Diversified Trader Index For August 2014

Monthly Rankings

Rank CTA/Program Aug 2014 Min Inv Inception
221 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-11.12 2,000k 7/1/1992
220 White Indian Trading Co.
STAIRS (Client)
-9.54 250k 5/1/2009
219 White Indian Trading Co.
STAIRS - Futures Program (Client)
-7.98 250k 10/1/2008
218 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.25 3,000k 10/1/1992
217 JKI-Futures, LLC
ETIRON Large 2x (Client)
-6.63 1,000k 8/1/2012
216 Sandpiper Asset Management
Sandpiper Global Macro Program
-6.02 1,000k 8/1/2012
215 Revolution Capital Management
Mosaic Program
-4.88 10,000k 10/1/2006
214 Romanesco Capital Management B.V
Persistence Program
-4.56 5,000k 9/1/2005
213 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-4.31 100k 5/1/2011
212 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.91 1,000k 9/1/1997
211 Dominion Capital
Sapphire Program
-2.89 3,000k 5/1/2005
210 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-2.54 4,000k 2/1/2011
209 Mondiale Asset Management
Mondiale Trading Program
-2.35 0k 9/1/1997
208 Serac, LLC
Diversified Reversal Program
-1.99 200k 4/1/2011
207 Revolution Capital Management
Mosaic Institutional Program
-1.83 25,000k 9/1/2009
206 RAM Management Group
MRTP Aggressive
-1.80 1,000k 2/1/1998
205 Emil van Essen
Spread Trading Program
-1.64 5,000k 12/1/2006
204 Futures Truth Company, FTC-CTA
200K Options Strategy
-1.53 200k 12/1/2009
203 Emil van Essen
EvE Systematic Global Opportunities
-1.44 1,000k 9/1/2007
202 Quantitative Investment Management
Quantitative Global Program
-1.39 20,000k 10/1/2003
201 Briarwood Capital Management, Inc.
Diversified 2XL
-1.38 250k 11/1/2004
200 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.16 3,000k 5/1/2010
199 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.98 4,000k 11/1/2008
198 Quantis Asset Management
PFM Systematic
-0.92 15k 5/1/2010
197 Dendrich Ltd
QEP
-0.85 50k 12/1/2005
196 Altradis Capital AG
AlphAlgo
-0.84 100k 5/1/2007
195 Quantum Leap Capital Management
Managed Account Program
-0.77 300k 8/1/2006
194 Futures Truth Company, FTC-CTA
MS4
-0.76 250k 10/1/2007
193 Dreiss Research Corporation
Diversified Program
-0.62 1,000k 5/1/1991
192 RAM Management Group
RAM MRTP 1X-Conservative
-0.60 1,000k 9/1/1993
191 Robust Methods LLC
Macro Managed Account
-0.59 5,000k 1/1/2005
190 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.56 3,000k 7/1/2001
189 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.52 150k 1/1/2011
188 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-0.44 10,000k 8/1/2009
187 Gladius Asset Management
Fulham Program
-0.41 2,000k 1/1/2008
186 Crabel Capital Management
WPD Crabel Futures Program
-0.40 1,000k 7/1/2008
185 John Locke Investments
JL Commodity Long Flat Program
-0.25 5,000k 12/1/2007
184 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.19 5,000k 1/1/2005
183 Beryl Investment Group LLC
Nominal Discretionary System
-0.15 50k 7/1/2007
182 Alee Capital Management, LLC
Mistral Program
-0.09 2,500k 1/1/1999
181 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.09 75k 6/1/2007
180 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
179 Jaguar Investments Ltd
Vario Capital Strategy
-0.03 1,000k 5/1/2016
171 Global Vista Advisors, LLC
Global Vista Options ("GVO")
0.00 50k 10/1/2010
172 HASAFUMA
Börstjänaren Hedgehog
0.00 60k 5/1/2012
173 Wraith Capital LLP
Wraith Dynamic Futures Fund
0.00 100k 1/1/2011
174 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
175 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
176 Northfield Trading
Diversified
0.00 2,000k 7/1/1989
177 DUNN Capital Management
DUNN Combined Fund (DCF)
0.00 100k 5/1/1989
178 Blackwater Capital Management
Global Program
0.00 5,000k 7/1/2005
170 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.04 10,000k 8/1/2007
169 Vergho Asset Management LLC
Kinematics
0.08 1,000k 11/1/2008
168 Insignia Managed Capital
Epoch3
0.12 20k 7/1/2009
167 Structured Markets Inc.
Structured Markets Inc.
