Diversified Trader Index For November 2020

Monthly Rankings

Rank CTA/Program Nov 2020 Min Inv Inception
104 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-13.56 20,000k 5/1/2013
103 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-9.80 1,000k 10/1/2016
102 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-9.80 10,000k 3/1/1998
101 QDRA Pty Ltd
QDRA Dynamic Macro
-6.49 5,000k 11/1/2007
100 Robust Methods LLC
Macro Managed Account
-5.99 5,000k 1/1/2005
99 Leibniz Group
EVEREST
-5.18 100k 3/1/2016
98 Superfund Group
Superfund Green GOLD SICAV
-5.14 20k 1/1/2017
97 AG Capital Management Partners, LP
Discretionary Global Macro Program
-4.20 5,000k 10/1/2014
96 John Locke Investments
Cyril Systematic UCITS Fund
-4.08 500k 7/1/2000
95 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-3.73 250k 7/1/2015
94 Global Sigma Group, LLC
GSF - Mult-Strategy
-3.06 1,000k 11/1/2015
93 O'Brien Investment Group
Quantitative Global Macro Futures Program
-2.66 3,000k 7/1/2017
92 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.53 5,000k 6/1/2010
91 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-2.12 500k 9/1/2015
90 Prolific Capital Markets, LLC
Prolific Swiss System
-1.73 10,000k 1/1/2014
89 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.41 100k 12/1/1998
88 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-1.39 250k 10/1/2010
87 Tendance Finance
Tendance Finance Fund
-1.39 100k 5/1/2012
86 Auspice
Auspice Tactical Futures Program (ATFP)
-1.14 5,000k 4/1/2018
85 dormouse Limited
dormouse Fund A Shares
-1.12 1,000k 1/1/2017
84 dormouse Limited
dormouse Fund B Shares
-1.12 10,000k 8/1/2016
83 dormouse Limited
dormouse - Managed Account
-1.09 20,000k 7/1/2011
82 Schot Capital
Multi Diversified Program (MDP)
-1.03 1,000k 1/1/2016
81 Breakout Funds
Breakout Funds Propeller Program
-0.87 5,000k 2/1/2018
80 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.79 100k 12/1/2014
79 Rosetta Capital Management
Macro Program
-0.49 50k 1/1/2009
78 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-0.40 1,000k 9/1/1995
77 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.39 10,000k 3/1/2002
76 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.36 250k 11/1/1996
75 QTS Capital Management, LLC
QTS Partners, L.P.
-0.23 100k 1/1/2011
74 FORT LP
Fort Global Diversified
-0.21 2,000k 3/1/2002
73 Leibniz Group
GRAB+
-0.17 100k 4/1/2016
72 DUNN Capital Management
DUNN WMA Institutional Program
-0.16 100k 10/1/2011
53 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.00 3,000k 9/1/2015
54 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
55 HA
G
0.00 200k 9/1/2013
56 HA
L
0.00 50k 9/1/2013
57 HA
M
0.00 20k 6/1/2013
58 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
59 HA
H
0.00 50k 5/1/2012
60 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
61 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
62 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
63 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
64 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
65 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
66 Rcube Asset Management
Walnut Singularity
0.00 500k 7/1/2017
67 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
68 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.00 250k 5/1/2011
69 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
0.00 2,500k 4/1/2017
70 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
71 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
52 Emil van Essen
Spread Trading Program Limited
0.07 5,000k 7/1/2013
51 Superfund Group
Superfund Green EUR SICAV
