Diversified Trader Index For September 2018

Monthly Rankings

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 Management Partners, LP
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 20,000k 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 400k 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.

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