Diversified Trader Index For September 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 Sep 2018 Min Inv Inception 101 Covenant Capital Management Optimal Program -18.09 10k 2/1/2014 100 Tomas Capital Pty Ltd GCAF | USD -10.45 1,500k 7/1/2011 99 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -10.27 50k 7/1/2011 98 Qbasis Invest Qbasis i Trend Fund -9.81 1k 1/1/2014 97 Qbasis Invest Qbasis All Trends UCITS Fund -7.11 100k 1/1/2016 96 ROW Asset Managment ROW Diversified 2X Fund, LP -5.38 1,000k 8/1/2016 95 Estlander & Partners Alpha Trend II - Class P -5.23 100k 12/1/2008 94 Garraway Capital Management LLP Garraway Financial Trends -5.13 100k 9/1/2012 93 Tom Capital AG Tom Capital Growth Fund -5.00 5,000k 12/1/2015 92 AG Capital Investments, LLC Discretionary Global Macro Program -3.98 500k 10/1/2014 91 Linnis Linnis ONE, LP -3.82 100k 8/1/2014 90 Rosetta Capital Management Macro Program -2.99 50k 1/1/2009 89 ISAM ISAM Systematic Trend Fund -2.75 1,000k 6/1/2001 88 Estlander & Partners Freedom -2.71 20,000k 8/1/2010 87 ROW Asset Managment Row Diversified Fund, L.P. -2.64 1,000k 11/1/2011 86 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -2.40 1,000k 3/1/2003 85 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -2.33 250k 2/1/2016 84 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.30 1k 6/1/2009 83 Eclipse Capital Management Alpha Asia -2.15 25,000k 1/1/2015 82 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.08 3,000k 5/1/2010 81 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.95 20,000k 5/1/2013 80 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -1.95 1,000k 10/1/2016 79 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.91 10,000k 10/1/1993 78 Kaiser Trading Group Kaiser Global Diversified Program - Class A -1.90 10,000k 3/1/1998 77 NuWave Investment Management, LLC Short-Term Futures Portfolio -1.82 2,000k 7/1/2016 76 Emil van Essen EvE Systematic Commodity Opportunities -1.77 500k 5/1/2016 75 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -1.72 1,000k 1/1/2013 74 Quantica Capital AG 1X Quantica Managed Futures Fund -1.70 100k 1/1/2014 73 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.67 5,000k 11/1/2012 72 Superfund Group Superfund Red USD SICAV -1.55 10k 3/1/2013 71 Eamon Capital Zephyr Program -1.54 600k 1/1/2016 70 Superfund Group Superfund Red EUR SICAV -1.46 10k 3/1/2013 69 Orion Asset Management Algorithmic Trading Program -1.44 10k 1/1/2013 68 Robust Methods LLC Macro Managed Account -1.38 5,000k 1/1/2005 67 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.35 1k 10/1/2006 66 Metolius Capital LLC Metolius Enhanced Fund -1.34 40k 6/1/2015 65 Kopis Capital Management, LLC Commodity Long Only -1.21 500k 1/1/2014 64 Automaton Trading LLC Diversified -1.18 500k 7/1/2014 63 Talenta Capital LLP Diversified -1.15 950k 6/1/2014 62 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.10 10,000k 8/1/2009 61 Conquest Capital Group Conquest Select -1.08 250k 6/1/2004 60 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.07 1,000k 5/1/2014 59 Chesapeake Capital Diversified Plus (HV) -1.02 100k 4/1/1994 58 Urban Tree Capital, LLC UTC Plus (Client) -1.01 100k 3/1/2013 57 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.95 100k 12/1/1998 56 Leibniz Group Systematic Intelligence Vol 10 -0.95 3,000k 8/1/2011 55 Melissinos Trading Eupatrid Global Trends -0.92 50k 1/1/2011 54 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.91 3,000k 5/1/2014 53 County Cork LLC County Cork Macro Equity Hedge -0.87 1,000k 2/1/2016 52 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.72 250k 5/1/2011 51 Metolius Capital LLC Metolius Diversified -0.65 100k 6/1/2010 50 