Diversified Trader Index For June 2021

Monthly Rankings

Rank CTA/Program Jun 2021 Min Inv Inception
112 Sandpiper Asset Management
Sandpiper Global Macro Program
-13.72 1,000k 8/1/2012
111 AG Capital Management Partners, LP
Discretionary Global Macro Program
-13.05 5,000k 10/1/2014
110 Superfund Group
Superfund Green GOLD SICAV
-8.64 20k 1/1/2017
109 Algocentric Capital LLC
Algo I
-8.59 100k 5/1/2019
108 Superfund Group
Superfund Green SILVER SICAV
-8.34 20k 1/1/2017
107 Robust Methods LLC
Macro Managed Account
-7.51 5,000k 1/1/2005
106 Tactical Investment Management
Tactical Institutional Commodity Fund
-5.41 10,000k 5/1/2005
105 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.35 50k 7/1/2011
104 QuantOn Solutions
Diversified Futures Program
-4.23 1,000k 4/1/2017
103 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.99 100k 12/1/1998
102 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.92 10,000k 3/1/2003
101 Glenhaven Capital LLC
Glenhaven Global II LP
-3.90 100k 4/1/2012
100 Prolific Capital Markets, LLC
Prolific Swiss System
-3.76 10,000k 1/1/2014
99 Eclipse Capital Management
Tactical Alpha Program
-3.66 25,000k 11/1/2016
98 Tomas Capital Pty Ltd
GCAF | USD
-3.66 1,500k 7/1/2011
97 Melissinos Trading
Eupatrid Global Trends
-3.50 100k 1/1/2011
96 Eagle Trading Systems Inc.
Eagle Customized Trend
-3.06 10,000k 4/1/2017
95 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.00 100k 1/1/2014
94 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.89 3,000k 5/1/2014
93 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-2.59 5,000k 9/1/2009
92 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.56 5,000k 9/1/2009
91 Metolius Capital LLC
Metolius Enhanced Fund
-2.34 40k 6/1/2015
90 DUNN Capital Management
DUNN WMA Institutional Program
-2.21 100k 10/1/2011
89 Emil van Essen
Global Tactical Allocation Program (GTAP)
-2.01 4,000k 4/1/2017
88 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.91 1,000k 5/1/2014
87 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.76 20,000k 5/1/2013
86 Mobius Asset Management
MCR Trading Program (C)
-1.63 150k 2/1/2019
85 John Locke Investments
Cyril Systematic UCITS Fund
-1.61 500k 7/1/2000
84 Anderson Creek Trading
Standard Diversified Strategy
-1.60 250k 7/1/2014
83 Volt Capital Management AB
Diversified Alpha Program
-1.60 5,000k 3/1/2017
82 dormouse Limited
dormouse Fund A Shares
-1.57 1,000k 1/1/2017
81 dormouse Limited
dormouse Fund B Shares
-1.57 10,000k 8/1/2016
80 Superfund Group
Superfund Green USD SICAV
-1.56 5k 1/1/2017
79 Superfund Group
Superfund Green EUR SICAV
-1.53 5k 1/1/2017
78 dormouse Limited
dormouse - Managed Account
-1.40 20,000k 7/1/2011
77 EMC Capital Advisors, LLC
EMC Alpha Program
-1.33 5,000k 6/1/2013
76 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.22 3,000k 7/1/2017
75 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.15 2,000k 7/1/2016
74 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.13 500k 9/1/2015
73 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-1.00 1,000k 9/1/1995
72 Schot Capital
Multi Diversified Program (MDP)
-0.97 1,000k 1/1/2016
71 Rcube Asset Management
Rcube Genio Capital Systematic Macro
-0.80 1,000k 3/1/2017
70 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
-0.72 1,000k 7/1/2016
69 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.71 3,000k 1/1/2015
68 Breakout Funds
Breakout Funds Propeller Program
-0.66 5,000k 2/1/2018
67 Superfund Group
Superfund Red USD SICAV
-0.50 10k 3/1/2013
66 Tom Capital AG
Tom Capital Growth Fund
-0.50 5,000k 12/1/2015
65 Superfund Group
Superfund Red EUR SICAV
-0.48 10k 3/1/2013
64 514 Capital Partners
514 Fund
-0.43 100k 11/1/2013
63 FORT LP
Fort Global Contrarian
-0.37 2,000k 10/1/2002
62 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.22 5,000k 11/1/2012
61 Ravinia Investment Management
Algorithmic Multi-Strategy
