC Multi-strategy Futures Program 3.98 3,000k 5/1/2010 5 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.17 100k 8/1/2009 4 Future Trade AG Thales Swing Trading Programme 7.33 250k 6/1/2007 3 Vision Capital Management Global Futures 8.32 500k 2/1/2012 2 Dreiss Research Corporation Diversified Program 12.20 1,000k 5/1/1991 1 Covenant Capital Management Optimal Program 15.85 10k 2/1/2014 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.