Diversified Trader Index For August 2020

Monthly Rankings

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 600k 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.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-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 10/1/1993
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 10/1/1993
62 Schot Capital
Multi Diversified Program
-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 1,000k 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
39 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
40 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
0.00 2,500k 4/1/2017
41 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
42 Plus EV Capital LLC
Raise Alpha Program
0.00 300k 4/1/2018
43 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
44 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
45 HASAFUMA
Hedgehog
0.00 60k 5/1/2012
46 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
47 HASAFUMA
Micro Macro
0.00 25k 6/1/2013
48 HASAFUMA
La Cucaracha
0.00 300k 9/1/2013
49 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
50 Typhon Capital Management, LLC
Leonidas Macro Fund
0.00 100k 4/1/2017
51 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
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 Systematic Macro Program
0.05 2,000k 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 1,000k 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 2,000k 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
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 Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
1.53 5,000k 4/1/2018
16 Melissinos Trading
Eupatrid Global Trends
1.71 50k 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 500k 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 1,000k 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.

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