-0.12 100k 4/1/2019
60 Trident Capital Management LLC
Trident Futures Strategy
-0.10 1,000k 1/1/2019
59 ISAM
ISAM Systematic Trend (Levitas)
-0.04 1,000k 5/1/2010
29 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
30 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
31 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
32 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
33 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
34 Typhon Capital Management, LLC
Leonidas Macro Fund
0.00 100k 4/1/2017
35 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
36 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
37 FTC Capital GmbH
FTC Trend Select
0.00 50k 9/1/2007
38 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.00 250k 12/1/2009
39 Candriam Investors Group
Absolute Return Equity Market Neutral C
0.00 250k 5/1/2016
40 Crabel Capital Management
Crabel Contra
0.00 1,000k 5/1/2019
41 Leibniz Group
EVEREST
0.00 100k 3/1/2016
42 Leibniz Group
GRAB+
0.00 100k 4/1/2016
43 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
44 Silicon Valley Quantitative Advisors
UQP Large
0.00 500k 1/1/2009
45 HA
G
0.00 200k 9/1/2013
46 HA
L
0.00 50k 9/1/2013
47 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
48 HA
H
0.00 50k 5/1/2012
49 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.00 5,000k 6/1/2010
50 HA
M
0.00 20k 6/1/2013
51 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
52 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
0.00 2,500k 4/1/2017
53 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
54 Quantumrock
Quantumrock VSOP
0.00 250k 7/1/2016
55 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
56 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
57 Panima Capital Management Limited
Panima Diversified Futures
0.00 1,000k 10/1/2018
58 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
28 FORT LP
Fort Global Diversified
0.07 2,000k 3/1/2002
27 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.24 10,000k 3/1/2002
26 Finalyze Capital LLC
Retail Program
0.37 500k 7/1/2017
25 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.41 250k 11/1/1996
24 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.56 1,500k 10/1/2016
23 Global Sigma Group, LLC
GSF - Mult-Strategy
0.70 1,000k 11/1/2015
22 ADG Capital Management
ADG Systematic Macro
0.76 1,000k 5/1/2013
21 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.79 10,000k 3/1/1998
20 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.79 1,000k 10/1/2016
19 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.90 100k 5/1/2012
18 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.28 10,000k 3/1/2003
17 County Cork LLC
County Cork Macro Equity Hedge
1.31 1,000k 2/1/2016
16 Glendorn Capital Management LLC
MultiWeek (Enhanced)
1.49 750k 2/1/2019
15 R Best LLC
World Select Program
1.68 2,000k 4/1/2016
14 QDRA Pty Ltd
QDRA Dynamic Macro
1.72 5,000k 11/1/2007
13 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
1.89 250k 2/1/2016
12 Estlander & Partners
Freedom
2.38 20,000k 8/1/2010
11 Rcube Asset Management
Walnut Singularity
2.39 500k 7/1/2017
10 Tendance Finance
Tendance Finance Fund
2.42 100k 5/1/2012
9 Vivienne Investissement
MACH 3
2.52 100k 6/1/2015
8 Eamon Capital
Zephyr Program
2.54 300k 1/1/2016
7 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
3.93 100k 12/1/2014
6 W.G. Wealth Guardian Ltd.
QT Program (QTP)
4.96 300k 6/1/2017
5 DCM Systematic
Diversified Alpha
5.22 7,000k 2/1/2016
4 Emil van Essen
Spread Trading Program Limited
5.85 5,000k 7/1/2013
3 Emil van Essen
Long-Short Commodity Program - Accelerated
8.68 200k 5/1/2014
2 Worldwide Capital Strategies
Profit Quest Macro World
10.95 100k 1/1/2010
1 SMN Investment Services GmbH
Structural Alpha Trend
13.73 5,000k 6/1/2016

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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