Diversified Trader Index For January 2020 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 Jan 2020 Min Inv Inception 108 Dreiss Research Corporation Diversified Program -11.02 1,000k 5/1/1991 107 Kopis Capital Management, LLC Commodity Long Short Separate Account -9.00 1,000k 5/1/2015 106 Silicon Valley Quantitative Advisors UQP Large -8.59 500k 1/1/2009 105 Emil van Essen Spread Trading Program Limited -8.56 5,000k 7/1/2013 104 Sandpiper Asset Management Sandpiper Global Macro Program -8.53 1,000k 8/1/2012 103 Automaton Trading LLC Diversified -4.78 500k 7/1/2014 102 Orion Asset Management Algorithmic Trading Program -4.74 10k 1/1/2013 101 Emil van Essen Multi-Strategy Program -4.46 6,000k 5/1/2014 100 Eclipse Capital Management Alpha Asia -4.31 25,000k 1/1/2015 99 O'Brien Investment Group O'Brien Investment Group Discretionary Global Macro Futures Program -4.13 2,000k 6/1/2017 98 J8 Capital Management LLP J8 Global Absolute Return Strategy -3.87 500k 1/1/2015 97 Independent View IV Quantitative Futures Fund -3.08 100k 11/1/2012 96 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.06 1k 6/1/2009 95 dormouse Limited dormouse Fund B Shares -2.94 10,000k 8/1/2016 94 dormouse Limited dormouse Fund A Shares -2.94 1,000k 1/1/2017 93 dormouse Limited dormouse - Managed Account -2.91 20,000k 7/1/2011 92 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -2.72 500k 1/1/2011 91 Dynamica Global Investments Dynamica Commodity Trading Strategy -2.57 500k 9/1/2015 90 Eagle Trading Systems Inc. Eagle Customized Trend -2.27 10,000k 4/1/2017 89 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.69 1k 10/1/2006 88 Anderson Creek Trading Standard Diversified Strategy -1.59 250k 7/1/2014 87 Rosetta Capital Management Macro Program -1.19 50k 1/1/2009 86 Crabel Capital Management WPD Crabel Futures Program -0.86 1,000k 7/1/2008 85 Tomas Capital Pty Ltd GCAF | USD -0.78 1,500k 7/1/2011 84 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.73 3,000k 5/1/2014 83 Purple Valley Capital, Inc. Diversified Trend 1 -0.69 100k 8/1/2008 82 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.56 3,000k 5/1/2010 81 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.46 1,000k 5/1/2014 80 Future Trade AG Thales Swing Trading Programme -0.39 250k 6/1/2007 79 Emil van Essen Long-Short Commodity Program -0.36 1,000k 6/1/2013 78 Tom Capital AG Tom Capital Growth Fund -0.20 5,000k 12/1/2015 77 O'Brien Investment Group Quantitative Global Macro Futures Program -0.18 3,000k 7/1/2017 76 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -0.16 50k 7/1/2011 75 EMC Capital Advisors, LLC EMC Alpha Program -0.16 5,000k 6/1/2013 74 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.09 100k 4/1/2015 73 Superfund Group Superfund Red EUR SICAV -0.03 10k 3/1/2013 72 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.01 250k 7/1/2015 67 JTM Capital Management LLC JTM Absolute Return Strategy 0.00 100k 10/1/2016 69 GT CAPITAL CTA GT Systematic Day Trading Program 0.00 60k 8/1/2017 70 H2O AM LLP Arctic Blue Inuvik 0.00 1,000k 5/1/2017 65 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 66 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 68 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 71 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.00 250k 10/1/2010 64 County Cork LLC County Cork Macro Equity Hedge 0.03 1,000k 2/1/2016 63 Emil van Essen Long-Short Commodity Program - Accelerated 0.13 200k 5/1/2014 62 DUNN Capital Management DUNN WMA Institutional Program 0.19 100k 10/1/2011 61 Metolius Capital LLC Metolius Enhanced Fund 0.24 40k 6/1/2015 60 Superfund Group Superfund Red USD SICAV 0.31 10k 3/1/2013 59 Aspect Capital Aspect Diversified Fund - Class A (USD) 0.40 100k 12/1/1998 58 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.55 1,000k 10/1/2016 57 Garraway Capital Management LLP Garraway Financial Trends 0.61 100k 9/1/2012 56 