Diversified Trader Index For December 2020

Monthly Rankings

Rank CTA/Program Dec 2020 Min Inv Inception
118 GT CAPITAL CTA
GT Systematic Day Trading Program
-6.89 60k 8/1/2017
117 Future Trade AG
Thales Swing Trading Programme
-6.11 250k 6/1/2007
116 QDRA Pty Ltd
QDRA Dynamic Macro
-4.39 5,000k 11/1/2007
115 Rcube Asset Management
Walnut Singularity
-4.32 500k 7/1/2017
114 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-4.14 100k 12/1/2014
113 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.97 20,000k 5/1/2013
112 Emil van Essen
Spread Trading Program Limited
-3.88 5,000k 7/1/2013
111 Eamon Capital
Zephyr Program
-3.15 300k 1/1/2016
110 AG Capital Management Partners, LP
Discretionary Global Macro Program
-2.48 5,000k 10/1/2014
109 Leibniz Group
GRAB+
-1.84 100k 4/1/2016
108 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-1.50 1,000k 9/1/1995
107 H2O AM LLP
Force 10 (USD)
-0.76 1,000k 3/1/2011
106 Rcube Asset Management
AI for Capital Program
-0.49 1,000k 9/1/2018
105 Tendance Finance
Tendance Finance Fund
-0.46 100k 5/1/2012
104 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.41 1,500k 10/1/2016
103 H2O AM LLP
Arctic Blue Inuvik
-0.35 1,000k 5/1/2017
102 Vivienne Investissement
MACH 3
-0.35 100k 6/1/2015
101 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.24 250k 7/1/2015
100 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.21 250k 2/1/2016
99 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.17 500k 9/1/2015
98 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.09 10,000k 8/1/2007
97 HASAFUMA
La Cucaracha
-0.05 50k 9/1/2013
91 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
88 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
89 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.00 1k 6/1/2009
93 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
90 Candriam Investors Group
Alternative Return Systemat
0.00 125k 1/1/2007
96 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.00 1,000k 3/1/2017
92 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
95 T24 Capital
T24 Capital II
0.00 5,000k 8/1/2015
94 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
87 Quantumrock
Quantumrock VSOP
0.20 1,000k 7/1/2016
86 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.26 2,000k 7/1/2016
85 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.32 5,000k 9/1/2009
84 Leibniz Group
EVEREST
0.32 100k 3/1/2016
83 QTS Capital Management, LLC
QTS Partners, L.P.
0.33 100k 1/1/2011
82 514 Capital Partners
514 Fund
0.34 100k 11/1/2013
81 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.35 5,000k 9/1/2009
80 Crabel Capital Management
WPD Crabel Futures Program
0.55 1,000k 7/1/2008
79 Breakout Funds
Breakout Funds Propeller Program
0.55 5,000k 2/1/2018
78 Tom Capital AG
Tom Capital Growth Fund
0.60 5,000k 12/1/2015
77 HASAFUMA
Gourishankar
0.64 200k 9/1/2013
76 HASAFUMA
Micro Macro
0.69 20k 6/1/2013
75 FORT LP
Fort Global Diversified
0.75 2,000k 3/1/2002
74 DCM Systematic
Diversified Alpha
0.79 7,000k 2/1/2016
73 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.81 5,000k 6/1/2010
72 Orion Asset Management
Algorithmic Trading Program
0.87 10k 1/1/2013
71 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.88 2,000k 3/1/2014
70 Prolific Capital Markets, LLC
Prolific Swiss System
0.89 10,000k 1/1/2014
69 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
1.08 1,000k 7/1/2016
68 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.15 10,000k 3/1/2002
67 Superfund Group
Superfund Red USD SICAV
1.15 10k 3/1/2013
66 Crabel Capital Management
Crabel Multi-Product
1.18 1,000k 3/1/1998
65 Global Sigma Group, LLC
GSF - Mult-Strategy
1.20 1,000k 11/1/2015
64 Automaton Trading LLC
Diversified
1.25 500k 7/1/2014
63 Candriam Investors Group
Candriam Diversified Futures I (Part C)
1.39 250k 12/1/2009
62 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.48 1,000k 5/1/2014
61 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.59 3,000k 7/1/2017
60 Trident Capital Management LLC
Trident Futures Strategy
1.60 1,000k 1/1/2019
59 W.G. Wealth Guardian Ltd.
QT Program (QTP)
1.71 300k 6/1/2017
58 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.83 10,000k 8/1/2009
