Diversified Trader Index For December 2016

Monthly Rankings

Rank CTA/Program Dec 2016 Min Inv Inception
105 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-11.70 25k 1/1/2011
104 Dreiss Research Corporation
Diversified Program
-10.46 1,000k 5/1/1991
103 Rosetta Capital Management
Macro Program
-9.11 50k 1/1/2009
102 Future Trade AG
Thales Swing Trading Programme
-6.99 250k 6/1/2007
101 Vision Capital Management
Global Futures
-6.87 500k 2/1/2012
100 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-5.68 50k 10/1/2011
99 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-5.15 100k 8/1/2009
98 Millburn Corporation
Commodity Program
-4.01 25,000k 3/1/2005
97 Quantum Leap Capital Management
Managed Account Program
-3.52 300k 8/1/2006
96 Independent View
IV Quantitative Futures Fund
-3.06 100k 11/1/2012
95 dormouse Limited
dormouse - Managed Account
-2.94 10,000k 7/1/2011
94 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.50 500k 7/1/2013
93 Whitman Asset Management
WAM Global Macro 2X Program
-2.50 2,500k 10/1/2014
92 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.07 5,000k 6/1/2010
91 Purple Valley Capital, Inc.
Diversified Trend 1
-2.02 100k 8/1/2008
90 Melissinos Trading
Eupatrid Program
-1.96 50k 1/1/2011
89 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.83 1,000k 1/1/2013
88 Robust Methods LLC
Macro Managed Account
-1.66 5,000k 1/1/2005
87 Glider Trading LLP
Glider Trading Strategy (Class C)
-1.64 500k 9/1/2013
86 Valia Capital Management
Global Tactical Program
-1.59 200k 5/1/2014
85 ISAM
ISAM Systematic Trend Fund
-1.54 1,000k 6/1/2001
84 Whitman Asset Management
WAM Global Macro Program
-1.41 5,000k 10/1/2014
83 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.31 200k 5/1/2014
82 Paradox Capital Management
Sentiment Program (1X)
-1.23 1,000k 1/1/2013
81 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.19 20,000k 5/1/2013
80 Emil van Essen
Spread Trading Program Limited
-1.12 5,000k 7/1/2013
79 Superfund Group
Superfund Red EUR SICAV
-1.10 10k 3/1/2013
78 Superfund Group
Superfund Red USD SICAV
-1.03 10k 3/1/2013
77 Quantum Leap Capital Management
LV Program
-0.96 600k 11/1/2014
76 Emil van Essen
Multi-Strategy Program
-0.93 6,000k 5/1/2014
75 Emil van Essen
Long-Short Commodity Program
-0.89 1,000k 6/1/2013
74 AG Capital Investments, LLC
Discretionary Global Macro Program
-0.76 200k 10/1/2014
73 Three Rock Capital Management
Global Macro Program
-0.76 1,000k 1/1/2009
72 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.60 3,000k 5/1/2010
71 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.22 100k 3/1/2013
70 Alee Capital Management, LLC
Poniente Program
-0.20 2,500k 1/1/1999
69 Linnis
Linnis ONE, LP
-0.18 100k 8/1/2014
68 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-0.08 50k 3/1/2015
67 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
66 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.04 200k 12/1/2013
65 Sandpiper Asset Management
Sandpiper Global Macro Program
0.02 1,000k 8/1/2012
64 QTS Capital Management, LLC
QTS Partners, L.P.
0.09 100k 1/1/2011
63 Mehnert Capital Management, LLC
DTP (Client)
0.16 1,000k 3/1/2012
62 Turning Wheel Capital, Inc.
Pure Alpha
0.18 10,000k 1/1/2012
61 Salona Capital LLC
ACP2
0.20 25k 11/1/2014
60 Kopis Capital Management, LLC
Commodity Long Only
0.21 500k 1/1/2014
59 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.23 5,000k 11/1/2012
58 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.34 100k 4/1/2015
57 Salona Capital LLC
ACP
0.37 100k 1/1/2015
56 Crabel Capital Management
WPD Crabel Futures Program
0.40 1,000k 7/1/2008
55 Eagle Trading Systems Inc.
Eagle Global Financials
0.43 10,000k 1/1/1996
54 Witter & Lester, Inc.
Diversified Trading Program
0.43 100k 4/1/2013
