Diversified Trader Index For May 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 May 2018 Min Inv Inception 104 Purple Valley Capital, Inc. Diversified Trend 1 -22.21 100k 8/1/2008 103 Aspect Capital Aspect Diversified Fund - Class A (USD) -9.29 100k 12/1/1998 102 Angle Capital Management LLC AIP Program -8.50 100k 1/1/2010 101 ISAM ISAM Systematic Trend Fund -6.89 1,000k 6/1/2001 100 Worldwide Capital Strategies Profit Quest Macro World -6.19 100k 1/1/2010 99 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -5.36 50k 7/1/2011 98 Tomas Capital Pty Ltd GCAF | USD -5.29 1,500k 7/1/2011 97 Estlander & Partners Freedom -5.11 20,000k 8/1/2010 96 Future Trade AG Thales Swing Trading Programme -5.10 250k 6/1/2007 95 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.06 1k 6/1/2009 94 Superfund Group Superfund Red EUR SICAV -4.84 10k 3/1/2013 93 Chesapeake Capital Diversified Plus (HV) -4.84 100k 4/1/1994 92 Superfund Group Superfund Red USD SICAV -4.68 10k 3/1/2013 91 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.58 5,000k 6/1/2010 90 Vivienne Investissement MACH 3 -4.14 100k 6/1/2015 89 Metolius Capital LLC Metolius Enhanced Fund -3.68 40k 6/1/2015 88 Qbasis Invest Qbasis All Trends UCITS Fund -3.62 100k 1/1/2016 87 Sandpiper Asset Management Sandpiper Global Macro Program -3.57 1,000k 8/1/2012 86 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -3.52 1,000k 5/1/2014 85 Garraway Capital Management LLP Garraway Financial Trends -3.51 100k 9/1/2012 84 DUNN Capital Management DUNN WMA Institutional Program -3.24 100k 10/1/2011 83 Centurion Investment Management Inc. Composite -3.08 10,000k 8/1/2012 82 Quantica Capital AG 1X Quantica Managed Futures Fund -2.90 100k 1/1/2014 81 Independent View IV Quantitative Futures Fund -2.70 100k 11/1/2012 80 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.50 1k 10/1/2006 79 Melissinos Trading Eupatrid Global Trends -2.50 50k 1/1/2011 78 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -2.40 500k 7/1/2013 77 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -2.35 1,000k 1/1/2013 76 Linnis Linnis ONE, LP -2.27 100k 8/1/2014 75 EMC Capital Advisors, LLC EMC Alpha Plus Program -2.09 3,000k 5/1/2014 74 Aquantum Aquantum Global Systematic Program (AGS) -2.04 5,000k 7/1/2013 73 Eamon Capital Zephyr Program -1.91 600k 1/1/2016 72 Emil van Essen Long-Short Commodity Program -1.84 1,000k 6/1/2013 71 Paradox Capital Management Sentiment Program (1X) -1.73 1,000k 1/1/2013 70 Metolius Capital LLC Metolius Diversified -1.59 100k 6/1/2010 69 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.44 10,000k 8/1/2009 68 Prolific Capital Markets, LLC Prolific Swiss System -1.40 10,000k 1/1/2014 67 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.22 3,000k 5/1/2010 66 EMC Capital Advisors, LLC EMC Alpha Program -1.20 5,000k 6/1/2013 65 Blackwater Capital Management ForesightML -1.17 5,000k 7/1/2016 64 Emil van Essen Multi-Strategy Program -1.07 6,000k 5/1/2014 63 Tom Capital AG Tom Capital Growth Fund -1.00 5,000k 12/1/2015 62 NuWave Investment Management, LLC NuWave Matrix Portfolio -0.96 3,000k 9/1/2015 61 Commodities Analytics LLC Daily Analytics -0.95 100k 1/1/2014 60 Urban Tree Capital, LLC UTC Plus (Client) -0.84 100k 3/1/2013 59 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.75 5,000k 9/1/2009 58 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.68 2,000k 7/1/2013 57 Talenta Capital LLP Diversified -0.67 950k 6/1/2014 56 QTS Capital Management, LLC QTS Partners, L.P. -0.45 100k 1/1/2011 55 QCM Alpha Financials Program -0.37 10,000k 6/1/2012 54 AG Capital Investments, LLC Discretionary Global Macro Program -0.35 500k 10/1/2014 53 R Best LLC World Select Program -0.34 2,000k 