Diversified Trader Index For February 2017 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 Feb 2017 Min Inv Inception 107 Quantum Leap Capital Management Managed Account Program -6.42 300k 8/1/2006 106 Jones and Company LLC High Sierra Direct Mehnert, L.P. -6.34 50k 3/1/2015 105 Dreiss Research Corporation Diversified Program -5.82 1,000k 5/1/1991 104 Mehnert Capital Management, LLC DTP (Client) -5.80 1,000k 3/1/2012 103 Qbasis Invest Qbasis i Trend Fund -5.28 1k 1/1/2014 102 Urban Tree Capital, LLC UTC Plus (Client) -5.17 100k 3/1/2013 101 Worldwide Capital Strategies Profit Quest Macro World -4.44 100k 1/1/2010 100 Estlander & Partners Alpha Trend II - Class P -4.18 100k 12/1/2008 99 dormouse Limited dormouse - Managed Account -4.14 10,000k 7/1/2011 98 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -3.76 2,000k 7/1/2013 97 Quest Partners LLC AlphaQuest Short Bias (AQSB) -3.62 20,000k 5/1/2013 96 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -3.61 1,000k 1/1/2013 95 Crabel Capital Management WPD Crabel Futures Program -3.56 1,000k 7/1/2008 94 Future Trade AG Thales Swing Trading Programme -3.53 250k 6/1/2007 93 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -2.66 25k 1/1/2011 92 Turning Wheel Capital, Inc. Pure Alpha -2.62 10,000k 1/1/2012 91 Alee Capital Management, LLC Poniente Program -2.62 2,500k 1/1/1999 90 Alee Capital Management, LLC Mistral Program -2.55 2,500k 1/1/1999 89 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.42 3,000k 5/1/2010 88 Sandpiper Asset Management Sandpiper Global Macro Program -2.30 1,000k 8/1/2012 87 Quantum Leap Capital Management LV Program -2.21 600k 11/1/2014 86 Crabel Capital Management Crabel Multi-Product -2.20 1,000k 3/1/1998 85 Deep Field Capital AG SINGULARITY Fund (2x) -2.11 100k 8/1/2014 84 Kopis Capital Management, LLC Commodity Long Only -2.10 500k 1/1/2014 83 Candriam Investor Group Alternative Return Systemat -1.85 125k 1/1/2007 82 Metolius Capital LLC Metolius Diversified -1.50 100k 6/1/2010 81 Sophic Associates, LLC Sophic Macro -1.49 250k 1/1/2013 80 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.47 100k 8/1/2009 79 Three Rock Capital Management Global Macro Program -1.46 1,000k 1/1/2009 78 Millburn Ridgefield Corporation Commodity Program -1.41 25,000k 3/1/2005 77 Emil van Essen Long-Short Commodity Program - Accelerated -1.27 200k 5/1/2014 76 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.19 50k 10/1/2011 75 Valia Capital Management Global Tactical Program -1.10 200k 5/1/2014 74 1OAK Capital Limited ACORN Commodity -1.09 5,000k 5/1/2012 73 Deep Field Capital AG SINGULARITY Fund -1.09 100k 9/1/2011 72 Independent View IV Quantitative Futures Fund -1.01 100k 11/1/2012 71 Conquest Capital Group Conquest Macro -0.78 250k 5/1/1999 70 Stable Asset Management LTD Arctic Blue 3x Share Class -0.76 100k 6/1/2014 69 Purple Valley Capital, Inc. Diversified Trend 1 -0.70 100k 8/1/2008 68 Commodities Analytics LLC Daily Analytics -0.61 100k 1/1/2014 67 Stable Asset Management LTD Arctic Blue 1x Share Class -0.34 100k 6/1/2014 66 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.29 200k 12/1/2013 65 Conquest Capital Group Conquest Select -0.25 250k 6/1/2004 64 Bluegrass Capital Management Cross Market Bias Model -0.24 3,000k 7/1/2014 63 Prolific Capital Markets, LLC Prolific Swiss System -0.21 10,000k 1/1/2014 62 Linnis Linnis ONE, LP -0.18 100k 8/1/2014 61 Witter & Lester, Inc. Diversified Trading Program -0.18 100k 4/1/2013 60 Whitman Asset Management WAM Global Macro Program -0.10 5,000k 10/1/2014 59 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.00 1/1/1989 58 Zoi Capital, LLC Telio Program (Client) 0.10 200k 4/1/2010 57 Whitman Asset Management WAM Global Macro 2X Program 0.14 2,500k 10/1/2014 56 Emil van Essen Multi-Strategy Program 0.15 6,000k 5/1/2014 55 Emil van Essen Long-Short Commodity