Diversified Trader Index For September 2019

Monthly Rankings

Rank CTA/Program Sep 2019 Min Inv Inception
110 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-25.34 50k 7/1/2011
109 Tomas Capital Pty Ltd
GCAF | USD
-25.23 1,500k 7/1/2011
108 Purple Valley Capital, Inc.
Diversified Trend 1
-19.57 100k 8/1/2008
107 Estlander & Partners
Alpha Trend II - Class P
-17.44 100k 12/1/2008
106 Dreiss Research Corporation
Diversified Program
-14.94 1,000k 5/1/1991
105 Sandpiper Asset Management
Sandpiper Global Macro Program
-14.16 1,000k 8/1/2012
104 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-13.82 250k 11/1/1996
103 Superfund Group
Superfund Green SILVER SICAV
-12.77 20k 1/1/2017
102 Metolius Capital LLC
Metolius Enhanced Fund
-10.23 40k 6/1/2015
101 Superfund Group
Superfund Green GOLD SICAV
-9.30 20k 1/1/2017
100 Superfund Group
Superfund Red One SP I - Class A Silver
-8.92 10k 1/1/2017
99 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-8.66 100k 12/1/2014
98 Emil van Essen
Long-Short Commodity Program
-8.57 1,000k 6/1/2013
97 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-8.57 250k 10/1/2010
96 Anderson Creek Trading
Standard Diversified Strategy
-7.20 250k 7/1/2014
95 Estlander & Partners
Freedom
-7.16 20,000k 8/1/2010
94 Garraway Capital Management LLP
Garraway Financial Trends
-6.09 100k 9/1/2012
93 Glenhaven Capital LLC
Glenhaven Global II LP
-6.03 25k 4/1/2012
92 ISAM
ISAM Systematic Trend (Levitas)
-5.89 1,000k 5/1/2010
91 Alee Capital Management, LLC
Mistral Program
-5.81 2,500k 1/1/1999
90 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.68 1k 6/1/2009
89 Superfund Group
Superfund Green USD SICAV
-5.64 5k 1/1/2017
88 DUNN Capital Management
DUNN WMA Institutional Program
-5.63 100k 10/1/2011
87 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.63 200k 5/1/2014
86 Superfund Group
Superfund Green EUR SICAV
-5.54 5k 1/1/2017
85 Superfund Group
Superfund Red One SP I - Class A Gold
-5.50 10k 1/1/2017
84 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.22 250k 5/1/2011
83 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.20 20,000k 5/1/2013
82 Silicon Valley Quantitative Advisors
UQP Large
-4.48 500k 1/1/2009
81 Eclipse Capital Management
Alpha Asia
-4.45 25,000k 1/1/2015
80 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.41 1,000k 3/1/2003
79 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-4.25 1,000k 5/1/2014
78 Metolius Capital LLC
Metolius Diversified
-4.21 100k 6/1/2010
77 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-4.11 1,000k 10/1/2016
76 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.11 10,000k 3/1/1998
75 Robust Methods LLC
Macro Managed Account
-3.96 5,000k 1/1/2005
74 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.92 500k 1/1/2015
73 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.87 100k 12/1/1998
72 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-3.86 1,000k 3/1/2003
71 Emil van Essen
Multi-Strategy Program
-3.74 6,000k 5/1/2014
70 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.62 1,000k 1/1/2013
69 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-3.59 10,000k 10/1/1993
68 Welton Investment Partners
Welton Trend
-3.53 25,000k 10/1/2012
67 R Best LLC
World Select Program
-3.50 2,000k 4/1/2016
66 Melissinos Trading
Eupatrid Global Trends
-3.45 50k 1/1/2011
65 Worldwide Capital Strategies
Profit Quest Macro World
-3.29 100k 1/1/2010
64 514 Capital Partners
514 Fund
-3.28 100k 11/1/2013
63 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.26 1k 10/1/2006
62 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-3.18 500k 1/1/2011
61 Eamon Capital
Zephyr Program
-3.17 600k 1/1/2016
60 Prolific Capital Markets, LLC
Prolific Swiss System
-3.03 10,000k 1/1/2014
59 FORT LP
Fort Global Diversified
-2.87 2,000k 10/1/1993
58 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-2.77 2,000k 7/1/2016
57 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.75 3,000k 5/1/2014
56 EMC Capital Advisors, LLC
EMC Alpha Program
