Diversified Trader Index For May 2021

Monthly Rankings

Rank CTA/Program May 2021 Min Inv Inception
109 Emil van Essen
Long-Short Commodity Program - Accelerated
-12.14 200k 5/1/2014
108 Purple Valley Capital, Inc.
Diversified Trend 1
-5.43 100k 8/1/2008
107 Vivienne Investissement
MACH 3
-4.45 100k 6/1/2015
106 HA
L
-3.45 50k 9/1/2013
105 Chesapeake Capital
Diversified Plus (HV)
-2.61 100k 4/1/1994
104 O'Brien Investment Group
Quantitative Global Macro Futures Program
-2.48 3,000k 7/1/2017
103 Breakout Funds
Breakout Funds Propeller Program
-2.37 5,000k 2/1/2018
102 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.33 20,000k 5/1/2013
101 Eamon Capital
Zephyr Program
-2.22 300k 1/1/2016
100 Tendance Finance
Tendance Finance Fund
-2.15 100k 5/1/2012
99 FTC Capital GmbH
FTC Trend Select
-2.11 50k 9/1/2007
98 Vivienne Investissement
OUESSANT UCITS FUND (A)
-2.09 100k 5/1/2012
97 Anderson Creek Trading
Standard Diversified Strategy
-1.84 250k 7/1/2014
96 Panima Capital Management Limited
Panima Diversified Futures
-1.60 1,000k 10/1/2018
95 Leibniz Group
EVEREST
-1.48 100k 3/1/2016
94 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-1.38 250k 7/1/2015
93 Prolific Capital Markets, LLC
Prolific Swiss System
-1.33 10,000k 1/1/2014
92 Quantumrock
Quantumrock VSOP
-1.16 250k 7/1/2016
91 GT CAPITAL CTA
GT Systematic Day Trading Program
-1.01 60k 8/1/2017
90 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.91 2,000k 7/1/2016
89 Leibniz Group
GRAB+
-0.80 100k 4/1/2016
88 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.76 10,000k 8/1/2007
87 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
-0.71 1,000k 7/1/2016
86 HA
H
-0.61 50k 5/1/2012
85 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.56 1,500k 10/1/2016
84 Crabel Capital Management
Crabel Contra
-0.38 1,000k 5/1/2019
83 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.37 5,000k 6/1/2010
82 Candriam Investors Group
Absolute Return Equity Market Neutral C
-0.36 250k 5/1/2016
81 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.29 500k 9/1/2015
80 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.27 10,000k 3/1/2003
79 Schot Capital
Multi Diversified Program (MDP)
-0.22 1,000k 1/1/2016
78 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.18 10,000k 3/1/1998
77 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.18 1,000k 10/1/2016
76 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.16 100k 12/1/2014
75 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.13 250k 2/1/2016
74 Crabel Capital Management
Crabel Multi-Product
-0.12 1,000k 3/1/1998
73 R Best LLC
World Select Program
-0.10 2,000k 4/1/2016
72 514 Capital Partners
514 Fund
-0.01 100k 11/1/2013
64 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
65 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
66 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
67 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
68 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
69 H2O AM LLP
Force 10 (USD)
0.00 1,000k 3/1/2011
70 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
71 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.00 1,000k 3/1/2017
63 W.G. Wealth Guardian Ltd.
QT Program (QTP)
0.01 300k 6/1/2017
62 Ravinia Investment Management
Algorithmic Multi-Strategy
0.07 100k 4/1/2019
61 Crabel Capital Management
WPD Crabel Futures Program
0.18 1,000k 7/1/2008
60 Glendorn Capital Management LLC
MultiWeek (Enhanced)
0.20 750k 2/1/2019
59 Worldwide Capital Strategies
Profit Quest Macro World
0.23 100k 1/1/2010
58 Tom Capital AG
Tom Capital Growth Fund
0.40 5,000k 12/1/2015
57 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.45 2,000k 2/1/2018
56 Finalyze Capital LLC
Retail Program
0.48 500k 7/1/2017
55 Silicon Valley Quantitative Advisors
UQP Large
0.49 500k 1/1/2009
54 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.50 1,000k 5/1/2014
