Diversified Trader Index For December 2017 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 Dec 2017 Min Inv Inception 99 Covenant Capital Management Optimal Program -9.66 10k 2/1/2014 98 Future Trade AG Thales Swing Trading Programme -5.15 250k 6/1/2007 97 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -4.60 25k 1/1/2011 96 dormouse Limited dormouse - Managed Account -3.58 20,000k 7/1/2011 95 Silicon Valley Quantitative Advisors UQP Large -2.96 500k 1/1/2009 94 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -2.96 5,000k 9/1/2009 93 Aquantum Aquantum Global Systematic Program (AGS) -2.77 5,000k 7/1/2013 92 Angle Capital Management LLC AIP Program -2.60 100k 1/1/2010 91 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -2.25 50k 10/1/2011 90 Garraway Capital Management LLP Garraway Financial Trends -2.20 100k 9/1/2012 89 Vivienne Investissement MACH 3 -2.07 100k 6/1/2015 88 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.04 1k 6/1/2009 87 Eclipse Capital Management Alpha Asia -1.77 25,000k 1/1/2015 86 Sandpiper Asset Management Sandpiper Global Macro Program -1.57 1,000k 8/1/2012 85 Estlander & Partners Freedom -1.33 20,000k 8/1/2010 84 Conquest Capital Group Conquest Select -1.29 250k 6/1/2004 83 Three Rock Capital Management Global Macro Program -1.18 1,000k 1/1/2009 82 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.14 1k 10/1/2006 81 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.07 250k 5/1/2011 80 Worldwide Capital Strategies Profit Quest Macro World -0.99 100k 1/1/2010 79 Independent View IV Quantitative Futures Fund -0.98 100k 11/1/2012 78 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.87 10,000k 3/1/1998 77 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.80 20,000k 5/1/2013 76 Paradox Capital Management Sentiment Program (1X) -0.76 1,000k 1/1/2013 75 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.70 1,000k 10/1/2016 74 QTS Capital Management, LLC QTS Partners, L.P. -0.64 100k 1/1/2011 73 Non Correlated Capital Positive Theta Program -0.55 250k 10/1/2007 72 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.54 1,000k 1/1/2013 71 Alee Capital Management, LLC Poniente Program -0.48 2,500k 1/1/1999 70 Millburn Ridgefield Corporation Multi-Markets Program -0.40 25,000k 10/1/2004 69 Emil van Essen EvE Systematic Commodity Opportunities -0.34 500k 5/1/2016 68 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.27 10,000k 8/1/2009 67 Tom Capital AG Tom Capital Growth Fund -0.20 5,000k 12/1/2015 66 Emil van Essen Long-Short Commodity Program - Accelerated -0.16 200k 5/1/2014 65 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) -0.03 400k 2/1/2016 64 Valia Capital Management Global Tactical Program -0.03 200k 5/1/2014 63 Superfund Group Superfund Red EUR SICAV -0.02 10k 3/1/2013 62 Superfund Group Superfund Red USD SICAV -0.01 10k 3/1/2013 61 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 60 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 59 Crabel Capital Management WPD Crabel Futures Program 0.04 1,000k 7/1/2008 58 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.09 3,000k 5/1/2010 57 Emil van Essen Spread Trading Program Limited 0.14 5,000k 7/1/2013 56 Purple Valley Capital, Inc. Diversified Trend 1 0.25 100k 8/1/2008 55 Bluegrass Capital Management Cross Market Bias Model 0.30 3,000k 7/1/2014 54 Aspect Capital Aspect Diversified Fund - Class A (USD) 0.32 100k 12/1/1998 53 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.35 250k 7/1/2015 52 Glenhaven Capital LLC Glenhaven Global II LP 0.38 25k 4/1/2012 