0.15 2,000k 8/1/2012
166 Stenger Capital Management, LLC
Diversified Trading Program
0.15 200k 4/1/2010
165 Haar Capital Management
Discretionary Commodity Trading Program
0.19 250k 12/1/2005
164 FRP CAPITAL LLC
FRP125+
0.21 125k 1/1/2010
163 Estlander & Partners
Global Markets
0.22 10,000k 8/1/1999
162 FTC Capital GmbH
FTC Global Diversified
0.26 0k 3/1/2012
161 Southwest Managed Investments, LLC
Global Diversified
0.32 200k 1/1/2002
160 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.36 50k 10/1/2011
159 Abraham Investment Management
Formula 72 H
0.39 150k 8/1/2012
158 Estlander & Partners
Global XL
0.40 5,000k 8/1/1991
157 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
0.43 25,000k 3/1/2010
156 Saxon Investment Corporation
Diversified Program
0.45 3,000k 9/1/1988
155 ALFAKRAFT
ALFA Commodity Fund
0.45 16k 6/1/2010
154 Clarke Capital Management
Global Magnum
0.46 100k 8/1/1997
153 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.53 10,000k 3/1/2006
152 GT CAPITAL CTA
GT CAPITAL CTA
0.61 150k 6/1/2009
151 OptHedge Advisors LLC
Diversified Options & Futures Program
0.67 250k 10/1/2008
150 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.68 100k 10/1/2009
149 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
0.75 500k 4/1/2009
148 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.80 100k 3/1/2003
147 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.85 250k 6/1/2001
146 Mehnert Capital Management, LLC
DTP (Client)
0.87 1,000k 3/1/2012
145 Deep Field Capital AG
SINGULARITY Fund
0.88 100k 9/1/2011
144 Saxon Investment Corporation
Aggressive Diversified Program
0.91 2,000k 11/1/1993
143 Hyman Beck and Company
Global Portfolio
0.92 1,000k 3/1/1991
142 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.94 5,000k 6/1/2006
141 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
0.94 10k 7/1/2005
140 NuWave Investment Management, LLC
Combined Futures Portfolio
1.01 5,000k 6/1/2001
139 White Indian Trading Co.
SCS Program (Client)
1.02 250k 2/1/2011
138 Purple Valley Capital, Inc.
Diversified Trend 1
1.05 100k 8/1/2008
137 Molinero Capital Management LLP
Global Markets Program
1.16 2,000k 7/1/2005
136 Crabel Capital Management
Crabel Multi-Product
1.16 1,000k 3/1/1998
135 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.16 100k 2/1/2010
134 Rosetta Capital Management
Macro Program
1.19 50k 1/1/2009
133 Clarke Capital Management
Global Basic
1.29 50k 2/1/1996
132 Qbasis Invest
Futures Fund A
1.33 100k 4/1/2008
131 Qbasis Invest
Futures Fund B
1.33 100k 3/1/2009
130 1OAK Capital Limited
ACORN Commodity
1.33 5,000k 5/1/2012
129 Adamah Capital LLC
Asset Allocator Program
1.40 50k 3/1/2011
128 Estlander & Partners
Freedom
1.46 20,000k 8/1/2010
127 Superfund Group
Superfund Blue SPC Class A (EUR)
1.48 50k 4/1/2005
126 Non Correlated Capital
Positive Theta Program
1.51 250k 10/1/2007
125 Zoi Capital, LLC
Telio Program (Client)
