Diversified Trader Index For July 2020

Monthly Rankings

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.

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