Diversified Trader Index For August 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 Aug 2018 Min Inv Inception 98 Vivienne Investissement MACH 3 -6.54 100k 6/1/2015 97 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -5.33 5,000k 11/1/2012 96 AG Capital Investments, LLC Discretionary Global Macro Program -3.70 500k 10/1/2014 95 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -3.56 25k 1/1/2011 94 Linnis Linnis ONE, LP -3.17 100k 8/1/2014 93 Future Trade AG Thales Swing Trading Programme -3.16 250k 6/1/2007 92 Metolius Capital LLC Metolius Enhanced Fund -3.12 40k 6/1/2015 91 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -2.94 500k 1/1/2011 90 Robust Methods LLC Macro Managed Account -2.54 5,000k 1/1/2005 89 Leibniz Group Systematic Intelligence Vol 10 -1.93 3,000k 8/1/2011 88 Sandpiper Asset Management Sandpiper Global Macro Program -1.86 1,000k 8/1/2012 87 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.64 50k 10/1/2011 86 Blackwater Capital Management ForesightML -1.37 5,000k 7/1/2016 85 Metolius Capital LLC Metolius Diversified -1.37 100k 6/1/2010 84 Trigon Investment Advisors, LLC Discretionary Macro Program -1.31 10,000k 8/1/2007 83 Emil van Essen Spread Trading Program Limited -1.27 5,000k 7/1/2013 82 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.09 10,000k 10/1/1993 81 Emil van Essen Multi-Strategy Program -0.90 6,000k 5/1/2014 80 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.87 5,000k 9/1/2009 79 Commodities Analytics LLC Daily Analytics -0.86 100k 1/1/2014 78 Witter & Lester, Inc. Diversified Trading Program -0.66 100k 4/1/2013 77 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.59 1,000k 3/1/2003 76 Emil van Essen Long-Short Commodity Program -0.59 1,000k 6/1/2013 75 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.57 5,000k 6/1/2010 74 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.53 2,000k 7/1/2016 73 Emil van Essen EvE Systematic Commodity Opportunities -0.31 500k 5/1/2016 72 FORT LP Fort Global Contrarian -0.12 2,000k 10/1/2002 71 QTS Capital Management, LLC QTS Partners, L.P. -0.12 100k 1/1/2011 70 Bluegrass Capital Management Cross Market Bias Model -0.11 3,000k 7/1/2014 69 Candriam Investor Group Alternative Return Systemat -0.09 125k 1/1/2007 63 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 62 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 67 R Best LLC World Select Program 0.00 2,000k 4/1/2016 66 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 65 Valia Capital Management Global Tactical Program 0.00 200k 5/1/2014 64 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 68 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 61 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.04 250k 7/1/2015 60 FORT LP Fort Global Diversified 0.06 2,000k 10/1/1993 59 Three Rock Capital Management Global Macro Program 0.12 1,000k 1/1/2009 58 dormouse Limited dormouse Fund B Shares 0.12 10,000k 8/1/2016 57 EMC Capital Advisors, LLC EMC Alpha Program 0.19 5,000k 6/1/2013 56 Crabel Capital Management WPD Crabel Futures Program 0.25 1,000k 7/1/2008 55 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.26 1,000k 3/1/2003 54 Centurion Investment Management Inc. Zero Margin Program 0.36 1,000k 5/1/2016 53 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.53 3,000k 5/1/2014 52 dormouse Limited dormouse - Managed Account 0.61 10,000k 7/1/2011 51 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.71 1k 10/1/2006 50 Centurion Investment Management Inc. Composite 0.71 