1.52 200k 4/1/2010
124 Non Correlated Capital
Positive Theta Fund
1.53 50k 10/1/2007
123 Claughton Capital
Institutional Program
1.53 1,000k 10/1/2005
122 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.54 100k 1/1/2005
121 Di Tomasso Group Inc.
Equilibrium Program
1.57 5,000k 1/1/2002
120 Alee Capital Management, LLC
Poniente Program
1.57 2,500k 1/1/1999
119 Future Trade AG
Thales Swing Trading Programme
1.57 250k 6/1/2007
118 Conquest Capital Group
Conquest Macro
1.68 250k 5/1/1999
117 GIC Trading LLC
Global Diversified Trading Program
1.69 500k 11/1/1998
116 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.81 250k 5/1/2011
115 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
1.81 100k 8/1/2009
114 Quantica Capital AG
Quantica Managed Futures
1.90 5,000k 1/1/2005
113 IKOS
The IKOS Hedge Fund
1.91 10,000k 7/1/1998
112 Abraham Trading Company
Diversified Program
1.98 10,000k 1/1/1988
111 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.99 1,000k 5/1/2006
110 Parizek Capital
Futures Trading Program
2.04 500k 4/1/2000
109 IDS Capital
IDS F&F Systematic Trading
2.10 50k 7/1/2013
108 Auctos Capital Management
Auctos Global Diversified
2.13 3,000k 11/1/2007
107 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
2.23 200k 11/1/1999
106 Sharp Mountain Advisors, LLC
Diversified Managed Futures
2.25 250k 8/1/2011
105 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.25 10,000k 1/1/2007
104 Revolution Capital Management
Alpha Program
2.29 5,000k 6/1/2007
103 IKOS
IKOS Futures Fund
2.31 1,000k 2/1/2010
102 Metolius Capital LLC
Metolius Diversified
2.33 100k 6/1/2010
101 Clarke Capital Management
FX Plus
2.33 1,000k 5/1/2004
100 Tactical Investment Management
Tactical Institutional Commodity Program
2.34 10,000k 4/1/1993
99 Rabar Market Research
Short-Term Program
2.34 2,000k 11/1/2009
98 Clarke Capital Management
Millennium
2.35 1,000k 1/1/1998
97 Conquest Capital Group
Conquest Select
2.35 250k 6/1/2004
96 Revolution Capital Management
Alpha Fund
2.36 50k 1/1/2005
95 MERIT Alternative Investments GmbH
Futures Portfolio
2.39 2,000k 6/1/1998
94 Somers Brothers Capital
Diversified Futures Program #1
2.45 100k 1/1/2005
93 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.52 1/1/1989
92 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.55 1,500k 1/1/2009
91 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
2.56 25k 1/1/2011
90 Covenant Capital Management
Original Program
2.61 5,000k 9/1/1999
89 Transtrend B.V.
DTP – Standard Risk (EUR)
2.65 10,000k 2/1/1999
88 ROW Asset Managment
Row Diversified Fund, L.P.
2.71 1,000k 11/1/2011
87 White River Group
Diversified Option Writing Strategy
2.79 20k 11/1/2008
86 Rabar Market Research
Diversified Program
2.81 2,000k 1/1/1989
85 IStar Capital B.V.
IStar Systematic Fund
2.82 1,000k 9/1/2011
84 Ion Asset Architecture
Ion Pherium Program
2.92 10,000k 9/1/2012
83 Millburn Corporation
Diversified Program
3.07 20,000k 2/1/1977
82 Melissinos Trading
Eupatrid Program
3.07 50k 1/1/2011
81 Wavefront Global Asset Management
IMFC Global Concentrated
3.07 500k 4/1/2009
80 Millburn Corporation
Multi-Markets Program
3.08 25,000k 10/1/2004
79 M.S. Capital Management
Global Diversified Program
3.12 2,000k 11/1/1998
78 Estlander & Partners
Alpha Trend
3.20 30,000k 10/1/1991
77 FORT LP
Fort Global Contrarian
3.21 2,000k 10/1/2002
76 Chesapeake Capital
Diversified (LV)
3.23 100k 2/1/1988
75 AllMountain Capital AG
Mount Denali Global Trends
3.34 160k 7/1/2007
74 Wavefront Global Asset Management
IMFC Global Investment Program
3.37 2,000k 2/1/2007
73 Covenant Capital Management
Aggressive Program
3.45 3,000k 2/1/2004
72 Garraway Capital Management LLP
Garraway Financial Trends
3.46 100k 9/1/2012
71 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.62 1,000k 3/1/1998
70 FORT LP
Fort Global Diversified
3.72 2,000k 10/1/1993
69 Amplitude Capital International Limited
Dynamic Strategy
3.73 6/1/2005
68 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
3.75 100k 1/1/2012
67 Superfund Group
Superfund Blue SPC Class A (Gold)
