Diversified Trader Index For September 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 Sep 2020 Min Inv Inception 101 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -22.12 50k 7/1/2011 100 Tomas Capital Pty Ltd GCAF | USD -21.30 1,500k 7/1/2011 99 Purple Valley Capital, Inc. Diversified Trend 1 -21.09 100k 8/1/2008 97 Purple Valley Capital, Inc. Diversified Trend 1 -21.09 100k 8/1/2008 98 HASAFUMA Micro Macro -19.40 20k 6/1/2013 97 Leibniz Group GRAB+ -15.76 100k 4/1/2016 96 Leibniz Group GRAB+ -15.76 100k 4/1/2016 95 Dreiss Research Corporation Diversified Program -12.35 1,000k 5/1/1991 96 Dreiss Research Corporation Diversified Program -12.35 1,000k 5/1/1991 95 Glenhaven Capital LLC Glenhaven Global II LP -11.89 25k 4/1/2012 94 Superfund Group Superfund Green GOLD SICAV -10.56 20k 1/1/2017 93 Robust Methods LLC Macro Managed Account -9.58 5,000k 1/1/2005 94 Robust Methods LLC Macro Managed Account -9.58 5,000k 1/1/2005 93 W.G. Wealth Guardian Ltd. QT Program (QTP) -8.22 300k 6/1/2017 92 W.G. Wealth Guardian Ltd. QT Program (QTP) -8.22 300k 6/1/2017 91 Emil van Essen Long-Short Commodity Program - Accelerated -8.11 200k 5/1/2014 92 Emil van Essen Long-Short Commodity Program - Accelerated -8.11 200k 5/1/2014 91 Metolius Capital LLC Metolius Enhanced Fund -8.00 40k 6/1/2015 90 Metolius Capital LLC Metolius Enhanced Fund -8.00 40k 6/1/2015 90 FTC Capital GmbH FTC Futures Fund Classic (USD) -7.74 250k 10/1/2010 89 FTC Capital GmbH FTC Futures Fund Classic (USD) -7.74 250k 10/1/2010 88 Superfund Group Superfund Green EUR SICAV -6.58 5k 1/1/2017 87 Superfund Group Superfund Green USD SICAV -6.50 5k 1/1/2017 86 Eagle Trading Systems Inc. Eagle Customized Trend -6.31 10,000k 4/1/2017 89 Eagle Trading Systems Inc. Eagle Customized Trend -6.31 10,000k 4/1/2017 88 Persistent Capital Management Global Diversified Program -6.28 500k 1/1/2003 85 Persistent Capital Management Global Diversified Program -6.28 500k 1/1/2003 84 Leibniz Group EVEREST -6.09 100k 3/1/2016 87 Leibniz Group EVEREST -6.09 100k 3/1/2016 86 John Locke Investments Cyril Systematic UCITS Fund -5.90 500k 7/1/2000 83 John Locke Investments Cyril Systematic UCITS Fund -5.90 500k 7/1/2000 82 Future Trade AG Thales Swing Trading Programme -5.13 250k 6/1/2007 85 Future Trade AG Thales Swing Trading Programme -5.13 250k 6/1/2007 84 Eamon Capital Zephyr Program -4.75 300k 1/1/2016 83 County Cork LLC County Cork Macro Equity Hedge -4.39 1,000k 2/1/2016 81 County Cork LLC County Cork Macro Equity Hedge -4.39 1,000k 2/1/2016 80 Prolific Capital Markets, LLC Prolific Swiss System -4.30 10,000k 1/1/2014 82 Prolific Capital Markets, LLC Prolific Swiss System -4.30 10,000k 1/1/2014 79 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.94 250k 5/1/2011 81 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.94 250k 5/1/2011 80 Quantica Capital AG 1X Quantica Managed Futures Fund -3.90 100k 1/1/2014 78 Quantica Capital AG 1X Quantica Managed Futures Fund -3.90 100k 1/1/2014 77 EMC Capital Advisors, LLC EMC Alpha Plus Program -3.67 3,000k 5/1/2014 79 EMC Capital Advisors, LLC EMC Alpha Plus Program -3.67 3,000k 5/1/2014 78 Auspice Auspice Tactical Futures Program (ATFP) -3.63 5,000k 4/1/2018 76 Auspice Auspice Tactical Futures Program (ATFP) -3.63 5,000k 4/1/2018 75 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.49 250k 11/1/1996 77 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.49 250k 11/1/1996 76 J8 Capital Management LLP J8 Global Absolute Return Strategy -3.44 3,000k 1/1/2015 74 J8 