Diversified Trader Index For May 2015

Monthly Rankings

Rank CTA/Program May 2015 Min Inv Inception
205 GIC Trading LLC
Global Diversified Trading Program
-10.05 500k 11/1/1998
204 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-9.50 100k 3/1/2003
203 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-9.10 100k 10/1/2009
202 Parizek Capital
Futures Trading Program
-8.32 500k 4/1/2000
201 Estlander & Partners
Alpha Trend II - Class P
-7.46 100k 12/1/2008
200 Purple Valley Capital, Inc.
Diversified Trend 1
-6.87 100k 8/1/2008
199 Conquest Capital Group
Conquest Macro
-6.35 250k 5/1/1999
198 Saxon Investment Corporation
Aggressive Diversified Program
-5.26 2,000k 11/1/1993
197 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-5.14 200k 11/1/1999
196 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-4.26 10,000k 10/1/2006
195 Sona Trading Strategies LLC.
Diversified Program
-4.12 1,000k 9/1/2006
194 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.09 2,000k 7/1/1992
193 Zoi Capital, LLC
Telio Program (Client)
-3.96 200k 4/1/2010
192 Covenant Capital Management
Aggressive Program
-3.93 3,000k 2/1/2004
191 Qbasis Invest
Futures Fund A
-3.75 100k 4/1/2008
190 Claughton Capital
Institutional Program
-3.69 1,000k 10/1/2005
189 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-3.63 1,000k 3/1/2003
188 Qbasis Invest
Futures Fund B
-3.39 100k 3/1/2009
187 Eclipse Capital Management
Global Monetary
-3.23 5,000k 8/1/1990
186 Covenant Capital Management
Original Program
-3.18 5,000k 9/1/1999
185 HB Capital Management Inc.
Diversified Program
-3.01 50k 3/1/2008
184 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.01 10,000k 1/1/1995
183 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.90 50k 10/1/2010
182 John Locke Investments
JL Commodity Long Flat Program
-2.88 5,000k 12/1/2007
181 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.78 10,000k 8/1/1999
180 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.78 3,000k 10/1/1992
179 Futures Truth Company, FTC-CTA
MS4
-2.73 250k 10/1/2007
178 Amplitude Capital International Limited
Klassik Strategy
-2.72 1,000k 9/1/2009
177 IKOS
IKOS Futures Fund
-2.70 1,000k 2/1/2010
176 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.69 10,000k 8/1/2004
175 Saxon Investment Corporation
Diversified Program
-2.51 3,000k 9/1/1988
174 JKI-Futures, LLC
ETIRON Large 2x (Client)
-2.45 1,000k 8/1/2012
173 Gladius Asset Management
Fulham Program
-2.44 2,000k 1/1/2008
172 Abraham Trading Company
Diversified Program
-2.37 10,000k 1/1/1988
171 ALFAKRAFT
ALFA Commodity Fund
-2.34 16k 6/1/2010
170 Mehnert Capital Management, LLC
DTP (Client)
-2.34 1,000k 3/1/2012
169 Typhon Capital Management, LLC
Metis Momentum Macro Program
-2.33 500k 4/1/2013
168 Estlander & Partners
Alpha Trend
-2.27 30,000k 10/1/1991
167 Superfund Group
Superfund Red USD SICAV
-2.27 10k 3/1/2013
166 ROW Asset Managment
Row Diversified Fund, L.P.
-2.24 1,000k 11/1/2011
165 Metolius Capital LLC
Metolius Diversified
-2.22 100k 6/1/2010
164 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.17 500k 9/1/2013
163 Revolution Capital Management
Alpha Fund
-2.16 50k 1/1/2005
162 Superfund Group
Superfund Red EUR SICAV
-2.11 10k 3/1/2013
161 Aquantum
Aquantum Global Systematic Program (AGS)
-2.04 5,000k 7/1/2013
160 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.03 1,500k 4/1/2006
159 Aquantum
Aquantum Global Systematic UCITS Fund (I)
-2.00 500k 3/1/2013
158 John Locke Investments
Cyril Systematic Program
-1.97 8,000k 7/1/2000
157 Revolution Capital Management
Alpha Program
-1.95 5,000k 6/1/2007
156 Emil van Essen
Long-Short Commodity Program
-1.94 1,000k 6/1/2013
155 ISAM
ISAM Systematic Trend Fund
-1.90 1,000k 6/1/2001
154 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.87 10,000k 2/1/1999
153 Estlander & Partners
Freedom
-1.79 20,000k 8/1/2010
152 Paradox Capital Management
Sentiment Program (1X)
