Diversified Trader Index For March 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 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 20,000k 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 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 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 68 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.00 100k 4/1/2015 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 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 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 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 67 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.00 1,000k 5/1/2015 59 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 64 Emil van Essen Long-Short Commodity Program - Accelerated 0.00 200k 5/1/2014 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 500k 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 Management Partners, LP 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.