Diversified Trader Index For August 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 Aug 2017 Min Inv Inception 97 Covenant Capital Management Optimal Program -15.77 10k 2/1/2014 96 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -6.12 250k 2/1/2016 95 Glenhaven Capital LLC Glenhaven Global II LP -5.98 25k 4/1/2012 94 Kopis Capital Management, LLC Commodity Long Short Separate Account -5.73 1,000k 5/1/2015 93 Alee Capital Management, LLC Mistral Program -5.50 2,500k 1/1/1999 92 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -5.39 25k 1/1/2011 91 Kaiser Trading Group Kaiser Global Diversified Program - Class A -4.49 10,000k 3/1/1998 90 Melissinos Trading Eupatrid Global Trends -4.05 100k 1/1/2011 89 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -3.86 1,000k 10/1/2016 88 Estlander & Partners Alpha Trend II - Class P -3.35 100k 12/1/2008 87 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -2.43 50k 10/1/2011 86 Turning Wheel Capital, Inc. Pure Alpha -2.29 10,000k 1/1/2012 85 Superfund Group Superfund Red EUR SICAV -2.15 10k 3/1/2013 84 Vivienne Investissement MACH 3 -2.09 100k 6/1/2015 83 Urban Tree Capital, LLC UTC Plus (Client) -1.97 100k 3/1/2013 82 Garraway Capital Management LLP Garraway Financial Trends -1.97 100k 9/1/2012 81 Superfund Group Superfund Red USD SICAV -1.83 10k 3/1/2013 80 Metolius Capital LLC Metolius Enhanced Fund -1.77 40k 6/1/2015 79 Trigon Investment Advisors, LLC Discretionary Macro Program -1.69 10,000k 8/1/2007 78 Emil van Essen Spread Trading Program Limited -1.50 5,000k 7/1/2013 77 Worldwide Capital Strategies Profit Quest Macro World -1.45 100k 1/1/2010 76 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.35 50k 7/1/2011 75 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -1.32 2,000k 7/1/2013 74 Tomas Capital Pty Ltd GCAF | USD -1.28 1,500k 7/1/2011 73 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.25 1k 6/1/2009 72 Silicon Valley Quantitative Advisors UQP Large -1.19 500k 1/1/2009 71 Dreiss Research Corporation Diversified Program -1.18 1,000k 5/1/1991 70 Prolific Capital Markets, LLC Prolific Swiss System -1.01 10,000k 1/1/2014 69 Metolius Capital LLC Metolius Diversified -0.83 100k 6/1/2010 68 Three Rock Capital Management Global Macro Program -0.72 1,000k 1/1/2009 67 Qbasis Invest Qbasis All Trends UCITS Fund -0.68 100k 1/1/2016 66 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.68 250k 5/1/2011 65 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.66 1k 10/1/2006 64 QTS Capital Management, LLC QTS Partners, L.P. -0.52 100k 1/1/2011 63 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.51 100k 4/1/2015 62 Alee Capital Management, LLC Poniente Program -0.50 2,500k 1/1/1999 61 Purple Valley Capital, Inc. Diversified Trend 1 -0.41 100k 8/1/2008 60 Crabel Capital Management Crabel Multi-Product -0.32 1,000k 3/1/1998 59 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.30 3,000k 5/1/2010 58 Eamon Capital Zephyr Program -0.29 300k 1/1/2016 57 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.19 10,000k 3/1/2003 56 DUNN Capital Management DUNN WMA Institutional Program -0.13 100k 10/1/2011 55 Angle Capital Management LLC AIP Program -0.09 100k 1/1/2010 54 Conquest Capital Group Conquest Select -0.05 250k 6/1/2004 53 Paradox Capital Management Sentiment Program (1X) 0.05 1,000k 1/1/2013 52 Bluegrass Capital Management Cross Market Bias Model 0.05 3,000k 7/1/2014 51 Linnis Linnis ONE, LP 0.09 100k 8/1/2014 50 Sandpiper Asset Management Sandpiper Global Macro