Diversified Trader Index For January 2021

Monthly Rankings

Rank CTA/Program Jan 2021 Min Inv Inception
119 Worldwide Capital Strategies
Profit Quest Macro World
-8.32 100k 1/1/2010
118 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-8.10 300k 6/1/2017
117 Vivienne Investissement
MACH 3
-7.82 100k 6/1/2015
116 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-6.84 250k 2/1/2016
115 DCM Systematic
Diversified Alpha
-6.69 7,000k 2/1/2016
114 Trident Capital Management LLC
Trident Futures Strategy
-6.30 1,000k 1/1/2019
113 John Locke Investments
Cyril Systematic UCITS Fund
-6.27 500k 7/1/2000
112 Linnis
Linnis ONE, LP
-6.06 100k 8/1/2014
111 514 Capital Partners
514 Fund
-5.95 100k 11/1/2013
110 Leibniz Group
GRAB+
-4.96 100k 4/1/2016
109 Leibniz Group
Systematic Intelligence Vol 10
-4.82 3,000k 8/1/2011
108 Emil van Essen
Spread Trading Program Limited
-4.62 5,000k 7/1/2013
107 Breakout Funds
Breakout Funds Propeller Program
-3.58 5,000k 2/1/2018
106 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.32 20,000k 5/1/2013
105 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.10 10,000k 3/1/1998
104 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.10 1,000k 10/1/2016
103 Vivienne Investissement
OUESSANT UCITS FUND (A)
-2.99 100k 5/1/2012
102 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.60 1,000k 8/1/2012
101 Eamon Capital
Zephyr Program
-2.59 300k 1/1/2016
100 QDRA Pty Ltd
QDRA Dynamic Macro
-2.57 5,000k 11/1/2007
99 Estlander & Partners
Freedom
-2.53 20,000k 8/1/2010
98 Tendance Finance
Tendance Finance Fund
-2.22 100k 5/1/2012
97 Eagle Trading Systems Inc.
Eagle Customized Trend
-1.87 10,000k 4/1/2017
96 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.78 200k 5/1/2014
95 Rcube Asset Management
AI for Capital Program
-1.73 1,000k 9/1/2018
94 County Cork LLC
County Cork Macro Equity Hedge
-1.72 1,000k 2/1/2016
93 Schot Capital
Multi Diversified Program
-1.67 1,000k 1/1/2016
92 FORT LP
Fort Global Contrarian
-1.58 2,000k 10/1/2002
91 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-1.51 250k 10/1/2010
90 dormouse Limited
dormouse Fund A Shares
-1.50 1,000k 1/1/2017
89 dormouse Limited
dormouse Fund B Shares
-1.50 10,000k 8/1/2016
88 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.43 10,000k 3/1/2002
87 dormouse Limited
dormouse - Managed Account
-1.33 20,000k 7/1/2011
86 FORT LP
Fort Global Diversified
-1.31 2,000k 3/1/2002
85 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.21 100k 12/1/1998
84 DUNN Capital Management
DUNN WMA Institutional Program
-1.16 100k 10/1/2011
83 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.10 2,000k 4/1/2017
82 ISAM
ISAM Systematic Trend (Levitas)
-0.99 1,000k 5/1/2010
81 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.80 500k 9/1/2015
80 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.75 3,000k 1/1/2015
79 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-0.75 2,000k 2/1/2018
78 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
-0.74 2,500k 4/1/2017
77 Glendorn Capital Management LLC
MultiWeek (Enhanced)
-0.65 750k 2/1/2019
76 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.42 3,000k 5/1/2014
75 Welton Investment Partners
Welton Trend
-0.33 25,000k 10/1/2012
74 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.32 250k 11/1/1996
73 Crabel Capital Management
WPD Crabel Futures Program
-0.30 1,000k 7/1/2008
72 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.28 5,000k 11/1/2012
71 O'Brien Investment Group
Quantitative Global Macro Futures Program
-0.27 3,000k 7/1/2017
70 Crabel Capital Management
Crabel Multi-Product
-0.24 1,000k 3/1/1998
69 Volt Capital Management AB
Diversified Alpha Program
-0.21 5,000k 3/1/2017
68 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.21 10,000k 8/1/2007
67 361 Capital LLC
361 Global Managed Futures Strategy Fund
-0.19 2,000k 3/1/2014
66 Leibniz Group
EVEREST
-0.17 100k 3/1/2016
65 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.04 1,000k 5/1/2014
64 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-0.03 2,000k 7/1/2016
63 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.02 1,500k 10/1/2016
