Diversified Trader Index For July 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 Jul 2020 Min Inv Inception 101 Emil van Essen Long-Short Commodity Program - Accelerated -10.49 200k 5/1/2014 100 NuWave Investment Management, LLC NuWave Matrix Portfolio -8.35 3,000k 9/1/2015 99 Linnis Linnis ONE, LP -4.25 100k 8/1/2014 98 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.70 5,000k 6/1/2010 97 Leibniz Group EVEREST -2.56 100k 3/1/2016 96 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.78 20,000k 5/1/2013 95 HASAFUMA La Cucaracha -1.69 300k 9/1/2013 94 Persistent Capital Management Global Diversified Program -1.31 500k 1/1/2003 93 Glendorn Capital Management LLC MultiWeek Trading Strategy -1.08 1,500k 10/1/2016 92 Rcube Asset Management Walnut Singularity -0.91 500k 7/1/2017 91 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.91 500k 9/1/2015 90 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.89 250k 7/1/2015 89 Sandpiper Asset Management Sandpiper Global Macro Program -0.77 1,000k 8/1/2012 88 HASAFUMA Hedgehog -0.69 60k 5/1/2012 87 DUNN Capital Management DUNN WMA Institutional Program -0.59 100k 10/1/2011 86 Eamon Capital Zephyr Program -0.40 600k 1/1/2016 85 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite -0.37 5,000k 9/1/2009 84 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.35 5,000k 9/1/2009 72 GT CAPITAL CTA GT Systematic Day Trading Program 0.00 60k 8/1/2017 73 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 74 Welton Investment Partners Welton Trend 0.00 25,000k 10/1/2012 75 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 0.00 2,000k 2/1/2018 76 Urban Tree Capital, LLC UTC Plus (Client) 0.00 100k 3/1/2013 77 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 78 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 79 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 80 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 81 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 82 Chesapeake Capital Diversified Plus (HV) 0.00 100k 4/1/1994 83 Typhon Capital Management, LLC Leonidas Macro Fund 0.00 100k 4/1/2017 71 Prolific Capital Markets, LLC Prolific Swiss System 0.03 10,000k 1/1/2014 70 QTS Capital Management, LLC QTS Partners, L.P. 0.06 100k 1/1/2011 69 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.09 1,000k 5/1/2014 68 Leibniz Group GRAB+ 0.29 100k 4/1/2016 67 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 0.33 2,000k 7/1/2016 66 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.33 1,000k 3/1/2003 65 SpreadEdge Capital, LLC Diversified Seasonal Spreads 0.34 100k 12/1/2014 64 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.45 1,000k 3/1/2003 63 Eagle Trading Systems Inc. Eagle Customized Trend 0.59 10,000k 4/1/2017 62 Automaton Trading LLC Diversified 0.66 500k 7/1/2014 61 FORT LP Fort Global Contrarian 0.74 2,000k 10/1/2002 60 Global Sigma Group, LLC GSF - Mult-Strategy 0.78 1,000k 11/1/2015 59 Aspect Capital Aspect Diversified Fund - Class A (USD) 0.91 100k 12/1/1998 58 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.94 1,000k 10/1/2016 57 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.94 10,000k 3/1/1998 56 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.00 250k 5/1/2011 55 Leibniz Group Systematic Intelligence Vol 10 1.00 3,000k 8/1/2011 54 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 1.09 1,000k 1/1/2013 53 R Best LLC World Select Program 1.15 2,000k 4/1/2016 52 Silicon Valley Quantitative Advisors UQP Large 1.16 500k 1/1/2009 51 H2O AM