Diversified Trader Index For August 2013

Monthly Rankings

Rank CTA/Program Aug 2013 Min Inv Inception
215 Estlander & Partners
Alpha Trend II - Class P
-18.21 100k 12/1/2008
214 Rosetta Capital Management
Macro Program
-17.54 50k 1/1/2009
213 White River Group
Diversified Option Writing Strategy
-16.44 20k 11/1/2008
212 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-10.90 100k 5/1/1999
211 Dreiss Research Corporation
Diversified Program
-9.84 1,000k 5/1/1991
210 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.09 50k 10/1/2010
209 Wraith Capital LLP
Wraith Dynamic Futures Fund
-7.67 100k 1/1/2011
208 Alee Capital Management, LLC
Poniente Program
-7.31 2,500k 1/1/1999
207 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-6.78 5,000k 1/1/2005
206 Drury Capital
Diversified Trend-Following Program
-6.48 5,000k 5/1/1997
205 GLOBIVEST LLC
Alpha Program
-6.35 50k 4/1/2009
204 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.95 100k 3/1/2003
203 Estlander & Partners
Alpha Trend
-5.95 30,000k 10/1/1991
202 Serac, LLC
Diversified Reversal Program
-5.80 200k 4/1/2011
201 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-5.73 100k 10/1/2009
200 Estlander & Partners
Freedom
-5.62 20,000k 8/1/2010
199 Briarwood Capital Management, Inc.
Diversified 2XL
-5.61 250k 11/1/2004
198 Wavefront Global Asset Management
IMFC Global Concentrated
-5.36 500k 4/1/2009
197 Clarke Capital Management
Global Magnum
-5.33 100k 8/1/1997
196 Chesapeake Capital
Diversified (LV)
-5.32 100k 2/1/1988
195 Quality Capital Management
Alpha Financials Program
-5.28 10,000k 6/1/2012
194 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.18 100k 1/1/2005
193 Parizek Capital
Futures Trading Program
-5.09 500k 4/1/2000
192 Estlander & Partners
Global XL
-4.83 5,000k 8/1/1991
191 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.81 100k 11/1/1984
190 HASAFUMA
Börstjänaren Hedgehog
-4.79 60k 5/1/2012
189 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-4.59 75k 6/1/2007
188 Altradis Capital AG
AlphAlgo
-4.40 100k 5/1/2007
187 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
-4.28 25k 1/1/2012
186 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.16 5,000k 10/1/1996
185 Di Tomasso Group Inc.
Equilibrium Program
-3.91 5,000k 1/1/2002
184 Clarke Capital Management
Jupiter
-3.89 3,000k 5/1/2005
183 Gladius Asset Management
Fulham Program
-3.88 2,000k 1/1/2008
182 Non Correlated Capital
Positive Theta Fund
-3.81 50k 10/1/2007
181 Winton Capital Management
Diversified
-3.80 50,000k 10/1/1997
180 Wavefront Global Asset Management
IMFC Global Investment Program
-3.76 2,000k 2/1/2007
179 Alee Capital Management, LLC
Mistral Program
-3.72 2,500k 1/1/1999
178 Quality Capital Management
Global Diversified Programme
-3.62 10,000k 12/1/1995
177 Insignia Managed Capital
Epoch3
-3.40 20k 7/1/2009
176 ISAM
ISAM Systematic Trend Fund
-3.28 1,000k 6/1/2001
175 IDS Capital
IDS F&F Systematic Trading
-3.10 50k 7/1/2013
174 White Indian Trading Co.
STAIRS - Futures Program (Client)
-3.04 250k 10/1/2008
173 Red Oak Commodity Advisors
Investment Program
-3.04 5,000k 12/1/1989
172 Superfund Group
Superfund Green L.P. Series B
-2.94 5k 10/1/2002
171 Non Correlated Capital
Positive Theta Program
-2.89 250k 10/1/2007
170 M.S. Capital Management
Global Diversified Program
-2.87 2,000k 11/1/1998
169 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.84 3,000k 7/1/2001
168 Lynx Asset Management AB
Lynx Program
-2.78 75k 5/1/2000
167 Superfund Group
Superfund Green Master
-2.77 2,000k 5/1/2001
166 Tactical Investment Management
Tactical Institutional Commodity Program
-2.77 10,000k 4/1/1993
165 FORT LP
Fort Global Diversified
-2.62 2,000k 10/1/1993
164 Superfund Group
Superfund Green L.P. Series A
-2.61 5k 10/1/2002
163 Amplitude Capital International Limited
Dynamic Strategy
-2.60 6/1/2005
162 Superfund Group
Superfund Green GCT USD
-2.57 15k 1/1/2000
161 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.53 10,000k 1/1/1995
160 Rivoli Fund Management
Rivoli International Fund (V9)
