Diversified Trader Index For October 2016

Monthly Rankings

Rank CTA/Program Oct 2016 Min Inv Inception
112 Stable Asset Management LTD
Arctic Blue 3x Share Class
-14.36 100k 6/1/2014
111 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-11.42 1,500k 7/1/2014
110 Angle Capital Management LLC
AIP Program
-10.60 100k 1/1/2010
109 Estlander & Partners
Alpha Trend II - Class P
-9.52 100k 12/1/2008
108 Deep Field Capital AG
SINGULARITY Fund (2x)
-8.70 100k 8/1/2014
107 Eagle Trading Systems Inc.
Eagle Global Financials
-7.03 10,000k 1/1/1996
106 DUNN Capital Management
DUNN WMA Institutional Program
-6.48 100k 10/1/2011
105 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-6.46 1,500k 7/1/2005
104 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-6.44 10,000k 10/1/1993
103 Piquant Technologies LLP
Pegasus Fund
-5.88 1,000k 9/1/2013
102 Rosetta Capital Management
Macro Program
-5.72 50k 1/1/2009
101 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-5.60 1,000k 1/1/2013
100 FORT LP
Fort Global Diversified
-5.60 2,000k 10/1/1993
99 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-5.45 3,000k 5/1/2014
98 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.40 1k 6/1/2009
97 Candriam Investor Group
Alternative Return Systemat
-5.32 125k 1/1/2007
96 Robust Methods LLC
Macro Managed Account
-5.29 5,000k 1/1/2005
95 Quality Capital Management
Alpha Financials Program
-5.22 10,000k 6/1/2012
94 Stable Asset Management LTD
Arctic Blue 1x Share Class
-4.88 100k 6/1/2014
93 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.75 250k 5/1/2011
92 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-4.69 1,000k 5/1/2014
91 ISAM
ISAM Systematic Trend Fund
-4.49 1,000k 6/1/2001
90 Future Trade AG
Thales Swing Trading Programme
-4.44 250k 6/1/2007
89 Deep Field Capital AG
SINGULARITY Fund
-4.39 100k 9/1/2011
88 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.29 50k 7/1/2011
87 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.26 100k 8/1/2009
86 Glider Trading LLP
Glider Trading Strategy (Class C)
-4.18 500k 9/1/2013
85 Dreiss Research Corporation
Diversified Program
-4.09 1,000k 5/1/1991
84 EMC Capital Advisors, LLC
EMC Alpha Program
-3.83 5,000k 6/1/2013
83 Crabel Capital Management
WPD Crabel Futures Program
-3.62 1,000k 7/1/2008
82 Aquantum
Aquantum Global Systematic Program (AGS)
-3.49 5,000k 7/1/2013
81 FORT LP
Fort Global Contrarian
-3.42 2,000k 10/1/2002
80 Adamah Capital LLC
Asset Allocator Program
-3.40 50k 3/1/2011
79 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-3.38 2,000k 7/1/2013
78 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.20 100k 1/1/2014
77 Witter & Lester, Inc.
Diversified Trading Program
-3.19 100k 4/1/2013
76 Linnis
Linnis ONE, LP
-3.14 100k 8/1/2014
75 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-3.10 10,000k 10/1/2006
74 Estlander & Partners
Freedom
-3.08 20,000k 8/1/2010
73 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.95 1,000k 3/1/2003
72 Garraway Capital Management LLP
Garraway Financial Trends
-2.95 100k 9/1/2012
71 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.93 1k 10/1/2006
70 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.87 1,000k 3/1/2003
69 Quantum Leap Capital Management
Managed Account Program
-2.86 300k 8/1/2006
68 Superfund Group
Superfund Red EUR SICAV
-2.84 10k 3/1/2013
67 Millburn Corporation
Multi-Markets Program
-2.79 25,000k 10/1/2004
66 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.73 5,000k 6/1/2010
65 Superfund Group
Superfund Red USD SICAV
-2.72 10k 3/1/2013
64 Talenta Capital LLP
Diversified
-2.71 950k 6/1/2014
63 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.71 10,000k 8/1/2009
62 Crabel Capital Management
Crabel Multi-Product
-2.70 1,000k 3/1/1998
61 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.62 25,000k 1/1/2014
60 Independent View
IV Quantitative Futures Fund
-2.55 100k 11/1/2012
59 ROW Asset Managment
Row Diversified Fund, L.P.
-2.43 1,000k 11/1/2011
58 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.20 20,000k 5/1/2013
57 Melissinos Trading