3.77 50k 12/1/2007
66 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.78 10,000k 8/1/2009
65 Endeavour Capital LLP
Endeavour Pembroke
3.81 2,000k 7/1/2007
64 Option Capital Advisory
OCA Premium
3.85 100k 5/1/2011
63 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.86 10,000k 8/1/2004
62 Insignia Managed Capital
Medallion
3.86 50k 2/1/2009
61 Auspice Capital Advisors Ltd
Auspice Diversified Program
3.92 1,500k 4/1/2006
60 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.95 1k 10/1/2006
59 Red Rock Capital, LLC
Systematic Global Macro
3.98 500k 9/1/2003
58 Winton Capital Management
Diversified
4.00 50,000k 10/1/1997
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.08 10,000k 1/1/1995
56 Millburn Corporation
Commodity Program
4.10 25,000k 3/1/2005
55 City Fund Management
BH
4.13 500k 1/1/2010
54 Wimmer Horizon LLP
Managed Account
4.22 5,000k 5/1/2005
53 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.36 10,000k 8/1/1999
52 HB Capital Management Inc.
Diversified Program
4.41 50k 3/1/2008
51 Kelly Angle Inc.
Genesis Program
4.44 2,000k 4/1/2000
50 Mark J. Walsh Company
Standard Program
4.48 2,000k 9/1/1985
49 Clarke Capital Management
Worldwide
4.54 250k 1/1/1996
48 GLOBIVEST LLC
Alpha Program
4.63 50k 4/1/2009
47 Red Oak Commodity Advisors
Investment Program
4.68 5,000k 12/1/1989
46 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.70 10,000k 1/1/1991
45 Xplor Capital Management, LLC
Global CTA Program
4.89 1,500k 7/1/2004
44 EMC Capital Advisors, LLC
Classic
4.89 5,000k 1/1/1985
43 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
5.10 250k 10/1/2009
42 Quality Capital Management
Global Diversified Programme
5.12 10,000k 12/1/1995
41 Quality Capital Management
Alpha Financials Program
5.21 10,000k 6/1/2012
40 Superfund Group
Superfund Green L.P. Series A
5.31 5k 10/1/2002
39 Welton Investment Partners
Welton Global
5.31 10,000k 6/1/2004
38 Eckhardt Trading Company
Evolution Strategies
5.37 20,000k 8/1/1991
37 Superfund Group
Superfund Green Gold L.P. Series A-1
5.41 5k 4/1/2009
36 John Locke Investments
Cyril Systematic Program
5.46 8,000k 7/1/2000
35 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
5.63 750k 1/1/2009
34 Hawksbill Capital Management
Global Diversified
5.63 5,000k 11/1/1988
33 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.74 5,000k 11/1/2012
32 Rho Asset Management
Rho Altius 1XL Program
5.90 5,000k 11/1/2007
31 Eckhardt Trading Company
Evolution Strategies 1.2X
6.10 10,000k 10/1/1991
30 Clarke Capital Management
Jupiter
6.11 3,000k 5/1/2005
29 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.14 50k 7/1/2011
28 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
6.16 1,000k 9/1/2009
27 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.21 1,000k 3/1/2003
26 Superfund Group
Superfund Green Q-AG
6.42 2k 3/1/1996
25 QMS Capital Management LP
QMS Diversified Global Macro Strategy
6.56 5,000k 6/1/2010
24 Superfund Group
Superfund Green Gold A (SPC)
6.60 5k 10/1/2005
23 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.66 50,000k 4/1/1983
22 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.21 1k 6/1/2009
21 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
7.26 1,000k 10/1/2006
20 Drury Capital
Diversified Trend-Following Program
7.37 5,000k 5/1/1997
19 Amplitude Capital International Limited
Klassik Strategy
7.48 1,000k 9/1/2009
18 Eclipse Capital Management
Global Monetary
7.93 5,000k 8/1/1990
17 Superfund Group
Superfund Green Gold L.P. Series B-1
8.12 5k 4/1/2009
16 Superfund Group
Superfund Green L.P. Series B
8.62 5k 10/1/2002
15 ISAM
ISAM Systematic Trend Fund
9.06 1,000k 6/1/2001
14 Lynx Asset Management AB
Lynx Program
9.14 75k 5/1/2000
13 Mulvaney Capital Management
The Mulvaney Global Markets Fund
9.33 100k 5/1/1999
12 Superfund Group
Superfund Green GCT USD
9.53 15k 1/1/2000
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.83 100k 11/1/1984
10 Superfund Group
Superfund Green Gold B (SPC)
9.89 50k 10/1/2005
9 Angle Capital Management LLC
AIP Program
10.11 100k 1/1/2010
8 Estlander & Partners
Alpha Trend II - Class P
10.47 100k 12/1/2008
7 Ancile Capital Management
Global Markets Program
10.97 2,000k 4/1/2005
6 Robinson-Langley Capital Management, LLC
Managed Account Program
12.49 200k 1/1/2007
5 DUNN Capital Management
D'Best Futures Fund, L.P.
12.72 100k 6/1/1994
4 Superfund Group
Superfund Green Master
13.20 2,000k 5/1/2001
3 Superfund Group
Superfund Green Gold C (SPC)
13.24 100k 10/1/2005
2 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
13.85 100k 7/1/2011
1 Keck Capital Management LLC
The Keck Program
16.57 2,000k 12/1/2003

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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