0.25 5k 1/1/2017
50 Tom Capital AG
Tom Capital Growth Fund
0.40 5,000k 12/1/2015
49 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.65 3,000k 1/1/2015
48 Eagle Trading Systems Inc.
Eagle Customized Trend
0.71 10,000k 4/1/2017
47 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.71 2,000k 7/1/2016
46 Rcube Asset Management
AI for Capital Program
0.79 1,000k 9/1/2018
45 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
0.91 1,000k 7/1/2016
44 R Best LLC
World Select Program
1.00 2,000k 4/1/2016
43 Crabel Capital Management
Crabel Multi-Product
1.13 1,000k 3/1/1998
42 Crabel Capital Management
WPD Crabel Futures Program
1.13 1,000k 7/1/2008
41 DCM Systematic
Diversified Alpha
1.14 7,000k 2/1/2016
40 ISAM
ISAM Systematic Trend (Levitas)
1.15 1,000k 5/1/2010
39 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.39 1,500k 10/1/2016
38 Panima Capital Management Limited
Panima Diversified Futures
1.60 1,000k 10/1/2018
37 FORT LP
Fort Global Contrarian
1.63 2,000k 10/1/2002
36 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.14 5,000k 9/1/2009
35 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
2.15 5,000k 9/1/2009
34 Rcube Asset Management
Rcube Genio Capital Systematic Macro
2.46 1,000k 3/1/2017
33 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
2.50 2,000k 2/1/2018
32 EMC Capital Advisors, LLC
EMC Alpha Program
2.73 5,000k 6/1/2013
31 Metolius Capital LLC
Metolius Enhanced Fund
2.96 40k 6/1/2015
30 Linnis
Linnis ONE, LP
2.99 100k 8/1/2014
29 Emil van Essen
Global Tactical Allocation Program (GTAP)
3.43 4,000k 4/1/2017
28 Volt Capital Management AB
Diversified Alpha Program
3.53 5,000k 3/1/2017
27 514 Capital Partners
514 Fund
4.11 100k 11/1/2013
26 Eamon Capital
Zephyr Program
4.29 300k 1/1/2016
25 Estlander & Partners
Freedom
4.38 20,000k 8/1/2010
24 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
4.45 10,000k 8/1/2009
23 Quantica Capital AG
1X Quantica Managed Futures Fund
4.60 100k 1/1/2014
22 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
4.84 250k 2/1/2016
21 Candriam Investors Group
Alternative Return Systemat
5.53 125k 1/1/2007
20 SEB Asset Management
SEB Asset Selection Fund C (EUR)
6.04 1k 10/1/2006
19 EMC Capital Advisors, LLC
EMC Alpha Plus Program
6.08 3,000k 5/1/2014
18 Emil van Essen
Long-Short Commodity Program - Accelerated
6.19 200k 5/1/2014
17 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
6.91 1,000k 5/1/2014
16 Typhon Capital Management, LLC
Leonidas Macro Fund
6.96 100k 4/1/2017
15 Leibniz Group
Systematic Intelligence Vol 10
7.85 3,000k 8/1/2011
14 Sandpiper Asset Management
Sandpiper Global Macro Program
8.33 1,000k 8/1/2012
13 Silicon Valley Quantitative Advisors
UQP Large
8.35 500k 1/1/2009
12 County Cork LLC
County Cork Macro Equity Hedge
9.08 1,000k 2/1/2016
11 Chesapeake Capital
Diversified Plus (HV)
9.65 100k 4/1/1994
10 Melissinos Trading
Eupatrid Global Trends
9.70 100k 1/1/2011
9 Anderson Creek Trading
Standard Diversified Strategy
9.83 250k 7/1/2014
8 Dreiss Research Corporation
Diversified Program
10.05 1,000k 5/1/1991
7 W.G. Wealth Guardian Ltd.
QT Program (QTP)
10.24 300k 6/1/2017
6 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
10.57 5,000k 11/1/2012
5 Vivienne Investissement
MACH 3
12.24 100k 6/1/2015
4 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
12.27 1k 6/1/2009
3 Worldwide Capital Strategies
Profit Quest Macro World
16.34 100k 1/1/2010
2 Purple Valley Capital, Inc.
Diversified Trend 1
20.39 100k 8/1/2008
1 Glenhaven Capital LLC
Glenhaven Global II LP
26.41 100k 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.

Free Investment Plan Free CTA database