Diversified Trader Index For August 2015

Monthly Rankings

Rank CTA/Program Aug 2015 Min Inv Inception
205 Insignia Managed Capital
Medallion
-27.26 50k 2/1/2009
204 Rosetta Capital Management
Macro Program
-14.87 50k 1/1/2009
203 Insignia Managed Capital
Epoch3
-14.83 20k 7/1/2009
202 JKI-Futures, LLC
ETIRON Large 2x (Client)
-13.73 1,000k 8/1/2012
201 Superfund Group
Superfund Green Master
-13.49 2,000k 5/1/2001
200 Clarke Capital Management
Jupiter
-10.71 3,000k 5/1/2005
199 Global Advisory Partners Zurich LLC
International Algo Trading
-10.27 50k 10/1/2009
198 Superfund Group
Superfund Green Gold C (SPC)
-10.12 100k 10/1/2005
197 Dendrich Ltd
QEP
-9.88 50k 12/1/2005
196 Non Correlated Capital
Positive Theta Fund
-9.58 50k 10/1/2007
195 QCM
Global Diversified Programme
-9.30 500k 12/1/1995
194 Superfund Group
Superfund Green L.P. Series B
-9.25 5k 10/1/2002
193 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-9.23 100k 5/1/1999
192 QCM
Alpha Financials Program
-9.09 10,000k 6/1/2012
191 Non Correlated Capital
Positive Theta Program
-9.02 250k 10/1/2007
190 Quantica Capital AG
Quantica Managed Futures
-8.90 5,000k 1/1/2005
189 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-8.19 50k 7/1/2011
188 Welton Investment Partners
Welton Global
-7.19 10,000k 6/1/2004
187 Superfund Group
Superfund Green Q-AG
-6.92 2k 3/1/1996
186 Eclipse Capital Management
Global Monetary
-6.90 5,000k 8/1/1990
185 Superfund Group
Superfund Green Gold B (SPC)
-6.80 50k 10/1/2005
184 Superfund Group
Superfund Red USD SICAV
-6.78 10k 3/1/2013
183 Superfund Group
Superfund Red EUR SICAV
-6.75 10k 3/1/2013
182 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-6.69 1,000k 10/1/2006
181 Ancile Capital Management
Global Markets Program
-6.69 2,000k 4/1/2005
180 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-6.47 10,000k 8/1/2004
179 Melissinos Trading
Eupatrid Program
-6.39 50k 1/1/2011
178 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-6.30 50k 10/1/2010
177 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-6.26 10,000k 8/1/1999
176 Transtrend B.V.
DTP – Enhanced Risk (USD)
-6.25 10,000k 1/1/1995
175 Crabel Capital Management
WPD Crabel Futures Program
-6.23 1,000k 7/1/2008
174 Superfund Group
Superfund Green L.P. Series A
-6.07 5k 10/1/2002
173 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-5.86 1/1/1989
172 Vision Capital Management
Global Futures
-5.86 500k 2/1/2012
171 Southwest Managed Investments, LLC
Global Diversified
-5.62 200k 1/1/2002
170 Quantmetrics Capital Management LLP
Directional 10V Strategy
-5.59 10,000k 1/1/2007
169 AI1 CTA Euro Invest
AI1 CTA Euro Invest
-5.41 125k 5/1/2010
168 Crabel Capital Management
Crabel Multi-Product
-5.40 1,000k 3/1/1998
167 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.37 10,000k 10/1/1991
166 White River Group
Diversified Option Writing Strategy
-5.21 20k 11/1/2008
165 Manning & Napier
MN Xenon Futures Alpha Program
-5.16 7,500k 6/1/2013
164 Acuity Investment Management, LLC
Diversified Futures Program
-5.08 50k 8/1/2012
163 Manning & Napier
MN Xenon Managed Futures (2x) Program
-5.01 5,000k 6/1/2006
162 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-4.94 1,000k 5/1/2006
161 Rabar Market Research
Diversified Program
-4.80 2,000k 1/1/1989
160 Adamah Capital LLC
Asset Allocator Program
-4.70 50k 3/1/2011
159 Eckhardt Trading Company
Evolution Strategies
-4.69 20,000k 8/1/1991
158 Abraham Trading Company
Diversified Program
-4.66 10,000k 1/1/1988
157 Drury Capital
Diversified Trend-Following Program
-4.63 5,000k 5/1/1997
156 Red Oak Commodity Advisors
Investment Program
-4.62 5,000k 12/1/1989
155 IStar Capital B.V.
IStar Systematic Fund
-4.62 1,000k 9/1/2011
154 Transtrend B.V.
DTP – Standard Risk (EUR)
-4.47 10,000k 2/1/1999
153 FORT LP
Fort Global Contrarian
-4.43 2,000k 10/1/2002
152 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.41 10,000k 1/1/1991
151 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.39 100k 1/1/2005
150 OptHedge Advisors LLC
Diversified Options & Futures Program
-4.37 250k 10/1/2008
149 Red Rock Capital, LLC
Systematic Global Macro
-4.31 500k 9/1/2003
148 Briarwood Capital Management, Inc.
Diversified 2XL
-4.29 250k 11/1/2004
147 Dreiss Research Corporation
Diversified Program
-4.16 1,000k 5/1/1991
146 Intex Capital
Covered Options Program
-4.10 50k 1/1/2012
145 Turning Wheel Capital, Inc.
Pure Alpha Aggressive
-4.05 5,000k 1/1/2012
144 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.82 250k 5/1/2011
143 Aquantum
Aquantum Global Systematic UCITS Fund (I)
-3.80 500k 3/1/2013
142 Garraway Capital Management LLP
Garraway Financial Trends
-3.75 100k 9/1/2012
141 Auctos Capital Management
Auctos Global Diversified
-3.74 3,000k 11/1/2007
140 John Locke Investments
Cyril Systematic Program
-3.67 8,000k 7/1/2000
139 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-3.66 25k 1/1/2011
138 FORT LP
Fort Global Diversified
-3.63 2,000k 10/1/1993
137 Superfund Group
Superfund Green Gold A (SPC)
-3.61 5k 10/1/2005
136 Clarke Capital Management
FX Plus
-3.52 1,000k 5/1/2004
135 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.52 100k 6/1/1994
134 Saxon Investment Corporation
Aggressive Diversified Program
-3.50 2,000k 11/1/1993
133 Revolution Capital Management
Mosaic Institutional Program
-3.44 25,000k 9/1/2009
132 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.43 1,000k 3/1/1998
131 Aquantum
Aquantum Global Systematic Program (AGS)
-3.40 5,000k 7/1/2013
130 Covenant Capital Management
Aggressive Program
-3.38 3,000k 2/1/2004
129 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-3.28 1,000k 1/1/2013
128 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-3.20 5,000k 6/1/2010
127 Millburn Ridgefield Corporation
Diversified Program
-3.17 20,000k 2/1/1977
126 Hyman Beck and Company
Global Portfolio
-3.13 1,000k 3/1/1991
125 Millburn Ridgefield Corporation
Multi-Markets Program
-3.11 25,000k 10/1/2004
124 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-3.07 10,000k 8/1/2009
123 Covenant Capital Management
Original Program
-2.98 5,000k 9/1/1999
122 Chesapeake Capital
Diversified (LV)
-2.94 100k 2/1/1988
121 Clarke Capital Management
Millennium
-2.81 1,000k 1/1/1998
120 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-2.78 5,000k 12/1/2010
119 Qbasis Invest
Futures Fund B
-2.78 100k 3/1/2009
118 EMC Capital Advisors, LLC
EMC Alpha Program
-2.72 5,000k 6/1/2013
117 Clarke Capital Management
Global Basic
-2.68 50k 2/1/1996
116 Candriam Investor Group
Alternative Return Systemat
-2.68 125k 1/1/2007
115 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.66 100k 8/1/2009
114 EMC Capital Advisors, LLC
Classic
-2.65 5,000k 1/1/1985
113 Mark J. Walsh Company
Standard Program
-2.55 2,000k 9/1/1985
112 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.41 100k 11/1/1984
111 Qbasis Invest
Futures Fund A
-2.37 100k 4/1/2008
110 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-2.26 4,000k 2/1/2011
109 Eagle Trading Systems Inc.
Eagle Global Financials
-2.25 10,000k 1/1/1996
108 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-2.21 100k 3/1/2013
107 Gladius Asset Management
Fulham Program
-2.20 2,000k 1/1/2008
106 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.17 250k 6/1/2001
105 Revolution Capital Management
Alpha Program
-2.17 5,000k 6/1/2007
104 Alee Capital Management, LLC
Poniente Program
-2.16 2,500k 1/1/1999
103 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.14 1,500k 4/1/2006
102 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.11 5,000k 6/1/2001
101 Revolution Capital Management
Alpha Fund
-2.11 50k 1/1/2005
100 Estlander & Partners
Freedom
-2.05 20,000k 8/1/2010
99 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.99 1k 6/1/2009
98 Millburn Ridgefield Corporation
Commodity Program
-1.99 25,000k 3/1/2005
97 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.98 1,000k 3/1/2003
96 Glider Trading LLP
Glider Trading Strategy (Class C)
-1.98 500k 9/1/2013
95 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-1.96 1,500k 7/1/2005
94 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.80 50k 10/1/2011
93 Saxon Investment Corporation
Diversified Program
-1.73 3,000k 9/1/1988
92 Sona Trading Strategies LLC.
Diversified Program
-1.72 1,000k 9/1/2006
91 GIC Trading LLC
Global Diversified Trading Program
-1.60 500k 11/1/1998
90 ROW Asset Managment
Row Diversified Fund, L.P.
-1.60 1,000k 11/1/2011
89 M.S. Capital Management
Global Diversified Program
-1.52 2,000k 11/1/1998
88 Wavefront Global Asset Management
IMFC Global Concentrated
-1.46 500k 4/1/2009
87 Keck Capital Management LLC
The Keck Program
-1.45 2,000k 12/1/2003
86 Cambridge Capital Management UK LLP
CCM Program
-1.41 2,000k 11/1/2012
85 Turning Wheel Capital, Inc.
Pure Alpha
-1.39 10,000k 1/1/2012
84 ISAM
ISAM Systematic Trend Fund
-1.39 1,000k 6/1/2001
83 Clarke Capital Management
Global Magnum
-1.35 100k 8/1/1997
82 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.32 3,000k 7/1/2001
81 Somers Brothers Capital
Diversified Futures Program #1
-1.31 100k 1/1/2005
80 Estlander & Partners
Alpha Trend II - Class P
-1.26 100k 12/1/2008
79 IDS Capital
IDS F&F Systematic Trading
-1.12 50k 7/1/2013
78 White Indian Trading Co.
SCS Program (Client)
-1.11 250k 2/1/2011
77 1OAK Capital Limited
ACORN Commodity
-1.11 5,000k 5/1/2012
76 Typhon Capital Management, LLC
Metis Momentum Macro Program
-1.11 500k 4/1/2013
75 Endeavour Capital LLP
Endeavour Pembroke
-1.04 2,000k 7/1/2007
74 Parizek Capital
Futures Trading Program
-1.01 500k 4/1/2000
73 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.01 1k 10/1/2006
72 Angle Capital Management LLC
AIP Program
-0.97 100k 1/1/2010
71 Abraham Investment Management
Formula 72 H
-0.90 150k 8/1/2012
70 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.87 200k 11/1/1999
69 MERIT Alternative Investments GmbH
Futures Portfolio
-0.82 2,000k 6/1/1998
68 Purple Valley Capital, Inc.
Diversified Trend 1
-0.67 100k 8/1/2008
67 Witter & Lester, Inc.
Diversified Trading Program
-0.65 100k 4/1/2013
66 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.57 4,000k 11/1/2008
65 IKOS
IKOS Futures Fund
-0.55 1,000k 2/1/2010
64 Metolius Capital LLC
Metolius Diversified
-0.51 100k 6/1/2010
63 Molinero Capital Management LLP
Global Markets Program
-0.47 2,000k 7/1/2005
62 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.44 3,000k 5/1/2010
61 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.24 10,000k 8/1/2007
60 Mobius Asset Management
Custom Trading Program
-0.20 100k 1/1/2002
59 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.19 50,000k 4/1/1983
58 Clarke Capital Management
Worldwide
-0.05 250k 1/1/1996
57 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
56 Jaguar Investments Ltd
Vario Capital Strategy
0.02 1,000k 5/1/2016
55 John Locke Investments
JL Commodity Long Flat Program
0.11 5,000k 12/1/2007
54 Eagle Trading Systems Inc.
Eagle Quantitative Macro
0.11 10,000k 10/1/2006
53 Stenger Capital Management, LLC
Diversified Trading Program
0.11 200k 4/1/2010
52 Three Rock Capital Management
Global Macro Program
0.14 1,000k 1/1/2009
51 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.28 10,000k 3/1/2006
50 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
0.40 100k 7/1/2011
49 Sandpiper Asset Management
Sandpiper Global Macro Program
0.40 1,000k 8/1/2012
48 Romanesco Capital Management B.V
Persistence Program
0.41 5,000k 9/1/2005
47 Paradox Capital Management
Sentiment Program (1X)
0.45 1,000k 1/1/2013
46 Estlander & Partners
Alpha Trend
0.46 30,000k 10/1/1991
45 Robust Methods LLC
Macro Managed Account
0.77 5,000k 1/1/2005
44 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.84 1,000k 3/1/2003
43 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
0.86 1,000k 10/1/1996
42 Zoi Capital, LLC
Telio Program (Client)
0.97 200k 4/1/2010
41 Conquest Capital Group
Conquest Select
0.97 250k 6/1/2004
40 Wavefront Global Asset Management
IMFC Global Investment Program
1.06 2,000k 2/1/2007
39 Fenja Fund Multi Strategy Ltd.
Fenja Fund Multi Strategy Ltd.
1.15 50k 10/1/2010
38 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.27 2,000k 7/1/2013
37 Mondiale Asset Management
Mondiale Trading Program
1.32 0k 9/1/1997
36 Kelly Angle Inc.
Genesis Program
1.45 2,000k 4/1/2000
35 Mehnert Capital Management, LLC
DTP (Client)
1.48 1,000k 3/1/2012
34 Emil van Essen
Spread Trading Program
1.48 5,000k 12/1/2006
33 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
1.52 10k 7/1/2005
32 Deep Field Capital AG
SINGULARITY Fund
1.56 100k 9/1/2011
31 Futures Truth Company, FTC-CTA
MS4
1.59 250k 10/1/2007
30 Diversified Capital Management
Diversified Strategies Investment Fund
1.98 100k 11/1/2012
29 GT CAPITAL CTA
GT CAPITAL CTA
2.34 150k 6/1/2009
28 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.57 3,000k 10/1/1992
27 dormouse Limited
dormouse - Managed Account
2.62 10,000k 7/1/2011
26 Emil van Essen
Long-Short Commodity Program
2.80 1,000k 6/1/2013
25 Emil van Essen
EvE Systematic Global Opportunities
2.81 1,000k 9/1/2007
24 RAM Management Group
RAM MRTP 1X-Conservative
2.86 1,000k 9/1/1993
23 Vergho Asset Management LLC
Kinematics
2.97 1,000k 11/1/2008
22 Future Trade AG
Thales Swing Trading Programme
3.17 250k 6/1/2007
21 Quantitative Investment Management
Quantitative Global Program
3.17 20,000k 10/1/2003
20 Hawksbill Capital Management
Global Diversified
3.35 5,000k 11/1/1988
19 Amplitude Capital International Limited
Klassik Strategy
3.76 1,000k 9/1/2009
18 Urban Tree Capital, LLC
UTC Plus (Client)
3.82 100k 3/1/2013
17 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.87 2,000k 7/1/1992
16 Alee Capital Management, LLC
Mistral Program
4.08 2,500k 1/1/1999
15 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
4.45 100k 10/1/2009
14 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.59 100k 3/1/2003
13 Dominion Capital
Sapphire Program
4.98 3,000k 5/1/2005
12 HB Capital Management Inc.
Diversified Program
5.00 50k 3/1/2008
11 ALFAKRAFT
ALFA Commodity Fund
5.03 16k 6/1/2010
10 Wimmer Horizon LLP
Managed Account
5.16 5,000k 5/1/2005
9 Superfund Group
Superfund Blue SPC Class A (EUR)
5.59 50k 4/1/2005
8 Superfund Group
Superfund Blue SPC Class A (Gold)
6.52 50k 12/1/2007
7 W.G. Wealth Guardian Ltd.
SAFI2 Program
6.53 1,000k 9/1/1997
6 White Indian Trading Co.
STAIRS - Futures Program (Client)
6.93 250k 10/1/2008
5 Tactical Investment Management
Tactical Institutional Commodity Program
6.99 10,000k 4/1/1993
4 RAM Management Group
MRTP Aggressive
8.26 1,000k 2/1/1998
3 Claughton Capital
Institutional Program
10.94 1,000k 10/1/2005
2 Conquest Capital Group
Conquest Macro
17.82 250k 5/1/1999
1 White Indian Trading Co.
STAIRS (Client)
29.54 250k 5/1/2009

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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