Diversified Trader Index For February 2015

Monthly Rankings

Rank CTA/Program Feb 2015 Min Inv Inception
214 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-15.74 25k 1/1/2011
213 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-11.85 50k 10/1/2011
212 Qbasis Invest
Futures Fund B
-8.98 100k 3/1/2009
211 Golden Point Capital
Global Diversified
-8.88 250k 7/1/2012
210 Qbasis Invest
Futures Fund A
-8.87 100k 4/1/2008
209 Urban Tree Capital, LLC
UTC Plus (Client)
-8.33 100k 3/1/2013
208 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-7.94 2,000k 7/1/1992
207 Rosetta Capital Management
Macro Program
-7.84 50k 1/1/2009
206 Somers Brothers Capital
Diversified Futures Program #1
-6.95 100k 1/1/2005
205 Beryl Investment Group LLC
Nominal Discretionary System
-6.37 50k 7/1/2007
204 Acuity Investment Management, LLC
Diversified Futures Program
-6.27 50k 8/1/2012
203 Purple Valley Capital, Inc.
Diversified Trend 1
-5.70 100k 8/1/2008
202 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-5.56 10,000k 8/1/2009
201 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-5.51 3,000k 10/1/1992
200 Melissinos Trading
Eupatrid Program
-4.88 50k 1/1/2011
199 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.86 100k 6/1/1994
198 Mark J. Walsh Company
Standard Program
-4.81 2,000k 9/1/1985
197 Haar Capital Management
Discretionary Commodity Trading Program
-4.77 250k 12/1/2005
196 IKOS
IKOS Futures Fund
-4.59 1,000k 2/1/2010
195 Claughton Capital
Institutional Program
-4.53 1,000k 10/1/2005
194 Clarke Capital Management
Worldwide
-4.52 250k 1/1/1996
193 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-4.22 5,000k 12/1/2010
192 Tactical Investment Management
Tactical Institutional Commodity Program
-4.17 10,000k 4/1/1993
191 Clarke Capital Management
Millennium
-4.16 1,000k 1/1/1998
190 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
-3.93 25k 4/1/1991
189 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.87 100k 11/1/1984
188 Clarke Capital Management
Jupiter
-3.79 3,000k 5/1/2005
187 Eagle Trading Systems Inc.
Eagle Global Financials
-3.68 10,000k 1/1/1996
186 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.54 200k 1/1/2007
185 Dominion Capital
Sapphire Program
-3.53 3,000k 5/1/2005
184 Kelly Angle Inc.
Genesis Program
-3.46 2,000k 4/1/2000
183 Superfund Group
Superfund Green Gold A (SPC)
-3.45 5k 10/1/2005
182 1OAK Capital Limited
ACORN Commodity
-3.44 5,000k 5/1/2012
181 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.43 50k 12/1/2007
180 ISAM
ISAM Systematic Trend Fund
-3.13 1,000k 6/1/2001
179 Drury Capital
Diversified Trend-Following Program
-3.12 5,000k 5/1/1997
178 Romanesco Capital Management B.V
Persistence Program
-3.10 5,000k 9/1/2005
177 Zoi Capital, LLC
Telio Program (Client)
-2.89 200k 4/1/2010
176 RAM Management Group
MRTP Aggressive
-2.86 1,000k 2/1/1998
175 Mehnert Capital Management, LLC
DTP (Client)
