Diversified Trader Index For January 2014

Monthly Rankings

Rank CTA/Program Jan 2014 Min Inv Inception
215 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
-18.08 25k 1/1/2012
214 Clarke Capital Management
Jupiter
-16.63 3,000k 5/1/2005
213 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-11.25 250k 10/1/2009
212 Manning & Napier
MN Xenon Managed Futures (2x) Program
-10.47 5,000k 6/1/2006
211 Angle Capital Management LLC
AIP Program
-9.62 100k 1/1/2010
210 Estlander & Partners
Alpha Trend II - Class P
-9.58 100k 12/1/2008
209 Kelly Angle Inc.
Genesis Program
-9.20 2,000k 4/1/2000
208 Clarke Capital Management
FX Plus
-8.80 1,000k 5/1/2004
207 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.75 5,000k 10/1/1996
206 Quality Capital Management
Alpha Financials Program
-7.45 10,000k 6/1/2012
205 Clarke Capital Management
Global Magnum
-7.37 100k 8/1/1997
204 Eclipse Capital Management
Global Monetary
-7.10 5,000k 8/1/1990
203 Hyman Beck and Company
Global Portfolio
-6.56 1,000k 3/1/1991
202 Keck Capital Management LLC
The Keck Program
-6.53 2,000k 12/1/2003
201 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-6.42 2,000k 7/1/1992
200 Blackwater Capital Management
Global Program
-6.39 5,000k 7/1/2005
199 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.22 100k 6/1/1994
198 Red Oak Commodity Advisors
Investment Program
-6.04 5,000k 12/1/1989
197 Mark J. Walsh Company
Standard Program
-6.04 2,000k 9/1/1985
196 Covenant Capital Management
Aggressive Program
-5.75 3,000k 2/1/2004
195 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-5.55 1/1/1989
194 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-5.52 1,500k 1/1/2009
193 FTC Capital GmbH
FTC Global Diversified
-5.39 0k 3/1/2012
192 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.33 200k 1/1/2007
191 Lynx Asset Management AB
Lynx Program
-5.29 75k 5/1/2000
190 Drury Capital
Diversified Trend-Following Program
-5.28 5,000k 5/1/1997
189 Rho Asset Management
Rho Altius 1XL Program
-5.24 5,000k 11/1/2007
188 Rivoli Fund Management
Rivoli International Fund (V9)
-5.08 5,000k 1/1/2002
187 Superfund Group
Superfund Green Master
-4.93 2,000k 5/1/2001
186 RAM Management Group
MRTP Aggressive
-4.85 1,000k 2/1/1998
185 Quality Capital Management
Global Diversified Programme
-4.78 10,000k 12/1/1995
184 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-4.61 3,000k 5/1/2010
183 Conquest Capital Group
Conquest Select
-4.56 250k 6/1/2004
182 Zoi Capital, LLC
Telio Program (Client)
