Diversified Trader Index For August 2020 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Aug 2020 Min Inv Inception 101 Worldwide Capital Strategies Profit Quest Macro World -12.30 100k 1/1/2010 100 W.G. Wealth Guardian Ltd. QT Program (QTP) -11.56 300k 6/1/2017 99 Linnis Linnis ONE, LP -9.39 100k 8/1/2014 98 Sandpiper Asset Management Sandpiper Global Macro Program -8.02 1,000k 8/1/2012 97 NuWave Investment Management, LLC NuWave Matrix Portfolio -6.97 3,000k 9/1/2015 96 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -6.39 250k 2/1/2016 95 Quest Partners LLC AlphaQuest Short Bias (AQSB) -6.29 20,000k 5/1/2013 94 Aspect Capital Aspect Diversified Fund - Class A (USD) -5.25 100k 12/1/1998 93 Eamon Capital Zephyr Program -4.85 300k 1/1/2016 92 Crabel Capital Management Crabel Multi-Product -4.01 1,000k 3/1/1998 91 R. G. Niederhoffer Capital Management, Inc. Diversified Program -3.50 1,000k 9/1/1995 90 Kaiser Trading Group Kaiser Global Diversified Program - Class A -3.33 10,000k 3/1/1998 89 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -3.33 1,000k 10/1/2016 88 SpreadEdge Capital, LLC Diversified Seasonal Spreads -2.71 100k 12/1/2014 87 dormouse Limited dormouse - Managed Account -2.43 20,000k 7/1/2011 86 Equidex Incorporated Portfolio Enhancement Program -2.40 500k 6/1/2018 85 Leibniz Group Systematic Intelligence Vol 10 -2.36 3,000k 8/1/2011 84 dormouse Limited dormouse Fund B Shares -2.30 10,000k 8/1/2016 83 dormouse Limited dormouse Fund A Shares -2.30 1,000k 1/1/2017 82 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -2.20 250k 7/1/2015 81 R Best LLC World Select Program -2.18 2,000k 4/1/2016 80 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -2.15 250k 11/1/1996 79 Superfund Group Superfund Red USD SICAV -2.10 10k 3/1/2013 78 Estlander & Partners Freedom -2.08 20,000k 8/1/2010 77 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.03 5,000k 6/1/2010 76 Superfund Group Superfund Red EUR SICAV -1.95 10k 3/1/2013 75 Crabel Capital Management WPD Crabel Futures Program -1.84 1,000k 7/1/2008 74 Glendorn Capital Management LLC MultiWeek Trading Strategy -1.77 1,500k 10/1/2016 73 Dynamica Global Investments Dynamica Commodity Trading Strategy -1.54 500k 9/1/2015 72 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -1.44 1,000k 1/1/2013 71 FORT LP Fort Global Contrarian -1.38 2,000k 10/1/2002 70 Emil van Essen Long-Short Commodity Program - Accelerated -1.38 200k 5/1/2014 69 O'Brien Investment Group Quantitative Global Macro Futures Program -1.13 3,000k 7/1/2017 68 Leibniz Group EVEREST -1.01 100k 3/1/2016 67 FORT LP Fort Global Diversified -0.99 2,000k 3/1/2002 66 John Locke Investments Cyril Systematic UCITS Fund -0.99 500k 7/1/2000 65 ISAM ISAM Systematic Trend (Levitas) -0.98 1,000k 5/1/2010 64 Prolific Capital Markets, LLC Prolific Swiss System -0.96 10,000k 1/1/2014 63 FORT LP Global Futures Program (formerly Global Diversified Classic) -0.89 10,000k 3/1/2002 62 Schot Capital Multi Diversified Program (MDP) -0.68 1,000k 1/1/2016 61 Superfund Group Superfund Green GOLD SICAV -0.63 20k 1/1/2017 60 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.54 10,000k 3/1/2003 59 Superfund Group Superfund Green USD SICAV -0.49 5k 1/1/2017 58 Superfund Group Superfund Green EUR SICAV -0.40 5k 1/1/2017 57 Rosetta Capital Management Macro Program -0.40 50k 1/1/2009 56 Eagle Trading Systems Inc. Eagle Customized Trend -0.32 10,000k 4/1/2017 55 514 Capital Partners 514 Fund -0.24 100k 11/1/2013 54 Welton Investment Partners Welton Trend -0.22 25,000k 10/1/2012 53 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.04 1k 