Diversified Trader Index For March 2021

Monthly Rankings

Rank CTA/Program Mar 2021 Min Inv Inception
111 Robust Methods LLC
Macro Managed Account
-7.70 5,000k 1/1/2005
110 AG Capital Management Partners, LP
Discretionary Global Macro Program
-7.41 5,000k 10/1/2014
109 dormouse Limited
dormouse - Managed Account
-7.29 20,000k 7/1/2011
108 dormouse Limited
dormouse Fund B Shares
-7.16 10,000k 8/1/2016
107 dormouse Limited
dormouse Fund A Shares
-7.16 1,000k 1/1/2017
106 Tactical Investment Management
Tactical Institutional Commodity Fund
-6.93 10,000k 5/1/2005
105 Superfund Group
Superfund Green SILVER SICAV
-6.36 20k 1/1/2017
104 Typhon Capital Management, LLC
Leonidas Macro Fund
-5.94 100k 4/1/2017
103 Eamon Capital
Zephyr Program
-4.15 300k 1/1/2016
102 Breakout Funds
Breakout Funds Propeller Program
-2.61 5,000k 2/1/2018
101 HASAFUMA
Hedgehog
-2.57 50k 5/1/2012
100 Volt Capital Management AB
Diversified Alpha Program
-2.37 5,000k 3/1/2017
99 Tendance Finance
Tendance Finance Fund
-2.36 100k 5/1/2012
98 Eclipse Capital Management
Tactical Alpha Program
-2.33 25,000k 11/1/2016
97 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.28 1,000k 8/1/2012
96 Glendorn Capital Management LLC
MultiWeek (Enhanced)
-1.96 750k 2/1/2019
95 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-1.68 300k 6/1/2017
94 Panima Capital Management Limited
Panima Diversified Futures
-1.40 1,000k 10/1/2018
93 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.28 3,000k 7/1/2017
92 Mobius Asset Management
MCR Trading Program (C)
-1.25 150k 2/1/2019
91 Vivienne Investissement
MACH 3
-1.23 100k 6/1/2015
90 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-1.14 250k 7/1/2015
89 Anderson Creek Trading
Standard Diversified Strategy
-1.05 250k 7/1/2014
88 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.98 200k 5/1/2014
87 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.96 3,000k 5/1/2014
86 Leibniz Group
GRAB+
-0.92 100k 4/1/2016
85 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.85 2,000k 7/1/2016
84 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.80 3,000k 1/1/2015
83 Worldwide Capital Strategies
Profit Quest Macro World
-0.77 100k 1/1/2010
82 EMC Capital Advisors, LLC
EMC Alpha Program
-0.72 5,000k 6/1/2013
81 Crabel Capital Management
Crabel Multi-Product
-0.67 1,000k 3/1/1998
80 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.60 100k 1/1/2014
79 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.58 1,500k 10/1/2016
78 Finalyze Capital LLC
Retail Program
-0.44 500k 7/1/2017
77 SMN Investment Services GmbH
Structural Alpha Trend
-0.43 5,000k 6/1/2016
76 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.30 20,000k 5/1/2013
75 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.17 250k 11/1/1996
74 ISAM
ISAM Systematic Trend (Levitas)
-0.10 1,000k 5/1/2010
73 Future Trade AG
Thales Swing Trading Programme
-0.07 250k 6/1/2007
72 Schot Capital
Multi Diversified Program (MDP)
-0.05 1,000k 1/1/2016
71 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.02 100k 5/1/2012
70 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.02 500k 9/1/2015
67 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.00 2,000k 3/1/2014
58 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
59 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
65 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
63 HASAFUMA
Gourishankar
0.00 200k 9/1/2013
69 Quantumrock
Quantumrock VSOP
0.00 250k 7/1/2016
66 Auspice
Auspice Tactical Futures Program (ATFP)
0.00 5,000k 4/1/2018
68 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
64 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
61 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
62 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
60 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
57 John Locke Investments
Cyril Systematic UCITS Fund
0.10 500k 7/1/2000
56 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