-4.55 200k 4/1/2010
181 Emil van Essen
Spread Trading Program
-4.52 5,000k 12/1/2006
180 Clarke Capital Management
Worldwide
-4.45 250k 1/1/1996
179 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-4.37 50k 10/1/2010
178 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.36 3,000k 10/1/1992
177 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.35 100k 11/1/1984
176 GLOBIVEST LLC
Alpha Program
-4.31 50k 4/1/2009
175 Superfund Group
Superfund Green GCT USD
-4.27 15k 1/1/2000
174 Molinero Capital Management LLP
Global Markets Program
-4.25 2,000k 7/1/2005
173 Briarwood Capital Management, Inc.
Diversified 2XL
-4.25 250k 11/1/2004
172 AllMountain Capital AG
Mount Denali Global Trends
-4.11 160k 7/1/2007
171 Clarke Capital Management
Global Basic
-4.10 50k 2/1/1996
170 Covenant Capital Management
Original Program
-4.04 5,000k 9/1/1999
169 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.91 100k 1/1/2005
168 Alee Capital Management, LLC
Mistral Program
-3.77 2,500k 1/1/1999
167 Parizek Capital
Futures Trading Program
-3.68 500k 4/1/2000
166 Southwest Managed Investments, LLC
Global Diversified
-3.67 200k 1/1/2002
165 Estlander & Partners
Global XL
-3.58 5,000k 8/1/1991
164 Altradis Capital AG
AlphAlgo
-3.56 100k 5/1/2007
163 HASAFUMA
Börstjänaren Hedgehog
-3.49 60k 5/1/2012
162 Metolius Capital LLC
Metolius Diversified
-3.34 100k 6/1/2010
161 Quantica Capital AG
Quantica Managed Futures
-3.30 5,000k 1/1/2005
160 Chesapeake Capital
Diversified (LV)
-3.27 100k 2/1/1988
159 Northfield Trading
Diversified
-3.26 2,000k 7/1/1989
158 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.25 10,000k 1/1/1995
157 Hawksbill Capital Management
Global Diversified
-3.24 5,000k 11/1/1988
156 IKOS
The IKOS Hedge Fund
-3.21 10,000k 7/1/1998
155 White River Group
Diversified Option Writing Strategy
-3.21 20k 11/1/2008
154 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.08 1k 10/1/2006
153 Deep Field Capital AG
SINGULARITY Fund
-3.07 100k 9/1/2011
152 Superfund Group
Superfund Green L.P. Series B
-3.07 5k 10/1/2002
151 EMC Capital Advisors, LLC
Classic
-3.05 5,000k 1/1/1985
150 Superfund Group
Superfund Green Q-AG
-3.03 2k 3/1/1996
149 John Locke Investments
Cyril Systematic Program
-3.00 8,000k 7/1/2000
148 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.99 10,000k 8/1/2004
147 Estlander & Partners
Alpha Trend
-2.98 30,000k 10/1/1991
146 Quantis Asset Management
PFM Systematic
-2.86 15k 5/1/2010
145 Wavefront Global Asset Management
IMFC Global Investment Program
-2.85 2,000k 2/1/2007
144 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.83 10,000k 8/1/1999
143 Melissinos Trading
Eupatrid Program
-2.83 50k 1/1/2011
142 Wavefront Global Asset Management
IMFC Global Concentrated
-2.80 500k 4/1/2009
141 Rabar Market Research
Diversified Program
-2.80 2,000k 1/1/1989
140 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.77 5,000k 6/1/2010
139 Estlander & Partners
Freedom
-2.57 20,000k 8/1/2010
138 ISAM
ISAM Systematic Trend Fund
-2.55 1,000k 6/1/2001
137 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.52 10,000k 10/1/1991
136 Xplor Capital Management, LLC
Global CTA Program
-2.51 1,500k 7/1/2004
135 Millburn Corporation
Multi-Markets Program
-2.45 25,000k 10/1/2004
134 Millburn Corporation
Diversified Program
-2.44 20,000k 2/1/1977
133 Eckhardt Trading Company
Evolution Strategies
-2.38 20,000k 8/1/1991
132 Winton Capital Management
Diversified
-2.37 50,000k 10/1/1997
131 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.34 10,000k 1/1/1991
130 Saxon Investment Corporation
Aggressive Diversified Program
-2.32 2,000k 11/1/1993
129 HB Capital Management Inc.
Diversified Program
-2.24 50k 3/1/2008
128 IStar Capital B.V.
IStar Systematic Fund
-2.24 1,000k 9/1/2011
127 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.17 5,000k 11/1/2012
126 Superfund Group
Superfund Green L.P. Series A
-2.13 5k 10/1/2002
125 Rabar Market Research
Short-Term Program
-2.13 2,000k 11/1/2009
124 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.10 5,000k 10/1/2007
123 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.08 10,000k 2/1/1999
122 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.04 3,000k 7/1/2001
121 Superfund Group
Superfund Green Gold C (SPC)
-2.04 100k 10/1/2005
120 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.02 1,500k 4/1/2006
119 Welton Investment Partners
Welton Global
-2.01 10,000k 6/1/2004
118 ALFAKRAFT
ALFA Commodity Fund
-1.96 16k 6/1/2010
117 Estlander & Partners
Global Markets
-1.77 10,000k 8/1/1999
116 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.77 100k 5/1/1989
115 MERIT Alternative Investments GmbH
Futures Portfolio
-1.63 2,000k 6/1/1998
114 RAM Management Group
RAM MRTP 1X-Conservative
-1.54 1,000k 9/1/1993
113 IKOS
IKOS Futures Fund
-1.51 1,000k 2/1/2010
112 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.48 75k 6/1/2007
111 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-1.46 100k 5/1/1999
110 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.44 5,000k 1/1/2005
109 Clarke Capital Management
Millennium
-1.37 1,000k 1/1/1998
108 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.36 4,000k 2/1/2011
107 Saxon Investment Corporation
Diversified Program
-1.23 3,000k 9/1/1988
106 FRP CAPITAL LLC
FRP125+
-1.19 125k 1/1/2010
105 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.15 10,000k 8/1/2009
104 M.S. Capital Management
Global Diversified Program
-1.07 2,000k 11/1/1998
103 Superfund Group
Superfund Green Gold B (SPC)
