Diversified Trader Index For September 2020

Monthly Rankings

Rank CTA/Program Sep 2020 Min Inv Inception
97 Purple Valley Capital, Inc.
Diversified Trend 1
-21.09 100k 8/1/2008
96 Leibniz Group
GRAB+
-15.76 100k 4/1/2016
95 Dreiss Research Corporation
Diversified Program
-12.35 1,000k 5/1/1991
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 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 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-7.74 250k 10/1/2010
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
87 Leibniz Group
EVEREST
-6.09 100k 3/1/2016
86 John Locke Investments
Cyril Systematic UCITS Fund
-5.90 500k 7/1/2000
85 Future Trade AG
Thales Swing Trading Programme
-5.13 250k 6/1/2007
84 Eamon Capital
Zephyr Program
-4.75 600k 1/1/2016
83 County Cork LLC
County Cork Macro Equity Hedge
-4.39 1,000k 2/1/2016
82 Prolific Capital Markets, LLC
Prolific Swiss System
-4.30 10,000k 1/1/2014
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
79 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-3.67 3,000k 5/1/2014
78 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
-3.63 5,000k 4/1/2018
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 500k 1/1/2015
75 514 Capital Partners
514 Fund
-3.43 100k 11/1/2013
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
72 Vivienne Investissement
MACH 3
-3.31 100k 6/1/2015
71 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-3.10 100k 12/1/2014
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
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
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
64 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
-2.26 2,500k 4/1/2017
63 Silicon Valley Quantitative Advisors
UQP Large
-2.19 500k 1/1/2009
62 ISAM
ISAM Systematic Trend (Levitas)
-2.15 1,000k 5/1/2010
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
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
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
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
53 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.24 10,000k 10/1/1993
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
50 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.86 2,000k 4/1/2017
49 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-0.77 1,000k 1/1/2013
48 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
-0.56 5,000k 2/1/2018
45 FORT LP
Fort Global Diversified
-0.56 2,000k 10/1/1993
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
42 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.32 10,000k 3/1/1998
41 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.17 250k 7/1/2015
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
38 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.12 10,000k 8/1/2009
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
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 1,000k 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
23 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.12 2,000k 7/1/2016
22 Sandpiper Asset Management
Sandpiper Global Macro Program
0.13 1,000k 8/1/2012
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
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
17 Rcube Asset Management
Walnut Singularity
0.56 500k 7/1/2017
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
14 Global Sigma Group, LLC
GSF - Mult-Strategy
1.04 1,000k 11/1/2015
13 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.25 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
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 500k 10/1/2014
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
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
3 NuWave Investment Management, LLC
NuWave Matrix Portfolio
5.48 3,000k 9/1/2015
2 GT CAPITAL CTA
GT Systematic Day Trading Program
6.20 60k 8/1/2017
1 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
13.80 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.

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