-1.78 1,000k 1/1/2013
151 GT CAPITAL CTA
GT CAPITAL CTA
-1.71 150k 6/1/2009
150 Mobius Asset Management
Custom Trading Program
-1.70 100k 1/1/2002
149 Alee Capital Management, LLC
Poniente Program
-1.44 2,500k 1/1/1999
148 Adamah Capital LLC
Asset Allocator Program
-1.40 50k 3/1/2011
147 Southwest Managed Investments, LLC
Global Diversified
-1.35 200k 1/1/2002
146 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
-1.23 1,000k 10/1/1996
145 White Indian Trading Co.
SCS Program (Client)
-1.15 250k 2/1/2011
144 Conquest Capital Group
Conquest Select
-1.15 250k 6/1/2004
143 Briarwood Capital Management, Inc.
Diversified 2XL
-1.13 250k 11/1/2004
142 Turning Wheel Capital, Inc.
Pure Alpha Aggressive
-1.07 5,000k 1/1/2012
141 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.07 1,000k 10/1/2006
140 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.05 5,000k 6/1/2010
139 Global Advisory Partners Zurich LLC
International Algo Trading
-1.03 50k 10/1/2009
138 Wimmer Horizon LLP
Managed Account
-1.02 5,000k 5/1/2005
137 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-1.00 50,000k 4/1/1983
136 Quality Capital Management
Global Diversified Programme
-0.96 10,000k 12/1/1995
135 Alee Capital Management, LLC
Mistral Program
-0.96 2,500k 1/1/1999
134 Revolution Capital Management
Mosaic Institutional Program
-0.92 25,000k 9/1/2009
133 Millburn Corporation
Multi-Markets Program
-0.91 25,000k 10/1/2004
132 Non Correlated Capital
Positive Theta Fund
-0.90 50k 10/1/2007
131 Millburn Corporation
Diversified Program
-0.89 20,000k 2/1/1977
130 Non Correlated Capital
Positive Theta Program
-0.86 250k 10/1/2007
129 Clarke Capital Management
Global Basic
-0.83 50k 2/1/1996
128 Welton Investment Partners
Welton Global
-0.79 10,000k 6/1/2004
127 Superfund Group
Superfund Green Q-AG
-0.72 2k 3/1/1996
126 Mondiale Asset Management
Mondiale Trading Program
-0.70 0k 9/1/1997
125 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.58 1,000k 3/1/1998
124 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.56 1,000k 3/1/2003
123 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.54 3,000k 7/1/2001
122 Hawksbill Capital Management
Global Diversified
-0.52 5,000k 11/1/1988
121 IStar Capital B.V.
IStar Systematic Fund
-0.48 1,000k 9/1/2011
120 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-0.47 100k 7/1/2011
119 Dreiss Research Corporation
Diversified Program
-0.47 1,000k 5/1/1991
118 Hyman Beck and Company
Global Portfolio
-0.40 1,000k 3/1/1991
117 Turning Wheel Capital, Inc.
Pure Alpha
-0.38 10,000k 1/1/2012
116 Superfund Group
Superfund Green L.P. Series B
-0.34 5k 10/1/2002
115 Manning & Napier
MN Xenon Managed Futures (2x) Program
-0.34 5,000k 6/1/2006
114 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.33 1k 6/1/2009
113 Dominion Capital
Sapphire Program
-0.25 3,000k 5/1/2005
112 Kelly Angle Inc.
Genesis Program
-0.25 2,000k 4/1/2000
111 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.24 100k 8/1/2009
110 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.22 1k 10/1/2006
109 Superfund Group
Superfund Green L.P. Series A
-0.17 5k 10/1/2002
108 FORT LP
Fort Global Diversified
-0.14 2,000k 10/1/1993
107 Tactical Investment Management
Tactical Institutional Commodity Program
-0.13 10,000k 4/1/1993
106 Clarke Capital Management
FX Plus
-0.11 1,000k 5/1/2004
105 Superfund Group
Superfund Green Master
-0.11 2,000k 5/1/2001
104 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.11 10,000k 3/1/2006
103 Quantica Capital AG
Quantica Managed Futures
-0.10 5,000k 1/1/2005
102 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.08 1/1/1989