-0.98 50k 10/1/2005
102 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.97 1,000k 5/1/2006
101 Spectrum Asset Management LLC
Global Diversified
-0.96 2,000k 1/1/2001
100 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.93 750k 1/1/2009
99 Adamah Capital LLC
Asset Allocator Program
-0.90 50k 3/1/2011
98 Alee Capital Management, LLC
Poniente Program
-0.88 2,500k 1/1/1999
97 Beryl Investment Group LLC
Nominal Discretionary System
-0.87 50k 7/1/2007
96 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-0.76 250k 8/1/2011
95 White Indian Trading Co.
SCS Program (Client)
-0.62 250k 2/1/2011
94 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.58 4,000k 11/1/2008
93 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.57 10,000k 1/1/2007
92 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-0.57 100k 10/1/2009
91 Di Tomasso Group Inc.
Equilibrium Program
-0.56 5,000k 1/1/2002
90 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.55 1,000k 10/1/2006
89 Mobius Asset Management
Diversified Program
-0.50 250k 3/1/2004
88 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.47 100k 8/1/2009
87 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.47 150k 1/1/2011
86 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.46 10,000k 8/1/2007
85 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.46 100k 3/1/2003
84 John Locke Investments
JL Commodity Long Flat Program
-0.36 5,000k 12/1/2007
83 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-0.36 25,000k 3/1/2010
82 Dendrich Ltd
QEP
-0.32 50k 12/1/2005
81 Stenger Capital Management, LLC
Diversified Trading Program
-0.29 200k 4/1/2010
80 Auctos Capital Management
Auctos Global Diversified
-0.29 3,000k 11/1/2007
79 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.27 1,000k 9/1/1997
78 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.26 1,000k 3/1/1998
77 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.25 10,000k 8/1/2009
76 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
-0.16 100k 1/1/2012
75 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.09 100k 2/1/2010
74 Jaguar Investments Ltd
Vario Capital Strategy
-0.06 1,000k 5/1/2016
73 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.03 250k 6/1/2001
69 NuWave Investment Management, LLC
Combined Futures Portfolio
0.00 5,000k 6/1/2001
70 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
71 Tactical Investment Management
Tactical Institutional Commodity Program
0.00 10,000k 4/1/1993
72 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
68 Amplitude Capital International Limited
Dynamic Strategy
0.08 6/1/2005
67 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
0.12 100k 7/1/2011
66 Acorn Global Investments Inc.
Acorn Diversified Program
0.15 10k 7/1/2005
65 Gladius Asset Management
Fulham Program
0.18 2,000k 1/1/2008
64 OptHedge Advisors LLC
Diversified Options & Futures Program
0.18 250k 10/1/2008
63 FORT LP
Fort Global Contrarian
0.19 2,000k 10/1/2002
62 IDS Capital
IDS F&F Systematic Trading
0.20 50k 7/1/2013
61 Superfund Group
Superfund Green Gold A (SPC)
0.32 5k 10/1/2005
60 Futures Truth Company, FTC-CTA
MS4
0.34 250k 10/1/2007
59 Non Correlated Capital
Positive Theta Program
0.56 250k 10/1/2007
58 Vergho Asset Management LLC
Kinematics
0.58 1,000k 11/1/2008
57 Superfund Group
Superfund Blue SPC Class A (EUR)
0.68 50k 4/1/2005
56 Revolution Capital Management
Mosaic Institutional Program
0.69 25,000k 9/1/2009
55 ROW Asset Managment
Row Diversified Fund, L.P.
