Diversified Trader Index For February 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 Feb 2020 Min Inv Inception 112 Glenhaven Capital LLC Glenhaven Global II LP -19.59 25k 4/1/2012 111 Tom Capital AG Tom Capital Growth Fund -18.90 5,000k 12/1/2015 110 Future Trade AG Thales Swing Trading Programme -16.28 250k 6/1/2007 109 Superfund Group Superfund Red One SP I - Class A Silver -15.22 10k 1/1/2017 108 Superfund Group Superfund Green SILVER SICAV -8.91 20k 1/1/2017 107 Superfund Group Superfund Red One SP I - Class A Gold -7.56 10k 1/1/2017 106 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -7.51 250k 11/1/1996 105 QMS Capital Management LP QMS Diversified Global Macro Strategy -7.45 5,000k 6/1/2010 104 Superfund Group Superfund Red One SP I - Class A USD -6.23 10k 1/1/2017 103 Superfund Group Superfund Red One SP I - Class A EUR -6.16 10k 1/1/2017 102 Emil van Essen Multi-Strategy Program -5.10 6,000k 5/1/2014 101 Superfund Group Superfund Red EUR SICAV -4.89 10k 3/1/2013 100 Superfund Group Superfund Red USD SICAV -4.81 10k 3/1/2013 99 Eclipse Capital Management Alpha Asia -4.55 25,000k 1/1/2015 98 Melissinos Trading Eupatrid Global Trends -4.47 50k 1/1/2011 97 Emil van Essen Spread Trading Program Limited -4.37 5,000k 7/1/2013 96 Quantica Capital AG 1X Quantica Managed Futures Fund -4.20 100k 1/1/2014 95 Estlander & Partners Freedom -4.06 20,000k 8/1/2010 94 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.92 250k 5/1/2011 93 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.86 1k 6/1/2009 92 Chesapeake Capital Diversified Plus (HV) -3.26 100k 4/1/1994 91 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.20 5,000k 11/1/2012 90 Sandpiper Asset Management Sandpiper Global Macro Program -3.05 1,000k 8/1/2012 89 County Cork LLC County Cork Macro Equity Hedge -2.93 1,000k 2/1/2016 88 Silicon Valley Quantitative Advisors UQP Large -2.84 500k 1/1/2009 87 R Best LLC Private Client Plus -2.83 200k 11/1/2017 86 Auspice Capital Advisors Ltd Auspice Tactical Futures Program (ATFP) -2.80 5,000k 4/1/2018 85 DUNN Capital Management DUNN WMA Institutional Program -2.71 100k 10/1/2011 84 O'Brien Investment Group O'Brien Investment Group Discretionary Global Macro Futures Program -2.64 2,000k 6/1/2017 83 Vivienne Investissement MACH 3 -2.62 100k 6/1/2015 82 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -2.49 1,000k 1/1/2013 81 Crabel Capital Management WPD Crabel Futures Program -2.16 1,000k 7/1/2008 80 FORT LP Fort Global Contrarian -2.11 2,000k 10/1/2002 79 Rosetta Capital Management Macro Program -2.05 50k 1/1/2009 78 Prolific Capital Markets, LLC Prolific Swiss System -2.03 10,000k 1/1/2014 77 Robust Methods LLC Macro Managed Account -1.88 5,000k 1/1/2005 76 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.81 10,000k 8/1/2009 75 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.59 1k 10/1/2006 74 Urban Tree Capital, LLC UTC Plus (Client) -1.58 100k 3/1/2013 73 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -1.52 100k 4/1/2015 72 FORT LP Fort Global Diversified -1.41 2,000k 10/1/1993 71 Emil van Essen Long-Short Commodity Program - Accelerated -1.17 200k 5/1/2014 70 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.09 3,000k 5/1/2010 69 Garraway Capital Management LLP Garraway Financial Trends -1.06 100k 9/1/2012 68 Crabel Capital Management Crabel Multi-Product -0.98 1,000k 3/1/1998 67 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.82 1,000k 5/1/2014 66 Superfund Group Superfund Green GOLD SICAV -0.64 20k 1/1/2017 65 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.57 3,000k 5/1/2014 64 Trigon Investment Advisors, LLC Discretionary Macro Program -0.39 10,000k 8/1/2007 63 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.38 500k 9/1/2015 62 Dreiss Research Corporation Diversified Program -0.33 1,000k 5/1/1991 61 Orion Asset Management Algorithmic Trading Program -0.31 10k 1/1/2013 60 Automaton Trading LLC Diversified -0.26 500k 7/1/2014 59 J8 Capital Management LLP J8 Global Absolute Return Strategy -0.02 500k 1/1/2015 56 Emil van Essen