59 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.00 250k 12/1/2009
60 Candriam Investors Group
Absolute Return Equity Market Neutral C
0.00 250k 5/1/2016
53 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
33 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
54 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
43 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
36 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
48 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
37 HASAFUMA
Hedgehog
0.00 50k 5/1/2012
30 HASAFUMA
Gourishankar
0.00 200k 9/1/2013
32 HASAFUMA
Micro Macro
0.00 20k 6/1/2013
31 HASAFUMA
La Cucaracha
0.00 50k 9/1/2013
44 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
28 Silicon Valley Quantitative Advisors
UQP Large
0.00 500k 1/1/2009
34 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
49 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
50 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
51 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
52 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
55 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
56 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
47 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
0.00 5,000k 4/1/2018
35 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
40 Panima Capital Management Limited
Panima Diversified Futures
0.00 1,000k 10/1/2018
42 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
0.00 100k 12/1/2014
38 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
45 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
61 H2O AM LLP
Force 10 (USD)
0.00 1,000k 3/1/2011
46 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
29 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
27 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.00 5,000k 9/1/2009
41 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
39 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.00 1,000k 3/1/2017
62 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
58 T24 Capital
T24 Capital II
0.00 5,000k 8/1/2015
57 Quantumrock
Quantumrock VSOP
0.00 1,000k 7/1/2016
26 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.01 2,000k 7/1/2016
25 EMC Capital Advisors, LLC
EMC Alpha Program
0.03 5,000k 6/1/2013
24 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
0.20 1,000k 9/1/1995
23 Tom Capital AG
Tom Capital Growth Fund
0.40 5,000k 12/1/2015
22 Global Sigma Group, LLC
GSF - Mult-Strategy
0.82 1,000k 11/1/2015
21 Mobius Asset Management
MCR Trading Program (C)
0.94 150k 2/1/2019
20 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.98 10,000k 3/1/2003
19 AG Capital Management Partners, LP
Discretionary Global Macro Program
0.99 5,000k 10/1/2014
18 Robust Methods LLC
Macro Managed Account
1.01 5,000k 1/1/2005
17 Automaton Trading LLC
Diversified
1.19 500k 7/1/2014
16 Rcube Asset Management
Walnut Singularity
1.21 500k 7/1/2017
15 Quantica Capital AG
1X Quantica Managed Futures Fund
1.30 100k 1/1/2014
14 Prolific Capital Markets, LLC
Prolific Swiss System
1.55 10,000k 1/1/2014
13 SMN Investment Services GmbH
Structural Alpha Trend
1.88 5,000k 6/1/2016
12 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.38 10,000k 3/1/2003
11 Metolius Capital LLC
Metolius Enhanced Fund
2.53 40k 6/1/2015
10 R Best LLC
World Select Program
2.60 2,000k 4/1/2016
9 Dreiss Research Corporation
Diversified Program
3.14 1,000k 5/1/1991
8 Anderson Creek Trading
Standard Diversified Strategy
3.29 250k 7/1/2014
7 Tactical Investment Management
Tactical Institutional Commodity Fund
3.45 10,000k 5/1/2005
6 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.59 5,000k 6/1/2010
5 Glenhaven Capital LLC
Glenhaven Global II LP
3.80 25k 4/1/2012
4 Melissinos Trading
Eupatrid Global Trends
4.07 50k 1/1/2011
3 Chesapeake Capital
Diversified Plus (HV)
4.40 100k 4/1/1994
2 Purple Valley Capital, Inc.
Diversified Trend 1
7.72 100k 8/1/2008
1 Typhon Capital Management, LLC
Leonidas Macro Fund
12.69 100k 4/1/2017

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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