Program 0.09 1,000k 8/1/2012 49 R Best LLC World Select Program 0.33 2,000k 4/1/2016 48 Quest Partners LLC AlphaQuest Short Bias (AQSB) 0.38 20,000k 5/1/2013 47 Witter & Lester, Inc. Diversified Trading Program 0.40 100k 4/1/2013 46 Talenta Capital LLP Diversified 0.40 950k 6/1/2014 45 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.43 10,000k 8/1/2009 44 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.44 5,000k 9/1/2009 43 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.45 1,000k 5/1/2014 42 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.47 1,000k 1/1/2013 41 Qbasis Invest Qbasis i Trend Fund 0.51 1k 1/1/2014 40 Future Trade AG Thales Swing Trading Programme 0.54 250k 6/1/2007 39 Valia Capital Management Global Tactical Program 0.72 200k 5/1/2014 38 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.72 250k 7/1/2015 37 Commodities Analytics LLC Daily Analytics 0.82 100k 1/1/2014 36 NuWave Investment Management, LLC NuWave Matrix Portfolio 0.86 3,000k 9/1/2015 35 Crabel Capital Management WPD Crabel Futures Program 1.03 1,000k 7/1/2008 34 Estlander & Partners Freedom 1.16 20,000k 8/1/2010 33 County Cork LLC County Cork Macro Equity Hedge 1.27 1,000k 2/1/2016 32 EMC Capital Advisors, LLC EMC Alpha Program 1.34 5,000k 6/1/2013 31 ROW Asset Managment Row Diversified Fund, L.P. 1.43 1,000k 11/1/2011 30 Non Correlated Capital Positive Theta Program 1.50 250k 10/1/2007 29 Rosetta Capital Management Macro Program 1.52 50k 1/1/2009 28 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 1.57 500k 7/1/2013 27 dormouse Limited dormouse - Managed Account 2.00 20,000k 7/1/2011 26 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 2.05 1,000k 1/1/2013 25 Independent View IV Quantitative Futures Fund 2.11 100k 11/1/2012 24 Robust Methods LLC Macro Managed Account 2.23 5,000k 1/1/2005 23 Emil van Essen Multi-Strategy Program 2.24 6,000k 5/1/2014 22 Automaton Trading LLC Diversified 2.24 500k 7/1/2014 21 Tom Capital AG Tom Capital Growth Fund 2.60 5,000k 12/1/2015 20 FORT LP Fort Global Contrarian 2.73 2,000k 10/1/2002 19 Emil van Essen EvE Systematic Commodity Opportunities 2.80 500k 5/1/2016 18 Quantica Capital AG 1X Quantica Managed Futures Fund 2.80 100k 1/1/2014 17 FORT LP Fort Global Diversified 2.82 2,000k 3/1/2002 16 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.88 5,000k 6/1/2010 15 Aspect Capital Aspect Diversified Fund - Class A (USD) 3.29 100k 12/1/1998 14 Chesapeake Capital Diversified Plus (HV) 3.42 100k 4/1/1994 13 EMC Capital Advisors, LLC EMC Alpha Plus Program 3.56 3,000k 5/1/2014 12 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns 3.74 500k 9/1/2013 11 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.04 10,000k 3/1/2003 10 Millburn Ridgefield Corporation Multi-Markets Program 4.09 25,000k 10/1/2004 9 Aquantum Aquantum Global Systematic Program (AGS) 4.29 5,000k 7/1/2013 8 Candriam Investors Group Alternative Return Systemat 4.62 125k 1/1/2007 7 Emil van Essen Long-Short Commodity Program 4.66 1,000k 6/1/2013 6 FORT LP Global Futures Program (formerly Global Diversified Classic) 5.08 10,000k 3/1/2002 5 Emil van Essen Long-Short Commodity Program - Accelerated 5.24 200k 5/1/2014 4 ISAM ISAM Systematic Trend Fund 5.30 1,000k 6/1/2001 3 Eclipse Capital Management Alpha Asia 6.85 25,000k 1/1/2015 2 Millburn Ridgefield Corporation Commodity Program 8.06 25,000k 3/1/2005 1 AG Capital Management Partners, LP Discretionary Global Macro Program 16.30 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.