Diversified Trader Index For December 2019

Monthly Rankings

Rank CTA/Program Dec 2019 Min Inv Inception
106 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.63 20,000k 5/1/2013
105 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.34 5,000k 6/1/2010
104 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-4.14 3,000k 9/1/2015
103 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-3.45 1,500k 10/1/2016
102 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-2.76 250k 10/1/2010
101 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-2.54 3,000k 5/1/2010
100 Vivienne Investissement
MACH 3
-2.47 100k 6/1/2015
99 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.12 1,000k 3/1/2003
98 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.02 1,000k 1/1/2013
97 Welton Investment Partners
Welton Trend
-1.99 25,000k 10/1/2012
96 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-1.60 250k 2/1/2016
95 Eamon Capital
Zephyr Program
-1.48 600k 1/1/2016
94 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.25 1k 6/1/2009
93 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.21 200k 5/1/2014
92 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.10 250k 5/1/2011
91 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.09 1,000k 5/1/2014
90 Urban Tree Capital, LLC
UTC Plus (Client)
-1.06 100k 3/1/2013
89 John Locke Investments
Cyril Systematic UCITS Fund
-0.96 500k 7/1/2000
88 FORT LP
Fort Global Contrarian
-0.83 2,000k 10/1/2002
87 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.78 100k 12/1/2014
86 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.77 2,000k 7/1/2016
85 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.74 100k 12/1/1998
84 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.70 100k 1/1/2014
83 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.66 1k 10/1/2006
82 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.56 250k 11/1/1996
81 R Best LLC
Private Client Plus
-0.39 200k 11/1/2017
80 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.37 10,000k 10/1/1993
79 FORT LP
Fort Global Diversified
-0.36 2,000k 10/1/1993
78 Eclipse Capital Management
Alpha Asia
-0.26 25,000k 1/1/2015
77 Anderson Creek Trading
Standard Diversified Strategy
-0.24 250k 7/1/2014
76 DUNN Capital Management
DUNN WMA Institutional Program
-0.15 100k 10/1/2011
75 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.12 100k 10/1/2016
74 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.06 2,000k 4/1/2017
73 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.02 250k 7/1/2015
72 Crabel Capital Management
WPD Crabel Futures Program
-0.01 1,000k 7/1/2008
61 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
57 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
58 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
59 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
71 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
60 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
62 Typhon Capital Management, LLC
Leonidas Macro Fund
0.00 100k 4/1/2017
63 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
64 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
65 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
66 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
67 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
68 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
69 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
70 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
56 Emil van Essen
Long-Short Commodity Program
0.07 1,000k 6/1/2013
55 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.07 1,000k 10/1/2016
54 Crabel Capital Management
Crabel Multi-Product
0.08 1,000k 3/1/1998
53 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.13 10,000k 3/1/1998
52 W.G. Wealth Guardian Ltd.
QT Program (QTP)
0.14 300k 6/1/2017
51 ISAM
ISAM Systematic Trend (Levitas)
0.15 1,000k 5/1/2010
50 Chesapeake Capital
Diversified Plus (HV)
0.23 100k 4/1/1994
49 Melissinos Trading
Eupatrid Global Trends
0.26 50k 1/1/2011
48 Leibniz Group
Systematic Intelligence Vol 10
0.26 3,000k 8/1/2011
47 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.58 2,000k 7/1/2016
46 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.58 10,000k 8/1/2007
45 Estlander & Partners
Alpha Trend II - Class P
0.64 100k 12/1/2008
44 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.81 500k 1/1/2011
43 QTS Capital Management, LLC
QTS Partners, L.P.
0.87 100k 1/1/2011
42 Automaton Trading LLC
Diversified
0.87 500k 7/1/2014
41 R Best LLC
World Select Program
0.91 2,000k 4/1/2016
40 O'Brien Investment Group
Quantitative Global Macro Futures Program
0.95 3,000k 7/1/2017
39 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.01 100k 4/1/2015
38 Worldwide Capital Strategies
Profit Quest Macro World
1.11 100k 1/1/2010
37 Independent View
IV Quantitative Futures Fund
1.23 100k 11/1/2012
36 514 Capital Partners
514 Fund
1.25 100k 11/1/2013
35 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.32 5,000k 9/1/2009
34 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
1.48 5,000k 9/1/2009
33 EMC Capital Advisors, LLC
EMC Alpha Program
1.54 5,000k 6/1/2013
32 H2O AM LLP
Arctic Blue Inuvik
1.70 1,000k 5/1/2017
31 Emil van Essen
Multi-Strategy Program
1.79 6,000k 5/1/2014
30 Tom Capital AG
Tom Capital Growth Fund
1.80 5,000k 12/1/2015
29 Metolius Capital LLC
Metolius Diversified
1.84 100k 6/1/2010
28 dormouse Limited
dormouse - Managed Account
1.90 20,000k 7/1/2011
27 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.02 3,000k 5/1/2014
26 GT CAPITAL CTA
GT Systematic Day Trading Program
2.02 60k 8/1/2017
25 County Cork LLC
County Cork Macro Equity Hedge
2.05 1,000k 2/1/2016
24 Emil van Essen
Spread Trading Program Limited
2.17 5,000k 7/1/2013
23 Leibniz Group
Enhanced Intelligence Strategy
2.26 100k 1/1/2016
22 dormouse Limited
dormouse Fund B Shares
2.36 10,000k 8/1/2016
21 dormouse Limited
dormouse Fund A Shares
2.36 1,000k 1/1/2017
20 O'Brien Investment Group
O'Brien Investment Group Discretionary Global Macro Futures Program
2.42 2,000k 6/1/2017
19 AG Capital Management Partners, LP
Discretionary Global Macro Program
2.44 500k 10/1/2014
18 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.56 1,000k 3/1/2003
17 Schot Capital
Multi Diversified Program
2.72 1,000k 1/1/2016
16 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.73 5,000k 11/1/2012
15 Silicon Valley Quantitative Advisors
UQP Large
2.74 500k 1/1/2009
14 Prolific Capital Markets, LLC
Prolific Swiss System
2.78 10,000k 1/1/2014
13 Dynamica Global Investments
Dynamica Commodity Trading Strategy
2.91 500k 9/1/2015
12 J8 Capital Management LLP
J8 Global Absolute Return Strategy
3.06 500k 1/1/2015
11 Estlander & Partners
Freedom
3.37 20,000k 8/1/2010
10 Sandpiper Asset Management
Sandpiper Global Macro Program
3.71 1,000k 8/1/2012
9 Robust Methods LLC
Macro Managed Account
3.90 5,000k 1/1/2005
8 Linnis
Linnis ONE, LP
4.25 100k 8/1/2014
7 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.66 50k 7/1/2011
6 Metolius Capital LLC
Metolius Enhanced Fund
4.91 40k 6/1/2015
5 Tomas Capital Pty Ltd
GCAF | USD
5.19 1,500k 7/1/2011
4 Future Trade AG
Thales Swing Trading Programme
8.46 250k 6/1/2007
3 Purple Valley Capital, Inc.
Diversified Trend 1
10.08 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
12.09 1,000k 5/1/1991
1 Glenhaven Capital LLC
Glenhaven Global II LP
13.35 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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