Future Trade AG Thales Swing Trading Programme -0.64 250k 6/1/2007 49 Independent View IV Quantitative Futures Fund -0.61 100k 11/1/2012 48 FORT LP Fort Global Diversified -0.60 2,000k 10/1/1993 47 Prolific Capital Markets, LLC Prolific Swiss System -0.54 10,000k 1/1/2014 46 Turning Wheel Capital, Inc. Pure Alpha -0.51 10,000k 1/1/2012 45 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -0.42 50k 10/1/2011 44 Dreiss Research Corporation Diversified Program -0.41 1,000k 5/1/1991 43 Blackwater Capital Management ForesightML -0.39 5,000k 7/1/2016 42 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.34 1,000k 3/1/2003 41 Crabel Capital Management Crabel Multi-Product -0.25 1,000k 3/1/1998 40 EMC Capital Advisors, LLC EMC Alpha Program -0.23 5,000k 6/1/2013 39 Valia Capital Management Global Tactical Program -0.22 200k 5/1/2014 38 FORT LP Fort Global Contrarian -0.16 2,000k 10/1/2002 37 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -0.07 25k 1/1/2011 36 QTS Capital Management, LLC QTS Partners, L.P. -0.06 100k 1/1/2011 35 Bluegrass Capital Management Cross Market Bias Model -0.04 3,000k 7/1/2014 34 Three Rock Capital Management Global Macro Program -0.04 1,000k 1/1/2009 33 Commodities Analytics LLC Daily Analytics 0.00 100k 1/1/2014 32 Silicon Valley Quantitative Advisors UQP Large 0.05 500k 1/1/2009 31 Centurion Investment Management Inc. Composite 0.13 10,000k 8/1/2012 30 Emil van Essen Long-Short Commodity Program 0.14 1,000k 6/1/2013 29 Purple Valley Capital, Inc. Diversified Trend 1 0.20 100k 8/1/2008 28 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.22 100k 4/1/2015 27 Witter & Lester, Inc. Diversified Trading Program 0.22 100k 4/1/2013 26 Centurion Investment Management Inc. Zero Margin Program 0.25 1,000k 5/1/2016 25 R Best LLC World Select Program 0.29 2,000k 4/1/2016 24 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.31 250k 7/1/2015 23 Trigon Investment Advisors, LLC Discretionary Macro Program 0.41 10,000k 8/1/2007 22 Crabel Capital Management WPD Crabel Futures Program 0.44 1,000k 7/1/2008 21 Glendorn Capital Management LLC MultiWeek Trading Strategy 0.47 1,500k 10/1/2016 20 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 0.53 500k 1/1/2011 19 dormouse Limited dormouse - Managed Account 0.72 10,000k 7/1/2011 18 Vivienne Investissement MACH 3 0.79 100k 6/1/2015 17 Emil van Essen Multi-Strategy Program 0.80 6,000k 5/1/2014 16 Emil van Essen Long-Short Commodity Program - Accelerated 0.89 200k 5/1/2014 15 dormouse Limited dormouse Fund B Shares 1.02 10,000k 8/1/2016 14 Emil van Essen Spread Trading Program Limited 1.34 5,000k 7/1/2013 13 DUNN Capital Management DUNN WMA Institutional Program 1.41 100k 10/1/2011 12 Alee Capital Management, LLC Mistral Program 1.73 2,500k 1/1/1999 11 Millburn Ridgefield Corporation Multi-Markets Program 1.85 25,000k 10/1/2004 10 JTM Capital Management LLC JTM Absolute Return Strategy 2.33 100k 10/1/2016 9 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 2.40 200k 2/1/2016 8 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.49 3,000k 9/1/2015 7 Candriam Investor Group Alternative Return Systemat 2.78 125k 1/1/2007 6 Worldwide Capital Strategies Profit Quest Macro World 2.81 100k 1/1/2010 5 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 3.05 5,000k 9/1/2009 4 Sandpiper Asset Management Sandpiper Global Macro Program 3.67 1,000k 8/1/2012 3 Millburn Ridgefield Corporation Commodity Program 3.72 25,000k 3/1/2005 2 QMS Capital Management LP QMS Diversified Global Macro Strategy 4.51 5,000k 6/1/2010 1 Kopis Capital Management, LLC Commodity Long Short Separate Account 5.64 1,000k 5/1/2015 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.