-2.52 5,000k 1/1/2002
159 Southwest Managed Investments, LLC
Global Diversified
-2.51 200k 1/1/2002
158 IStar Capital B.V.
IStar Systematic Fund
-2.47 1,000k 9/1/2011
157 Estlander & Partners
Global Markets
-2.43 10,000k 8/1/1999
156 John Locke Investments
Cyril Systematic Program
-2.43 8,000k 7/1/2000
155 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.41 10,000k 8/1/2004
154 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.41 1,000k 10/1/2006
153 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.40 10,000k 8/1/1999
152 HB Capital Management Inc.
Diversified Program
-2.39 50k 3/1/2008
151 FORT LP
Fort Global Contrarian
-2.38 2,000k 10/1/2002
150 Millburn Corporation
Multi-Markets Program
-2.37 25,000k 10/1/2004
149 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.33 250k 6/1/2001
148 Millburn Corporation
Diversified Program
-2.32 20,000k 2/1/1977
147 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.30 5,000k 6/1/2001
146 Eclipse Capital Management
Global Monetary
-2.29 5,000k 8/1/1990
145 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-2.26 25k 1/1/2011
144 Spectrum Asset Management LLC
Global Diversified
-2.24 2,000k 1/1/2001
143 EMC Capital Advisors, LLC
Classic
-2.21 5,000k 1/1/1985
142 Quantica Capital AG
Quantica Managed Futures
-2.20 5,000k 1/1/2005
141 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-2.19 100k 2/1/2010
140 Mark J. Walsh Company
Standard Program
-2.10 2,000k 9/1/1985
139 Molinero Capital Management LLP
Global Markets Program
-2.07 2,000k 7/1/2005
138 Blackwater Capital Management
Global Program
-2.03 5,000k 7/1/2005
137 White Indian Trading Co.
STAIRS (Client)
-2.00 250k 5/1/2009
136 Insignia Managed Capital
Medallion
-1.97 50k 2/1/2009
135 Superfund Group
Superfund Green Q-AG
-1.92 2k 3/1/1996
134 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.83 10,000k 2/1/1999
133 Dendrich Ltd
QEP
-1.77 50k 12/1/2005
132 Conquest Capital Group
Conquest Select
-1.75 250k 6/1/2004
131 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.70 10,000k 8/1/2009
130 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.59 1,000k 3/1/2003
129 Clarke Capital Management
Global Basic
-1.54 50k 2/1/1996
128 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.51 1,000k 9/1/2009
127 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-1.41 750k 1/1/2009
126 Hyman Beck and Company
Global Portfolio
-1.40 1,000k 3/1/1991
125 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.40 100k 8/1/2009
124 Melissinos Trading
Eupatrid Program
-1.39 50k 1/1/2011
123 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.33 1,500k 4/1/2006
122 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.28 250k 10/1/2009
121 Abraham Trading Company
Diversified Program
-1.28 10,000k 1/1/1988
120 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
-1.27 25,000k 3/1/2010
119 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.27 1,000k 3/1/1998
118 Rabar Market Research
Diversified Program
-1.25 2,000k 1/1/1989
117 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.15 1/1/1989
116 Endeavour Capital LLP
Endeavour Pembroke
-1.13 2,000k 7/1/2007
115 Welton Investment Partners
Welton Global
-1.10 10,000k 6/1/2004
114 Angle Capital Management LLC
AIP Program
-1.09 100k 1/1/2010
113 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.07 50k 10/1/2011
112 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-1.03 100k 5/1/2011
111 Crabel Capital Management
WPD Crabel Futures Program
-0.99 1,000k 7/1/2008
110 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.98 1,000k 9/1/1997
109 Amplitude Capital International Limited
Klassik Strategy
-0.97 1,000k 9/1/2009
108 Claughton Capital
Institutional Program
-0.96 1,000k 10/1/2005
107 MERIT Alternative Investments GmbH
Futures Portfolio
-0.94 2,000k 6/1/1998
106 Keck Capital Management LLC
The Keck Program
-0.89 2,000k 12/1/2003
105 Futures Truth Company, FTC-CTA
200K Options Strategy
-0.87 200k 12/1/2009
104 Quantum Leap Capital Management
Managed Account Program
-0.87 300k 8/1/2006
