Diversified Trader Index For December 2020 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 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 HA L -0.05 50k 9/1/2013 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 90 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 91 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 0.00 1,000k 1/1/2013 92 T24 Capital T24 Capital I 0.00 100k 12/1/2014 93 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 94 Equidex Incorporated Portfolio Enhancement Program 0.00 500k 6/1/2018 95 T24 Capital T24 Capital II 0.00 5,000k 8/1/2015 96 Rcube Asset Management Rcube Genio Capital Systematic Macro 0.00 1,000k 3/1/2017 87 Quantumrock Quantumrock VSOP 0.20 250k 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 HA G 0.64 200k 9/1/2013 76 HA M 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 4,000k 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 HA H 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 100k 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.