-2.65 5,000k 6/1/2013
55 Superfund Group
Superfund Red One SP I - Class A EUR
-2.13 10k 1/1/2017
54 H2O AM LLP
Arctic Blue Inuvik
-2.10 1,000k 5/1/2017
53 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.97 5,000k 9/1/2009
52 Typhon Capital Management, LLC
Leonidas Macro Fund
-1.97 100k 4/1/2017
51 Superfund Group
Superfund Red One SP I - Class A USD
-1.93 10k 1/1/2017
50 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.86 5,000k 9/1/2009
49 R Best LLC
Private Client Plus
-1.71 200k 11/1/2017
48 AG Capital Management Partners, LP
Discretionary Global Macro Program
-1.71 500k 10/1/2014
47 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.67 3,000k 7/1/2017
46 Leibniz Group
Systematic Intelligence Vol 10
-1.60 3,000k 8/1/2011
45 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.55 2,000k 7/1/2016
44 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.53 500k 9/1/2015
43 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.15 2,000k 4/1/2017
42 FORT LP
Fort Global Contrarian
-1.02 2,000k 10/1/2002
41 Crabel Capital Management
Crabel Multi-Product
-0.99 1,000k 3/1/1998
40 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.98 3,000k 5/1/2010
39 Crabel Capital Management
WPD Crabel Futures Program
-0.95 1,000k 7/1/2008
38 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
37 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.78 100k 10/1/2016
36 Schot Capital
Multi Diversified Program
-0.71 1,000k 1/1/2016
35 Vivienne Investissement
MACH 3
-0.69 100k 6/1/2015
34 QTS Capital Management, LLC
QTS Partners, L.P.
-0.62 100k 1/1/2011
33 Chesapeake Capital
Diversified Plus (HV)
-0.46 100k 4/1/1994
32 Superfund Group
Superfund Red USD SICAV
-0.45 10k 3/1/2013
31 John Locke Investments
Cyril Systematic UCITS Fund
-0.44 500k 7/1/2000
30 Superfund Group
Superfund Red EUR SICAV
-0.37 10k 3/1/2013
29 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.26 100k 4/1/2015
28 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.25 250k 2/1/2016
27 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.23 3,000k 9/1/2015
26 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
25 CTS Asset Management LLC
Flagship Program - Client Accounts
0.00 1,000k 7/1/2017
24 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
23 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.16 250k 7/1/2015
22 Emil van Essen
Spread Trading Program Limited
0.29 5,000k 7/1/2013
21 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.51 10,000k 8/1/2007
20 dormouse Limited
dormouse - Managed Account
0.63 20,000k 7/1/2011
19 County Cork LLC
County Cork Macro Equity Hedge
0.64 1,000k 2/1/2016
18 dormouse Limited
dormouse Fund A Shares
0.73 1,000k 1/1/2017
17 dormouse Limited
dormouse Fund B Shares
0.82 10,000k 8/1/2016
16 Automaton Trading LLC
Diversified
0.82 500k 7/1/2014
15 Urban Tree Capital, LLC
UTC Plus (Client)
0.87 100k 3/1/2013
14 Orion Asset Management
Algorithmic Trading Program
0.94 10k 1/1/2013
13 Leibniz Group
Enhanced Intelligence Strategy
0.99 100k 1/1/2016
12 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.08 5,000k 6/1/2010
11 Three Rock Capital Management
Global Macro Program
1.47 1,000k 1/1/2009
10 Independent View
IV Quantitative Futures Fund
1.83 100k 11/1/2012
9 W.G. Wealth Guardian Ltd.
QT Program (QTP)
2.27 300k 6/1/2017
8 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.41 5,000k 11/1/2012
7 Glendorn Capital Management LLC
MultiWeek Trading Strategy
2.53 1,500k 10/1/2016
6 Kopis Capital Management, LLC
Commodity Long Short Separate Account
2.62 1,000k 5/1/2015
5 O'Brien Investment Group
O'Brien Investment Group Discretionary Global Macro Futures Program
2.89 2,000k 6/1/2017
4 Rosetta Capital Management
Macro Program
2.93 50k 1/1/2009
3 GT CAPITAL CTA
GT Systematic Day Trading Program
2.97 60k 8/1/2017
2 Linnis
Linnis ONE, LP
5.22 100k 8/1/2014
1 Future Trade AG
Thales Swing Trading Programme
12.90 250k 6/1/2007

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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