Diversified Trader Index For July 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 Jul 2017 Min Inv Inception 97 Angle Capital Management LLC AIP Program -6.59 100k 1/1/2010 96 Qbasis Invest Qbasis i Trend Fund -6.17 1k 1/1/2014 95 NuWave Investment Management, LLC NuWave Matrix Portfolio -6.12 3,000k 9/1/2015 94 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -3.10 2,000k 7/1/2013 93 Emil van Essen EvE Systematic Commodity Opportunities -2.89 500k 5/1/2016 92 Qbasis Invest Qbasis All Trends UCITS Fund -2.83 100k 1/1/2016 91 Silicon Valley Quantitative Advisors UQP Large -2.60 500k 1/1/2009 90 Tom Capital AG Tom Capital Growth Fund -2.50 5,000k 12/1/2015 89 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -2.26 25k 1/1/2011 88 Turning Wheel Capital, Inc. Pure Alpha -2.20 10,000k 1/1/2012 87 Kopis Capital Management, LLC Commodity Long Short Separate Account -2.00 1,000k 5/1/2015 86 Dreiss Research Corporation Diversified Program -1.97 1,000k 5/1/1991 85 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.94 20,000k 5/1/2013 84 Non Correlated Capital Positive Theta Program -1.74 250k 10/1/2007 83 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -1.49 500k 7/1/2013 82 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.46 5,000k 6/1/2010 81 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.32 250k 5/1/2011 80 DUNN Capital Management DUNN WMA Institutional Program -1.20 100k 10/1/2011 79 Millburn Ridgefield Corporation Commodity Program -1.20 25,000k 3/1/2005 78 Melissinos Trading Eupatrid Global Trends -1.17 100k 1/1/2011 77 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.10 50k 10/1/2011 76 Glenhaven Capital LLC Glenhaven Global II LP -0.88 25k 4/1/2012 75 Trigon Investment Advisors, LLC Discretionary Macro Program -0.86 10,000k 8/1/2007 74 Valia Capital Management Global Tactical Program -0.85 200k 5/1/2014 73 Chesapeake Capital Diversified Plus (HV) -0.77 100k 4/1/1994 72 Emil van Essen Spread Trading Program Limited -0.64 5,000k 7/1/2013 71 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.45 250k 7/1/2015 70 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.07 1,000k 5/1/2014 69 ISAM ISAM Systematic Trend Fund 0.01 1,000k 6/1/2001 68 Bluegrass Capital Management Cross Market Bias Model 0.08 3,000k 7/1/2014 67 Aquantum Aquantum Global Systematic Program (AGS) 0.13 5,000k 7/1/2013 66 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.15 5,000k 9/1/2009 65 FORT LP Fort Global Diversified 0.19 2,000k 3/1/2002 64 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.19 10,000k 8/1/2009 63 QTS Capital Management, LLC QTS Partners, L.P. 0.21 100k 1/1/2011 62 Sandpiper Asset Management Sandpiper Global Macro Program 0.36 1,000k 8/1/2012 61 Paradox Capital Management Sentiment Program (1X) 0.36 1,000k 1/1/2013 60 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.41 1,000k 1/1/2013 59 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.50 100k 4/1/2015 58 Aspect Capital Aspect Diversified Fund - Class A (USD) 0.59 100k 12/1/1998 57 Purple Valley Capital, Inc. Diversified Trend 1 0.68 100k 8/1/2008 56 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.72 3,000k 5/1/2010 55 Independent View IV Quantitative Futures Fund 0.77 100k 11/1/2012 54 Millburn Ridgefield Corporation Multi-Markets Program 0.81 25,000k 10/1/2004 53 Prolific Capital Markets, LLC Prolific Swiss System 0.82 10,000k 1/1/2014 52 Commodities Analytics LLC Daily Analytics 0.96 100k 1/1/2014 51 Emil van Essen Multi-Strategy Program 0.96 