Diversified Trader Index For November 2019

Monthly Rankings

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.

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