57 Superfund Group
Superfund Red EUR SICAV
1.86 10k 3/1/2013
56 FORT LP
Fort Global Contrarian
1.96 2,000k 10/1/2002
55 Panima Capital Management Limited
Panima Diversified Futures
2.10 1,000k 10/1/2018
54 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.17 10,000k 3/1/2003
53 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.40 2,000k 4/1/2017
52 Estlander & Partners
Freedom
2.45 20,000k 8/1/2010
51 Leibniz Group
Systematic Intelligence Vol 10
2.88 3,000k 8/1/2011
50 Candriam Investors Group
Absolute Return Equity Market Neutral C
3.14 250k 5/1/2016
49 SMN Investment Services GmbH
Structural Alpha Trend
3.19 5,000k 6/1/2016
48 HASAFUMA
Hedgehog
3.46 50k 5/1/2012
47 R Best LLC
World Select Program
3.52 2,000k 4/1/2016
46 dormouse Limited
dormouse Fund A Shares
3.61 1,000k 1/1/2017
45 dormouse Limited
dormouse Fund B Shares
3.61 10,000k 8/1/2016
44 dormouse Limited
dormouse - Managed Account
3.75 20,000k 7/1/2011
43 EMC Capital Advisors, LLC
EMC Alpha Program
3.78 5,000k 6/1/2013
42 Superfund Group
Superfund Green EUR SICAV
3.87 5k 1/1/2017
41 DUNN Capital Management
DUNN WMA Institutional Program
3.92 100k 10/1/2011
40 Superfund Group
Superfund Green USD SICAV
3.95 5k 1/1/2017
39 Welton Investment Partners
Welton Trend
3.98 25,000k 10/1/2012
38 Schot Capital
Multi Diversified Program (MDP)
4.19 1,000k 1/1/2016
37 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
4.19 2,000k 2/1/2018
36 County Cork LLC
County Cork Macro Equity Hedge
4.31 1,000k 2/1/2016
35 J8 Capital Management LLP
J8 Global Absolute Return Strategy
4.32 3,000k 1/1/2015
34 Volt Capital Management AB
Diversified Alpha Program
4.61 5,000k 3/1/2017
33 John Locke Investments
Cyril Systematic UCITS Fund
4.69 500k 7/1/2000
32 Eagle Trading Systems Inc.
Eagle Customized Trend
4.81 10,000k 4/1/2017
31 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
4.87 10,000k 3/1/1998
30 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
4.87 1,000k 10/1/2016
29 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.91 5,000k 11/1/2012
28 ISAM
ISAM Systematic Trend (Levitas)
5.27 1,000k 5/1/2010
27 Auspice
Auspice Tactical Futures Program (ATFP)
5.35 5,000k 4/1/2018
26 Quantica Capital AG
1X Quantica Managed Futures Fund
5.50 100k 1/1/2014
25 Linnis
Linnis ONE, LP
6.78 100k 8/1/2014
24 EMC Capital Advisors, LLC
EMC Alpha Plus Program
7.01 3,000k 5/1/2014
23 Typhon Capital Management, LLC
Leonidas Macro Fund
7.10 100k 4/1/2017
22 Sandpiper Asset Management
Sandpiper Global Macro Program
7.35 1,000k 8/1/2012
21 Persistent Capital Management
Global Diversified Program
7.48 500k 1/1/2003
20 Aspect Capital
Aspect Diversified Fund - Class A (USD)
7.68 100k 12/1/1998
19 FTC Capital GmbH
FTC Futures Fund Classic (USD)
9.18 250k 10/1/2010
18 Metolius Capital LLC
Metolius Enhanced Fund
9.49 40k 6/1/2015
17 Emil van Essen
Long-Short Commodity Program - Accelerated
9.74 200k 5/1/2014
16 Chesapeake Capital
Diversified Plus (HV)
10.03 100k 4/1/1994
15 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
10.10 250k 11/1/1996
14 Silicon Valley Quantitative Advisors
UQP Large
10.37 500k 1/1/2009
13 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
10.41 10,000k 3/1/2003
12 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
10.45 2,500k 4/1/2017
11 Superfund Group
Superfund Green GOLD SICAV
10.60 20k 1/1/2017
10 Robust Methods LLC
Macro Managed Account
12.63 5,000k 1/1/2005
9 Melissinos Trading
Eupatrid Global Trends
13.54 100k 1/1/2011
8 Dreiss Research Corporation
Diversified Program
13.68 1,000k 5/1/1991
7 Worldwide Capital Strategies
Profit Quest Macro World
14.12 100k 1/1/2010
6 Anderson Creek Trading
Standard Diversified Strategy
15.51 250k 7/1/2014
5 Superfund Group
Superfund Green SILVER SICAV
21.45 20k 1/1/2017
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
24.29 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
24.83 1,500k 7/1/2011
2 Glenhaven Capital LLC
Glenhaven Global II LP
27.34 25k 4/1/2012
1 Purple Valley Capital, Inc.
Diversified Trend 1
51.50 100k 8/1/2008

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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