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 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 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.