Diversified Trader Index For November 2019 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 Nov 2019 Min Inv Inception 106 Estlander & Partners Alpha Trend II - Class P -8.25 100k 12/1/2008 105 Future Trade AG Thales Swing Trading Programme -7.04 250k 6/1/2007 104 Superfund Group Superfund Red One SP I - Class A Silver -6.48 10k 1/1/2017 103 Sandpiper Asset Management Sandpiper Global Macro Program -5.63 1,000k 8/1/2012 102 AG Capital Investments, LLC Discretionary Global Macro Program -4.53 500k 10/1/2014 101 Robust Methods LLC Macro Managed Account -4.01 5,000k 1/1/2005 100 Superfund Group Superfund Red One SP I - Class A Gold -3.58 10k 1/1/2017 99 Superfund Group Superfund Green SILVER SICAV -3.49 20k 1/1/2017 98 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -2.97 500k 1/1/2011 97 Typhon Capital Management, LLC Leonidas Macro Fund -2.34 100k 4/1/2017 96 Chesapeake Capital Diversified Plus (HV) -2.10 100k 4/1/1994 95 GT CAPITAL CTA GT Systematic Day Trading Program -1.85 60k 8/1/2017 94 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.67 250k 5/1/2011 93 Schot Capital Multi Diversified Program -1.58 1,000k 1/1/2016 92 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.47 1,000k 3/1/2003 91 Glendorn Capital Management LLC MultiWeek Trading Strategy -1.28 1,500k 10/1/2016 90 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.25 20,000k 5/1/2013 89 Leibniz Group Enhanced Intelligence Strategy -1.07 100k 1/1/2016 88 R Best LLC World Select Program -0.97 2,000k 4/1/2016 87 Melissinos Trading Eupatrid Global Trends -0.85 50k 1/1/2011 86 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.82 5,000k 11/1/2012 85 dormouse Limited dormouse - Managed Account -0.82 10,000k 7/1/2011 84 Anderson Creek Trading Standard Diversified Strategy -0.68 250k 7/1/2014 83 Superfund Group Superfund Red One SP I - Class A EUR -0.66 10k 1/1/2017 82 Eamon Capital Zephyr Program -0.65 600k 1/1/2016 81 dormouse Limited dormouse Fund B Shares -0.63 10,000k 8/1/2016 80 dormouse Limited dormouse Fund A Shares -0.63 1,000k 1/1/2017 79 Superfund Group Superfund Red One SP I - Class A USD -0.49 10k 1/1/2017 78 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.48 250k 7/1/2015 77 Superfund Group Superfund Green GOLD SICAV -0.48 20k 1/1/2017 76 O'Brien Investment Group O'Brien Investment Group Discretionary Global Macro Futures Program -0.37 2,000k 6/1/2017 75 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.24 5,000k 9/1/2009 74 Independent View IV Quantitative Futures Fund -0.22 100k 11/1/2012 73 Superfund Group Superfund Red EUR SICAV -0.18 10k 3/1/2013 72 Genio Capital Ltd. Genio PRIMO Systematic Macro Program -0.17 2,000k 7/1/2016 71 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite -0.15 5,000k 9/1/2009 70 ISAM ISAM Systematic Trend (Levitas) -0.14 1,000k 5/1/2010 69 FORT LP Global Futures Program (formerly Global Diversified Classic) -0.06 10,000k 10/1/1993 68 O'Brien Investment Group Quantitative Global Macro Futures Program -0.06 3,000k 7/1/2017 60 Purple Valley Capital, Inc. Diversified Trend 1 0.00 100k 8/1/2008 61 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 66 JTM Capital Management LLC JTM Absolute Return Strategy 0.00 100k 10/1/2016 62 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 59 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 63 Urban Tree Capital, LLC UTC Plus (Client) 0.00 100k 3/1/2013 65 Worldwide Capital Strategies Profit Quest Macro World 0.00 100k 1/1/2010 67 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.00 250k 10/1/2010 64 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 58 Emil van Essen Global Tactical Allocation Program (GTAP) 0.02 2,000k 4/1/2017 57 Superfund Group Superfund Red USD SICAV 0.07 10k 3/1/2013 56 Metolius Capital LLC Metolius Diversified 0.09 100k 6/1/2010 55 Emil van Essen