4/1/2016 52 Emil van Essen EvE Systematic Commodity Opportunities -0.33 500k 5/1/2016 51 Emil van Essen Spread Trading Program Limited -0.32 5,000k 7/1/2013 50 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.26 250k 7/1/2015 49 Witter & Lester, Inc. Diversified Trading Program -0.24 100k 4/1/2013 48 Valia Capital Management Global Tactical Program -0.14 200k 5/1/2014 47 Qbasis Invest Qbasis i Trend Fund -0.13 1k 1/1/2014 46 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.13 2,000k 7/1/2016 45 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -0.06 250k 2/1/2016 44 Estlander & Partners Alpha Trend II - Class P -0.05 100k 12/1/2008 43 Bluegrass Capital Management Cross Market Bias Model -0.05 3,000k 7/1/2014 42 FORT LP Fort Global Diversified -0.03 2,000k 10/1/1993 36 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 37 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 39 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 40 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 38 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 41 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 35 Rosetta Capital Management Macro Program 0.02 50k 1/1/2009 34 Robust Methods LLC Macro Managed Account 0.11 5,000k 1/1/2005 33 Centurion Investment Management Inc. Zero Margin Program 0.12 1,000k 5/1/2016 32 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.12 1,000k 3/1/2003 31 Millburn Ridgefield Corporation Multi-Markets Program 0.13 25,000k 10/1/2004 30 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.16 5,000k 11/1/2012 29 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.26 100k 4/1/2015 28 Alee Capital Management, LLC Poniente Program 0.35 2,500k 1/1/1999 27 Automaton Trading LLC Diversified 0.39 500k 7/1/2014 26 FORT LP Fort Global Contrarian 0.44 2,000k 10/1/2002 25 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.48 1,000k 5/1/2015 24 Orion Asset Management Algorithmic Trading Program 0.50 10k 1/1/2013 23 Trigon Investment Advisors, LLC Discretionary Macro Program 0.60 10,000k 8/1/2007 22 County Cork LLC County Cork Macro Equity Hedge 0.74 1,000k 2/1/2016 21 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.76 10,000k 10/1/1993 20 ROW Asset Managment Row Diversified Fund, L.P. 0.79 1,000k 11/1/2011 19 Emil van Essen Long-Short Commodity Program - Accelerated 0.84 200k 5/1/2014 18 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 1.24 1,000k 10/1/2016 17 Kaiser Trading Group Kaiser Global Diversified Program - Class A 1.31 10,000k 3/1/1998 16 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 1.56 200k 2/1/2016 15 dormouse Limited dormouse - Managed Account 1.62 10,000k 7/1/2011 14 Leibniz Group Systematic Intelligence Vol 10 1.71 3,000k 8/1/2011 13 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.75 250k 5/1/2011 12 Conquest Capital Group Conquest Select 1.89 250k 6/1/2004 11 Three Rock Capital Management Global Macro Program 2.48 1,000k 1/1/2009 10 Glider Trading LLP Glider Trading Strategy (Class C) 2.56 500k 9/1/2013 9 Quest Partners LLC AlphaQuest Short Bias (AQSB) 2.79 20,000k 5/1/2013 8 Millburn Ridgefield Corporation Commodity Program 3.08 25,000k 3/1/2005 7 Eclipse Capital Management Alpha Asia 3.27 25,000k 1/1/2015 6 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 3.39 50k 10/1/2011 5 Alee Capital Management, LLC Mistral Program 3.79 2,500k 1/1/1999 4 Silicon Valley Quantitative Advisors UQP Large 3.92 500k 1/1/2009 3 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 5.47 25k 1/1/2011 2 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.12 1,000k 3/1/2003 1 Covenant Capital Management Optimal Program 18.01 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.