Diversified Trader Index For April 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 Apr 2018 Min Inv Inception 104 Alee Capital Management, LLC Mistral Program -5.70 2,500k 1/1/1999 103 Eclipse Capital Management Alpha Asia -4.87 25,000k 1/1/2015 102 Vivienne Investissement MACH 3 -4.33 100k 6/1/2015 101 Kopis Capital Management, LLC Commodity Long Short Separate Account -4.26 1,000k 5/1/2015 100 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -3.30 500k 7/1/2013 99 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.22 250k 5/1/2011 98 Garraway Capital Management LLP Garraway Financial Trends -3.16 100k 9/1/2012 97 AG Capital Investments, LLC Discretionary Global Macro Program -2.95 500k 10/1/2014 96 Metolius Capital LLC Metolius Enhanced Fund -2.74 40k 6/1/2015 95 Emil van Essen EvE Systematic Commodity Opportunities -2.71 500k 5/1/2016 94 Quest Partners LLC AlphaQuest Short Bias (AQSB) -2.66 20,000k 5/1/2013 93 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.59 1k 6/1/2009 92 Candriam Investor Group Alternative Return Systemat -2.53 125k 1/1/2007 91 Centurion Investment Management Inc. Composite -2.38 10,000k 8/1/2012 90 Witter & Lester, Inc. Diversified Trading Program -2.34 100k 4/1/2013 89 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.32 3,000k 5/1/2010 88 SCT Capital Management The Adaptive Quant Trading (AQT) Program -2.23 10,000k 8/1/2009 87 QTS Capital Management, LLC QTS Partners, L.P. -1.98 100k 1/1/2011 86 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.97 5,000k 11/1/2012 85 County Cork LLC County Cork Macro Equity Hedge -1.70 1,000k 2/1/2016 84 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.55 10,000k 10/1/1993 83 Conquest Capital Group Conquest Select -1.48 250k 6/1/2004 82 Qbasis Invest Qbasis All Trends UCITS Fund -1.32 100k 1/1/2016 81 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.30 1k 10/1/2006 80 Chesapeake Capital Diversified Plus (HV) -1.29 100k 4/1/1994 79 Metolius Capital LLC Metolius Diversified -1.22 100k 6/1/2010 78 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.19 1,000k 3/1/2003 77 QCM Alpha Financials Program -1.17 10,000k 6/1/2012 76 Tom Capital AG Tom Capital Growth Fund -1.10 5,000k 12/1/2015 75 Qbasis Invest Qbasis i Trend Fund -1.08 1k 1/1/2014 74 Alee Capital Management, LLC Poniente Program -0.96 2,500k 1/1/1999 73 Automaton Trading LLC Diversified -0.92 500k 7/1/2014 72 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.84 250k 7/1/2015 71 Aquantum Aquantum Global Systematic Program (AGS) -0.79 5,000k 7/1/2013 70 Commodities Analytics LLC Daily Analytics -0.72 100k 1/1/2014 69 Paradox Capital Management Sentiment Program (1X) -0.65 1,000k 1/1/2013 68 Purple Valley Capital, Inc. Diversified Trend 1 -0.62 100k 8/1/2008 67 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.59 1,000k 10/1/2016 66 Orion Asset Management Algorithmic Trading Program -0.58 10k 1/1/2013 65 Emil van Essen Long-Short Commodity Program -0.56 1,000k 6/1/2013 64 Centurion Investment Management Inc. Zero Margin Program -0.53 1,000k 5/1/2016 63 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.51 10,000k 3/1/1998 62 Turning Wheel Capital, Inc. Pure Alpha -0.43 10,000k 1/1/2012 61 Estlander & Partners Freedom -0.40 20,000k 8/1/2010 60 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.30 3,000k 5/1/2014 59 Melissinos Trading Eupatrid Global Trends -0.26 50k 1/1/2011 58 EMC Capital Advisors, LLC EMC Alpha Program -0.22 5,000k 6/1/2013 57 NuWave Investment Management, LLC NuWave Matrix Portfolio -0.19 3,000k 9/1/2015 56 Bluegrass Capital Management Cross Market Bias Model -0.14 3,000k 7/1/2014 55 Robust Methods LLC Macro Managed Account -0.13 5,000k 1/1/2005 54 Talenta Capital LLP Diversified -0.12 950k 6/1/2014 53 