Long-Short Commodity Program 0.00 1,000k 6/1/2013 57 H2O AM LLP Arctic Blue Inuvik 0.00 1,000k 5/1/2017 58 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 0.00 500k 1/1/2011 55 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.08 10,000k 10/1/1993 54 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.19 5,000k 9/1/2009 53 Welton Investment Partners Welton Trend 0.21 25,000k 10/1/2012 52 Aspect Capital Aspect Diversified Fund - Class A (USD) 0.21 100k 12/1/1998 51 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.23 250k 7/1/2015 50 Leibniz Group Systematic Intelligence Vol 10 0.42 3,000k 8/1/2011 49 Superfund Group Superfund Green USD SICAV 0.44 5k 1/1/2017 48 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 0.45 5,000k 9/1/2009 47 O'Brien Investment Group Quantitative Global Macro Futures Program 0.53 3,000k 7/1/2017 46 Independent View IV Quantitative Futures Fund 0.61 100k 11/1/2012 45 EMC Capital Advisors, LLC EMC Alpha Program 0.63 5,000k 6/1/2013 44 Superfund Group Superfund Green EUR SICAV 0.65 5k 1/1/2017 43 Linnis Linnis ONE, LP 0.69 100k 8/1/2014 42 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.70 250k 10/1/2010 41 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.77 1,000k 10/1/2016 40 dormouse Limited dormouse - Managed Account 0.77 10,000k 7/1/2011 39 dormouse Limited dormouse Fund B Shares 0.78 10,000k 8/1/2016 38 dormouse Limited dormouse Fund A Shares 0.78 1,000k 1/1/2017 37 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.79 10,000k 3/1/1998 36 ISAM ISAM Systematic Trend (Levitas) 0.87 1,000k 5/1/2010 35 Emil van Essen Global Tactical Allocation Program (GTAP) 0.95 2,000k 4/1/2017 34 SpreadEdge Capital, LLC Diversified Seasonal Spreads 1.16 100k 12/1/2014 33 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 1.36 2,000k 7/1/2016 32 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.50 2,000k 7/1/2016 31 Glendorn Capital Management LLC MultiWeek Trading Strategy 1.65 1,500k 10/1/2016 30 Leibniz Group Enhanced Intelligence Strategy 1.74 100k 1/1/2016 29 R Best LLC World Select Program 1.81 2,000k 4/1/2016 28 Breakout Funds Breakout 1.89 1,000k 2/1/2018 27 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.04 1,000k 3/1/2003 26 John Locke Investments Cyril Systematic UCITS Fund 2.42 8,000k 7/1/2000 25 Metolius Capital LLC Metolius Enhanced Fund 2.68 40k 6/1/2015 24 Leibniz Group EVEREST 2.72 100k 3/1/2016 23 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.94 3,000k 9/1/2015 22 Leibniz Group Total Intelligence Vol 10 2.99 100k 3/1/2016 21 Schot Capital Multi Diversified Program 3.02 1,000k 1/1/2016 20 Kopis Capital Management, LLC Commodity Long Short Separate Account 3.76 1,000k 5/1/2015 19 Plus EV Capital LLC Raise Alpha Program 4.04 300k 4/1/2018 18 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.13 1,000k 3/1/2003 17 QTS Capital Management, LLC QTS Partners, L.P. 4.51 100k 1/1/2011 16 AG Capital Investments, LLC Discretionary Global Macro Program 4.93 500k 10/1/2014 15 514 Capital Partners 514 Fund 5.39 100k 11/1/2013 14 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 5.59 2,000k 2/1/2018 13 Eagle Trading Systems Inc. Eagle Customized Trend 5.80 10,000k 4/1/2017 12 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 6.01 250k 2/1/2016 11 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.19 20,000k 5/1/2013 10 Anderson Creek Trading Standard Diversified Strategy 7.94 250k 7/1/2014 9 Leibniz Group GRAB+ 10.42 100k 4/1/2016 8 Typhon Capital Management, LLC Leonidas Macro Fund 11.64 100k 4/1/2017 7 Eamon Capital Zephyr Program 12.13 600k 1/1/2016 6 W.G. Wealth Guardian Ltd. QT Program (QTP) 12.14 300k 6/1/2017 5 GT CAPITAL CTA GT Systematic Day Trading Program 12.43 60k 8/1/2017 4 Worldwide Capital Strategies Profit Quest Macro World 17.11 100k 1/1/2010 3 Purple Valley Capital, Inc. Diversified Trend 1 17.65 100k 8/1/2008 2 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 20.19 50k 7/1/2011 1 Tomas Capital Pty Ltd GCAF | USD 20.94 1,500k 7/1/2011 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.