103 Xplor Capital Management, LLC
Global CTA Program
-0.82 1,500k 7/1/2004
102 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.82 10,000k 8/1/2007
101 Ancile Capital Management
Global Markets Program
-0.81 2,000k 4/1/2005
100 ALFAKRAFT
ALFA Commodity Fund
-0.79 16k 6/1/2010
99 Beryl Investment Group LLC
Nominal Discretionary System
-0.79 50k 7/1/2007
98 Metolius Capital LLC
Metolius Diversified
-0.79 100k 6/1/2010
97 Wimmer Horizon LLP
Managed Account
-0.74 5,000k 5/1/2005
96 Clarke Capital Management
Millennium
-0.70 1,000k 1/1/1998
95 Saxon Investment Corporation
Aggressive Diversified Program
-0.70 2,000k 11/1/1993
94 Red Rock Capital, LLC
Systematic Global Macro
-0.70 500k 9/1/2003
93 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.67 250k 5/1/2011
92 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.66 5,000k 10/1/2007
91 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.65 150k 1/1/2011
90 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.64 1,500k 1/1/2009
89 Millburn Corporation
Commodity Program
-0.60 25,000k 3/1/2005
88 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.57 200k 1/1/2007
87 Mobius Asset Management
Diversified Program
-0.57 250k 3/1/2004
86 Futures Truth Company, FTC-CTA
MS4
-0.57 250k 10/1/2007
85 Adamah Capital LLC
Asset Allocator Program
-0.50 50k 3/1/2011
84 Clarke Capital Management
FX Plus
-0.46 1,000k 5/1/2004
83 ROW Asset Managment
Row Diversified Fund, L.P.
-0.39 1,000k 11/1/2011
82 Saxon Investment Corporation
Diversified Program
-0.39 3,000k 9/1/1988
81 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.27 5,000k 6/1/2010
80 IKOS
IKOS Futures Fund
-0.27 1,000k 2/1/2010
79 Hawksbill Capital Management
Global Diversified
-0.26 5,000k 11/1/1988
78 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.24 10,000k 1/1/1991
77 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.19 200k 11/1/1999
76 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.15 1k 10/1/2006
75 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.12 250k 10/1/2008
74 AllMountain Capital AG
Mount Denali Global Trends
-0.09 160k 7/1/2007
73 GT CAPITAL CTA
GT CAPITAL CTA
-0.03 150k 6/1/2009
71 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
72 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
70 Jaguar Investments Ltd
Vario Capital Strategy
0.01 1,000k 5/1/2016
69 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.06 4,000k 11/1/2008
68 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
0.07 10k 7/1/2005
67 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.09 3,000k 5/1/2010
66 Auctos Capital Management
Auctos Global Diversified
0.10 3,000k 11/1/2007
65 Northfield Trading
Diversified
0.27 2,000k 7/1/1989
64 Quantis Asset Management
PFM Systematic
0.28 15k 5/1/2010
63 Mobius Asset Management
Custom Trading Program
0.31 100k 1/1/2002
62 Rabar Market Research
Short-Term Program
0.37 2,000k 11/1/2009
61 Crabel Capital Management
Crabel Multi-Product
0.46 1,000k 3/1/1998
60 Kelly Angle Inc.
Genesis Program
0.46 2,000k 4/1/2000
59 Revolution Capital Management
Alpha Program
0.53 5,000k 6/1/2007
58 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
0.57 100k 7/1/2011
57 Covenant Capital Management
Original Program
0.57 5,000k 9/1/1999
56 Eckhardt Trading Company
Evolution Strategies
0.66 20,000k 8/1/1991
55 Eckhardt Trading Company
Evolution Strategies 1.2X
0.66 10,000k 10/1/1991
54 Covenant Capital Management
Aggressive Program
0.68 3,000k 2/1/2004
53 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.69 10,000k 1/1/2007
52 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.69 1,000k 5/1/2006
51 John Locke Investments
JL Commodity Long Flat Program
0.72 5,000k 12/1/2007
50 Mehnert Capital Management, LLC
DTP (Client)
0.72 1,000k 3/1/2012
49 Clarke Capital Management
Worldwide
0.74 250k 1/1/1996
48 Stenger Capital Management, LLC
Diversified Trading Program
0.76 200k 4/1/2010
47 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.80 500k 1/1/2006
46 DUNN Capital Management
D'Best Futures Fund, L.P.
