Diversified Trader Index For December 2015

Monthly Rankings

Rank CTA/Program Dec 2015 Min Inv Inception
100 Covenant Capital Management
Optimal Program
-36.68 10k 2/1/2014
99 Golden Point Capital Management, LLC
Global Systematic
-12.22 250k 7/1/2012
98 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-11.71 1,500k 7/1/2014
97 Quantum Leap Capital Management
Managed Account Program
-10.30 300k 8/1/2006
96 Conquest Capital Group
Conquest Macro
-9.96 250k 5/1/1999
95 JKI-Futures, LLC
ETIRON Large 2x (Client)
-9.40 1,000k 8/1/2012
94 Purple Valley Capital, Inc.
Diversified Trend 1
-9.26 100k 8/1/2008
93 Dreiss Research Corporation
Diversified Program
-8.61 1,000k 5/1/1991
92 Abraham Investment Management
Formula 72 H
-8.53 150k 8/1/2012
91 Angle Capital Management LLC
AIP Program
-8.36 100k 1/1/2010
90 Worldwide Capital Strategies
Profit Quest Strategies
-7.88 200k 9/1/2013
89 Estlander & Partners
Alpha Trend II - Class P
-7.14 100k 12/1/2008
88 Alee Capital Management, LLC
Mistral Program
-6.67 2,500k 1/1/1999
87 ALFAKRAFT
ALFA Commodity Fund
-6.59 16k 6/1/2010
86 QCM
Alpha Financials Program
-6.48 10,000k 6/1/2012
85 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-6.11 1,500k 7/1/2005
84 Eagle Trading Systems Inc.
Eagle Global Financials
-6.05 10,000k 1/1/1996
83 Superfund Group
Superfund Red USD SICAV
-5.32 10k 3/1/2013
82 Superfund Group
Superfund Red EUR SICAV
-5.21 10k 3/1/2013
81 Global Advisory Partners Zurich LLC
International Algo Trading
-5.11 50k 10/1/2009
80 Adamah Capital LLC
Asset Allocator Program
-5.10 50k 3/1/2011
79 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-4.55 1k 6/1/2009
78 Candriam Investor Group
Alternative Return Systemat
-4.46 125k 1/1/2007
77 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-4.45 3,000k 5/1/2014
76 Vision Capital Management
Global Futures
-4.30 500k 2/1/2012
75 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.20 100k 1/1/2014
74 Qbasis Invest
Qbasis i Trend Fund
-4.12 1k 1/1/2014
73 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-3.60 25,000k 1/1/2014
72 FORT LP
Fort Global Contrarian
-3.43 2,000k 10/1/2002
71 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-3.02 25k 1/1/2011
70 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-3.00 10,000k 10/1/2006
69 EMC Capital Advisors, LLC
EMC Alpha Program
-2.91 5,000k 6/1/2013
68 Mehnert Capital Management, LLC
DTP (Client)
-2.91 1,000k 3/1/2012
67 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.84 1,000k 8/1/2012
66 FORT LP
Fort Global Diversified
-2.76 2,000k 10/1/1993
65 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.70 10,000k 8/1/2009
64 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-2.68 2,000k 7/1/2013
63 Alee Capital Management, LLC
Poniente Program
-2.66 2,500k 1/1/1999
62 Garraway Capital Management LLP
Garraway Financial Trends
-2.58 100k 9/1/2012
61 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.57 500k 9/1/2013
60 Aquantum
Aquantum Global Systematic Program (AGS)
-2.51 5,000k 7/1/2013
59 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.39 1k 10/1/2006
58 Sona Trading Strategies LLC.
Diversified Program
-2.37 1,000k 9/1/2006
57 Non Correlated Capital
Positive Theta Program
-2.30 250k 10/1/2007
56 Non Correlated Capital
Positive Theta Fund
-2.28 50k 10/1/2007
55 Melissinos Trading
Eupatrid Program
-2.22 50k 1/1/2011
54 Estlander & Partners
Freedom
-2.17 20,000k 8/1/2010
53 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-2.06 50k 7/1/2011
52 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.71 250k 10/1/2008
51 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.62 1,000k 3/1/2003