10/1/2006 52 Vivienne Investissement MACH 3 -0.01 100k 6/1/2015 42 Plus EV Capital LLC Raise Alpha Program 0.00 300k 4/1/2018 51 Superfund Group Superfund Green SILVER SICAV 0.00 20k 1/1/2017 50 Typhon Capital Management, LLC Leonidas Macro Fund 0.00 100k 4/1/2017 40 ReSolve Asset Management Inc. Adaptive Asset Allocation 20V 0.00 2,500k 4/1/2017 39 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 0.00 2,000k 2/1/2018 45 HASAFUMA Hedgehog 0.00 50k 5/1/2012 49 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.00 50k 7/1/2011 41 Tomas Capital Pty Ltd GCAF | USD 0.00 1,500k 7/1/2011 48 HASAFUMA La Cucaracha 0.00 50k 9/1/2013 47 HASAFUMA Micro Macro 0.00 20k 6/1/2013 43 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 46 Persistent Capital Management Global Diversified Program 0.00 500k 1/1/2003 44 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 38 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 0.01 5,000k 9/1/2009 37 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.02 1,000k 5/1/2014 36 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.03 5,000k 9/1/2009 35 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program 0.05 1,000k 7/1/2016 34 Trigon Investment Advisors, LLC Discretionary Macro Program 0.06 10,000k 8/1/2007 33 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.07 1k 6/1/2009 32 Rcube Asset Management Walnut Singularity 0.25 500k 7/1/2017 31 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.26 10,000k 3/1/2003 30 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.38 250k 5/1/2011 29 Emil van Essen Spread Trading Program Limited 0.48 5,000k 7/1/2013 28 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.48 2,000k 7/1/2016 27 Emil van Essen Global Tactical Allocation Program (GTAP) 0.52 4,000k 4/1/2017 26 Global Sigma Group, LLC GSF - Mult-Strategy 0.62 1,000k 11/1/2015 25 EMC Capital Advisors, LLC EMC Alpha Program 0.62 5,000k 6/1/2013 24 QTS Capital Management, LLC QTS Partners, L.P. 0.67 100k 1/1/2011 23 Breakout Funds Breakout Funds Propeller Program 0.74 5,000k 2/1/2018 22 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.76 3,000k 5/1/2014 21 DUNN Capital Management DUNN WMA Institutional Program 0.85 100k 10/1/2011 20 H2O AM LLP Arctic Blue Inuvik 1.00 1,000k 5/1/2017 19 FTC Capital GmbH FTC Futures Fund Classic (USD) 1.27 250k 10/1/2010 18 Quantica Capital AG 1X Quantica Managed Futures Fund 1.30 100k 1/1/2014 17 Auspice Auspice Tactical Futures Program (ATFP) 1.53 5,000k 4/1/2018 16 Melissinos Trading Eupatrid Global Trends 1.71 100k 1/1/2011 15 Tom Capital AG Tom Capital Growth Fund 2.10 5,000k 12/1/2015 14 Orion Asset Management Algorithmic Trading Program 2.75 10k 1/1/2013 13 Silicon Valley Quantitative Advisors UQP Large 3.01 500k 1/1/2009 12 AG Capital Management Partners, LP Discretionary Global Macro Program 3.42 5,000k 10/1/2014 11 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.52 5,000k 11/1/2012 10 Metolius Capital LLC Metolius Enhanced Fund 4.87 40k 6/1/2015 9 Chesapeake Capital Diversified Plus (HV) 5.47 100k 4/1/1994 8 County Cork LLC County Cork Macro Equity Hedge 6.12 1,000k 2/1/2016 7 Anderson Creek Trading Standard Diversified Strategy 7.14 250k 7/1/2014 6 Robust Methods LLC Macro Managed Account 7.56 5,000k 1/1/2005 5 Future Trade AG Thales Swing Trading Programme 7.91 250k 6/1/2007 4 Leibniz Group GRAB+ 9.77 100k 4/1/2016 3 Purple Valley Capital, Inc. Diversified Trend 1 10.57 100k 8/1/2008 2 Dreiss Research Corporation Diversified Program 10.78 1,000k 5/1/1991 1 HASAFUMA Gourishankar 14.39 200k 9/1/2013 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.