-2.83 1,000k 3/1/2012
174 Candriam Investor Group
Alternative Return Systemat
-2.77 125k 1/1/2007
173 Vision Capital Management
Global Futures
-2.64 500k 2/1/2012
172 MERIT Alternative Investments GmbH
Futures Portfolio
-2.63 2,000k 6/1/1998
171 Angle Capital Management LLC
AIP Program
-2.59 100k 1/1/2010
170 Sona Trading Strategies LLC.
Diversified Program
-2.57 1,000k 9/1/2006
169 Alee Capital Management, LLC
Poniente Program
-2.51 2,500k 1/1/1999
168 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-2.50 100k 10/1/2009
167 Gladius Asset Management
Fulham Program
-2.48 2,000k 1/1/2008
166 Hawksbill Capital Management
Global Diversified
-2.46 5,000k 11/1/1988
165 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.42 100k 3/1/2003
164 Superfund Group
Superfund Green Gold B (SPC)
-2.31 50k 10/1/2005
163 Deep Field Capital AG
SINGULARITY Fund
-2.22 100k 9/1/2011
162 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.21 250k 6/1/2001
161 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.14 5,000k 6/1/2001
160 Robust Methods LLC
Macro Managed Account
-2.06 5,000k 1/1/2005
159 Covenant Capital Management
Aggressive Program
-1.99 3,000k 2/1/2004
158 Emil van Essen
Spread Trading Program
-1.97 5,000k 12/1/2006
157 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.93 1,500k 4/1/2006
156 Metolius Capital LLC
Metolius Diversified
-1.91 100k 6/1/2010
155 Conquest Capital Group
Conquest Select
-1.78 250k 6/1/2004
154 Covenant Capital Management
Original Program
-1.71 5,000k 9/1/1999
153 Keck Capital Management LLC
The Keck Program
-1.71 2,000k 12/1/2003
152 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-1.70 25,000k 3/1/2010
151 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.70 10,000k 3/1/2006
150 Futures Truth Company, FTC-CTA
MS4
-1.68 250k 10/1/2007
149 EMC Capital Advisors, LLC
Classic
-1.63 5,000k 1/1/1985
148 Alee Capital Management, LLC
Mistral Program
-1.63 2,500k 1/1/1999
147 Wavefront Global Asset Management
IMFC Global Concentrated
-1.58 500k 4/1/2009
146 GIC Trading LLC
Global Diversified Trading Program
-1.54 500k 11/1/1998
145 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.53 100k 8/1/2009
144 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.52 250k 5/1/2011
143 Mobius Asset Management
Custom Trading Program
-1.40 100k 1/1/2002
142 Revolution Capital Management
Mosaic Program
-1.36 10,000k 10/1/2006
141 Mobius Asset Management
Diversified Program
-1.34 250k 3/1/2004
140 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.32 200k 11/1/1999
139 White Indian Trading Co.
STAIRS (Client)
-1.31 250k 5/1/2009
138 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.25 4,000k 2/1/2011
137 Saxon Investment Corporation
Aggressive Diversified Program
-1.24 2,000k 11/1/1993
136 Superfund Group
Superfund Green Gold C (SPC)
-1.24 100k 10/1/2005
135 Abraham Trading Company
Diversified Program
-1.20 10,000k 1/1/1988
134 Wavefront Global Asset Management
IMFC Global Investment Program
-1.18 2,000k 2/1/2007
133 Emil van Essen
Long-Short Commodity Program
-1.16 1,000k 6/1/2013
132 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
131 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.08 50k 7/1/2011
130 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.07 1,000k 3/1/2003
129 RAM Management Group
RAM MRTP 1X-Conservative
-1.05 1,000k 9/1/1993
128 Auctos Capital Management
Auctos Global Diversified
-1.01 3,000k 11/1/2007
127 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.01 10,000k 1/1/1995
126 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.92 10,000k 8/1/1999
125 Clarke Capital Management
FX Plus
-0.81 1,000k 5/1/2004
124 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.81 10,000k 8/1/2007
123 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-0.80 10,000k 10/1/2006
122 Clarke Capital Management
Global Magnum
-0.79 100k 8/1/1997
121 Emil van Essen
EvE Systematic Global Opportunities
-0.78 1,000k 9/1/2007
120 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.75 100k 3/1/2013
119 Superfund Group
Superfund Red EUR SICAV
-0.74 10k 3/1/2013
118 EMC Capital Advisors, LLC
EMC Alpha Program
-0.70 5,000k 6/1/2013
117 Superfund Group
Superfund Red USD SICAV
-0.70 10k 3/1/2013
116 ROW Asset Managment
Row Diversified Fund, L.P.