10,000k 8/1/2012 49 ROW Asset Managment Row Diversified Fund, L.P. 0.71 1,000k 11/1/2011 48 Eamon Capital Zephyr Program 0.79 600k 1/1/2016 47 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.86 100k 4/1/2015 46 Talenta Capital LLP Diversified 0.96 950k 6/1/2014 45 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 1.20 1k 6/1/2009 44 Crabel Capital Management Crabel Multi-Product 1.22 1,000k 3/1/1998 43 ROW Asset Managment ROW Diversified 2X Fund, LP 1.24 1,000k 8/1/2016 42 County Cork LLC County Cork Macro Equity Hedge 1.37 1,000k 2/1/2016 41 Quest Partners LLC AlphaQuest Short Bias (AQSB) 1.71 20,000k 5/1/2013 40 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 1.72 200k 2/1/2016 39 DUNN Capital Management DUNN WMA Institutional Program 1.85 100k 10/1/2011 38 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.87 1,000k 5/1/2014 37 Garraway Capital Management LLP Garraway Financial Trends 2.24 100k 9/1/2012 36 Prolific Capital Markets, LLC Prolific Swiss System 2.27 10,000k 1/1/2014 35 Estlander & Partners Freedom 2.35 20,000k 8/1/2010 34 Superfund Group Superfund Red EUR SICAV 2.58 10k 3/1/2013 33 Qbasis Invest Qbasis All Trends UCITS Fund 2.59 100k 1/1/2016 32 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.72 3,000k 5/1/2010 31 Quantica Capital AG 1X Quantica Managed Futures Fund 2.90 100k 1/1/2014 30 Worldwide Capital Strategies Profit Quest Macro World 3.11 100k 1/1/2010 29 Superfund Group Superfund Red USD SICAV 3.14 10k 3/1/2013 28 Aspect Capital Aspect Diversified Fund - Class A (USD) 3.14 100k 12/1/1998 27 Melissinos Trading Eupatrid Global Trends 3.20 50k 1/1/2011 26 Independent View IV Quantitative Futures Fund 3.30 100k 11/1/2012 25 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.35 1,000k 10/1/2016 24 Kaiser Trading Group Kaiser Global Diversified Program - Class A 3.44 10,000k 3/1/1998 23 Millburn Ridgefield Corporation Commodity Program 3.44 25,000k 3/1/2005 22 Alee Capital Management, LLC Mistral Program 3.52 2,500k 1/1/1999 21 Eclipse Capital Management Alpha Asia 3.65 25,000k 1/1/2015 20 Qbasis Invest Qbasis i Trend Fund 3.65 1k 1/1/2014 19 Kopis Capital Management, LLC Commodity Long Short Separate Account 3.74 1,000k 5/1/2015 18 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.79 250k 5/1/2011 17 Tom Capital AG Tom Capital Growth Fund 4.00 5,000k 12/1/2015 16 Millburn Ridgefield Corporation Multi-Markets Program 4.11 25,000k 10/1/2004 15 Emil van Essen Long-Short Commodity Program - Accelerated 4.35 200k 5/1/2014 14 Covenant Capital Management Optimal Program 4.49 10k 2/1/2014 13 Angle Capital Management LLC AIP Program 4.84 100k 1/1/2010 12 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.88 1,000k 1/1/2013 11 Urban Tree Capital, LLC UTC Plus (Client) 5.03 100k 3/1/2013 10 Silicon Valley Quantitative Advisors UQP Large 6.05 500k 1/1/2009 9 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 6.80 250k 2/1/2016 8 ISAM ISAM Systematic Trend Fund 8.48 1,000k 6/1/2001 7 Estlander & Partners Alpha Trend II - Class P 8.52 100k 12/1/2008 6 NuWave Investment Management, LLC NuWave Matrix Portfolio 8.74 3,000k 9/1/2015 5 Chesapeake Capital Diversified Plus (HV) 10.11 100k 4/1/1994 4 Dreiss Research Corporation Diversified Program 10.97 1,000k 5/1/1991 3 Purple Valley Capital, Inc. Diversified Trend 1 14.22 100k 8/1/2008 2 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 15.02 50k 7/1/2011 1 Tomas Capital Pty Ltd GCAF | USD 15.72 1,500k 7/1/2011 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.