0.13 250k 2/1/2016
55 Superfund Group
Superfund Green GOLD SICAV
0.13 20k 1/1/2017
54 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.36 10,000k 8/1/2007
53 514 Capital Partners
514 Fund
0.38 100k 11/1/2013
52 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
0.41 1,000k 7/1/2016
51 QDRA Pty Ltd
QDRA Dynamic Macro
0.42 5,000k 11/1/2007
50 Chesapeake Capital
Diversified Plus (HV)
0.44 100k 4/1/1994
49 FTC Capital GmbH
FTC Trend Select
0.48 50k 9/1/2007
48 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.55 5,000k 9/1/2009
47 ADG Capital Management
ADG Systematic Macro
0.59 1,000k 5/1/2013
46 Global Sigma Group, LLC
GSF - Mult-Strategy
0.71 1,000k 11/1/2015
45 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.84 4,000k 4/1/2017
44 DUNN Capital Management
DUNN WMA Institutional Program
0.87 100k 10/1/2011
43 Trident Capital Management LLC
Trident Futures Strategy
0.90 1,000k 1/1/2019
42 Melissinos Trading
Eupatrid Global Trends
0.90 100k 1/1/2011
41 Eagle Trading Systems Inc.
Eagle Customized Trend
0.93 10,000k 4/1/2017
40 Metolius Capital LLC
Metolius Enhanced Fund
0.93 40k 6/1/2015
39 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 10,000k 3/1/2003
38 Crabel Capital Management
WPD Crabel Futures Program
1.08 1,000k 7/1/2008
37 Superfund Group
Superfund Green USD SICAV
1.08 5k 1/1/2017
36 Leibniz Group
EVEREST
1.09 100k 3/1/2016
35 Emil van Essen
Spread Trading Program Limited
1.15 5,000k 7/1/2013
34 Superfund Group
Superfund Green EUR SICAV
1.17 5k 1/1/2017
33 R Best LLC
World Select Program
1.21 2,000k 4/1/2016
32 Tom Capital AG
Tom Capital Growth Fund
1.40 5,000k 12/1/2015
31 QuantOn Solutions
Diversified Futures Program
1.40 1,000k 4/1/2017
30 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.42 1,000k 5/1/2014
29 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.50 10,000k 3/1/2003
28 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.53 5,000k 11/1/2012
27 Welton Investment Partners
Welton Trend
1.59 25,000k 10/1/2012
26 Automaton Trading LLC
Diversified
1.66 500k 7/1/2014
25 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
1.67 2,500k 4/1/2017
24 Prolific Capital Markets, LLC
Prolific Swiss System
1.72 10,000k 1/1/2014
23 Candriam Investors Group
Absolute Return Equity Market Neutral C
1.82 250k 5/1/2016
22 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
2.04 100k 12/1/2014
21 FORT LP
Fort Global Contrarian
2.12 2,000k 10/1/2002
20 Equidex Incorporated
Portfolio Enhancement Program
2.32 500k 6/1/2018
19 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.36 250k 10/1/2010
18 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.42 5,000k 6/1/2010
17 FORT LP
Fort Global Diversified
2.44 2,000k 3/1/2002
16 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.45 10,000k 3/1/2002
15 Silicon Valley Quantitative Advisors
UQP Large
2.55 500k 1/1/2009
14 Ravinia Investment Management
Algorithmic Multi-Strategy
2.63 100k 4/1/2019
13 DCM Systematic
Diversified Alpha
2.92 7,000k 2/1/2016
12 Estlander & Partners
Freedom
2.95 20,000k 8/1/2010
11 County Cork LLC
County Cork Macro Equity Hedge
3.08 1,000k 2/1/2016
10 Candriam Investors Group
Candriam Diversified Futures I (Part C)
3.21 250k 12/1/2009
9 Leibniz Group
Systematic Intelligence Vol 10
3.48 3,000k 8/1/2011
8 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.51 100k 12/1/1998
7 Glenhaven Capital LLC
Glenhaven Global II LP
3.98 25k 4/1/2012
6 H2O AM LLP
Force 10 (USD)
4.66 1,000k 3/1/2011
5 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
5.31 1,000k 10/1/2016
4 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
5.31 10,000k 3/1/1998
3 GT CAPITAL CTA
GT Systematic Day Trading Program
5.91 60k 8/1/2017
2 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
7.40 1,000k 9/1/1995
1 Purple Valley Capital, Inc.
Diversified Trend 1
24.99 100k 8/1/2008

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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