Diversified Trader Index For April 2020

Monthly Rankings

Rank CTA/Program Apr 2020 Min Inv Inception
105 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-19.88 50k 7/1/2011
102 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-19.88 50k 7/1/2011
101 Tomas Capital Pty Ltd
GCAF | USD
-16.27 1,500k 7/1/2011
104 Tomas Capital Pty Ltd
GCAF | USD
-16.27 1,500k 7/1/2011
100 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-11.87 1,000k 5/1/2015
99 Purple Valley Capital, Inc.
Diversified Trend 1
-11.45 100k 8/1/2008
103 Purple Valley Capital, Inc.
Diversified Trend 1
-11.45 100k 8/1/2008
102 Future Trade AG
Thales Swing Trading Programme
-10.82 250k 6/1/2007
98 Future Trade AG
Thales Swing Trading Programme
-10.82 250k 6/1/2007
97 Sandpiper Asset Management
Sandpiper Global Macro Program
-10.32 1,000k 8/1/2012
101 Sandpiper Asset Management
Sandpiper Global Macro Program
-10.32 1,000k 8/1/2012
100 Worldwide Capital Strategies
Profit Quest Macro World
-7.48 100k 1/1/2010
96 Worldwide Capital Strategies
Profit Quest Macro World
-7.48 100k 1/1/2010
99 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-7.11 20,000k 5/1/2013
95 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-7.10 20,000k 5/1/2013
94 Dreiss Research Corporation
Diversified Program
-6.31 1,000k 5/1/1991
93 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-6.05 1k 6/1/2009
98 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-6.05 1k 6/1/2009
97 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-5.99 3,000k 9/1/2015
92 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-5.99 3,000k 9/1/2015
91 Urban Tree Capital, LLC
UTC Plus (Client)
-5.40 100k 3/1/2013
96 Urban Tree Capital, LLC
UTC Plus (Client)
-5.40 100k 3/1/2013
95 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-4.91 300k 6/1/2017
90 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-4.91 300k 6/1/2017
89 Garraway Capital Management LLP
Garraway Financial Trends
-4.58 100k 9/1/2012
94 Garraway Capital Management LLP
Garraway Financial Trends
-4.58 100k 9/1/2012
93 514 Capital Partners
514 Fund
-3.82 100k 11/1/2013
88 514 Capital Partners
514 Fund
-3.82 100k 11/1/2013
87 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-3.45 250k 2/1/2016
92 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-3.45 250k 2/1/2016
91 Silicon Valley Quantitative Advisors
UQP Large
-3.15 500k 1/1/2009
86 Silicon Valley Quantitative Advisors
UQP Large
-3.15 500k 1/1/2009
85 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.10 1k 10/1/2006
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.10 1k 10/1/2006
84 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-2.55 1,000k 10/1/2016
83 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-2.52 10,000k 3/1/1998
89 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-2.52 10,000k 3/1/1998
88 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-2.51 1,000k 10/1/2016
87 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.30 250k 5/1/2011
82 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.30 250k 5/1/2011
81 Leibniz Group
Systematic Intelligence Vol 10
-2.09 3,000k 8/1/2011
86 Leibniz Group
Systematic Intelligence Vol 10
-2.09 3,000k 8/1/2011
80 R Best LLC
Private Client Plus
-2.00 200k 11/1/2017
79 Leibniz Group
EVEREST
-2.00 100k 3/1/2016
85 Leibniz Group
EVEREST
-2.00 100k 3/1/2016
84 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.80 500k 9/1/2015
78 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.80 500k 9/1/2015
77 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.42 10,000k 3/1/2003
83 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.42 10,000k 3/1/2003
82 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.34 3,000k 7/1/2017
76 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.33 3,000k 7/1/2017
75 Chesapeake Capital
Diversified Plus (HV)
-1.16 100k 4/1/1994
74 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.13 250k 11/1/1996