50 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.59 1/1/1989
49 dormouse Limited
dormouse - Managed Account
-1.40 10,000k 7/1/2011
48 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.29 20,000k 5/1/2013
47 Talenta Capital LLP
Diversified
-1.29 950k 6/1/2014
46 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.28 50k 10/1/2011
45 Cambridge Capital Management UK LLP
CCM Program
-1.19 2,000k 11/1/2012
44 Stable Asset Management LTD
Arctic Blue 1x Share Class
-1.19 100k 6/1/2014
43 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.04 250k 5/1/2011
42 Conquest Capital Group
Conquest Select
-1.04 250k 6/1/2004
41 Metolius Capital LLC
Metolius Diversified
-1.04 100k 6/1/2010
40 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.91 5,000k 6/1/2010
39 Robust Methods LLC
Macro Managed Account
-0.85 5,000k 1/1/2005
38 Rosetta Capital Management
Macro Program
-0.79 50k 1/1/2009
37 ROW Asset Managment
Row Diversified Fund, L.P.
-0.77 1,000k 11/1/2011
36 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.73 1,000k 3/1/2003
35 Kopis Capital Management, LLC
Commodity Long Only
-0.71 500k 1/1/2014
34 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.29 100k 3/1/2013
33 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.24 10,000k 8/1/2007
32 Bluegrass Capital Management
Cross Market Bias Model
-0.15 3,000k 7/1/2014
31 Valia Capital Management
Global Tactical Program
-0.11 200k 5/1/2014
30 Paradox Capital Management
Sentiment Program (1X)
-0.11 1,000k 1/1/2013
29 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.06 200k 12/1/2013
28 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.00 100k 8/1/2009
27 Stenger Capital Management, LLC
Diversified Trading Program
0.03 200k 4/1/2010
26 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.28 500k 4/1/2013
25 Bullet Hill Capital LLC
Ricochet
0.30 500k 6/1/2014
24 Crabel Capital Management
Crabel Multi-Product
0.31 1,000k 3/1/1998
23 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.33 1,000k 5/1/2014
22 Automaton Trading LLC
Diversified
0.37 500k 7/1/2014
21 Millburn Ridgefield Corporation
Multi-Markets Program
0.58 25,000k 10/1/2004
20 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.67 4,000k 11/1/2008
19 Turning Wheel Capital, Inc.
Pure Alpha
0.70 10,000k 1/1/2012
18 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.08 50k 10/1/2010
17 Three Rock Capital Management
Global Macro Program
1.12 1,000k 1/1/2009
16 Future Trade AG
Thales Swing Trading Programme
1.18 250k 6/1/2007
15 Emil van Essen
Multi-Strategy Program
1.21 6,000k 5/1/2014
14 Puna Asset Management, LLC
NeoTrend Alpha
1.23 100k 3/1/2014
13 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.39 3,000k 5/1/2010
12 ISAM
ISAM Systematic Trend Fund
1.46 1,000k 6/1/2001
11 Intex Capital
Covered Options Program
1.61 50k 1/1/2012
10 Urban Tree Capital, LLC
UTC Plus (Client)
2.04 100k 3/1/2013
9 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
2.30 4,000k 2/1/2011
8 Zoi Capital, LLC
Telio Program (Client)
2.40 200k 4/1/2010
7 Witter & Lester, Inc.
Diversified Trading Program
2.74 100k 4/1/2013
6 Deep Field Capital AG
SINGULARITY Fund
3.13 100k 9/1/2011
5 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.52 1,000k 1/1/2013
4 Emil van Essen
Long-Short Commodity Program - Accelerated
4.29 200k 5/1/2014
3 Emil van Essen
Long-Short Commodity Program
4.73 1,000k 6/1/2013
2 Millburn Ridgefield Corporation
Commodity Program
6.87 25,000k 3/1/2005
1 LEVEX Capital Management Inc.
REN18
24.50 25k 1/1/2014

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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