Emil van Essen Multi-Strategy Program -0.06 6,000k 5/1/2014 52 Blackwater Capital Management ForesightML 0.01 5,000k 7/1/2016 51 Leibniz Group Systematic Intelligence Vol 10 0.06 3,000k 8/1/2011 50 Quantica Capital AG 1X Quantica Managed Futures Fund 0.10 100k 1/1/2014 49 Valia Capital Management Global Tactical Program 0.10 200k 5/1/2014 48 R Best LLC World Select Program 0.12 2,000k 4/1/2016 47 Rosetta Capital Management Macro Program 0.17 50k 1/1/2009 46 Trigon Investment Advisors, LLC Discretionary Macro Program 0.21 10,000k 8/1/2007 45 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.23 1,000k 5/1/2014 44 Superfund Group Superfund Red EUR SICAV 0.26 10k 3/1/2013 43 FORT LP Fort Global Diversified 0.29 2,000k 10/1/1993 42 Future Trade AG Thales Swing Trading Programme 0.39 250k 6/1/2007 41 Crabel Capital Management WPD Crabel Futures Program 0.42 1,000k 7/1/2008 40 Emil van Essen Spread Trading Program Limited 0.46 5,000k 7/1/2013 39 Superfund Group Superfund Red USD SICAV 0.46 10k 3/1/2013 38 Three Rock Capital Management Global Macro Program 0.47 1,000k 1/1/2009 37 Millburn Ridgefield Corporation Multi-Markets Program 0.57 25,000k 10/1/2004 36 FORT LP Fort Global Contrarian 0.59 2,000k 10/1/2002 35 Estlander & Partners Alpha Trend II - Class P 0.59 100k 12/1/2008 34 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.62 2,000k 7/1/2016 33 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.63 50k 10/1/2011 32 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.75 100k 4/1/2015 31 Independent View IV Quantitative Futures Fund 0.82 100k 11/1/2012 30 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.86 1,000k 1/1/2013 29 Prolific Capital Markets, LLC Prolific Swiss System 1.12 10,000k 1/1/2014 28 Glider Trading LLP Glider Trading Strategy (Class C) 1.17 500k 9/1/2013 27 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.24 5,000k 9/1/2009 26 Crabel Capital Management Crabel Multi-Product 1.33 1,000k 3/1/1998 25 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.36 50k 7/1/2011 24 Emil van Essen Long-Short Commodity Program - Accelerated 1.38 200k 5/1/2014 23 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 1.45 25k 1/1/2011 22 Tomas Capital Pty Ltd GCAF | USD 1.50 1,500k 7/1/2011 21 Silicon Valley Quantitative Advisors UQP Large 1.55 500k 1/1/2009 20 Worldwide Capital Strategies Profit Quest Macro World 1.58 100k 1/1/2010 19 Angle Capital Management LLC AIP Program 1.61 100k 1/1/2010 18 ISAM ISAM Systematic Trend Fund 1.61 1,000k 6/1/2001 17 Covenant Capital Management Optimal Program 1.99 10k 2/1/2014 16 ROW Asset Managment Row Diversified Fund, L.P. 2.05 1,000k 11/1/2011 15 dormouse Limited dormouse - Managed Account 2.13 10,000k 7/1/2011 14 Linnis Linnis ONE, LP 2.26 100k 8/1/2014 13 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 2.30 200k 2/1/2016 12 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 2.36 2,000k 7/1/2013 11 Dreiss Research Corporation Diversified Program 2.37 1,000k 5/1/1991 10 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.68 1,000k 3/1/2003 9 DUNN Capital Management DUNN WMA Institutional Program 2.81 100k 10/1/2011 8 Glenhaven Capital LLC Glenhaven Global II LP 2.82 25k 4/1/2012 7 Urban Tree Capital, LLC UTC Plus (Client) 2.85 100k 3/1/2013 6 Eamon Capital Zephyr Program 2.88 600k 1/1/2016 5 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.93 5,000k 6/1/2010 4 Aspect Capital Aspect Diversified Fund - Class A (USD) 3.13 100k 12/1/1998 3 Sandpiper Asset Management Sandpiper Global Macro Program 3.68 1,000k 8/1/2012 2 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 4.01 250k 2/1/2016 1 Millburn Ridgefield Corporation Commodity Program 4.25 25,000k 3/1/2005 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.