Capital Management LLP J8 Global Absolute Return Strategy -3.44 3,000k 1/1/2015 73 514 Capital Partners 514 Fund -3.43 100k 11/1/2013 75 514 Capital Partners 514 Fund -3.43 100k 11/1/2013 72 Chesapeake Capital Diversified Plus (HV) -3.40 100k 4/1/1994 74 Chesapeake Capital Diversified Plus (HV) -3.40 100k 4/1/1994 73 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -3.37 250k 2/1/2016 71 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -3.37 250k 2/1/2016 70 Vivienne Investissement MACH 3 -3.31 100k 6/1/2015 72 Vivienne Investissement MACH 3 -3.31 100k 6/1/2015 71 SpreadEdge Capital, LLC Diversified Seasonal Spreads -3.10 100k 12/1/2014 69 SpreadEdge Capital, LLC Diversified Seasonal Spreads -3.10 100k 12/1/2014 68 Leibniz Group Systematic Intelligence Vol 10 -3.00 3,000k 8/1/2011 70 Leibniz Group Systematic Intelligence Vol 10 -3.00 3,000k 8/1/2011 69 Anderson Creek Trading Standard Diversified Strategy -2.98 250k 7/1/2014 67 Anderson Creek Trading Standard Diversified Strategy -2.98 250k 7/1/2014 66 Eamon Capital Zephyr Program -2.93 300k 1/1/2016 65 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.75 1k 6/1/2009 68 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.75 1k 6/1/2009 67 DUNN Capital Management DUNN WMA Institutional Program -2.63 100k 10/1/2011 64 DUNN Capital Management DUNN WMA Institutional Program -2.63 100k 10/1/2011 63 H2O AM LLP Arctic Blue Inuvik -2.60 1,000k 5/1/2017 66 H2O AM LLP Arctic Blue Inuvik -2.60 1,000k 5/1/2017 65 Tom Capital AG Tom Capital Growth Fund -2.40 5,000k 12/1/2015 62 Tom Capital AG Tom Capital Growth Fund -2.40 5,000k 12/1/2015 61 Candriam Investors Group Alternative Return Systemat -2.28 125k 1/1/2007 64 ReSolve Asset Management Inc. Adaptive Asset Allocation 20V -2.26 2,500k 4/1/2017 60 ReSolve Asset Management Inc. Adaptive Asset Allocation 20V -2.26 2,500k 4/1/2017 59 Silicon Valley Quantitative Advisors UQP Large -2.19 500k 1/1/2009 63 Silicon Valley Quantitative Advisors UQP Large -2.19 500k 1/1/2009 58 Typhon Capital Management, LLC Leonidas Macro Fund -2.17 100k 4/1/2017 62 ISAM ISAM Systematic Trend (Levitas) -2.15 1,000k 5/1/2010 57 ISAM ISAM Systematic Trend (Levitas) -2.13 1,000k 5/1/2010 56 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.02 5,000k 11/1/2012 61 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.02 5,000k 11/1/2012 60 Schot Capital Multi Diversified Program -1.92 1,000k 1/1/2016 55 Schot Capital Multi Diversified Program -1.92 1,000k 1/1/2016 54 EMC Capital Advisors, LLC EMC Alpha Program -1.89 5,000k 6/1/2013 59 EMC Capital Advisors, LLC EMC Alpha Program -1.88 5,000k 6/1/2013 58 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.72 1,000k 5/1/2014 53 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.72 1,000k 5/1/2014 52 Linnis Linnis ONE, LP -1.43 100k 8/1/2014 57 Linnis Linnis ONE, LP -1.43 100k 8/1/2014 56 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.37 1k 10/1/2006 51 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.37 1k 10/1/2006 50 O'Brien Investment Group Quantitative Global Macro Futures Program -1.36 3,000k 7/1/2017 55 O'Brien Investment Group Quantitative Global Macro Futures Program -1.36 3,000k 7/1/2017 54 Welton Investment Partners Welton Trend -1.25 25,000k 10/1/2012 49 Welton Investment Partners Welton Trend -1.25 25,000k 10/1/2012 53 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.24 10,000k 3/1/2002 48 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.24 10,000k 3/1/2002 47 Crabel Capital Management WPD Crabel