6,000k 5/1/2014 50 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 1.03 250k 2/1/2016 49 Candriam Investors Group Alternative Return Systemat 1.05 125k 1/1/2007 48 Robust Methods LLC Macro Managed Account 1.10 5,000k 1/1/2005 47 Quantica Capital AG 1X Quantica Managed Futures Fund 1.10 100k 1/1/2014 46 Three Rock Capital Management Global Macro Program 1.10 1,000k 1/1/2009 45 Superfund Group Superfund Red EUR SICAV 1.25 10k 3/1/2013 44 Conquest Capital Group Conquest Select 1.27 250k 6/1/2004 43 Crabel Capital Management Crabel Multi-Product 1.28 1,000k 3/1/1998 42 FORT LP Fort Global Contrarian 1.32 2,000k 10/1/2002 41 Superfund Group Superfund Red USD SICAV 1.34 10k 3/1/2013 40 Future Trade AG Thales Swing Trading Programme 1.35 250k 6/1/2007 39 Metolius Capital LLC Metolius Diversified 1.39 100k 6/1/2010 38 Emil van Essen Long-Short Commodity Program - Accelerated 1.53 200k 5/1/2014 37 Crabel Capital Management WPD Crabel Futures Program 1.69 1,000k 7/1/2008 36 FORT LP Global Futures Program (formerly Global Diversified Classic) 1.79 10,000k 3/1/2002 35 R Best LLC World Select Program 1.82 2,000k 4/1/2016 34 Talenta Capital LLP Diversified 1.89 950k 6/1/2014 33 County Cork LLC County Cork Macro Equity Hedge 1.91 1,000k 2/1/2016 32 Garraway Capital Management LLP Garraway Financial Trends 1.94 100k 9/1/2012 31 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 2.00 1,000k 10/1/2016 30 Automaton Trading LLC Diversified 2.04 500k 7/1/2014 29 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 2.09 1,000k 1/1/2013 28 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns 2.23 500k 9/1/2013 27 ROW Asset Managment Row Diversified Fund, L.P. 2.26 1,000k 11/1/2011 26 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.32 10,000k 3/1/2003 25 Witter & Lester, Inc. Diversified Trading Program 2.37 100k 4/1/2013 24 EMC Capital Advisors, LLC EMC Alpha Program 2.40 5,000k 6/1/2013 23 Kaiser Trading Group Kaiser Global Diversified Program - Class A 2.41 10,000k 3/1/1998 22 Alee Capital Management, LLC Poniente Program 2.49 2,500k 1/1/1999 21 Estlander & Partners Freedom 2.55 20,000k 8/1/2010 20 Rosetta Capital Management Macro Program 2.70 50k 1/1/2009 19 EMC Capital Advisors, LLC EMC Alpha Plus Program 2.73 3,000k 5/1/2014 18 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.74 1k 10/1/2006 17 Emil van Essen Long-Short Commodity Program 2.85 1,000k 6/1/2013 16 dormouse Limited dormouse - Managed Account 2.88 20,000k 7/1/2011 15 Eamon Capital Zephyr Program 3.35 300k 1/1/2016 14 Linnis Linnis ONE, LP 3.78 100k 8/1/2014 13 Metolius Capital LLC Metolius Enhanced Fund 3.78 40k 6/1/2015 12 Vivienne Investissement MACH 3 4.54 100k 6/1/2015 11 Urban Tree Capital, LLC UTC Plus (Client) 4.83 100k 3/1/2013 10 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 5.71 1k 6/1/2009 9 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.84 10,000k 3/1/2003 8 Tomas Capital Pty Ltd GCAF | USD 6.00 1,500k 7/1/2011 7 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 6.38 50k 7/1/2011 6 Eclipse Capital Management Alpha Asia 6.74 25,000k 1/1/2015 5 AG Capital Management Partners, LP Discretionary Global Macro Program 6.97 5,000k 10/1/2014 4 Estlander & Partners Alpha Trend II - Class P 7.31 100k 12/1/2008 3 Alee Capital Management, LLC Mistral Program 8.21 2,500k 1/1/1999 2 Worldwide Capital Strategies Profit Quest Macro World 8.83 100k 1/1/2010 1 Covenant Capital Management Optimal Program 19.60 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.