Eupatrid Program
-2.05 50k 1/1/2011
56 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.04 3,000k 5/1/2010
55 Zoi Capital, LLC
Telio Program (Client)
-1.99 200k 4/1/2010
54 Covenant Capital Management
Optimal Program
-1.79 10k 2/1/2014
53 Automaton Trading LLC
Diversified
-1.74 500k 7/1/2014
52 Alee Capital Management, LLC
Mistral Program
-1.71 2,500k 1/1/1999
51 Prolific Capital Markets, LLC
Prolific Swiss System
-1.68 10,000k 1/1/2014
50 Alee Capital Management, LLC
Poniente Program
-1.28 2,500k 1/1/1999
49 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.10 1/1/1989
48 Conquest Capital Group
Conquest Macro
-1.09 250k 5/1/1999
47 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.05 5,000k 11/1/2012
46 Turning Wheel Capital, Inc.
Pure Alpha
-0.95 10,000k 1/1/2012
45 Quantum Leap Capital Management
LV Program
-0.94 600k 11/1/2014
44 Global Advisory Partners Zurich LLC
International Algo Trading
-0.56 50k 10/1/2009
43 QTS Capital Management, LLC
QTS Partners, L.P.
-0.50 100k 1/1/2011
42 Metolius Capital LLC
Metolius Diversified
-0.44 100k 6/1/2010
41 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.40 1,000k 8/1/2012
40 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.35 500k 4/1/2013
39 Stenger Capital Management, LLC
Diversified Trading Program
-0.27 200k 4/1/2010
38 Whitman Asset Management
WAM Global Macro Program
-0.17 5,000k 10/1/2014
37 Qbasis Invest
Qbasis i Trend Fund
-0.13 1k 1/1/2014
36 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
35 Whitman Asset Management
WAM Global Macro 2X Program
-0.03 2,500k 10/1/2014
34 Sona Trading Strategies LLC.
Diversified Program
-0.02 1,000k 9/1/2006
33 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
32 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.00 200k 12/1/2013
31 Bluegrass Capital Management
Cross Market Bias Model
0.17 3,000k 7/1/2014
30 Global Vista Advisors, LLC
Global Vista Options ("GVO")
0.26 50k 10/1/2010
29 Salona Capital LLC
ACP2
0.30 25k 11/1/2014
28 Emil van Essen
Long-Short Commodity Program
0.34 1,000k 6/1/2013
27 Paradox Capital Management
Sentiment Program (1X)
0.34 1,000k 1/1/2013
26 Intex Capital
Covered Options Program
0.45 50k 1/1/2012
25 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.46 10,000k 8/1/2007
24 Salona Capital LLC
ACP
0.50 100k 1/1/2015
23 Bullet Hill Capital LLC
Ricochet
0.66 500k 6/1/2014
22 Emil van Essen
Multi-Strategy Program
0.76 6,000k 5/1/2014
21 Conquest Capital Group
Conquest Select
0.90 250k 6/1/2004
20 dormouse Limited
dormouse - Managed Account
0.99 10,000k 7/1/2011
19 Purple Valley Capital, Inc.
Diversified Trend 1
1.06 100k 8/1/2008
18 Non Correlated Capital
Positive Theta Program
1.06 250k 10/1/2007
17 Kopis Capital Management, LLC
Commodity Long Only
1.18 500k 1/1/2014
16 Vision Capital Management
Global Futures
1.21 500k 2/1/2012
15 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
14 Diversified Capital Management
Diversified Strategies Investment Fund
1.40 100k 11/1/2012
13 Worldwide Capital Strategies
Profit Quest Strategies
1.78 200k 9/1/2013
12 Valia Capital Management
Global Tactical Program
1.92 200k 5/1/2014
11 Eagle Trading Systems Inc.
Eagle Frequency Domain System
1.96 25,000k 6/1/2012
10 Non Correlated Capital
Positive Theta Fund
1.98 50k 10/1/2007
9 Emil van Essen
Long-Short Commodity Program - Accelerated
2.23 200k 5/1/2014
8 Urban Tree Capital, LLC
UTC Plus (Client)
2.27 100k 3/1/2013
7 Crescendo Capital Management
Neutron Decay (Client)
2.69 50k 7/1/2012
6 Mehnert Capital Management, LLC
DTP (Client)
2.99 1,000k 3/1/2012
5 Three Rock Capital Management
Global Macro Program
3.32 1,000k 1/1/2009
4 Worldwide Capital Strategies
Profit Quest Macro World
3.68 100k 1/1/2010
3 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
7.32 50k 10/1/2011
2 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
15.69 25k 1/1/2011
1 AG Capital Investments, LLC
Discretionary Global Macro Program
25.84 200k 10/1/2014

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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