101 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.04 4,000k 11/1/2008
100 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.04 5,000k 12/1/2010
99 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.02 100k 3/1/2013
98 Jaguar Investments Ltd
Vario Capital Strategy
-0.01 1,000k 5/1/2016
97 Acuity Investment Management, LLC
Diversified Futures Program
-0.01 50k 8/1/2012
96 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.00 250k 10/1/2008
95 Mobius Asset Management
Diversified Program
0.00 250k 3/1/2004
94 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
0.03 10k 7/1/2005
93 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.04 50k 10/1/2011
92 M.S. Capital Management
Global Diversified Program
0.04 2,000k 11/1/1998
91 Drury Capital
Diversified Trend-Following Program
0.10 5,000k 5/1/1997
90 OptHedge Advisors LLC
Diversified Options & Futures Program
0.12 250k 10/1/2008
89 Candriam Investor Group
Alternative Return Systemat
0.14 125k 1/1/2007
88 Stenger Capital Management, LLC
Diversified Trading Program
0.15 200k 4/1/2010
87 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
0.24 4,000k 2/1/2011
86 Quality Capital Management
Alpha Financials Program
0.24 10,000k 6/1/2012
85 1OAK Capital Limited
ACORN Commodity
0.24 5,000k 5/1/2012
84 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.27 25k 1/1/2011
83 Abraham Investment Management
Formula 72 H
0.28 150k 8/1/2012
82 Somers Brothers Capital
Diversified Futures Program #1
0.28 100k 1/1/2005
81 Superfund Group
Superfund Green Gold A (SPC)
0.29 5k 10/1/2005
80 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.30 10,000k 8/1/2009
79 Diversified Capital Management
Diversified Strategies Investment Fund
0.35 100k 11/1/2012
78 Superfund Group
Superfund Green Gold B (SPC)
0.39 50k 10/1/2005
77 Robust Methods LLC
Macro Managed Account
0.43 5,000k 1/1/2005
76 EMC Capital Advisors, LLC
EMC Alpha Program
0.43 5,000k 6/1/2013
75 Red Oak Commodity Advisors
Investment Program
0.44 5,000k 12/1/1989
74 Crabel Capital Management
WPD Crabel Futures Program
0.44 1,000k 7/1/2008
73 Superfund Group
Superfund Green Gold C (SPC)
0.46 100k 10/1/2005
72 Rabar Market Research
Diversified Program
0.47 2,000k 1/1/1989
71 Mark J. Walsh Company
Standard Program
0.53 2,000k 9/1/1985
70 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
0.55 1,500k 7/1/2005
69 Wavefront Global Asset Management
IMFC Global Concentrated
0.55 500k 4/1/2009
68 Romanesco Capital Management B.V
Persistence Program
0.58 5,000k 9/1/2005
67 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.68 1,000k 1/1/2013
66 EMC Capital Advisors, LLC
Classic
0.71 5,000k 1/1/1985
65 Quantitative Investment Management
Quantitative Global Program
0.73 20,000k 10/1/2003
64 Garraway Capital Management LLP
Garraway Financial Trends
0.73 100k 9/1/2012
63 IDS Capital
IDS F&F Systematic Trading
0.75 50k 7/1/2013
62 RAM Management Group
RAM MRTP 1X-Conservative
0.76 1,000k 9/1/1993
61 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.77 250k 6/1/2001
60 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.80 1,000k 9/1/1997
59 Vergho Asset Management LLC
Kinematics
0.82 1,000k 11/1/2008
58 Wavefront Global Asset Management
IMFC Global Investment Program
0.85 2,000k 2/1/2007
57 AI1 CTA Euro Invest
AI1 CTA Euro Invest
0.87 125k 5/1/2010
56 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.88 50k 7/1/2011
55 NuWave Investment Management, LLC
Combined Futures Portfolio
0.93 5,000k 6/1/2001
54 Emil van Essen
Spread Trading Program
0.93 5,000k 12/1/2006
53 Fenja Fund Multi Strategy Ltd.
Fenja Fund Multi Strategy Ltd.
