Diversified Trader Index For October 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 Oct 2018 Min Inv Inception 99 Purple Valley Capital, Inc. Diversified Trend 1 -16.71 100k 8/1/2008 98 Qbasis Invest Qbasis All Trends UCITS Fund -14.84 100k 1/1/2016 97 Worldwide Capital Strategies Profit Quest Macro World -13.77 100k 1/1/2010 96 ISAM ISAM Systematic Trend Fund -11.36 1,000k 6/1/2001 95 Vivienne Investissement MACH 3 -10.98 100k 6/1/2015 94 Qbasis Invest Qbasis i Trend Fund -10.18 1k 1/1/2014 93 Estlander & Partners Alpha Trend II - Class P -10.06 100k 12/1/2008 92 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -9.82 1,000k 10/1/2016 91 Kaiser Trading Group Kaiser Global Diversified Program - Class A -9.71 10,000k 3/1/1998 90 Aspect Capital Aspect Diversified Fund - Class A (USD) -9.23 100k 12/1/1998 89 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -7.56 250k 2/1/2016 88 Quantica Capital AG 1X Quantica Managed Futures Fund -7.30 100k 1/1/2014 87 Chesapeake Capital Diversified Plus (HV) -6.88 100k 4/1/1994 86 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -5.99 1,000k 5/1/2014 85 DUNN Capital Management DUNN WMA Institutional Program -5.92 100k 10/1/2011 84 Silicon Valley Quantitative Advisors UQP Large -5.91 500k 1/1/2009 83 NuWave Investment Management, LLC NuWave Matrix Portfolio -5.40 3,000k 9/1/2015 82 Strategic Capital Advisors LLC Multi-strategy Futures Program -5.32 3,000k 5/1/2010 81 Emil van Essen EvE Systematic Commodity Opportunities -5.32 500k 5/1/2016 80 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -5.16 1,000k 1/1/2013 79 Estlander & Partners Freedom -5.11 20,000k 8/1/2010 78 AG Capital Management Partners, LP Discretionary Global Macro Program -5.08 500k 10/1/2014 77 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) -5.02 400k 2/1/2016 76 Candriam Investors Group Alternative Return Systemat -4.89 125k 1/1/2007 75 Superfund Group Superfund Red EUR SICAV -4.81 10k 3/1/2013 74 Tomas Capital Pty Ltd GCAF | USD -4.80 1,500k 7/1/2011 73 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -4.43 50k 7/1/2011 72 EMC Capital Advisors, LLC EMC Alpha Plus Program -4.43 3,000k 5/1/2014 71 Superfund Group Superfund Red USD SICAV -4.36 10k 3/1/2013 70 EMC Capital Advisors, LLC EMC Alpha Program -4.11 5,000k 6/1/2013 69 Leibniz Group Systematic Intelligence Vol 10 -3.68 3,000k 8/1/2011 68 FORT LP Fort Global Contrarian -3.49 2,000k 10/1/2002 67 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -3.46 5,000k 9/1/2009 66 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -3.18 100k 4/1/2015 65 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.85 1k 6/1/2009 64 Crabel Capital Management WPD Crabel Futures Program -2.79 1,000k 7/1/2008 63 Emil van Essen Spread Trading Program Limited -2.68 5,000k 7/1/2013 62 Millburn Ridgefield Corporation Commodity Program -2.50 25,000k 3/1/2005 61 Talenta Capital LLP Diversified -2.32 950k 6/1/2014 60 dormouse Limited dormouse Fund B Shares -1.72 10,000k 8/1/2016 59 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.62 250k 5/1/2011 58 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.50 10,000k 10/1/1993 57 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.45 1k 10/1/2006 56 Emil van Essen Multi-Strategy Program -1.42 6,000k 5/1/2014 55 dormouse Limited dormouse - Managed Account -1.31 20,000k 7/1/2011 54 County Cork LLC County Cork Macro Equity Hedge -1.25 1,000k 2/1/2016 53 FORT LP Fort Global Diversified -1.04 2,000k 10/1/1993 52 Garraway Capital Management LLP Garraway Financial Trends -0.95 100k 9/1/2012 51 