Diversified Trader Index For March 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 Mar 2017 Min Inv Inception 106 Covenant Capital Management Optimal Program -21.59 10k 2/1/2014 105 Future Trade AG Thales Swing Trading Programme -9.91 250k 6/1/2007 104 Eagle Trading Systems Inc. Eagle Global Financials -9.67 10,000k 1/1/1996 103 Estlander & Partners Alpha Trend II - Class P -8.07 100k 12/1/2008 102 Eagle Trading Systems Inc. Eagle Quantitative Macro -7.28 10,000k 10/1/2006 101 Sona Trading Strategies LLC. Diversified Program -6.70 1,000k 9/1/2006 100 Stable Asset Management LTD Arctic Blue 3x Share Class -6.51 100k 6/1/2014 99 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -6.35 25k 1/1/2011 98 Angle Capital Management LLC AIP Program -6.26 100k 1/1/2010 97 Sandpiper Asset Management Sandpiper Global Macro Program -5.84 1,000k 8/1/2012 96 Dreiss Research Corporation Diversified Program -5.51 1,000k 5/1/1991 95 Chesapeake Capital Diversified Plus (HV) -4.56 100k 4/1/1994 94 Alee Capital Management, LLC Mistral Program -4.24 2,500k 1/1/1999 93 Linnis Linnis ONE, LP -3.94 100k 8/1/2014 92 Melissinos Trading Eupatrid Global Trends -3.77 100k 1/1/2011 91 Qbasis Invest Qbasis i Trend Fund -3.72 1k 1/1/2014 90 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -3.58 500k 9/1/2013 89 QMS Capital Management LP QMS Diversified Global Macro Strategy -3.28 5,000k 6/1/2010 88 ISAM ISAM Systematic Trend Fund -3.23 1,000k 6/1/2001 87 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -3.22 50k 10/1/2011 86 Garraway Capital Management LLP Garraway Financial Trends -3.04 100k 9/1/2012 85 Quest Partners LLC AlphaQuest Short Bias (AQSB) -3.04 20,000k 5/1/2013 84 Purple Valley Capital, Inc. Diversified Trend 1 -2.93 100k 8/1/2008 83 FORT LP Global Futures Program (formerly Global Diversified Classic) -2.66 10,000k 3/1/2002 82 Aspect Capital Aspect Diversified Fund - Class A (USD) -2.61 100k 12/1/1998 81 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -2.59 500k 7/1/2013 80 Alee Capital Management, LLC Poniente Program -2.52 2,500k 1/1/1999 79 Independent View IV Quantitative Futures Fund -2.46 100k 11/1/2012 78 Conquest Capital Group Conquest Select -2.33 250k 6/1/2004 77 Stable Asset Management LTD Arctic Blue 1x Share Class -2.30 100k 6/1/2014 76 dormouse Limited dormouse - Managed Account -2.27 20,000k 7/1/2011 75 Metolius Capital LLC Metolius Enhanced Fund -2.18 40k 6/1/2015 74 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.03 10,000k 3/1/2003 73 EMC Capital Advisors, LLC EMC Alpha Plus Program -1.86 3,000k 5/1/2014 72 Campbell & Company, LP Trend Following Portfolio -1.82 10,000k 10/1/2009 71 ROW Asset Managment Row Diversified Fund, L.P. -1.64 1,000k 11/1/2011 70 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.60 25,000k 1/1/2014 69 Conquest Capital Group Conquest Macro -1.53 250k 5/1/1999 68 FORT LP Fort Global Diversified -1.29 2,000k 3/1/2002 67 EMC Capital Advisors, LLC EMC Alpha Program -1.27 5,000k 6/1/2013 66 Robust Methods LLC Macro Managed Account -1.23 5,000k 1/1/2005 65 Candriam Investors Group Alternative Return Systemat -1.03 125k 1/1/2007 64 Aquantum Aquantum Global Systematic Program (AGS) -1.01 5,000k 7/1/2013 63 Metolius Capital LLC Metolius Diversified -0.99 100k 6/1/2010 62 Kopis Capital Management, LLC Commodity Long Only -0.98 500k 1/1/2014 61 Commodities Analytics LLC Daily Analytics -0.90 100k 1/1/2014 60 Three Rock Capital Management Global Macro Program -0.90 1,000k 1/1/2009 59 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.86 1k 6/1/2009 58 QCM Alpha Financials Program -0.79 10,000k 6/1/2012 57 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.73 1k 10/1/2006 56 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.70 250k 5/1/2011 55 Non Correlated Capital Positive Theta Fund -0.70 50k 10/1/2007 54 Non