Diversified Trader Index For October 2020

Monthly Rankings

Rank CTA/Program Oct 2020 Min Inv Inception
88 Emil van Essen
Long-Short Commodity Program - Accelerated
-12.18 200k 5/1/2014
87 Eamon Capital
Zephyr Program
-10.09 300k 1/1/2016
86 Future Trade AG
Thales Swing Trading Programme
-8.84 250k 6/1/2007
85 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.87 1,000k 8/1/2012
84 Typhon Capital Management, LLC
Leonidas Macro Fund
-4.50 100k 4/1/2017
83 Breakout Funds
Breakout Funds Propeller Program
-4.29 5,000k 2/1/2018
82 Superfund Group
Superfund Green EUR SICAV
-4.01 5k 1/1/2017
81 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-3.90 1,000k 9/1/1995
80 Superfund Group
Superfund Green USD SICAV
-3.90 5k 1/1/2017
79 Metolius Capital LLC
Metolius Enhanced Fund
-3.79 40k 6/1/2015
78 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.49 5,000k 11/1/2012
77 Linnis
Linnis ONE, LP
-3.32 100k 8/1/2014
76 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-3.22 500k 9/1/2015
75 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.99 1,000k 5/1/2014
74 John Locke Investments
Cyril Systematic UCITS Fund
-2.98 500k 7/1/2000
73 Eagle Trading Systems Inc.
Eagle Customized Trend
-2.86 10,000k 4/1/2017
72 Equidex Incorporated
Portfolio Enhancement Program
-2.81 500k 6/1/2018
71 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
70 County Cork LLC
County Cork Macro Equity Hedge
-2.63 1,000k 2/1/2016
69 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-2.27 250k 10/1/2010
68 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.15 3,000k 5/1/2014
67 dormouse Limited
dormouse Fund A Shares
-2.06 1,000k 1/1/2017
66 Crabel Capital Management
WPD Crabel Futures Program
-1.99 1,000k 7/1/2008
65 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-1.96 2,000k 2/1/2018
64 Orion Asset Management
Algorithmic Trading Program
-1.84 10k 1/1/2013
63 FORT LP
Fort Global Contrarian
-1.84 2,000k 10/1/2002
62 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.80 1k 6/1/2009
61 R Best LLC
World Select Program
-1.76 2,000k 4/1/2016
60 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
59 QTS Capital Management, LLC
QTS Partners, L.P.
-1.69 100k 1/1/2011
58 Schot Capital
Multi Diversified Program
-1.54 1,000k 1/1/2016
57 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-1.46 2,000k 7/1/2016
56 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.37 250k 5/1/2011
55 Automaton Trading LLC
Diversified
-1.35 500k 7/1/2014
54 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.99 2,000k 4/1/2017
53 Tendance Finance
Tendance Finance Fund
-0.91 100k 5/1/2012
52 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.90 1k 10/1/2006
51 Emil van Essen
Spread Trading Program Limited
-0.89 5,000k 7/1/2013
50 Welton Investment Partners
Welton Trend
-0.86 25,000k 10/1/2012
49 EMC Capital Advisors, LLC
EMC Alpha Program
-0.83 5,000k 6/1/2013
48 Rosetta Capital Management
Macro Program
-0.75 50k 1/1/2009
47 FORT LP
Fort Global Diversified
-0.73 2,000k 3/1/2002
46 Crabel Capital Management
Crabel Multi-Product
-0.69 1,000k 3/1/1998
45 Chesapeake Capital
Diversified Plus (HV)
-0.63 100k 4/1/1994
44 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.59 100k 12/1/2014
43 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.54 5,000k 9/1/2009
42 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.53 5,000k 9/1/2009
41 Robust Methods LLC
Macro Managed Account
-0.50 5,000k 1/1/2005
40 Tom Capital AG
Tom Capital Growth Fund
-0.30 5,000k 12/1/2015
39 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
-0.28 5,000k 4/1/2018
38 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.24 2,000k 7/1/2016
37 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.20 100k 12/1/1998
36 Leibniz Group
Systematic Intelligence Vol 10
-0.09 3,000k 8/1/2011
35 DUNN Capital Management
DUNN WMA Institutional Program
-0.08 100k 10/1/2011
28 dormouse Limited
dormouse - Managed Account
0.00 20,000k 7/1/2011
29 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
30 dormouse Limited
dormouse Fund B Shares
0.00 10,000k 8/1/2016
31 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.00 10,000k 3/1/2002
32 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
33 514 Capital Partners
514 Fund
0.00 100k 11/1/2013
34 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
27 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.09 10,000k 8/1/2007
26 Vivienne Investissement
MACH 3
0.14 100k 6/1/2015
25 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.15 1,000k 1/1/2013
24 Rcube Asset Management
AI for Capital Program
0.29 1,000k 9/1/2018
23 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.34 250k 7/1/2015
22 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.54 5,000k 6/1/2010
21 Global Sigma Group, LLC
GSF - Mult-Strategy
0.93 1,000k 11/1/2015
20 Prolific Capital Markets, LLC
Prolific Swiss System
0.96 10,000k 1/1/2014
19 ISAM
ISAM Systematic Trend (Levitas)
1.05 1,000k 5/1/2010
18 J8 Capital Management LLP
J8 Global Absolute Return Strategy
1.20 3,000k 1/1/2015
17 Rcube Asset Management
Walnut Singularity
1.32 500k 7/1/2017
16 AG Capital Management Partners, LP
Discretionary Global Macro Program
1.59 5,000k 10/1/2014
15 Silicon Valley Quantitative Advisors
UQP Large
1.76 500k 1/1/2009
14 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.83 1,500k 10/1/2016
13 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.90 3,000k 7/1/2017
12 Anderson Creek Trading
Standard Diversified Strategy
2.27 250k 7/1/2014
11 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
2.46 1,000k 10/1/2016
10 Dreiss Research Corporation
Diversified Program
3.15 1,000k 5/1/1991
9 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
3.15 20,000k 5/1/2013
8 Leibniz Group
EVEREST
3.36 100k 3/1/2016
7 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.66 3,000k 9/1/2015
6 Leibniz Group
GRAB+
4.52 100k 4/1/2016
5 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
5.87 250k 2/1/2016
4 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
6.19 250k 11/1/1996
3 Worldwide Capital Strategies
Profit Quest Macro World
6.38 100k 1/1/2010
2 Purple Valley Capital, Inc.
Diversified Trend 1
10.32 100k 8/1/2008
1 W.G. Wealth Guardian Ltd.
QT Program (QTP)
12.33 300k 6/1/2017

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.

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