-0.68 1,000k 11/1/2011
115 Saxon Investment Corporation
Diversified Program
-0.65 3,000k 9/1/1988
114 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.64 10,000k 2/1/1999
113 Welton Investment Partners
Welton Global
-0.59 10,000k 6/1/2004
112 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.57 10,000k 8/1/2004
111 John Locke Investments
Cyril Systematic Program
-0.54 8,000k 7/1/2000
110 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.53 4,000k 11/1/2008
109 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.51 10,000k 10/1/1991
108 AI1 CTA Euro Invest
AI1 CTA Euro Invest
-0.50 125k 5/1/2010
107 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-0.50 100k 5/1/1999
106 Conquest Capital Group
Conquest Macro
-0.47 250k 5/1/1999
105 Eckhardt Trading Company
Evolution Strategies
-0.46 20,000k 8/1/1991
104 Endeavour Capital LLP
Endeavour Pembroke
-0.45 2,000k 7/1/2007
103 dormouse Limited
dormouse - Managed Account
-0.42 10,000k 7/1/2011
102 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.41 50,000k 4/1/1983
101 M.S. Capital Management
Global Diversified Program
-0.32 2,000k 11/1/1998
100 Revolution Capital Management
Mosaic Institutional Program
-0.31 25,000k 9/1/2009
99 Stenger Capital Management, LLC
Diversified Trading Program
-0.28 200k 4/1/2010
98 GT CAPITAL CTA
GT CAPITAL CTA
-0.27 150k 6/1/2009
97 John Locke Investments
JL Commodity Long Flat Program
-0.24 5,000k 12/1/2007
96 Crabel Capital Management
Crabel Multi-Product
-0.23 1,000k 3/1/1998
95 Clarke Capital Management
Global Basic
-0.20 50k 2/1/1996
94 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.20 3,000k 7/1/2001
93 Chesapeake Capital
Diversified (LV)