Correlated Capital Positive Theta Program -0.69 250k 10/1/2007 53 Whitman Asset Management WAM Global Macro 2X Program -0.61 2,500k 10/1/2014 52 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.61 3,000k 5/1/2010 51 Emil van Essen Long-Short Commodity Program -0.58 1,000k 6/1/2013 50 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.50 100k 8/1/2009 49 Talenta Capital LLP Diversified -0.48 950k 6/1/2014 48 Whitman Asset Management WAM Global Macro Program -0.47 5,000k 10/1/2014 47 DUNN Capital Management DUNN WMA Institutional Program -0.42 100k 10/1/2011 46 FORT LP Fort Global Contrarian -0.40 2,000k 10/1/2002 45 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.38 2,000k 7/1/2013 44 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.37 1,000k 5/1/2014 43 Trigon Investment Advisors, LLC Discretionary Macro Program -0.24 10,000k 8/1/2007 42 QTS Capital Management, LLC QTS Partners, L.P. -0.23 100k 1/1/2011 41 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.07 100k 4/1/2015 40 Millburn Ridgefield Corporation Commodity Program -0.06 25,000k 3/1/2005 39 Bluegrass Capital Management Cross Market Bias Model -0.04 3,000k 7/1/2014 38 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.14 10,000k 8/1/2009 37 Witter & Lester, Inc. Diversified Trading Program 0.26 100k 4/1/2013 36 Emil van Essen Multi-Strategy Program 0.28 6,000k 5/1/2014 35 Quantica Capital AG 1X Quantica Managed Futures Fund 0.30 100k 1/1/2014 34 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.41 50k 7/1/2011 33 Emil van Essen Spread Trading Program Limited 0.50 5,000k 7/1/2013 32 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.51 5,000k 11/1/2012 31 Salona Capital LLC ACP2 0.51 25k 11/1/2014 30 Valia Capital Management Global Tactical Program 0.66 200k 5/1/2014 29 Intex Capital Covered Options Program 0.75 50k 1/1/2012 28 Salona Capital LLC ACP 0.76 100k 1/1/2015 27 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.81 10,000k 3/1/1998 26 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.82 1,000k 10/1/2016 25 Superfund Group Superfund Red EUR SICAV 0.85 10k 3/1/2013 24 Crabel Capital Management Crabel Multi-Product 0.92 1,000k 3/1/1998 23 Millburn Ridgefield Corporation Multi-Markets Program 0.96 25,000k 10/1/2004 22 Estlander & Partners Freedom 0.99 20,000k 8/1/2010 21 Superfund Group Superfund Red USD SICAV 1.00 10k 3/1/2013 20 Paradox Capital Management Sentiment Program (1X) 1.04 1,000k 1/1/2013 19 Emil van Essen Long-Short Commodity Program - Accelerated 1.06 200k 5/1/2014 18 Deep Field Capital AG SINGULARITY Fund 1.19 100k 9/1/2011 17 Rosetta Capital Management Macro Program 1.28 50k 1/1/2009 16 Turning Wheel Capital, Inc. Pure Alpha 1.39 10,000k 1/1/2012 15 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.54 1,000k 5/1/2015 14 Eclipse Capital Management Alpha Asia 1.75 25,000k 1/1/2015 13 Crescendo Capital Management Neutron Decay (Client) 1.99 50k 7/1/2012 12 Worldwide Capital Strategies Profit Quest Macro World 2.20 100k 1/1/2010 11 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 2.34 250k 7/1/2015 10 Quantum Leap Capital Management Managed Account Program 2.39 300k 8/1/2006 9 Deep Field Capital AG SINGULARITY Fund (2x) 2.45 100k 8/1/2014 8 Crabel Capital Management WPD Crabel Futures Program 2.47 1,000k 7/1/2008 7 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 2.53 1,000k 1/1/2013 6 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.71 10,000k 3/1/2003 5 Urban Tree Capital, LLC UTC Plus (Client) 3.88 100k 3/1/2013 4 Prolific Capital Markets, LLC Prolific Swiss System 3.93 10,000k 1/1/2014 3 Zoi Capital, LLC Telio Program (Client) 4.11 200k 4/1/2010 2 Vivienne Investissement MACH 3 6.52 100k 6/1/2015 1 AG Capital Management Partners, LP Discretionary Global Macro Program 8.20 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.