Diversified Trader Index For May 2020

Monthly Rankings

Rank CTA/Program May 2020 Min Inv Inception
101 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-22.42 50k 7/1/2011
100 Tomas Capital Pty Ltd
GCAF | USD
-18.89 1,500k 7/1/2011
99 Emil van Essen
Spread Trading Program Limited
-9.42 5,000k 7/1/2013
98 AG Capital Investments, LLC
Discretionary Global Macro Program
-7.81 500k 10/1/2014
97 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.22 20,000k 5/1/2013
96 Plus EV Capital LLC
Raise Alpha Program
-5.90 300k 4/1/2018
95 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-5.68 300k 6/1/2017
94 Purple Valley Capital, Inc.
Diversified Trend 1
-5.66 100k 8/1/2008
93 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-5.40 10,000k 3/1/1998
92 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-5.38 1,000k 10/1/2016
91 Dreiss Research Corporation
Diversified Program
-4.83 1,000k 5/1/1991
90 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.79 1,000k 3/1/2003
89 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-4.53 3,000k 9/1/2015
88 Silicon Valley Quantitative Advisors
UQP Large
-4.18 500k 1/1/2009
87 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-4.10 3,000k 5/1/2010
86 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.95 1,000k 8/1/2012
85 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-3.74 250k 10/1/2010
84 Eamon Capital
Zephyr Program
-2.86 600k 1/1/2016
83 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.67 250k 5/1/2011
82 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.50 5,000k 6/1/2010
81 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.44 1k 6/1/2009
80 Superfund Group
Superfund Red EUR SICAV
-2.22 10k 3/1/2013
79 Schot Capital
Multi Diversified Program
-2.02 1,000k 1/1/2016
78 Superfund Group
Superfund Red USD SICAV
-2.02 10k 3/1/2013
77 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-1.92 250k 2/1/2016
76 514 Capital Partners
514 Fund
-1.80 100k 11/1/2013
75 John Locke Investments
Cyril Systematic UCITS Fund
-1.69 500k 7/1/2000
74 Superfund Group
Superfund Green EUR SICAV
-1.63 5k 1/1/2017
73 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.56 3,000k 7/1/2017
72 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.47 100k 12/1/1998
71 Typhon Capital Management, LLC
Leonidas Macro Fund
-1.43 100k 4/1/2017
70 DUNN Capital Management
DUNN WMA Institutional Program
-1.42 100k 10/1/2011
69 Superfund Group
Superfund Green USD SICAV
-1.35 5k 1/1/2017
68 Leibniz Group
Systematic Intelligence Vol 10
-1.32 3,000k 8/1/2011
67 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.32 1,000k 1/1/2013
66 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.20 1,500k 10/1/2016
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.20 1k 10/1/2006
64 Welton Investment Partners
Welton Trend
-1.08 25,000k 10/1/2012
63 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.07 250k 11/1/1996
62 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.93 100k 12/1/2014
61 ISAM
ISAM Systematic Trend (Levitas)
-0.90 1,000k 5/1/2010
60 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.79 500k 9/1/2015
59 H2O AM LLP
Arctic Blue Inuvik
-0.70 1,000k 5/1/2017
58 dormouse Limited
dormouse Fund B Shares
-0.59 10,000k 8/1/2016
57 dormouse Limited
dormouse Fund A Shares
-0.59 1,000k 1/1/2017
56 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.53 2,000k 4/1/2017
55 Estlander & Partners
Freedom
-0.53 20,000k 8/1/2010
54 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.50 100k 1/1/2014
53 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.47 2,000k 7/1/2016
52 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
-0.46 5,000k 4/1/2018
51 dormouse Limited
dormouse - Managed Account
-0.42 10,000k 7/1/2011
50 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
49 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.38 1,000k 5/1/2014
48 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.32 250k 7/1/2015
47 Tom Capital AG
Tom Capital Growth Fund
-0.30 5,000k 12/1/2015
46 Leibniz Group
GRAB+
-0.20 100k 4/1/2016
45 Automaton Trading LLC
Diversified
-0.19 500k 7/1/2014
44 Crabel Capital Management
WPD Crabel Futures Program
-0.15 1,000k 7/1/2008
43 Crabel Capital Management
Crabel Multi-Product
-0.06 1,000k 3/1/1998
30 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
31 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
32 Worldwide Capital Strategies
Profit Quest Macro World
0.00 100k 1/1/2010
33 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
34 R Best LLC
Private Client Plus
0.00 200k 11/1/2017
35 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
36 Eagle Trading Systems Inc.
Eagle Customized Trend
0.00 10,000k 4/1/2017
37 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
38 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
39 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
40 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
41 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
42 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
29 Urban Tree Capital, LLC
UTC Plus (Client)
0.13 100k 3/1/2013
28 GT CAPITAL CTA
GT Systematic Day Trading Program
0.22 60k 8/1/2017
27 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.23 10,000k 10/1/1993
26 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.27 10,000k 8/1/2007
25 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.39 2,000k 7/1/2016
24 FORT LP
Fort Global Diversified
0.45 2,000k 10/1/1993
23 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.46 5,000k 9/1/2009
22 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.48 5,000k 9/1/2009
21 Anderson Creek Trading
Standard Diversified Strategy
0.53 250k 7/1/2014
20 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.54 1,000k 3/1/2003
19 EMC Capital Advisors, LLC
EMC Alpha Program
0.59 5,000k 6/1/2013
18 Global Sigma Group, LLC
GSF - Mult-Strategy
0.66 1,000k 11/1/2015
17 Metolius Capital LLC
Metolius Enhanced Fund
0.78 40k 6/1/2015
16 Superfund Group
Superfund Green GOLD SICAV
1.03 20k 1/1/2017
15 Chesapeake Capital
Diversified Plus (HV)
1.06 100k 4/1/1994
14 R Best LLC
World Select Program
1.08 2,000k 4/1/2016
13 QTS Capital Management, LLC
QTS Partners, L.P.
1.22 100k 1/1/2011
12 Future Trade AG
Thales Swing Trading Programme
1.39 250k 6/1/2007
11 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.55 3,000k 5/1/2014
10 County Cork LLC
County Cork Macro Equity Hedge
1.63 1,000k 2/1/2016
9 Breakout Funds
Breakout
2.13 1,000k 2/1/2018
8 Prolific Capital Markets, LLC
Prolific Swiss System
2.51 10,000k 1/1/2014
7 Linnis
Linnis ONE, LP
2.72 100k 8/1/2014
6 Vivienne Investissement
MACH 3
2.81 100k 6/1/2015
5 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.22 5,000k 11/1/2012
4 Leibniz Group
EVEREST
3.74 100k 3/1/2016
3 Kopis Capital Management, LLC
Commodity Long Short Separate Account
4.52 1,000k 5/1/2015
2 Robust Methods LLC
Macro Managed Account
6.16 5,000k 1/1/2005
1 Superfund Group
Superfund Green SILVER SICAV
21.75 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.

Free Investment Plan Free CTA database