0.84 100k 6/1/1994
45 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
0.91 100k 1/1/2012
44 Haar Capital Management
Discretionary Commodity Trading Program
0.93 250k 12/1/2005
43 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.03 5,000k 11/1/2012
42 Revolution Capital Management
Alpha Fund
1.04 50k 1/1/2005
41 Conquest Capital Group
Conquest Macro
1.05 250k 5/1/1999
40 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.11 4,000k 2/1/2011
39 Mondiale Asset Management
Mondiale Trading Program
1.11 0k 9/1/1997
38 RAM Management Group
RAM MRTP 1X-Conservative
1.21 1,000k 9/1/1993
37 Rho Asset Management
Rho Altius 1XL Program
1.27 5,000k 11/1/2007
36 Quantitative Investment Management
Quantitative Global Program
1.30 20,000k 10/1/2003
35 White Indian Trading Co.
SCS Program (Client)
1.36 250k 2/1/2011
34 Emil van Essen
Spread Trading Program
1.42 5,000k 12/1/2006
33 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.42 5,000k 6/1/2006
32 Vergho Asset Management LLC
Kinematics
1.60 1,000k 11/1/2008
31 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
1.70 10,000k 8/1/2009
30 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.74 500k 4/1/2009
29 Superfund Group
Superfund Blue SPC Class A (EUR)
1.76 50k 4/1/2005
28 Robust Methods LLC
Macro Managed Account
1.77 5,000k 1/1/2005
27 FRP CAPITAL LLC
FRP125+
1.83 125k 1/1/2010
26 Sharp Mountain Advisors, LLC
Diversified Managed Futures
2.38 250k 8/1/2011
25 Option Capital Advisory
OCA Premium
2.51 100k 5/1/2011
24 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.58 10,000k 3/1/2006
23 Superfund Group
Superfund Green Gold L.P. Series B-1
2.59 5k 4/1/2009
22 1OAK Capital Limited
ACORN Commodity
2.81 5,000k 5/1/2012
21 Somers Brothers Capital
Diversified Futures Program #1
2.85 100k 1/1/2005
20 Superfund Group
Superfund Green Gold C (SPC)
2.96 100k 10/1/2005
19 Deep Field Capital AG
SINGULARITY Fund
3.04 100k 9/1/2011
18 Superfund Group
Superfund Green Gold L.P. Series A-1
3.09 5k 4/1/2009
17 Romanesco Capital Management B.V
Persistence Program
3.16 5,000k 9/1/2005
16 Emil van Essen
EvE Systematic Global Opportunities
3.20 1,000k 9/1/2007
15 Purple Valley Capital, Inc.
Diversified Trend 1
3.25 100k 8/1/2008
14 FTC Capital GmbH
FTC Global Diversified
3.25 0k 3/1/2012
13 IKOS
The IKOS Hedge Fund
3.41 10,000k 7/1/1998
12 Superfund Group
Superfund Green Gold B (SPC)
3.69 50k 10/1/2005
11 RAM Management Group
MRTP Aggressive
3.72 1,000k 2/1/1998
10 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.95 2,000k 7/1/1992
9 Future Trade AG
Thales Swing Trading Programme
4.35 250k 6/1/2007
8 Superfund Group
Superfund Green Gold A (SPC)
4.50 5k 10/1/2005
7 Dominion Capital
Sapphire Program
4.54 3,000k 5/1/2005
6 Zoi Capital, LLC
Telio Program (Client)
4.59 200k 4/1/2010
5 Revolution Capital Management
Mosaic Institutional Program
5.86 25,000k 9/1/2009
4 DUNN Capital Management
DUNN Combined Fund (DCF)
6.86 100k 5/1/1989
3 Superfund Group
Superfund Blue SPC Class A (Gold)
9.13 50k 12/1/2007
2 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.84 3,000k 10/1/1992
1 Revolution Capital Management
Mosaic Program
15.13 10,000k 10/1/2006

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan