Diversified Trader Index For July 2015

Monthly Rankings

Rank CTA/Program Jul 2015 Min Inv Inception
205 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-20.36 100k 7/1/2011
204 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-17.44 2,000k 7/1/1992
203 Superfund Group
Superfund Blue SPC Class A (Gold)
-11.96 50k 12/1/2007
202 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-11.83 3,000k 10/1/1992
201 JKI-Futures, LLC
ETIRON Large 2x (Client)
-11.47 1,000k 8/1/2012
200 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-10.06 50k 10/1/2010
199 Covenant Capital Management
Aggressive Program
-9.66 3,000k 2/1/2004
198 RAM Management Group
MRTP Aggressive
-8.71 1,000k 2/1/1998
197 Insignia Managed Capital
Epoch3
-8.24 20k 7/1/2009
196 Covenant Capital Management
Original Program
-7.95 5,000k 9/1/1999
195 Superfund Group
Superfund Blue SPC Class A (EUR)
-7.25 50k 4/1/2005
194 White Indian Trading Co.
SCS Program (Client)
-7.01 250k 2/1/2011
193 White River Group
Diversified Option Writing Strategy
-6.44 20k 11/1/2008
192 W.G. Wealth Guardian Ltd.
SAFI2 Program
-6.42 1,000k 9/1/1997
191 HB Capital Management Inc.
Diversified Program
-5.93 50k 3/1/2008
190 Emil van Essen
Long-Short Commodity Program
-5.30 1,000k 6/1/2013
189 Zoi Capital, LLC
Telio Program (Client)
-5.29 200k 4/1/2010
188 Auspice Capital Advisors Ltd
Auspice Diversified Program
-4.36 1,500k 4/1/2006
187 Robust Methods LLC
Macro Managed Account
-4.30 5,000k 1/1/2005
186 Manning & Napier
MN Xenon Futures Alpha Program
-4.27 7,500k 6/1/2013
185 Parizek Capital
Futures Trading Program
-4.22 500k 4/1/2000
184 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.84 10,000k 3/1/2006
183 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.79 5,000k 12/1/2010
182 John Locke Investments
JL Commodity Long Flat Program
-3.76 5,000k 12/1/2007
181 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.34 1/1/1989
180 Saxon Investment Corporation
Aggressive Diversified Program
-3.32 2,000k 11/1/1993
179 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.29 200k 11/1/1999
178 Somers Brothers Capital
Diversified Futures Program #1
-3.06 100k 1/1/2005
177 Revolution Capital Management
Mosaic Institutional Program
-3.01 25,000k 9/1/2009
176 RAM Management Group
RAM MRTP 1X-Conservative
-2.94 1,000k 9/1/1993
175 Qbasis Invest
Futures Fund A
-2.92 100k 4/1/2008
174 Urban Tree Capital, LLC
UTC Plus (Client)
-2.75 100k 3/1/2013
173 Qbasis Invest
Futures Fund B
-2.73 100k 3/1/2009
172 Aquantum
Aquantum Global Systematic UCITS Fund (I)
-2.58 500k 3/1/2013
171 AI1 CTA Euro Invest
AI1 CTA Euro Invest
-2.57 125k 5/1/2010
170 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-2.57 1,000k 1/1/2013
169 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
168 Aquantum
Aquantum Global Systematic Program (AGS)
-2.56 5,000k 7/1/2013
167 Clarke Capital Management
FX Plus
-2.56 1,000k 5/1/2004
166 Revolution Capital Management
Alpha Fund
-2.51 50k 1/1/2005
165 Revolution Capital Management
Alpha Program
-2.50 5,000k 6/1/2007
164 Romanesco Capital Management B.V
Persistence Program
-2.21 5,000k 9/1/2005
163 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.13 5,000k 6/1/2006
162 Vergho Asset Management LLC
Kinematics
-2.05 1,000k 11/1/2008
161 Non Correlated Capital
Positive Theta Fund
-1.60 50k 10/1/2007
160 Non Correlated Capital
Positive Theta Program
-1.56 250k 10/1/2007
159 Eagle Trading Systems Inc.
Eagle Global Financials
-1.55 10,000k 1/1/1996
158 Saxon Investment Corporation
Diversified Program
-1.52 3,000k 9/1/1988
157 Rosetta Capital Management
Macro Program
-1.48 50k 1/1/2009
156 Quantitative Investment Management
Quantitative Global Program
-1.46 20,000k 10/1/2003
155 Red Oak Commodity Advisors
Investment Program
-1.15 5,000k 12/1/1989
154 Mobius Asset Management
Custom Trading Program
-1.00 100k 1/1/2002
153 IKOS
IKOS Futures Fund
-0.99 1,000k 2/1/2010
152 Mobius Asset Management
Diversified Program
-0.95 250k 3/1/2004
151 Vision Capital Management
Global Futures
-0.82 500k 2/1/2012
150 Quantica Capital AG
Quantica Managed Futures
-0.80 5,000k 1/1/2005
149 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.78 100k 8/1/2009
148 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.75 3,000k 7/1/2001
147 Sona Trading Strategies LLC.
Diversified Program
-0.74 1,000k 9/1/2006
146 Alee Capital Management, LLC
Mistral Program
-0.66 2,500k 1/1/1999
145 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.63 1,000k 10/1/2006
144 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.62 1,000k 3/1/2003
143 Futures Truth Company, FTC-CTA
MS4
-0.60 250k 10/1/2007
142 Emil van Essen
Spread Trading Program
-0.55 5,000k 12/1/2006
141 Gladius Asset Management
Fulham Program
-0.54 2,000k 1/1/2008
140 IStar Capital B.V.
IStar Systematic Fund
-0.49 1,000k 9/1/2011
139 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.30 1,000k 3/1/1998
138 Glider Trading LLP
Glider Trading Strategy (Class C)
-0.29 500k 9/1/2013
137 Briarwood Capital Management, Inc.
Diversified 2XL
-0.25 250k 11/1/2004
136 Mark J. Walsh Company
Standard Program
-0.23 2,000k 9/1/1985
135 Clarke Capital Management
Global Basic
-0.23 50k 2/1/1996
134 Ancile Capital Management
Global Markets Program
-0.23 2,000k 4/1/2005
133 Three Rock Capital Management
Global Macro Program
-0.17 1,000k 1/1/2009
132 Emil van Essen
EvE Systematic Global Opportunities
-0.17 1,000k 9/1/2007
131 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.04 500k 4/1/2013
130 Jaguar Investments Ltd
Vario Capital Strategy
-0.03 1,000k 5/1/2016
129 Superfund Group
Superfund Green Gold B (SPC)
-0.03 50k 10/1/2005
128 Claughton Capital
Institutional Program
0.00 1,000k 10/1/2005
127 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.02 2,000k 7/1/2013
126 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.07 100k 3/1/2013
125 Rabar Market Research
Diversified Program
0.08 2,000k 1/1/1989
124 Global Advisory Partners Zurich LLC
International Algo Trading
0.10 50k 10/1/2009
123 Stenger Capital Management, LLC
Diversified Trading Program
0.13 200k 4/1/2010
122 Metolius Capital LLC
Metolius Diversified
0.14 100k 6/1/2010
121 Eckhardt Trading Company
Evolution Strategies
0.22 20,000k 8/1/1991
120 EMC Capital Advisors, LLC
EMC Alpha Program
0.33 5,000k 6/1/2013
119 Fenja Fund Multi Strategy Ltd.
Fenja Fund Multi Strategy Ltd.
0.34 50k 10/1/2010
118 Cambridge Capital Management UK LLP
CCM Program
0.35 2,000k 11/1/2012
117 Eckhardt Trading Company
Evolution Strategies 1.2X
0.41 10,000k 10/1/1991
116 OptHedge Advisors LLC
Diversified Options & Futures Program
0.45 250k 10/1/2008
115 Red Rock Capital, LLC
Systematic Global Macro
0.45 500k 9/1/2003
114 Auctos Capital Management
Auctos Global Diversified
0.46 3,000k 11/1/2007
113 1OAK Capital Limited
ACORN Commodity
0.47 5,000k 5/1/2012
112 Melissinos Trading
Eupatrid Program
0.49 50k 1/1/2011
111 Eagle Trading Systems Inc.
Eagle Quantitative Macro
0.50 10,000k 10/1/2006
110 Crabel Capital Management
WPD Crabel Futures Program
0.51 1,000k 7/1/2008
109 Conquest Capital Group
Conquest Select
0.64 250k 6/1/2004
108 Dominion Capital
Sapphire Program
0.64 3,000k 5/1/2005
107 Turning Wheel Capital, Inc.
Pure Alpha
0.67 10,000k 1/1/2012
106 Future Trade AG
Thales Swing Trading Programme
0.70 250k 6/1/2007
105 GT CAPITAL CTA
GT CAPITAL CTA
0.88 150k 6/1/2009
104 White Indian Trading Co.
STAIRS (Client)
0.90 250k 5/1/2009
103 FORT LP
Fort Global Diversified
1.00 2,000k 10/1/1993
102 Crabel Capital Management
Crabel Multi-Product
1.03 1,000k 3/1/1998
101 GIC Trading LLC
Global Diversified Trading Program
1.07 500k 11/1/1998
100 Garraway Capital Management LLP
Garraway Financial Trends
1.11 100k 9/1/2012
99 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.17 10,000k 8/1/2009
98 Mehnert Capital Management, LLC
DTP (Client)
1.22 1,000k 3/1/2012
97 Abraham Trading Company
Diversified Program
1.26 10,000k 1/1/1988
96 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.26 4,000k 11/1/2008
95 Amplitude Capital International Limited
Klassik Strategy
1.31 1,000k 9/1/2009
94 MERIT Alternative Investments GmbH
Futures Portfolio
1.35 2,000k 6/1/1998
93 FORT LP
Fort Global Contrarian
1.35 2,000k 10/1/2002
92 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.45 1k 10/1/2006
91 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.48 1,000k 5/1/2006
90 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.58 5,000k 6/1/2010
89 Wavefront Global Asset Management
IMFC Global Concentrated
1.61 500k 4/1/2009
88 Alee Capital Management, LLC
Poniente Program
1.61 2,500k 1/1/1999
87 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.64 10,000k 1/1/2007
86 Paradox Capital Management
Sentiment Program (1X)
1.66 1,000k 1/1/2013
85 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.69 10,000k 8/1/2007
84 ROW Asset Managment
Row Diversified Fund, L.P.
1.73 1,000k 11/1/2011
83 Superfund Group
Superfund Green L.P. Series A
1.75 5k 10/1/2002
82 Estlander & Partners
Freedom
1.81 20,000k 8/1/2010
81 Conquest Capital Group
Conquest Macro
1.82 250k 5/1/1999
80 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.82 100k 1/1/2005
79 Turning Wheel Capital, Inc.
Pure Alpha Aggressive
1.90 5,000k 1/1/2012
78 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.97 3,000k 5/1/2010
77 M.S. Capital Management
Global Diversified Program
2.07 2,000k 11/1/1998
76 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
2.21 1,500k 7/1/2005
75 Diversified Capital Management
Diversified Strategies Investment Fund
2.28 100k 11/1/2012
74 Superfund Group
Superfund Green Gold C (SPC)
2.32 100k 10/1/2005
73 Quality Capital Management
Global Diversified Programme
2.35 10,000k 12/1/1995
72 Intex Capital
Covered Options Program
2.46 50k 1/1/2012
71 Candriam Investor Group
Alternative Return Systemat
2.46 125k 1/1/2007
70 Eclipse Capital Management
Global Monetary
2.49 5,000k 8/1/1990
69 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
2.60 50k 7/1/2011
68 Endeavour Capital LLP
Endeavour Pembroke
2.63 2,000k 7/1/2007
67 Insignia Managed Capital
Medallion
2.66 50k 2/1/2009
66 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.85 10,000k 1/1/1991
65 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.86 1k 6/1/2009
64 Quality Capital Management
Alpha Financials Program
2.91 10,000k 6/1/2012
63 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.94 50k 10/1/2011
62 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
2.96 10k 7/1/2005
61 IDS Capital
IDS F&F Systematic Trading
3.01 50k 7/1/2013
60 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
3.09 50,000k 4/1/1983
59 Mondiale Asset Management
Mondiale Trading Program
3.22 0k 9/1/1997
58 John Locke Investments
Cyril Systematic Program
3.23 8,000k 7/1/2000
57 Estlander & Partners
Alpha Trend
3.33 30,000k 10/1/1991
56 Clarke Capital Management
Millennium
3.33 1,000k 1/1/1998
55 Adamah Capital LLC
Asset Allocator Program
3.50 50k 3/1/2011
54 Clarke Capital Management
Jupiter
3.68 3,000k 5/1/2005
53 Superfund Group
Superfund Green L.P. Series B
3.69 5k 10/1/2002
52 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
3.93 4,000k 2/1/2011
51 ALFAKRAFT
ALFA Commodity Fund
3.94 16k 6/1/2010
50 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.95 250k 5/1/2011
49 Chesapeake Capital
Diversified (LV)
4.00 100k 2/1/1988
48 White Indian Trading Co.
STAIRS - Futures Program (Client)
4.11 250k 10/1/2008
47 Hyman Beck and Company
Global Portfolio
4.30 1,000k 3/1/1991
46 Hawksbill Capital Management
Global Diversified
4.30 5,000k 11/1/1988
45 Tactical Investment Management
Tactical Institutional Commodity Program
4.38 10,000k 4/1/1993
44 Welton Investment Partners
Welton Global
4.39 10,000k 6/1/2004
43 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.56 250k 6/1/2001
42 EMC Capital Advisors, LLC
Classic
4.66 5,000k 1/1/1985
41 Dendrich Ltd
QEP
4.69 50k 12/1/2005
40 Mulvaney Capital Management
The Mulvaney Global Markets Fund
4.77 100k 5/1/1999
39 Millburn Corporation
Commodity Program
4.84 25,000k 3/1/2005
38 Witter & Lester, Inc.
Diversified Trading Program
4.89 100k 4/1/2013
37 NuWave Investment Management, LLC
Combined Futures Portfolio
4.89 5,000k 6/1/2001
36 Transtrend B.V.
DTP – Standard Risk (EUR)
4.90 10,000k 2/1/1999
35 Superfund Group
Superfund Green Q-AG
4.92 2k 3/1/1996
34 Superfund Group
Superfund Red EUR SICAV
5.16 10k 3/1/2013
33 Superfund Group
Superfund Red USD SICAV
5.21 10k 3/1/2013
32 Wimmer Horizon LLP
Managed Account
5.23 5,000k 5/1/2005
31 Wavefront Global Asset Management
IMFC Global Investment Program
5.30 2,000k 2/1/2007
30 Millburn Corporation
Diversified Program
5.43 20,000k 2/1/1977
29 Millburn Corporation
Multi-Markets Program
5.51 25,000k 10/1/2004
28 Keck Capital Management LLC
The Keck Program
5.65 2,000k 12/1/2003
27 Clarke Capital Management
Worldwide
5.86 250k 1/1/1996
26 Clarke Capital Management
Global Magnum
5.86 100k 8/1/1997
25 dormouse Limited
dormouse - Managed Account
5.86 10,000k 7/1/2011
24 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.98 1,000k 3/1/2003
23 Southwest Managed Investments, LLC
Global Diversified
5.99 200k 1/1/2002
22 Molinero Capital Management LLP
Global Markets Program
6.23 2,000k 7/1/2005
21 Deep Field Capital AG
SINGULARITY Fund
6.38 100k 9/1/2011
20 Drury Capital
Diversified Trend-Following Program
6.40 5,000k 5/1/1997
19 Sandpiper Asset Management
Sandpiper Global Macro Program
6.71 1,000k 8/1/2012
18 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
6.78 25k 1/1/2011
17 Angle Capital Management LLC
AIP Program
6.96 100k 1/1/2010
16 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
6.99 1,000k 10/1/1996
15 Abraham Investment Management
Formula 72 H
7.04 150k 8/1/2012
14 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.11 10,000k 8/1/2004
13 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.61 10,000k 8/1/1999
12 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.84 10,000k 1/1/1995
11 Dreiss Research Corporation
Diversified Program
8.04 1,000k 5/1/1991
10 ISAM
ISAM Systematic Trend Fund
8.80 1,000k 6/1/2001
9 Kelly Angle Inc.
Genesis Program
8.82 2,000k 4/1/2000
8 Acuity Investment Management, LLC
Diversified Futures Program
8.87 50k 8/1/2012
7 Estlander & Partners
Alpha Trend II - Class P
10.35 100k 12/1/2008
6 Superfund Group
Superfund Green Master
11.09 2,000k 5/1/2001
5 Purple Valley Capital, Inc.
Diversified Trend 1
13.30 100k 8/1/2008
4 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
14.24 100k 3/1/2003
3 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
15.15 100k 10/1/2009
2 DUNN Capital Management
D'Best Futures Fund, L.P.
15.93 100k 6/1/1994
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.60 100k 11/1/1984

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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