Diversified Trader Index For February 2020

Monthly Rankings

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
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
56 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
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 20,000k 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 500k 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 Management Partners, LP
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.

Free Investment Plan Free CTA database