Diversified Trader Index For September 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 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 Investments, LLC 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 8,000k 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 10,000k 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.