81 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.13 250k 11/1/1996
73 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.11 100k 12/1/1998
72 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.10 2,000k 7/1/2016
80 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.10 2,000k 7/1/2016
79 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.04 100k 12/1/1998
78 Rosetta Capital Management
Macro Program
-0.87 50k 1/1/2009
71 Rosetta Capital Management
Macro Program
-0.87 50k 1/1/2009
77 Welton Investment Partners
Welton Trend
-0.43 25,000k 10/1/2012
70 Welton Investment Partners
Welton Trend
-0.41 25,000k 10/1/2012
69 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.41 250k 7/1/2015
76 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.41 250k 7/1/2015
68 H2O AM LLP
Arctic Blue Inuvik
-0.40 1,000k 5/1/2017
67 Superfund Group
Superfund Red EUR SICAV
-0.34 10k 3/1/2013
75 Superfund Group
Superfund Red EUR SICAV
-0.34 10k 3/1/2013
74 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-0.31 250k 10/1/2010
66 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-0.31 250k 10/1/2010
65 Metolius Capital LLC
Metolius Enhanced Fund
-0.20 40k 6/1/2015
73 Metolius Capital LLC
Metolius Enhanced Fund
-0.20 40k 6/1/2015
72 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.19 3,000k 5/1/2010
64 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.19 3,000k 5/1/2010
71 ISAM
ISAM Systematic Trend (Levitas)
-0.08 1,000k 5/1/2010
63 ISAM
ISAM Systematic Trend (Levitas)
-0.07 1,000k 5/1/2010
62 Crabel Capital Management
Crabel Multi-Product
-0.04 1,000k 3/1/1998
70 Crabel Capital Management
Crabel Multi-Product
-0.04 1,000k 3/1/1998
69 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.01 1,500k 10/1/2016
61 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.01 1,500k 10/1/2016
68 Leibniz Group
Enhanced Intelligence Strategy
-0.01 100k 1/1/2016
65 R Best LLC
Private Client Plus
0.00 200k 11/1/2017
67 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
66 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.00 500k 1/1/2015
64 Anderson Creek Trading
Standard Diversified Strategy
0.00 250k 7/1/2014
60 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.00 100k 4/1/2015
58 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
59 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
62 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
63 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
61 Eclipse Capital Management
Alpha Asia
0.00 25,000k 1/1/2015
60 Anderson Creek Trading
Standard Diversified Strategy
0.00 250k 7/1/2014
57 Leibniz Group
Total Intelligence Vol 10
0.08 100k 3/1/2016
56 Eagle Trading Systems Inc.
Eagle Customized Trend
0.09 10,000k 4/1/2017
59 Eagle Trading Systems Inc.
Eagle Customized Trend
0.09 10,000k 4/1/2017
58 Superfund Group
Superfund Red USD SICAV
0.13 10k 3/1/2013
55 Superfund Group
Superfund Red USD SICAV
0.13 10k 3/1/2013
54 Typhon Capital Management, LLC
Leonidas Macro Fund
0.16 100k 4/1/2017
57 Typhon Capital Management, LLC
Leonidas Macro Fund
0.16 100k 4/1/2017
56 DUNN Capital Management
DUNN WMA Institutional Program
0.22 100k 10/1/2011
53 DUNN Capital Management
DUNN WMA Institutional Program
0.22 100k 10/1/2011
52 dormouse Limited
dormouse - Managed Account
0.22 20,000k 7/1/2011
55 dormouse Limited
dormouse - Managed Account
0.22 20,000k 7/1/2011
51 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.26 5,000k 9/1/2009
54 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.27 5,000k 9/1/2009
53 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.32 5,000k 9/1/2009
50 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.32 5,000k 9/1/2009
49 dormouse Limited
dormouse Fund A Shares
0.36 1,000k 1/1/2017
52 dormouse Limited
dormouse Fund A Shares
0.36 1,000k 1/1/2017
51 dormouse Limited
dormouse Fund B Shares
0.36 10,000k 8/1/2016
48 dormouse Limited
dormouse Fund B Shares
0.36 10,000k 8/1/2016
47 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.37 10,000k 8/1/2007