Futures Program -1.11 1,000k 7/1/2008 52 Crabel Capital Management WPD Crabel Futures Program -1.11 1,000k 7/1/2008 51 Aspect Capital Aspect Diversified Fund - Class A (USD) -1.05 100k 12/1/1998 46 Aspect Capital Aspect Diversified Fund - Class A (USD) -1.05 100k 12/1/1998 50 Emil van Essen Global Tactical Allocation Program (GTAP) -0.86 2,000k 4/1/2017 45 Emil van Essen Global Tactical Allocation Program (GTAP) -0.86 2,000k 4/1/2017 44 Melissinos Trading Eupatrid Global Trends -0.78 50k 1/1/2011 43 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -0.77 1,000k 1/1/2013 49 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -0.77 1,000k 1/1/2013 48 Estlander & Partners Freedom -0.70 20,000k 8/1/2010 42 Estlander & Partners Freedom -0.70 20,000k 8/1/2010 47 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.57 1,000k 10/1/2016 46 Breakout Funds Breakout Funds Propeller Program -0.56 5,000k 2/1/2018 41 Breakout Funds Breakout Funds Propeller Program -0.56 5,000k 2/1/2018 40 FORT LP Fort Global Diversified -0.56 2,000k 3/1/2002 45 FORT LP Fort Global Diversified -0.56 2,000k 3/1/2002 39 Trigon Investment Advisors, LLC Discretionary Macro Program -0.49 10,000k 8/1/2007 38 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.40 500k 9/1/2015 44 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.40 500k 9/1/2015 43 QTS Capital Management, LLC QTS Partners, L.P. -0.33 100k 1/1/2011 37 QTS Capital Management, LLC QTS Partners, L.P. -0.33 100k 1/1/2011 36 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.32 10,000k 3/1/1998 42 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.32 10,000k 3/1/1998 35 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.32 1,000k 10/1/2016 41 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.17 250k 7/1/2015 34 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.17 250k 7/1/2015 33 Emil van Essen Spread Trading Program Limited -0.16 5,000k 7/1/2013 40 Emil van Essen Spread Trading Program Limited -0.16 5,000k 7/1/2013 39 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.14 10,000k 3/1/2003 32 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.12 10,000k 8/1/2009 38 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.12 10,000k 8/1/2009 31 Rcube Asset Management AI for Capital Program -0.10 1,000k 9/1/2018 30 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy -0.03 2,000k 2/1/2018 37 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy -0.03 2,000k 2/1/2018 36 Glendorn Capital Management LLC MultiWeek Trading Strategy -0.03 1,500k 10/1/2016 29 Glendorn Capital Management LLC MultiWeek Trading Strategy -0.03 1,500k 10/1/2016 25 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 26 Superfund Group Superfund Red EUR SICAV 0.00 10k 3/1/2013 27 Superfund Group Superfund Red USD SICAV 0.00 10k 3/1/2013 28 Equidex Incorporated Portfolio Enhancement Program 0.00 500k 6/1/2018 29 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 30 HASAFUMA Gourishankar 0.00 200k 9/1/2013 31 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 32 Typhon Capital Management, LLC Leonidas Macro Fund 0.00 100k 4/1/2017 33 Superfund Group Superfund Green EUR SICAV 0.00 5k 1/1/2017 34 Superfund Group Superfund Green USD SICAV 0.00 5k 1/1/2017 35 Superfund Group Superfund Green GOLD SICAV 0.00 20k 1/1/2017 24 Crabel Capital Management Crabel Multi-Product 0.02 1,000k 3/1/1998 28 Crabel Capital Management Crabel Multi-Product 0.02 1,000k 3/1/1998 27 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program 0.12 1,000k 