53 dormouse Limited
dormouse Fund A Shares
0.63 1,000k 1/1/2017
52 dormouse Limited
dormouse Fund B Shares
0.63 10,000k 8/1/2016
51 dormouse Limited
dormouse - Managed Account
0.69 20,000k 7/1/2011
50 QuantOn Solutions
Diversified Futures Program
0.70 1,000k 4/1/2017
49 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.72 250k 12/1/2009
48 Global Sigma Group, LLC
GSF - Mult-Strategy
0.83 1,000k 11/1/2015
47 Orion Asset Management
Algorithmic Trading Program
0.87 10k 1/1/2013
46 Quantica Capital AG
1X Quantica Managed Futures Fund
0.90 100k 1/1/2014
45 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.94 250k 10/1/2010
44 EMC Capital Advisors, LLC
EMC Alpha Program
0.97 5,000k 6/1/2013
43 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.04 10,000k 3/1/2002
42 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
1.05 1,000k 1/1/2013
41 FORT LP
Fort Global Diversified
1.11 2,000k 3/1/2002
40 John Locke Investments
Cyril Systematic UCITS Fund
1.13 500k 7/1/2000
39 ADG Capital Management
ADG Systematic Macro
1.13 1,000k 5/1/2013
38 Eclipse Capital Management
Tactical Alpha Program
1.23 25,000k 11/1/2016
37 DCM Systematic
Diversified Alpha
1.31 7,000k 2/1/2016
36 DUNN Capital Management
DUNN WMA Institutional Program
1.32 100k 10/1/2011
35 Estlander & Partners
Freedom
1.34 20,000k 8/1/2010
34 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.40 10,000k 3/1/2003
33 Trident Capital Management LLC
Trident Futures Strategy
1.40 1,000k 1/1/2019
32 Eagle Trading Systems Inc.
Eagle Customized Trend
1.54 10,000k 4/1/2017
31 County Cork LLC
County Cork Macro Equity Hedge
1.55 1,000k 2/1/2016
30 Melissinos Trading
Eupatrid Global Trends
1.68 100k 1/1/2011
29 Volt Capital Management AB
Diversified Alpha Program
1.77 5,000k 3/1/2017
28 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
1.80 1,000k 9/1/1995
27 Mobius Asset Management
MCR Trading Program (C)
1.81 150k 2/1/2019
26 Glenhaven Capital LLC
Glenhaven Global II LP
1.82 100k 4/1/2012
25 FORT LP
Fort Global Contrarian
1.85 2,000k 10/1/2002
24 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.22 3,000k 5/1/2014
23 J8 Capital Management LLP
J8 Global Absolute Return Strategy
2.22 3,000k 1/1/2015
22 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.37 4,000k 4/1/2017
21 ISAM
ISAM Systematic Trend (Levitas)
2.47 1,000k 5/1/2010
20 Equidex Incorporated
Portfolio Enhancement Program
2.52 500k 6/1/2018
19 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.56 5,000k 9/1/2009
18 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
2.57 5,000k 9/1/2009
17 Welton Investment Partners
Welton Trend
2.62 25,000k 10/1/2012
16 HA
G
2.66 200k 9/1/2013
15 Tactical Investment Management
Tactical Institutional Commodity Fund
3.03 10,000k 5/1/2005
14 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.19 100k 12/1/1998
13 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.34 5,000k 11/1/2012
12 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
3.85 250k 11/1/1996
11 Emil van Essen
Spread Trading Program Limited
4.01 5,000k 7/1/2013
10 Metolius Capital LLC
Metolius Enhanced Fund
4.25 40k 6/1/2015
9 SMN Investment Services GmbH
Structural Alpha Trend
4.74 5,000k 6/1/2016
8 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
5.90 2,500k 4/1/2017
7 Typhon Capital Management, LLC
Leonidas Macro Fund
6.25 100k 4/1/2017
6 Robust Methods LLC
Macro Managed Account
6.81 5,000k 1/1/2005
5 Sandpiper Asset Management
Sandpiper Global Macro Program
6.89 1,000k 8/1/2012
4 QDRA Pty Ltd
QDRA Dynamic Macro
7.86 5,000k 11/1/2007
3 HA
M
9.30 20k 6/1/2013
2 AG Capital Management Partners, LP
Discretionary Global Macro Program
14.08 5,000k 10/1/2014
1 Algocentric Capital LLC
Algo I
14.66 100k 5/1/2019

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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