-0.18 100k 2/1/1988
92 FORT LP
Fort Global Contrarian
-0.16 2,000k 10/1/2002
91 Dreiss Research Corporation
Diversified Program
-0.12 1,000k 5/1/1991
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.12 1k 10/1/2006
89 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.11 1k 6/1/2009
88 Non Correlated Capital
Positive Theta Program
-0.11 250k 10/1/2007
87 ALFAKRAFT
ALFA Commodity Fund
-0.07 16k 6/1/2010
86 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.06 1,000k 9/1/1997
85 Jaguar Investments Ltd
Vario Capital Strategy
-0.04 1,000k 5/1/2016
84 Ion Asset Architecture
Ion Nivium Fund
-0.03 100k 5/1/2013
82 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
83 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
81 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.01 1,000k 1/1/2013
80 Bluegrass Capital Management
Cross Market Bias Model
0.03 3,000k 7/1/2014
79 FORT LP
Fort Global Diversified
0.06 2,000k 10/1/1993
78 Non Correlated Capital
Positive Theta Fund
0.06 50k 10/1/2007
77 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.13 5,000k 6/1/2006
76 Estlander & Partners
Alpha Trend
0.20 30,000k 10/1/1991
75 Rabar Market Research
Diversified Program
0.22 2,000k 1/1/1989
74 Rabar Market Research
Short-Term Program
0.25 2,000k 11/1/2009
73 Diversified Capital Management
Diversified Strategies Investment Fund
0.26 100k 11/1/2012
72 OptHedge Advisors LLC
Diversified Options & Futures Program
0.35 250k 10/1/2008
71 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.36 5,000k 1/1/2005
70 Millburn Corporation
Diversified Program
0.39 20,000k 2/1/1977
69 Estlander & Partners
Alpha Trend II - Class P
0.48 100k 12/1/2008
68 Estlander & Partners
Freedom
0.49 20,000k 8/1/2010
67 Crabel Capital Management
WPD Crabel Futures Program
0.52 1,000k 7/1/2008
66 Millburn Corporation
Multi-Markets Program
0.52 25,000k 10/1/2004
65 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.53 3,000k 5/1/2010
64 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.53 100k 1/1/2005
63 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.58 1,000k 3/1/1998
62 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.69 5,000k 6/1/2010
61 Ancile Capital Management
Global Markets Program
0.69 2,000k 4/1/2005
60 IStar Capital B.V.
IStar Systematic Fund
0.70 1,000k 9/1/2011
59 Vergho Asset Management LLC
Kinematics
0.72 1,000k 11/1/2008
58 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.74 10,000k 8/1/2009
57 Abraham Investment Management
Formula 72 H
0.76 150k 8/1/2012
56 Millburn Corporation
Commodity Program
0.76 25,000k 3/1/2005
55 White River Group
Diversified Option Writing Strategy
0.84 20k 11/1/2008
54 Mondiale Asset Management
Mondiale Trading Program
0.89 0k 9/1/1997
53 HB Capital Management Inc.
Diversified Program
0.90 50k 3/1/2008
52 Southwest Managed Investments, LLC
Global Diversified
0.91 200k 1/1/2002
51 Superfund Group
Superfund Blue SPC Class A (EUR)
0.93 50k 4/1/2005
50 IDS Capital
IDS F&F Systematic Trading
1.05 50k 7/1/2013
49 Molinero Capital Management LLP
Global Markets Program
1.07 2,000k 7/1/2005
48 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.07 1/1/1989
47 Future Trade AG
Thales Swing Trading Programme
1.09 250k 6/1/2007
46 Red Rock Capital, LLC
Systematic Global Macro
1.12 500k 9/1/2003
45 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.14 1,000k 10/1/2006
44 Option Capital Advisory
OCA Premium
1.18 100k 5/1/2011
43 Estlander & Partners
Global Markets
1.28 10,000k 8/1/1999
42 Superfund Group
Superfund Green L.P. Series A
1.29 5k 10/1/2002
41 Red Oak Commodity Advisors
Investment Program
1.31 5,000k 12/1/1989
40 Garraway Capital Management LLP
Garraway Financial Trends
1.43 100k 9/1/2012
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.50 10,000k 1/1/1991
38 Revolution Capital Management
Alpha Fund
1.60 50k 1/1/2005
37 Hyman Beck and Company
Global Portfolio
1.63 1,000k 3/1/1991
36 City Fund Management
BH
1.65 500k 1/1/2010
35 Quality Capital Management
Alpha Financials Program
1.66 10,000k 6/1/2012
34 Quality Capital Management
Global Diversified Programme
1.68 10,000k 12/1/1995
33 Revolution Capital Management
Alpha Program
1.71 5,000k 6/1/2007
32 Amplitude Capital International Limited
Klassik Strategy
1.73 1,000k 9/1/2009
31 Witter & Lester, Inc.
Diversified Trading Program
1.80 100k 4/1/2013
30 Eclipse Capital Management
Global Monetary
1.89 5,000k 8/1/1990
29 Adamah Capital LLC
Asset Allocator Program
1.90 50k 3/1/2011
28 Wimmer Horizon LLP
Managed Account
1.95 5,000k 5/1/2005
27 Sandpiper Asset Management
Sandpiper Global Macro Program
2.06 1,000k 8/1/2012
26 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.14 1,000k 9/1/2009
25 Parizek Capital
Futures Trading Program
2.24 500k 4/1/2000
24 Quantitative Investment Management
Quantitative Global Program
2.27 20,000k 10/1/2003
23 Acorn Global Investments Inc.
Acorn Diversified Program
2.29 10k 7/1/2005
22 Superfund Group
Superfund Green Q-AG
2.36 2k 3/1/1996
21 Superfund Group
Superfund Green L.P. Series B
2.78 5k 10/1/2002
20 White Indian Trading Co.
SCS Program (Client)
2.81 250k 2/1/2011
19 Estlander & Partners
Global XL
2.83 5,000k 8/1/1991
18 Xplor Capital Management, LLC
Global CTA Program
2.96 1,500k 7/1/2004
17 Superfund Group
Superfund Green GCT USD
3.40 15k 1/1/2000
16 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.45 1,000k 5/1/2006
15 Amplitude Capital International Limited
Dynamic Strategy
3.50 6/1/2005
14 Di Tomasso Group Inc.
Equilibrium Program
3.70 5,000k 1/1/2002
13 Quantmetrics Capital Management LLP
Directional 10V Strategy
3.84 10,000k 1/1/2007
12 Insignia Managed Capital
Medallion
4.00 50k 2/1/2009
11 White Indian Trading Co.
STAIRS - Futures Program (Client)
4.13 250k 10/1/2008
10 Dendrich Ltd
QEP
4.91 50k 12/1/2005
9 Aquantum
Aquantum Global Systematic UCITS Fund (I)
4.97 500k 3/1/2013
8 Side Op, LLC
Side Op Trading Program
4.99 25k 4/1/2013
7 JKI-Futures, LLC
ETIRON Large 2x (Client)
5.03 1,000k 8/1/2012
6 Superfund Group
Superfund Green Master
5.23 2,000k 5/1/2001
5 Insignia Managed Capital
Epoch3
6.23 20k 7/1/2009
4 Structured Markets Inc.
Structured Markets Inc.
6.99 2,000k 8/1/2012
3 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
10.76 100k 7/1/2011
2 Index Mechanics BV
Index Investments Program
12.96 1,000k 1/1/2016
1 HASAFUMA
Börstjänaren Hedgehog
26.93 60k 5/1/2012

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