Diversified Trader Index For January 2018 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 Jan 2018 Min Inv Inception 99 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -5.95 250k 2/1/2016 98 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -5.87 500k 7/1/2013 97 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -5.18 25k 1/1/2011 96 Non Correlated Capital Positive Theta Program -3.96 250k 10/1/2007 95 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.75 3,000k 5/1/2010 94 Millburn Ridgefield Corporation Multi-Markets Program -3.56 25,000k 10/1/2004 93 Emil van Essen Long-Short Commodity Program -3.14 1,000k 6/1/2013 92 Linnis Linnis ONE, LP -2.96 100k 8/1/2014 91 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -2.58 50k 10/1/2011 90 Emil van Essen Multi-Strategy Program -2.16 6,000k 5/1/2014 89 Emil van Essen Long-Short Commodity Program - Accelerated -2.16 200k 5/1/2014 88 Automaton Trading LLC Diversified -2.06 500k 7/1/2014 87 NuWave Investment Management, LLC NuWave Matrix Portfolio -2.04 3,000k 9/1/2015 86 Emil van Essen Spread Trading Program Limited -1.97 5,000k 7/1/2013 85 Urban Tree Capital, LLC UTC Plus (Client) -1.19 100k 3/1/2013 84 Eclipse Capital Management Alpha Asia -1.12 25,000k 1/1/2015 83 Commodities Analytics LLC Daily Analytics -0.63 100k 1/1/2014 82 FORT LP Global Futures Program (formerly Global Diversified Classic) -0.53 10,000k 10/1/1993 81 Valia Capital Management Global Tactical Program -0.48 200k 5/1/2014 80 Witter & Lester, Inc. Diversified Trading Program -0.38 100k 4/1/2013 79 Emil van Essen EvE Systematic Commodity Opportunities -0.28 500k 5/1/2016 78 FORT LP Fort Global Contrarian -0.27 2,000k 10/1/2002 77 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.27 1,000k 1/1/2013 75 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 76 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 74 Superfund Group Superfund Red EUR SICAV 0.05 10k 3/1/2013 73 Future Trade AG Thales Swing Trading Programme 0.10 250k 6/1/2007 72 Paradox Capital Management Sentiment Program (1X) 0.23 1,000k 1/1/2013 71 Bluegrass Capital Management Cross Market Bias Model 0.27 3,000k 7/1/2014 70 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 0.41 200k 2/1/2016 69 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.45 10,000k 8/1/2009 68 Superfund Group Superfund Red USD SICAV 0.67 10k 3/1/2013 67 QTS Capital Management, LLC QTS Partners, L.P. 0.78 100k 1/1/2011 66 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.92 250k 7/1/2015 65 Tom Capital AG Tom Capital Growth Fund 1.10 5,000k 12/1/2015 64 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.18 1,000k 5/1/2014 63 Robust Methods LLC Macro Managed Account 1.37 5,000k 1/1/2005 62 County Cork LLC County Cork Macro Equity Hedge 1.40 1,000k 2/1/2016 61 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.42 1,000k 3/1/2003 60 FORT LP Fort Global Diversified 1.53 2,000k 10/1/1993 59 Silicon Valley Quantitative Advisors UQP Large 1.54 500k 1/1/2009 58 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.78 250k 5/1/2011 57 Independent View IV Quantitative Futures Fund 1.88 100k 11/1/2012 56 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.92 1,000k 5/1/2015 55 Alee Capital Management, LLC Poniente Program 2.03 2,500k 1/1/1999 54 Leibniz Group Systematic Intelligence Vol 10 2.35 3,000k 8/1/2011 53 Eamon Capital Zephyr Program 2.47 600k 1/1/2016 52 Millburn Ridgefield Corporation Commodity Program 2.70 25,000k 3/1/2005 51 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 2.78 100k 4/1/2015 50 Crabel