Multi-Strategy Program 0.10 6,000k 5/1/2014 54 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.13 250k 11/1/1996 53 EMC Capital Advisors, LLC EMC Alpha Program 0.15 5,000k 6/1/2013 52 Emil van Essen Spread Trading Program Limited 0.15 5,000k 7/1/2013 51 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.20 3,000k 5/1/2014 50 H2O AM LLP Arctic Blue Inuvik 0.30 1,000k 5/1/2017 49 Eclipse Capital Management Alpha Asia 0.34 25,000k 1/1/2015 48 R Best LLC Private Client Plus 0.37 200k 11/1/2017 47 Prolific Capital Markets, LLC Prolific Swiss System 0.51 10,000k 1/1/2014 46 W.G. Wealth Guardian Ltd. QT Program (QTP) 0.51 300k 6/1/2017 45 Metolius Capital LLC Metolius Enhanced Fund 0.52 40k 6/1/2015 44 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.62 3,000k 5/1/2010 43 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.64 100k 4/1/2015 42 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.65 2,000k 7/1/2016 41 Garraway Capital Management LLP Garraway Financial Trends 0.75 100k 9/1/2012 40 Welton Investment Partners Welton Trend 0.76 25,000k 10/1/2012 39 NuWave Investment Management, LLC NuWave Matrix Portfolio 0.82 3,000k 9/1/2015 38 John Locke Investments Cyril Systematic UCITS Fund 0.83 8,000k 7/1/2000 37 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.86 1,000k 3/1/2003 36 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.88 1k 10/1/2006 35 FORT LP Fort Global Diversified 0.89 2,000k 10/1/1993 34 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.93 500k 1/1/2015 33 Emil van Essen Long-Short Commodity Program 1.01 1,000k 6/1/2013 32 FORT LP Fort Global Contrarian 1.16 2,000k 10/1/2002 31 Estlander & Partners Freedom 1.17 20,000k 8/1/2010 30 Dynamica Global Investments Dynamica Commodity Trading Strategy 1.19 500k 9/1/2015 29 Tom Capital AG Tom Capital Growth Fund 1.20 5,000k 12/1/2015 28 Rosetta Capital Management Macro Program 1.20 50k 1/1/2009 27 QTS Capital Management, LLC QTS Partners, L.P. 1.21 100k 1/1/2011 26 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 1.22 1,000k 1/1/2013 25 Automaton Trading LLC Diversified 1.39 500k 7/1/2014 24 Quantica Capital AG 1X Quantica Managed Futures Fund 1.40 100k 1/1/2014 23 Orion Asset Management Algorithmic Trading Program 1.43 10k 1/1/2013 22 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 1.46 250k 2/1/2016 21 DUNN Capital Management DUNN WMA Institutional Program 1.47 100k 10/1/2011 20 Leibniz Group Systematic Intelligence Vol 10 1.91 3,000k 8/1/2011 19 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 1.92 1k 6/1/2009 18 Silicon Valley Quantitative Advisors UQP Large 1.92 500k 1/1/2009 17 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.93 1,000k 5/1/2015 16 Aspect Capital Aspect Diversified Fund - Class A (USD) 2.02 100k 12/1/1998 15 County Cork LLC County Cork Macro Equity Hedge 2.36 1,000k 2/1/2016 14 514 Capital Partners 514 Fund 2.40 100k 11/1/2013 13 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.65 5,000k 6/1/2010 12 Superfund Group Superfund Green EUR SICAV 2.66 5k 1/1/2017 11 Linnis Linnis ONE, LP 2.67 100k 8/1/2014 10 Superfund Group Superfund Green USD SICAV 2.85 5k 1/1/2017 9 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.16 50k 7/1/2011 8 Emil van Essen Long-Short Commodity Program - Accelerated 3.18 200k 5/1/2014 7 Vivienne Investissement MACH 3 3.54 100k 6/1/2015 6 Tomas Capital Pty Ltd GCAF | USD 3.64 1,500k 7/1/2011 5 Kaiser Trading Group Kaiser Global Diversified Program - Class A 3.65 10,000k 3/1/1998 4 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.66 1,000k 10/1/2016 3 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 3.75 1,000k 5/1/2014 2 SpreadEdge Capital, LLC Diversified Seasonal Spreads 3.79 100k 12/1/2014 1 Glenhaven Capital LLC Glenhaven Global II LP 8.58 25k 4/1/2012 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.