Diversified Trader Index For June 2020

Monthly Rankings

Rank CTA/Program Jun 2020 Min Inv Inception
94 Plus EV Capital LLC
Raise Alpha Program
-27.78 300k 4/1/2018
93 Purple Valley Capital, Inc.
Diversified Trend 1
-12.99 100k 8/1/2008
92 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-12.33 3,000k 9/1/2015
91 Dreiss Research Corporation
Diversified Program
-9.87 1,000k 5/1/1991
90 Leibniz Group
GRAB+
-8.34 100k 4/1/2016
89 GT CAPITAL CTA
GT Systematic Day Trading Program
-6.86 60k 8/1/2017
88 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-4.74 100k 12/1/2014
87 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.62 20,000k 5/1/2013
86 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.42 250k 5/1/2011
85 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.50 1,000k 10/1/2016
84 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.46 10,000k 3/1/1998
83 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-3.44 300k 6/1/2017
82 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-3.36 500k 9/1/2015
81 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.36 1k 6/1/2009
80 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.23 1,000k 3/1/2003
79 Anderson Creek Trading
Standard Diversified Strategy
-3.11 250k 7/1/2014
78 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.08 250k 11/1/1996
77 Superfund Group
Superfund Green SILVER SICAV
-2.81 20k 1/1/2017
76 O'Brien Investment Group
Quantitative Global Macro Futures Program
-2.74 3,000k 7/1/2017
75 Urban Tree Capital, LLC
UTC Plus (Client)
-2.64 100k 3/1/2013
74 Superfund Group
Superfund Green USD SICAV
-2.60 5k 1/1/2017
73 County Cork LLC
County Cork Macro Equity Hedge
-2.55 1,000k 2/1/2016
72 Superfund Group
Superfund Green EUR SICAV
-2.50 5k 1/1/2017
71 Prolific Capital Markets, LLC
Prolific Swiss System
-2.43 10,000k 1/1/2014
70 Emil van Essen
Spread Trading Program Limited
-2.28 5,000k 7/1/2013
69 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.13 100k 12/1/1998
68 Silicon Valley Quantitative Advisors
UQP Large
-2.00 500k 1/1/2009
67 dormouse Limited
dormouse Fund A Shares
-1.99 1,000k 1/1/2017
66 dormouse Limited
dormouse Fund B Shares
-1.99 10,000k 8/1/2016
65 Metolius Capital LLC
Metolius Enhanced Fund
-1.99 40k 6/1/2015
64 dormouse Limited
dormouse - Managed Account
-1.98 20,000k 7/1/2011
63 DUNN Capital Management
DUNN WMA Institutional Program
-1.70 100k 10/1/2011
62 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.69 1k 10/1/2006
61 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-1.67 2,000k 2/1/2018
60 Leibniz Group
Systematic Intelligence Vol 10
-1.25 3,000k 8/1/2011
59 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.22 1,000k 1/1/2013
58 Welton Investment Partners
Welton Trend
-1.21 25,000k 10/1/2012
57 Typhon Capital Management, LLC
Leonidas Macro Fund
-1.18 100k 4/1/2017
56 ISAM
ISAM Systematic Trend (Levitas)
-1.15 1,000k 5/1/2010
55 Breakout Funds
Breakout
-1.02 1,000k 2/1/2018
54 Schot Capital
Multi Diversified Program
-1.01 1,000k 1/1/2016
53 Eamon Capital
Zephyr Program
-0.98 600k 1/1/2016
52 AG Capital Management Partners, LP
Discretionary Global Macro Program
-0.77 500k 10/1/2014
51 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.61 1,000k 5/1/2014
50 Chesapeake Capital
Diversified Plus (HV)
-0.56 100k 4/1/1994
49 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.48 5,000k 6/1/2010
48 Linnis
Linnis ONE, LP
-0.45 100k 8/1/2014
47 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.37 3,000k 5/1/2010
46 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.23 250k 7/1/2015
45 John Locke Investments
Cyril Systematic UCITS Fund
-0.17 500k 7/1/2000
44 Tom Capital AG
Tom Capital Growth Fund
-0.10 5,000k 12/1/2015
43 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
-0.09 5,000k 4/1/2018
31 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
32 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.00 5,000k 9/1/2009
33 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
34 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
35 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.00 3,000k 5/1/2014
36 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
37 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
38 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
39 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
40 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
41 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
42 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
30 R Best LLC
World Select Program
0.02 2,000k 4/1/2016
29 Crabel Capital Management
WPD Crabel Futures Program
0.08 1,000k 7/1/2008
28 EMC Capital Advisors, LLC
EMC Alpha Program
0.09 5,000k 6/1/2013
27 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
26 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.12 1,500k 10/1/2016
25 Eagle Trading Systems Inc.
Eagle Customized Trend
0.14 10,000k 4/1/2017
24 Future Trade AG
Thales Swing Trading Programme
0.30 250k 6/1/2007
23 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.31 10,000k 8/1/2007
22 Global Sigma Group, LLC
GSF - Mult-Strategy
0.34 1,000k 11/1/2015
21 FORT LP
Fort Global Diversified
0.34 2,000k 10/1/1993
20 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
0.42 250k 2/1/2016
19 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.42 1,000k 3/1/2003
18 Crabel Capital Management
Crabel Multi-Product
0.45 1,000k 3/1/1998
17 Sandpiper Asset Management
Sandpiper Global Macro Program
0.52 1,000k 8/1/2012
16 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.55 2,000k 7/1/2016
15 FORT LP
Fort Global Contrarian
0.87 2,000k 10/1/2002
14 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.05 2,000k 7/1/2016
13 Emil van Essen
Global Tactical Allocation Program (GTAP)
1.15 2,000k 4/1/2017
12 Robust Methods LLC
Macro Managed Account
1.30 5,000k 1/1/2005
11 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.35 10,000k 10/1/1993
10 Estlander & Partners
Freedom
1.86 20,000k 8/1/2010
9 QTS Capital Management, LLC
QTS Partners, L.P.
1.88 100k 1/1/2011
8 Emil van Essen
Long-Short Commodity Program - Accelerated
1.97 200k 5/1/2014
7 Superfund Group
Superfund Red USD SICAV
2.42 10k 3/1/2013
6 Superfund Group
Superfund Red EUR SICAV
2.60 10k 3/1/2013
5 Vivienne Investissement
MACH 3
2.76 100k 6/1/2015
4 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.17 5,000k 11/1/2012
3 514 Capital Partners
514 Fund
4.53 100k 11/1/2013
2 Leibniz Group
EVEREST
5.83 100k 3/1/2016
1 Worldwide Capital Strategies
Profit Quest Macro World
14.51 100k 1/1/2010

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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