LLP Arctic Blue Inuvik 1.30 1,000k 5/1/2017 50 Schot Capital Multi Diversified Program 1.32 1,000k 1/1/2016 49 EMC Capital Advisors, LLC EMC Alpha Program 1.43 5,000k 6/1/2013 48 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.62 1k 10/1/2006 47 FORT LP Fort Global Diversified 1.70 2,000k 10/1/1993 46 Superfund Group Superfund Red EUR SICAV 1.75 10k 3/1/2013 45 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.86 3,000k 5/1/2014 44 Vivienne Investissement MACH 3 1.86 100k 6/1/2015 43 Superfund Group Superfund Red USD SICAV 1.95 10k 3/1/2013 42 ISAM ISAM Systematic Trend (Levitas) 1.97 1,000k 5/1/2010 41 Emil van Essen Spread Trading Program Limited 2.14 5,000k 7/1/2013 40 FORT LP Global Futures Program (formerly Global Diversified Classic) 2.32 10,000k 10/1/1993 39 Emil van Essen Global Tactical Allocation Program (GTAP) 2.49 2,000k 4/1/2017 38 Tom Capital AG Tom Capital Growth Fund 2.70 5,000k 12/1/2015 37 Estlander & Partners Freedom 2.74 20,000k 8/1/2010 36 Auspice Capital Advisors Ltd Auspice Tactical Futures Program (ATFP) 2.83 5,000k 4/1/2018 35 Quantica Capital AG 1X Quantica Managed Futures Fund 3.10 100k 1/1/2014 34 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.16 1k 6/1/2009 33 NuWave Investment Management, LLC Short-Term Futures Portfolio 3.22 2,000k 7/1/2016 32 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.94 5,000k 11/1/2012 31 John Locke Investments Cyril Systematic UCITS Fund 4.03 500k 7/1/2000 30 ReSolve Asset Management Inc. Adaptive Asset Allocation 20V 4.14 2,500k 4/1/2017 29 514 Capital Partners 514 Fund 4.14 100k 11/1/2013 28 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 4.21 250k 2/1/2016 27 dormouse Limited dormouse Fund B Shares 4.55 10,000k 8/1/2016 26 dormouse Limited dormouse Fund A Shares 4.55 1,000k 1/1/2017 25 Breakout Funds Breakout 4.75 1,000k 2/1/2018 24 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 4.79 50k 7/1/2011 23 dormouse Limited dormouse - Managed Account 4.85 20,000k 7/1/2011 22 Tomas Capital Pty Ltd GCAF | USD 5.05 1,500k 7/1/2011 21 Superfund Group Superfund Green EUR SICAV 5.17 5k 1/1/2017 20 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 5.20 250k 11/1/1996 19 Dreiss Research Corporation Diversified Program 5.37 1,000k 5/1/1991 18 FTC Capital GmbH FTC Futures Fund Classic (USD) 5.48 250k 10/1/2010 17 Superfund Group Superfund Green USD SICAV 5.57 5k 1/1/2017 16 County Cork LLC County Cork Macro Equity Hedge 6.96 1,000k 2/1/2016 15 Plus EV Capital LLC Raise Alpha Program 7.64 300k 4/1/2018 14 AG Capital Management Partners, LP Discretionary Global Macro Program 8.00 500k 10/1/2014 13 Worldwide Capital Strategies Profit Quest Macro World 8.51 100k 1/1/2010 12 Equidex Incorporated Portfolio Enhancement Program 8.87 500k 6/1/2018 11 HASAFUMA Micro Macro 9.35 25k 6/1/2013 10 O'Brien Investment Group Quantitative Global Macro Futures Program 9.70 3,000k 7/1/2017 9 Anderson Creek Trading Standard Diversified Strategy 10.69 250k 7/1/2014 8 Metolius Capital LLC Metolius Enhanced Fund 11.51 40k 6/1/2015 7 Future Trade AG Thales Swing Trading Programme 14.38 250k 6/1/2007 6 Superfund Group Superfund Green GOLD SICAV 14.73 20k 1/1/2017 5 W.G. Wealth Guardian Ltd. QT Program (QTP) 16.52 300k 6/1/2017 4 Robust Methods LLC Macro Managed Account 19.87 5,000k 1/1/2005 3 Purple Valley Capital, Inc. Diversified Trend 1 27.16 100k 8/1/2008 2 HASAFUMA Gourishankar 28.54 1,000k 9/1/2013 1 Superfund Group Superfund Green SILVER SICAV 34.49 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.