7/1/2016 23 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program 0.12 1,000k 7/1/2016 22 Sandpiper Asset Management Sandpiper Global Macro Program 0.13 1,000k 8/1/2012 26 Sandpiper Asset Management Sandpiper Global Macro Program 0.13 1,000k 8/1/2012 25 Quest Partners LLC AlphaQuest Short Bias (AQSB) 0.13 20,000k 5/1/2013 21 Quest Partners LLC AlphaQuest Short Bias (AQSB) 0.17 20,000k 5/1/2013 20 R Best LLC World Select Program 0.36 2,000k 4/1/2016 24 R Best LLC World Select Program 0.36 2,000k 4/1/2016 23 Panima Capital Management Limited Panima Diversified Futures 0.40 1,000k 10/1/2018 19 Panima Capital Management Limited Panima Diversified Futures 0.40 1,000k 10/1/2018 18 FORT LP Fort Global Contrarian 0.51 2,000k 10/1/2002 22 FORT LP Fort Global Contrarian 0.51 2,000k 10/1/2002 21 Rcube Asset Management Walnut Singularity 0.56 500k 7/1/2017 17 Rcube Asset Management Walnut Singularity 0.56 500k 7/1/2017 20 HASAFUMA Hedgehog 0.60 50k 5/1/2012 19 Rosetta Capital Management Macro Program 0.60 50k 1/1/2009 16 Rosetta Capital Management Macro Program 0.60 50k 1/1/2009 15 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.65 5,000k 6/1/2010 18 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.65 5,000k 6/1/2010 17 Equidex Incorporated Portfolio Enhancement Program 0.68 500k 6/1/2018 16 Global Sigma Group, LLC GSF - Mult-Strategy 1.04 1,000k 11/1/2015 14 Global Sigma Group, LLC GSF - Mult-Strategy 1.04 1,000k 11/1/2015 15 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.25 5,000k 9/1/2009 13 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.25 5,000k 9/1/2009 14 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 1.31 5,000k 9/1/2009 12 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 1.31 5,000k 9/1/2009 11 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.65 2,000k 7/1/2016 13 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.65 2,000k 7/1/2016 12 Orion Asset Management Algorithmic Trading Program 1.87 10k 1/1/2013 11 Automaton Trading LLC Diversified 2.03 500k 7/1/2014 10 Automaton Trading LLC Diversified 2.03 500k 7/1/2014 9 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.03 10,000k 3/1/2003 8 AG Capital Management Partners, LP Discretionary Global Macro Program 4.04 5,000k 10/1/2014 10 AG Capital Management Partners, LP Discretionary Global Macro Program 4.04 5,000k 10/1/2014 9 dormouse Limited dormouse Fund B Shares 4.12 10,000k 8/1/2016 7 dormouse Limited dormouse Fund B Shares 4.12 10,000k 8/1/2016 6 dormouse Limited dormouse Fund A Shares 4.12 1,000k 1/1/2017 8 dormouse Limited dormouse Fund A Shares 4.12 1,000k 1/1/2017 7 dormouse Limited dormouse - Managed Account 4.30 20,000k 7/1/2011 5 dormouse Limited dormouse - Managed Account 4.30 20,000k 7/1/2011 4 Worldwide Capital Strategies Profit Quest Macro World 4.93 100k 1/1/2010 6 Worldwide Capital Strategies Profit Quest Macro World 4.93 100k 1/1/2010 5 NuWave Investment Management, LLC NuWave Matrix Portfolio 5.48 3,000k 9/1/2015 3 NuWave Investment Management, LLC NuWave Matrix Portfolio 5.48 3,000k 9/1/2015 4 GT CAPITAL CTA GT Systematic Day Trading Program 6.18 60k 8/1/2017 2 GT CAPITAL CTA GT Systematic Day Trading Program 6.20 60k 8/1/2017 3 HASAFUMA La Cucaracha 8.00 50k 9/1/2013 2 HASAFUMA Gourishankar 12.00 200k 9/1/2013 1 R. G. Niederhoffer Capital Management, Inc. Diversified Program 13.80 1,000k 9/1/1995 1 R. G. Niederhoffer Capital Management, Inc. Diversified Program 14.80 1,000k 9/1/1995 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.