50 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.37 10,000k 8/1/2007
49 Superfund Group
Superfund Red One SP I - Class A EUR
0.37 10k 1/1/2017
46 Superfund Group
Superfund Red One SP I - Class A EUR
0.37 10k 1/1/2017
45 Superfund Group
Superfund Red One SP I - Class A USD
0.40 10k 1/1/2017
48 Superfund Group
Superfund Red One SP I - Class A USD
0.40 10k 1/1/2017
47 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.45 1,000k 1/1/2013
44 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.45 1,000k 1/1/2013
43 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.45 2,000k 4/1/2017
46 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.45 2,000k 4/1/2017
45 Crabel Capital Management
WPD Crabel Futures Program
0.50 1,000k 7/1/2008
42 Crabel Capital Management
WPD Crabel Futures Program
0.50 1,000k 7/1/2008
41 R Best LLC
World Select Program
0.51 2,000k 4/1/2016
44 R Best LLC
World Select Program
0.51 2,000k 4/1/2016
43 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.59 1,000k 5/1/2014
40 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.59 1,000k 5/1/2014
39 Automaton Trading LLC
Diversified
0.73 500k 7/1/2014
42 Automaton Trading LLC
Diversified
0.73 500k 7/1/2014
41 Global Sigma Group, LLC
GSF - Mult-Strategy
0.74 1,000k 11/1/2015
38 Global Sigma Group, LLC
GSF - Mult-Strategy
0.74 1,000k 11/1/2015
37 John Locke Investments
Cyril Systematic UCITS Fund
0.74 500k 7/1/2000
40 John Locke Investments
Cyril Systematic UCITS Fund
0.74 500k 7/1/2000
36 Schot Capital
Multi Diversified Program
0.75 1,000k 1/1/2016
35 FORT LP
Fort Global Contrarian
0.77 2,000k 10/1/2002
39 FORT LP
Fort Global Contrarian
0.77 2,000k 10/1/2002
38 EMC Capital Advisors, LLC
EMC Alpha Program
0.87 5,000k 6/1/2013
34 EMC Capital Advisors, LLC
EMC Alpha Program
0.87 5,000k 6/1/2013
37 Schot Capital
Multi Diversified Program
0.89 1,000k 1/1/2016
36 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.90 2,000k 2/1/2018
35 FORT LP
Fort Global Diversified
0.96 2,000k 10/1/1993
33 FORT LP
Fort Global Diversified
0.96 2,000k 10/1/1993
32 Tom Capital AG
Tom Capital Growth Fund
1.00 5,000k 12/1/2015
34 Tom Capital AG
Tom Capital Growth Fund
1.00 5,000k 12/1/2015
33 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
1.05 5,000k 4/1/2018
31 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
1.05 5,000k 4/1/2018
30 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
1.10 2,000k 7/1/2016
32 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
1.10 2,000k 7/1/2016
31 Superfund Group
Superfund Green EUR SICAV
1.19 5k 1/1/2017
29 Superfund Group
Superfund Green EUR SICAV
1.19 5k 1/1/2017
28 Vivienne Investissement
MACH 3
1.23 100k 6/1/2015
30 Vivienne Investissement
MACH 3
1.23 100k 6/1/2015
29 Orion Asset Management
Algorithmic Trading Program
1.24 10k 1/1/2013
27 Orion Asset Management
Algorithmic Trading Program
1.24 10k 1/1/2013
26 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.39 10,000k 3/1/2003
28 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.39 10,000k 3/1/2003
27 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.43 5,000k 11/1/2012
25 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.44 5,000k 11/1/2012
24 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.46 10,000k 10/1/1993
26 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.46 10,000k 10/1/1993
23 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.61 3,000k 5/1/2014
25 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.61 3,000k 5/1/2014
24 Superfund Group
Superfund Green USD SICAV
1.64 5k 1/1/2017
22 Superfund Group
Superfund Green USD SICAV
1.64 5k 1/1/2017
21 Eamon Capital
Zephyr Program
2.19 600k 1/1/2016
23 Eamon Capital
Zephyr Program
2.19 600k 1/1/2016
22 Prolific Capital Markets, LLC
Prolific Swiss System
2.32 10,000k 1/1/2014
20 Prolific Capital Markets, LLC
Prolific Swiss System
2.32 10,000k 1/1/2014
19 QTS Capital Management, LLC
QTS Partners, L.P.