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.62 10,000k 3/1/1998 55 Superfund Group Superfund Red One SP I - Class A EUR 0.65 10k 1/1/2017 54 Robust Methods LLC Macro Managed Account 0.68 5,000k 1/1/2005 53 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.75 5,000k 11/1/2012 52 Quantica Capital AG 1X Quantica Managed Futures Fund 0.80 100k 1/1/2014 51 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 1.04 2,000k 2/1/2018 50 Superfund Group Superfund Red One SP I - Class A USD 1.06 10k 1/1/2017 49 W.G. Wealth Guardian Ltd. QT Program (QTP) 1.07 300k 6/1/2017 48 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 1.27 250k 2/1/2016 47 Melissinos Trading Eupatrid Global Trends 1.40 50k 1/1/2011 46 R Best LLC World Select Program 1.43 2,000k 4/1/2016 45 R Best LLC Private Client Plus 1.44 200k 11/1/2017 44 Emil van Essen Global Tactical Allocation Program (GTAP) 1.49 2,000k 4/1/2017 43 Glendorn Capital Management LLC MultiWeek Trading Strategy 1.60 1,500k 10/1/2016 42 Superfund Group Superfund Red One SP I - Class A Silver 1.65 10k 1/1/2017 41 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 1.79 250k 11/1/1996 40 QTS Capital Management, LLC QTS Partners, L.P. 1.97 100k 1/1/2011 39 Crabel Capital Management Crabel Multi-Product 2.09 1,000k 3/1/1998 38 Welton Investment Partners Welton Trend 2.22 25,000k 10/1/2012 37 Schot Capital Multi Diversified Program 2.22 1,000k 1/1/2016 36 ISAM ISAM Systematic Trend (Levitas) 2.42 1,000k 5/1/2010 35 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.68 5,000k 6/1/2010 34 NuWave Investment Management, LLC Short-Term Futures Portfolio 2.80 2,000k 7/1/2016 33 John Locke Investments Cyril Systematic UCITS Fund 2.91 500k 7/1/2000 32 Breakout Funds Breakout 2.96 1,000k 2/1/2018 31 FORT LP Fort Global Contrarian 2.98 2,000k 10/1/2002 30 AG Capital Management Partners, LP Discretionary Global Macro Program 3.09 500k 10/1/2014 29 FORT LP Fort Global Diversified 3.12 2,000k 10/1/1993 28 Urban Tree Capital, LLC UTC Plus (Client) 3.14 100k 3/1/2013 27 Chesapeake Capital Diversified Plus (HV) 3.25 100k 4/1/1994 26 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 3.51 1,000k 3/1/2003 25 514 Capital Partners 514 Fund 3.57 100k 11/1/2013 24 Leibniz Group Systematic Intelligence Vol 10 3.66 3,000k 8/1/2011 23 Worldwide Capital Strategies Profit Quest Macro World 3.73 100k 1/1/2010 22 Estlander & Partners Freedom 3.76 20,000k 8/1/2010 21 NuWave Investment Management, LLC NuWave Matrix Portfolio 3.85 3,000k 9/1/2015 20 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.86 250k 5/1/2011 19 Prolific Capital Markets, LLC Prolific Swiss System 3.94 10,000k 1/1/2014 18 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 4.00 5,000k 9/1/2009 17 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 4.08 5,000k 9/1/2009 16 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 4.15 2,000k 7/1/2016 15 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.17 1,000k 1/1/2013 14 FORT LP Global Futures Program (formerly Global Diversified Classic) 4.29 10,000k 10/1/1993 13 Superfund Group Superfund Green EUR SICAV 4.57 5k 1/1/2017 12 Superfund Group Superfund Green USD SICAV 4.72 5k 1/1/2017 11 Superfund Group Superfund Red One SP I - Class A Gold 4.97 10k 1/1/2017 10 Superfund Group Superfund Green SILVER SICAV 5.22 20k 1/1/2017 9 SpreadEdge Capital, LLC Diversified Seasonal Spreads 5.39 100k 12/1/2014 8 Vivienne Investissement MACH 3 5.79 100k 6/1/2015 7 Eamon Capital Zephyr Program 5.92 600k 1/1/2016 6 Leibniz Group Enhanced Intelligence Strategy 6.37 100k 1/1/2016 5 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.02 1,000k 3/1/2003 4 Typhon Capital Management, LLC Leonidas Macro Fund 7.30 100k 4/1/2017 3 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.53 20,000k 5/1/2013 2 Linnis Linnis ONE, LP 8.16 100k 8/1/2014 1 Superfund Group Superfund Green GOLD SICAV 8.70 20k 1/1/2017 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.