53 Bluegrass Capital Management
Cross Market Bias Model
0.45 3,000k 7/1/2014
52 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
0.46 25,000k 1/1/2014
51 ROW Asset Managment
Row Diversified Fund, L.P.
0.48 1,000k 11/1/2011
50 Urban Tree Capital, LLC
UTC Plus (Client)
0.52 100k 3/1/2013
49 Stable Asset Management LTD
Arctic Blue 1x Share Class
0.53 100k 6/1/2014
48 Intex Capital
Covered Options Program
0.56 50k 1/1/2012
47 Deep Field Capital AG
SINGULARITY Fund
0.63 100k 9/1/2011
46 Commodities Analytics LLC
Daily Analytics
0.67 100k 1/1/2014
45 Alee Capital Management, LLC
Mistral Program
0.68 2,500k 1/1/1999
44 Worldwide Capital Strategies
Profit Quest Macro World
0.73 100k 1/1/2010
43 Angle Capital Management LLC
AIP Program
0.76 100k 1/1/2010
42 EMC Capital Advisors, LLC
EMC Alpha Program
0.80 5,000k 6/1/2013
41 1OAK Capital Limited
ACORN Commodity
0.86 5,000k 5/1/2012
40 Eagle Trading Systems Inc.
Eagle Quantitative Macro
0.93 10,000k 10/1/2006
39 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.96 1,000k 3/1/2003
38 Conquest Capital Group
Conquest Macro
1.05 250k 5/1/1999
37 FORT LP
Fort Global Contrarian
1.09 2,000k 10/1/2002
36 DUNN Capital Management
DUNN WMA Institutional Program
1.20 100k 10/1/2011
35 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.21 1/1/1989
34 Millburn Corporation
Multi-Markets Program
1.23 25,000k 10/1/2004
33 Candriam Investor Group
Alternative Return Systemat
1.30 125k 1/1/2007
32 Deep Field Capital AG
SINGULARITY Fund (2x)
1.35 100k 8/1/2014
31 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.35 10,000k 8/1/2007
30 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.36 3,000k 5/1/2014
29 Talenta Capital LLP
Diversified
1.37 950k 6/1/2014
28 Conquest Capital Group
Conquest Select
1.40 250k 6/1/2004
27 Non Correlated Capital
Positive Theta Program
1.46 250k 10/1/2007
26 Metolius Capital LLC
Metolius Diversified
1.49 100k 6/1/2010
25 Non Correlated Capital
Positive Theta Fund
1.56 50k 10/1/2007
24 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.56 10,000k 8/1/2009
23 FORT LP
Fort Global Diversified
1.74 2,000k 10/1/1993
22 Stable Asset Management LTD
Arctic Blue 3x Share Class
1.80 100k 6/1/2014
21 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.82 250k 5/1/2011
20 Crescendo Capital Management
Neutron Decay (Client)
1.93 50k 7/1/2012
19 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.96 1k 10/1/2006
18 Crabel Capital Management
Crabel Multi-Product
1.96 1,000k 3/1/1998
17 Quantica Capital AG
1X Quantica Managed Futures Fund
2.10 100k 1/1/2014
16 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
2.23 50k 7/1/2011
15 Sona Trading Strategies LLC.
Diversified Program
2.29 1,000k 9/1/2006
14 Estlander & Partners
Freedom
2.45 20,000k 8/1/2010
13 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.77 1,000k 5/1/2014
12 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.92 10,000k 10/1/1993
11 QCM
Alpha Financials Program
3.42 10,000k 6/1/2012
10 Garraway Capital Management LLP
Garraway Financial Trends
3.93 100k 9/1/2012
9 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.98 1k 6/1/2009
8 Estlander & Partners
Alpha Trend II - Class P
4.30 100k 12/1/2008
7 Aquantum
Aquantum Global Systematic Program (AGS)
4.69 5,000k 7/1/2013
6 Qbasis Invest
Qbasis i Trend Fund
4.78 1k 1/1/2014
5 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
5.00 2,000k 7/1/2013
4 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.72 1,000k 3/1/2003
3 Zoi Capital, LLC
Telio Program (Client)
5.94 200k 4/1/2010
2 Prolific Capital Markets, LLC
Prolific Swiss System
6.60 10,000k 1/1/2014
1 Covenant Capital Management
Optimal Program
14.42 10k 2/1/2014

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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