2.65 100k 1/1/2011
21 QTS Capital Management, LLC
QTS Partners, L.P.
2.65 100k 1/1/2011
20 Melissinos Trading
Eupatrid Global Trends
2.91 50k 1/1/2011
18 Melissinos Trading
Eupatrid Global Trends
2.91 50k 1/1/2011
17 Plus EV Capital LLC
Raise Alpha Program
3.18 300k 4/1/2018
19 Plus EV Capital LLC
Raise Alpha Program
3.18 300k 4/1/2018
18 GT CAPITAL CTA
GT Systematic Day Trading Program
3.22 60k 8/1/2017
16 GT CAPITAL CTA
GT Systematic Day Trading Program
3.22 60k 8/1/2017
15 Estlander & Partners
Freedom
3.35 20,000k 8/1/2010
17 Estlander & Partners
Freedom
3.35 20,000k 8/1/2010
14 County Cork LLC
County Cork Macro Equity Hedge
3.58 1,000k 2/1/2016
16 County Cork LLC
County Cork Macro Equity Hedge
3.58 1,000k 2/1/2016
15 Quantica Capital AG
1X Quantica Managed Futures Fund
3.60 100k 1/1/2014
13 Quantica Capital AG
1X Quantica Managed Futures Fund
3.60 100k 1/1/2014
12 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.68 5,000k 6/1/2010
14 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.68 5,000k 6/1/2010
13 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.92 10,000k 8/1/2009
12 Leibniz Group
GRAB+
3.98 100k 4/1/2016
11 Leibniz Group
GRAB+
3.98 100k 4/1/2016
10 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
4.06 100k 12/1/2014
11 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
4.06 100k 12/1/2014
10 Breakout Funds
Breakout
5.33 5,000k 2/1/2018
9 Breakout Funds
Breakout
5.33 5,000k 2/1/2018
8 Robust Methods LLC
Macro Managed Account
5.37 5,000k 1/1/2005
9 Robust Methods LLC
Macro Managed Account
5.37 5,000k 1/1/2005
8 Superfund Group
Superfund Red One SP I - Class A Silver
5.65 10k 1/1/2017
7 Superfund Group
Superfund Red One SP I - Class A Silver
5.65 10k 1/1/2017
6 AG Capital Management Partners, LP
Discretionary Global Macro Program
5.94 500k 10/1/2014
7 AG Capital Management Partners, LP
Discretionary Global Macro Program
5.94 500k 10/1/2014
6 Emil van Essen
Spread Trading Program Limited
6.06 5,000k 7/1/2013
5 Emil van Essen
Spread Trading Program Limited
6.06 5,000k 7/1/2013
4 Superfund Group
Superfund Red One SP I - Class A Gold
6.86 10k 1/1/2017
5 Superfund Group
Superfund Red One SP I - Class A Gold
6.86 10k 1/1/2017
4 Superfund Group
Superfund Green SILVER SICAV
7.14 20k 1/1/2017
3 Superfund Group
Superfund Green SILVER SICAV
7.14 20k 1/1/2017
2 Linnis
Linnis ONE, LP
7.19 100k 8/1/2014
3 Linnis
Linnis ONE, LP
7.19 100k 8/1/2014
2 Emil van Essen
Long-Short Commodity Program - Accelerated
7.28 200k 5/1/2014
1 Superfund Group
Superfund Green GOLD SICAV
8.32 20k 1/1/2017
1 Superfund Group
Superfund Green GOLD SICAV
8.32 20k 1/1/2017

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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