51 FORT LP Fort Global Diversified 0.41 2,000k 10/1/1993 50 Leibniz Group Systematic Intelligence Vol 10 0.43 3,000k 8/1/2011 49 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.43 10,000k 3/1/2003 48 Commodities Analytics LLC Daily Analytics 0.44 100k 1/1/2014 47 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.50 100k 4/1/2015 46 Crabel Capital Management Crabel Multi-Product 0.52 1,000k 3/1/1998 45 Alee Capital Management, LLC Mistral Program 0.53 2,500k 1/1/1999 44 Talenta Capital LLP Diversified 0.54 950k 6/1/2014 43 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.54 1,000k 5/1/2015 42 Linnis Linnis ONE, LP 0.58 100k 8/1/2014 41 County Cork LLC County Cork Macro Equity Hedge 0.65 1,000k 2/1/2016 40 Trigon Investment Advisors, LLC Discretionary Macro Program 0.72 10,000k 8/1/2007 39 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.76 10,000k 10/1/1993 38 R Best LLC World Select Program 0.83 2,000k 4/1/2016 37 Witter & Lester, Inc. Diversified Trading Program 0.86 100k 4/1/2013 36 Robust Methods LLC Macro Managed Account 0.93 5,000k 1/1/2005 35 Quantica Capital AG 1X Quantica Managed Futures Fund 1.00 100k 1/1/2014 34 FORT LP Fort Global Contrarian 1.04 2,000k 10/1/2002 33 Metolius Capital LLC Metolius Diversified 1.14 100k 6/1/2010 32 Automaton Trading LLC Diversified 1.28 500k 7/1/2014 31 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.39 2,000k 7/1/2013 30 ROW Asset Managment Row Diversified Fund, L.P. 1.47 1,000k 11/1/2011 29 Urban Tree Capital, LLC UTC Plus (Client) 1.51 100k 3/1/2013 28 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.68 50k 7/1/2011 27 EMC Capital Advisors, LLC EMC Alpha Program 1.77 5,000k 6/1/2013 26 Tomas Capital Pty Ltd GCAF | USD 1.80 1,500k 7/1/2011 25 Emil van Essen Multi-Strategy Program 1.84 6,000k 5/1/2014 24 NuWave Investment Management, LLC NuWave Matrix Portfolio 1.84 3,000k 9/1/2015 23 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.89 1,000k 5/1/2014 22 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.93 3,000k 5/1/2014 21 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 1.97 1,000k 1/1/2013 20 AG Capital Management Partners, LP Discretionary Global Macro Program 2.16 5,000k 10/1/2014 19 Prolific Capital Markets, LLC Prolific Swiss System 2.18 10,000k 1/1/2014 18 ISAM ISAM Systematic Trend Fund 2.28 1,000k 6/1/2001 17 Melissinos Trading Eupatrid Global Trends 2.41 50k 1/1/2011 16 Glider Trading LLP Glider Trading Strategy (Class C) 2.46 500k 9/1/2013 15 DUNN Capital Management DUNN WMA Institutional Program 2.66 100k 10/1/2011 14 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.92 5,000k 6/1/2010 13 Emil van Essen Long-Short Commodity Program 3.04 1,000k 6/1/2013 12 Metolius Capital LLC Metolius Enhanced Fund 3.16 40k 6/1/2015 11 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.34 10,000k 3/1/2003 10 Qbasis Invest Qbasis All Trends UCITS Fund 3.50 100k 1/1/2016 9 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 3.63 500k 7/1/2013 8 Qbasis Invest Qbasis i Trend Fund 4.84 1k 1/1/2014 7 Candriam Investors Group Alternative Return Systemat 4.89 125k 1/1/2007 6 Eamon Capital Zephyr Program 5.11 600k 1/1/2016 5 Chesapeake Capital Diversified Plus (HV) 5.36 100k 4/1/1994 4 Millburn Ridgefield Corporation Commodity Program 5.45 25,000k 3/1/2005 3 Rosetta Capital Management Macro Program 6.34 50k 1/1/2009 2 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 6.74 250k 2/1/2016 1 Dreiss Research Corporation Diversified Program 7.90 1,000k 5/1/1991 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.