0.82 1,000k 11/1/2011
54 Endeavour Capital LLP
Endeavour Pembroke
0.86 2,000k 7/1/2007
53 Futures Truth Company, FTC-CTA
200K Options Strategy
0.87 200k 12/1/2009
52 Dreiss Research Corporation
Diversified Program
0.88 1,000k 5/1/1991
51 Robust Methods LLC
Macro Managed Account
0.97 5,000k 1/1/2005
50 Quantitative Investment Management
Quantitative Global Program
0.99 20,000k 10/1/2003
49 Revolution Capital Management
Alpha Program
1.01 5,000k 6/1/2007
48 Dominion Capital
Sapphire Program
1.06 3,000k 5/1/2005
47 Mobius Asset Management
Custom Trading Program
1.15 100k 1/1/2002
46 Non Correlated Capital
Positive Theta Fund
1.20 50k 10/1/2007
45 Revolution Capital Management
Alpha Fund
1.20 50k 1/1/2005
44 Somers Brothers Capital
Diversified Futures Program #1
1.27 100k 1/1/2005
43 Insignia Managed Capital
Epoch3
1.30 20k 7/1/2009
42 Haar Capital Management
Discretionary Commodity Trading Program
1.32 250k 12/1/2005
41 Superfund Group
Superfund Green Gold L.P. Series B-1
1.35 5k 4/1/2009
40 Insignia Managed Capital
Medallion
1.39 50k 2/1/2009
39 Revolution Capital Management
Mosaic Program
1.40 10,000k 10/1/2006
38 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.57 500k 1/1/2006
37 Red Rock Capital, LLC
Systematic Global Macro
1.63 500k 9/1/2003
36 Mondiale Asset Management
Mondiale Trading Program
1.70 0k 9/1/1997
35 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.73 1,000k 9/1/2009
34 FORT LP
Fort Global Diversified
1.74 2,000k 10/1/1993
33 1OAK Capital Limited
ACORN Commodity
1.75 5,000k 5/1/2012
32 Superfund Group
Superfund Green Gold L.P. Series A-1
1.81 5k 4/1/2009
31 Wraith Capital LLP
Wraith Dynamic Futures Fund
1.90 100k 1/1/2011
30 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
2.00 25k 1/1/2011
29 Wimmer Horizon LLP
Managed Account
2.00 5,000k 5/1/2005
28 Abraham Trading Company
Diversified Program
2.39 10,000k 1/1/1988
27 Mehnert Capital Management, LLC
DTP (Client)
2.47 1,000k 3/1/2012
26 Serac, LLC
Diversified Reversal Program
2.53 200k 4/1/2011
25 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.61 250k 5/1/2011
24 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.64 50k 10/1/2011
23 Amplitude Capital International Limited
Klassik Strategy
2.66 1,000k 9/1/2009
22 Millburn Corporation
Commodity Program
2.75 25,000k 3/1/2005
21 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.75 500k 4/1/2009
20 Purple Valley Capital, Inc.
Diversified Trend 1
2.81 100k 8/1/2008
19 Crabel Capital Management
WPD Crabel Futures Program
2.82 1,000k 7/1/2008
18 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.86 10,000k 3/1/2006
17 Ancile Capital Management
Global Markets Program
2.92 2,000k 4/1/2005
16 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
3.01 100k 5/1/2011
15 Rosetta Capital Management
Macro Program
3.15 50k 1/1/2009
14 Emil van Essen
EvE Systematic Global Opportunities
3.82 1,000k 9/1/2007
13 Romanesco Capital Management B.V
Persistence Program
3.99 5,000k 9/1/2005
12 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.99 200k 11/1/1999
11 GT CAPITAL CTA
GT CAPITAL CTA
4.07 150k 6/1/2009
10 Claughton Capital
Institutional Program
5.13 1,000k 10/1/2005
9 Superfund Group
Superfund Blue SPC Class A (Gold)
6.19 50k 12/1/2007
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.30 1,000k 3/1/2003
7 Crabel Capital Management
Crabel Multi-Product
6.67 1,000k 3/1/1998
6 Quantum Leap Capital Management
Managed Account Program
6.81 300k 8/1/2006
5 White Indian Trading Co.
STAIRS (Client)
7.26 250k 5/1/2009
4 Future Trade AG
Thales Swing Trading Programme
7.84 250k 6/1/2007
3 Option Capital Advisory
OCA Premium
9.44 100k 5/1/2011
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
9.77 250k 10/1/2008
1 Conquest Capital Group
Conquest Macro
12.96 250k 5/1/1999

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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