Diversified Trader Index For March 2020

Monthly Rankings

Rank CTA/Program Mar 2020 Min Inv Inception
109 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-16.67 2,000k 2/1/2018
108 County Cork LLC
County Cork Macro Equity Hedge
-14.22 1,000k 2/1/2016
107 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-12.73 5,000k 11/1/2012
106 Worldwide Capital Strategies
Profit Quest Macro World
-11.95 100k 1/1/2010
105 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-11.16 10,000k 10/1/1993
104 FORT LP
Fort Global Diversified
-11.13 2,000k 10/1/1993
103 Robust Methods LLC
Macro Managed Account
-8.55 5,000k 1/1/2005
102 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-8.11 3,000k 9/1/2015
101 dormouse Limited
dormouse - Managed Account
-7.19 10,000k 7/1/2011
100 Linnis
Linnis ONE, LP
-6.70 100k 8/1/2014
99 dormouse Limited
dormouse Fund B Shares
-6.58 10,000k 8/1/2016
98 dormouse Limited
dormouse Fund A Shares
-6.58 1,000k 1/1/2017
97 Tom Capital AG
Tom Capital Growth Fund
-5.60 5,000k 12/1/2015
96 Prolific Capital Markets, LLC
Prolific Swiss System
-5.43 10,000k 1/1/2014
95 FORT LP
Fort Global Contrarian
-4.26 2,000k 10/1/2002
94 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
93 Rosetta Capital Management
Macro Program
-3.25 50k 1/1/2009
92 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.85 10,000k 8/1/2009
91 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-2.46 2,000k 7/1/2016
90 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-2.36 250k 7/1/2015
89 R Best LLC
Private Client Plus
-2.28 200k 11/1/2017
88 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.18 5,000k 9/1/2009
87 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.95 5,000k 9/1/2009
86 Automaton Trading LLC
Diversified
-1.89 500k 7/1/2014
85 Future Trade AG
Thales Swing Trading Programme
-1.88 250k 6/1/2007
84 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.58 2,000k 7/1/2016
83 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.51 1,000k 1/1/2013
82 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.34 5,000k 6/1/2010
81 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.27 2,000k 4/1/2017
80 Vivienne Investissement
MACH 3
-0.87 100k 6/1/2015
79 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.63 3,000k 5/1/2014
64 Emil van Essen
Long-Short Commodity Program - Accelerated
0.00 200k 5/1/2014
61 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
66 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
59 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
70 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
71 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
62 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
63 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
74 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
75 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
76 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
77 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
72 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
73 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
67 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
65 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
60 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
68 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.00 100k 4/1/2015
69 O'Brien Investment Group
O'Brien Investment Group Discretionary Global Macro Futures Program
0.00 2,000k 6/1/2017
78 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
58 Crabel Capital Management
WPD Crabel Futures Program
0.07 1,000k 7/1/2008
57 Chesapeake Capital
Diversified Plus (HV)
0.29 100k 4/1/1994
56 EMC Capital Advisors, LLC
EMC Alpha Program
0.42 5,000k 6/1/2013
55 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.52 100k 12/1/1998
54 Crabel Capital Management
Crabel Multi-Product
0.64 1,000k 3/1/1998
53 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.81 1,000k 10/1/2016
52 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.84 10,000k 3/1/1998
51 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.14 1k 10/1/2006
50 Urban Tree Capital, LLC
UTC Plus (Client)
1.47 100k 3/1/2013
49 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.49 3,000k 7/1/2017
48 Leibniz Group
EVEREST
1.97 100k 3/1/2016
47 514 Capital Partners
514 Fund
2.51 100k 11/1/2013
46 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.63 1k 6/1/2009
45 R Best LLC
World Select Program
2.72 2,000k 4/1/2016
44 Emil van Essen
Spread Trading Program Limited
2.73 5,000k 7/1/2013
43 ISAM
ISAM Systematic Trend (Levitas)
3.02 1,000k 5/1/2010
42 Schot Capital
Multi Diversified Program
3.40 1,000k 1/1/2016
41 Plus EV Capital LLC
Raise Alpha Program
3.46 300k 4/1/2018
40 John Locke Investments
Cyril Systematic UCITS Fund
3.51 8,000k 7/1/2000
39 Welton Investment Partners
Welton Trend
3.61 25,000k 10/1/2012
38 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.62 250k 5/1/2011
37 Glendorn Capital Management LLC
MultiWeek Trading Strategy
3.82 1,500k 10/1/2016
36 DUNN Capital Management
DUNN WMA Institutional Program
3.82 100k 10/1/2011
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.22 1,000k 3/1/2003
34 Estlander & Partners
Freedom
4.28 20,000k 8/1/2010
33 Leibniz Group
GRAB+
4.82 100k 4/1/2016
32 Dynamica Global Investments
Dynamica Commodity Trading Strategy
5.33 500k 9/1/2015
31 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
5.59 1,000k 3/1/2003
30 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
5.94 1,000k 5/1/2014
29 Strategic Capital Advisors LLC
Multi-strategy Futures Program
6.03 3,000k 5/1/2010
28 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
6.31 5,000k 4/1/2018
27 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
7.02 100k 12/1/2014
26 Breakout Funds
Breakout
7.67 1,000k 2/1/2018
25 Silicon Valley Quantitative Advisors
UQP Large
7.70 500k 1/1/2009
24 Eamon Capital
Zephyr Program
8.20 600k 1/1/2016
23 Eagle Trading Systems Inc.
Eagle Customized Trend
9.96 10,000k 4/1/2017
22 Typhon Capital Management, LLC
Leonidas Macro Fund
10.29 100k 4/1/2017
21 Eclipse Capital Management
Alpha Asia
10.43 25,000k 1/1/2015
20 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
10.90 250k 11/1/1996
19 J8 Capital Management LLP
J8 Global Absolute Return Strategy
10.99 500k 1/1/2015
18 FTC Capital GmbH
FTC Futures Fund Classic (USD)
11.18 250k 10/1/2010
17 Metolius Capital LLC
Metolius Enhanced Fund
13.02 40k 6/1/2015
16 Anderson Creek Trading
Standard Diversified Strategy
14.43 250k 7/1/2014
15 Leibniz Group
Systematic Intelligence Vol 10
15.13 3,000k 8/1/2011
14 Leibniz Group
Total Intelligence Vol 10
17.07 100k 3/1/2016
13 Dreiss Research Corporation
Diversified Program
18.09 1,000k 5/1/1991
12 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
18.98 20,000k 5/1/2013
11 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
19.08 250k 2/1/2016
10 QTS Capital Management, LLC
QTS Partners, L.P.
19.24 100k 1/1/2011
9 GT CAPITAL CTA
GT Systematic Day Trading Program
19.98 60k 8/1/2017
8 Leibniz Group
Enhanced Intelligence Strategy
21.82 100k 1/1/2016
7 AG Capital Investments, LLC
Discretionary Global Macro Program
22.65 500k 10/1/2014
6 Sandpiper Asset Management
Sandpiper Global Macro Program
23.21 1,000k 8/1/2012
5 W.G. Wealth Guardian Ltd.
QT Program (QTP)
36.40 300k 6/1/2017
4 Tomas Capital Pty Ltd
GCAF | USD
37.78 1,500k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
38.29 50k 7/1/2011
2 Glenhaven Capital LLC
Glenhaven Global II LP
52.83 25k 4/1/2012
1 Purple Valley Capital, Inc.
Diversified Trend 1
56.35 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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