Capital Management WPD Crabel Futures Program 2.88 1,000k 7/1/2008 49 R Best LLC World Select Program 2.92 2,000k 4/1/2016 48 ROW Asset Managment Row Diversified Fund, L.P. 3.07 1,000k 11/1/2011 47 Garraway Capital Management LLP Garraway Financial Trends 3.09 100k 9/1/2012 46 dormouse Limited dormouse - Managed Account 3.25 10,000k 7/1/2011 45 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.30 5,000k 6/1/2010 44 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 3.52 2,000k 7/1/2013 43 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 3.79 1,000k 3/1/2003 42 Trigon Investment Advisors, LLC Discretionary Macro Program 3.99 10,000k 8/1/2007 41 Three Rock Capital Management Global Macro Program 4.22 1,000k 1/1/2009 40 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.40 1k 10/1/2006 39 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 4.50 5,000k 9/1/2009 38 Metolius Capital LLC Metolius Diversified 4.51 100k 6/1/2010 37 Talenta Capital LLP Diversified 4.70 950k 6/1/2014 36 Prolific Capital Markets, LLC Prolific Swiss System 5.04 10,000k 1/1/2014 35 Quantica Capital AG 1X Quantica Managed Futures Fund 5.20 100k 1/1/2014 34 DUNN Capital Management DUNN WMA Institutional Program 5.43 100k 10/1/2011 33 Glenhaven Capital LLC Glenhaven Global II LP 5.56 25k 4/1/2012 32 Qbasis Invest Qbasis i Trend Fund 5.72 1k 1/1/2014 31 ISAM ISAM Systematic Trend Fund 5.80 1,000k 6/1/2001 30 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 5.89 50k 7/1/2011 29 Candriam Investor Group Alternative Return Systemat 5.95 125k 1/1/2007 28 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 6.10 1,000k 1/1/2013 27 Tomas Capital Pty Ltd GCAF | USD 6.16 1,500k 7/1/2011 26 Estlander & Partners Freedom 6.59 20,000k 8/1/2010 25 EMC Capital Advisors, LLC EMC Alpha Program 6.64 5,000k 6/1/2013 24 Aquantum Aquantum Global Systematic Program (AGS) 7.19 5,000k 7/1/2013 23 Qbasis Invest Qbasis All Trends UCITS Fund 7.25 100k 1/1/2016 22 EMC Capital Advisors, LLC EMC Alpha Plus Program 7.59 3,000k 5/1/2014 21 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.95 20,000k 5/1/2013 20 Melissinos Trading Eupatrid Global Trends 7.96 50k 1/1/2011 19 Glider Trading LLP Glider Trading Strategy (Class C) 8.10 500k 9/1/2013 18 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 8.15 1k 6/1/2009 17 Rosetta Capital Management Macro Program 8.19 50k 1/1/2009 16 Worldwide Capital Strategies Profit Quest Macro World 8.57 100k 1/1/2010 15 Aspect Capital Aspect Diversified Fund - Class A (USD) 8.72 100k 12/1/1998 14 Metolius Capital LLC Metolius Enhanced Fund 8.93 40k 6/1/2015 13 Crabel Capital Management Crabel Multi-Product 8.98 1,000k 3/1/1998 12 AG Capital Investments, LLC Discretionary Global Macro Program 9.21 500k 10/1/2014 11 Conquest Capital Group Conquest Select 9.56 250k 6/1/2004 10 Sandpiper Asset Management Sandpiper Global Macro Program 9.78 1,000k 8/1/2012 9 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 10.36 1,000k 10/1/2016 8 Alee Capital Management, LLC Mistral Program 10.63 2,500k 1/1/1999 7 Dreiss Research Corporation Diversified Program 10.64 1,000k 5/1/1991 6 Kaiser Trading Group Kaiser Global Diversified Program - Class A 10.79 10,000k 3/1/1998 5 Vivienne Investissement MACH 3 11.50 100k 6/1/2015 4 Chesapeake Capital Diversified Plus (HV) 13.81 100k 4/1/1994 3 Angle Capital Management LLC AIP Program 16.58 100k 1/1/2010 2 Purple Valley Capital, Inc. Diversified Trend 1 17.56 100k 8/1/2008 1 Covenant Capital Management Optimal Program 44.69 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.