R Best LLC World Select Program -0.83 2,000k 4/1/2016 50 Three Rock Capital Management Global Macro Program -0.61 1,000k 1/1/2009 49 Conquest Capital Group Conquest Select -0.48 250k 6/1/2004 48 Future Trade AG Thales Swing Trading Programme -0.43 250k 6/1/2007 47 Valia Capital Management Global Tactical Program -0.30 200k 5/1/2014 46 Emil van Essen Long-Short Commodity Program -0.20 1,000k 6/1/2013 45 Blackwater Capital Management ForesightML -0.19 5,000k 7/1/2016 44 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.13 10,000k 3/1/2003 39 Witter & Lester, Inc. Diversified Trading Program 0.00 100k 4/1/2013 37 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 38 Covenant Capital Management Optimal Program 0.00 10k 2/1/2014 34 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 35 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 36 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 33 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 41 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 42 Centurion Investment Management Inc. Composite 0.00 10,000k 8/1/2012 43 Centurion Investment Management Inc. Zero Margin Program 0.00 1,000k 5/1/2016 40 ROW Asset Managment ROW Diversified 2X Fund, LP 0.00 1,000k 8/1/2016 32 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.07 10,000k 3/1/2003 31 Automaton Trading LLC Diversified 0.13 500k 7/1/2014 30 Turning Wheel Capital, Inc. Pure Alpha 0.15 10,000k 1/1/2012 29 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 0.17 500k 1/1/2011 28 Bluegrass Capital Management Cross Market Bias Model 0.18 3,000k 7/1/2014 27 Robust Methods LLC Macro Managed Account 0.49 5,000k 1/1/2005 26 Sandpiper Asset Management Sandpiper Global Macro Program 0.56 1,000k 8/1/2012 25 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.59 50k 10/1/2011 24 Tom Capital AG Tom Capital Growth Fund 0.60 5,000k 12/1/2015 23 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 1.03 250k 7/1/2015 22 Millburn Ridgefield Corporation Multi-Markets Program 1.09 25,000k 10/1/2004 21 JTM Capital Management LLC JTM Absolute Return Strategy 1.27 100k 10/1/2016 20 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 1.34 25k 1/1/2011 19 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.34 5,000k 6/1/2010 18 Metolius Capital LLC Metolius Diversified 1.38 100k 6/1/2010 17 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.48 2,000k 7/1/2016 16 Emil van Essen Long-Short Commodity Program - Accelerated 1.65 200k 5/1/2014 15 QTS Capital Management, LLC QTS Partners, L.P. 1.68 100k 1/1/2011 14 Eamon Capital Zephyr Program 1.68 600k 1/1/2016 13 Crabel Capital Management Crabel Multi-Product 1.89 1,000k 3/1/1998 12 Alee Capital Management, LLC Mistral Program 1.93 2,500k 1/1/1999 11 Independent View IV Quantitative Futures Fund 2.13 100k 11/1/2012 10 Eclipse Capital Management Alpha Asia 2.62 25,000k 1/1/2015 9 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.87 5,000k 11/1/2012 8 Glendorn Capital Management LLC MultiWeek Trading Strategy 3.09 1,500k 10/1/2016 7 Prolific Capital Markets, LLC Prolific Swiss System 3.33 10,000k 1/1/2014 6 Metolius Capital LLC Metolius Enhanced Fund 3.77 40k 6/1/2015 5 Kopis Capital Management, LLC Commodity Long Short Separate Account 3.99 1,000k 5/1/2015 4 Quest Partners LLC AlphaQuest Short Bias (AQSB) 6.34 20,000k 5/1/2013 3 Linnis Linnis ONE, LP 7.31 100k 8/1/2014 2 Urban Tree Capital, LLC UTC Plus (Client) 8.08 100k 3/1/2013 1 Rosetta Capital Management Macro Program 8.87 50k 1/1/2009 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.