Program 0.16 1,000k 6/1/2013 54 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.19 100k 3/1/2013 53 Emil van Essen Spread Trading Program Limited 0.20 5,000k 7/1/2013 52 QTS Capital Management, LLC QTS Partners, L.P. 0.33 100k 1/1/2011 51 Crescendo Capital Management Neutron Decay (Client) 0.35 50k 7/1/2012 50 Estlander & Partners Freedom 0.38 20,000k 8/1/2010 49 Trigon Investment Advisors, LLC Discretionary Macro Program 0.43 10,000k 8/1/2007 48 Salona Capital LLC ACP2 0.79 25k 11/1/2014 47 Paradox Capital Management Sentiment Program (1X) 0.83 1,000k 1/1/2013 46 Intex Capital Covered Options Program 0.84 50k 1/1/2012 45 Garraway Capital Management LLP Garraway Financial Trends 0.85 100k 9/1/2012 44 Glider Trading LLP Glider Trading Strategy (Class C) 0.92 500k 9/1/2013 43 Salona Capital LLC ACP 1.13 100k 1/1/2015 42 Rosetta Capital Management Macro Program 1.17 50k 1/1/2009 41 Vision Capital Management Global Futures 1.19 500k 2/1/2012 40 ISAM ISAM Systematic Trend Fund 1.21 1,000k 6/1/2001 39 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.40 250k 5/1/2011 38 Eagle Trading Systems Inc. Eagle Global Financials 1.53 10,000k 1/1/1996 37 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.57 1,000k 3/1/2003 36 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.68 1k 10/1/2006 35 Non Correlated Capital Positive Theta Program 1.79 250k 10/1/2007 34 Superfund Group Superfund Red EUR SICAV 1.81 10k 3/1/2013 33 Superfund Group Superfund Red USD SICAV 1.86 10k 3/1/2013 32 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.88 100k 4/1/2015 31 Non Correlated Capital Positive Theta Fund 1.89 50k 10/1/2007 30 Melissinos Trading Eupatrid Global Trends 1.93 50k 1/1/2011 29 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 2.20 500k 7/1/2013 28 Sona Trading Strategies LLC. Diversified Program 2.23 1,000k 9/1/2006 27 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.31 5,000k 6/1/2010 26 Robust Methods LLC Macro Managed Account 2.38 5,000k 1/1/2005 25 Eagle Trading Systems Inc. Eagle Quantitative Macro 2.41 10,000k 10/1/2006 24 Millburn Ridgefield Corporation Multi-Markets Program 2.44 25,000k 10/1/2004 23 Angle Capital Management LLC AIP Program 2.69 100k 1/1/2010 22 DUNN Capital Management DUNN WMA Institutional Program 2.88 100k 10/1/2011 21 EMC Capital Advisors, LLC EMC Alpha Program 2.89 5,000k 6/1/2013 20 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.96 1k 6/1/2009 19 Kaiser Trading Group Kaiser Global Diversified Program - Class A 2.99 10,000k 3/1/1998 18 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.00 1,000k 10/1/2016 17 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.07 10,000k 8/1/2009 16 ROW Asset Managment Row Diversified Fund, L.P. 3.24 1,000k 11/1/2011 15 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.34 1,000k 3/1/2003 14 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.71 5,000k 11/1/2012 13 Talenta Capital LLP Diversified 3.76 950k 6/1/2014 12 EMC Capital Advisors, LLC EMC Alpha Plus Program 3.78 3,000k 5/1/2014 11 FORT LP Fort Global Diversified 3.88 2,000k 10/1/1993 10 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 4.01 1,000k 5/1/2014 9 QCM Alpha Financials Program 4.06 10,000k 6/1/2012 8 AG Capital Investments, LLC Discretionary Global Macro Program 4.13 500k 10/1/2014 7 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 4.18 50k 7/1/2011 6 Quantica Capital AG 1X Quantica Managed Futures Fund 4.20 100k 1/1/2014 5 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 4.34 25,000k 1/1/2014 4 FORT LP Fort Global Contrarian 4.40 2,000k 10/1/2002 3 Aquantum Aquantum Global Systematic Program (AGS) 4.85 5,000k 7/1/2013 2 FORT LP Global Futures Program (formerly Global Diversified Classic) 6.93 10,000k 10/1/1993 1 Covenant Capital Management Optimal Program 9.81 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.