0.95 50k 10/1/2010
52 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.95 10,000k 8/1/2007
51 Clarke Capital Management
Millennium
0.96 1,000k 1/1/1998
50 Sandpiper Asset Management
Sandpiper Global Macro Program
1.00 1,000k 8/1/2012
49 Melissinos Trading
Eupatrid Program
1.07 50k 1/1/2011
48 Eagle Trading Systems Inc.
Eagle Global Financials
1.13 10,000k 1/1/1996
47 MERIT Alternative Investments GmbH
Futures Portfolio
1.15 2,000k 6/1/1998
46 Insignia Managed Capital
Medallion
1.17 50k 2/1/2009
45 Crabel Capital Management
Crabel Multi-Product
1.17 1,000k 3/1/1998
44 Vision Capital Management
Global Futures
1.24 500k 2/1/2012
43 Witter & Lester, Inc.
Diversified Trading Program
1.27 100k 4/1/2013
42 FORT LP
Fort Global Contrarian
1.28 2,000k 10/1/2002
41 Intex Capital
Covered Options Program
1.29 50k 1/1/2012
40 Chesapeake Capital
Diversified (LV)
1.30 100k 2/1/1988
39 Auctos Capital Management
Auctos Global Diversified
1.34 3,000k 11/1/2007
38 Clarke Capital Management
Jupiter
1.44 3,000k 5/1/2005
37 White River Group
Diversified Option Writing Strategy
1.52 20k 11/1/2008
36 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.63 10,000k 1/1/1991
35 Manning & Napier
MN Xenon Futures Alpha Program
1.65 7,500k 6/1/2013
34 Red Rock Capital, LLC
Systematic Global Macro
1.66 500k 9/1/2003
33 Molinero Capital Management LLP
Global Markets Program
1.79 2,000k 7/1/2005
32 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.84 100k 1/1/2005
31 Cambridge Capital Management UK LLP
CCM Program
1.99 2,000k 11/1/2012
30 Eckhardt Trading Company
Evolution Strategies
2.13 20,000k 8/1/1991
29 Urban Tree Capital, LLC
UTC Plus (Client)
2.18 100k 3/1/2013
28 dormouse Limited
dormouse - Managed Account
2.23 10,000k 7/1/2011
27 Angle Capital Management LLC
AIP Program
2.24 100k 1/1/2010
26 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.25 10,000k 1/1/2007
25 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.34 1,000k 5/1/2006
24 RAM Management Group
MRTP Aggressive
2.39 1,000k 2/1/1998
23 Future Trade AG
Thales Swing Trading Programme
2.43 250k 6/1/2007
22 Eckhardt Trading Company
Evolution Strategies 1.2X
2.48 10,000k 10/1/1991
21 Emil van Essen
EvE Systematic Global Opportunities
2.62 1,000k 9/1/2007
20 Ancile Capital Management
Global Markets Program
2.69 2,000k 4/1/2005
19 White Indian Trading Co.
STAIRS (Client)
2.69 250k 5/1/2009
18 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.70 250k 5/1/2011
17 Three Rock Capital Management
Global Macro Program
2.75 1,000k 1/1/2009
16 Deep Field Capital AG
SINGULARITY Fund
2.95 100k 9/1/2011
15 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
3.12 2,000k 7/1/2013
14 Paskewitz Asset Management LLC
Multi-strategy Futures Program
3.26 3,000k 5/1/2010
13 Millburn Corporation
Commodity Program
3.90 25,000k 3/1/2005
12 Clarke Capital Management
Worldwide
3.92 250k 1/1/1996
11 Mulvaney Capital Management
The Mulvaney Global Markets Fund
4.13 100k 5/1/1999
10 Rosetta Capital Management
Macro Program
4.16 50k 1/1/2009
9 Endeavour Capital LLP
Endeavour Pembroke
4.20 2,000k 7/1/2007
8 Superfund Group
Superfund Blue SPC Class A (EUR)
4.41 50k 4/1/2005
7 Keck Capital Management LLC
The Keck Program
4.45 2,000k 12/1/2003
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.65 100k 11/1/1984
5 DUNN Capital Management
D'Best Futures Fund, L.P.
4.71 100k 6/1/1994
4 Dendrich Ltd
QEP
5.25 50k 12/1/2005
3 Insignia Managed Capital
Epoch3
6.73 20k 7/1/2009
2 Superfund Group
Superfund Blue SPC Class A (Gold)
7.75 50k 12/1/2007
1 Clarke Capital Management
Global Magnum
9.42 100k 8/1/1997

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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