Diversified Trader Index For August 2016

Monthly Rankings

Rank CTA/Program Aug 2016 Min Inv Inception
108 Covenant Capital Management
Optimal Program
-35.66 10k 2/1/2014
107 Deep Field Capital AG
SINGULARITY Fund (2x)
-34.44 100k 8/1/2014
106 Deep Field Capital AG
SINGULARITY Fund
-17.28 100k 9/1/2011
105 Purple Valley Capital, Inc.
Diversified Trend 1
-12.34 100k 8/1/2008
104 Estlander & Partners
Alpha Trend II - Class P
-11.20 100k 12/1/2008
103 Global Advisory Partners Zurich LLC
International Algo Trading
-9.99 50k 10/1/2009
102 Stable Asset Management LTD
Arctic Blue 3x Share Class
-9.71 100k 6/1/2014
101 Qbasis Invest
Qbasis i Trend Fund
-9.32 1k 1/1/2014
100 Availeth Capital
Optimum (Client)
-8.31 100k 11/1/2014
99 Eagle Trading Systems Inc.
Eagle Global Financials
-8.28 10,000k 1/1/1996
98 AG Capital Investments, LLC
Discretionary Global Macro Program
-8.13 200k 10/1/2014
97 Conquest Capital Group
Conquest Macro
-7.86 250k 5/1/1999
96 Mehnert Capital Management, LLC
DTP (Client)
-7.23 1,000k 3/1/2012
95 Angle Capital Management LLC
AIP Program
-6.63 100k 1/1/2010
94 Future Trade AG
Thales Swing Trading Programme
-6.51 250k 6/1/2007
93 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.23 20,000k 5/1/2013
92 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-5.52 10,000k 10/1/2006
91 Dreiss Research Corporation
Diversified Program
-5.45 1,000k 5/1/1991
90 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.11 50k 7/1/2011
89 Robust Methods LLC
Macro Managed Account
-4.98 5,000k 1/1/2005
88 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.75 5,000k 11/1/2012
87 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-4.55 25,000k 1/1/2014
86 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.42 250k 5/1/2011
85 Estlander & Partners
Freedom
-4.32 20,000k 8/1/2010
84 Prolific Capital Markets, LLC
Prolific Swiss System
-4.31 10,000k 1/1/2014
83 Conquest Capital Group
Conquest Select
-4.27 250k 6/1/2004
82 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.25 100k 8/1/2009
81 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.15 1,000k 8/1/2012
80 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.09 1,000k 3/1/2003
79 Crabel Capital Management
Crabel Multi-Product
-3.95 1,000k 3/1/1998
78 Urban Tree Capital, LLC
UTC Plus (Client)
-3.95 100k 3/1/2013
77 Sona Trading Strategies LLC.
Diversified Program
-3.88 1,000k 9/1/2006
76 ISAM
ISAM Systematic Trend Fund
-3.81 1,000k 6/1/2001
75 Independent View
IV Quantitative Futures Fund
-3.69 100k 11/1/2012
74 Kopis Capital Management, LLC
Commodity Long Only
-3.66 500k 1/1/2014
73 Aquantum
Aquantum Global Systematic Program (AGS)
-3.60 5,000k 7/1/2013
72 Glider Trading LLP
Glider Trading Strategy (Class C)
-3.13 500k 9/1/2013
71 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-2.99 1,000k 1/1/2013
70 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-2.95 2,000k 7/1/2013
69 Zoi Capital, LLC
Telio Program (Client)
-2.92 200k 4/1/2010
68 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
67 Stable Asset Management LTD
Arctic Blue 1x Share Class
-2.74 100k 6/1/2014
66 FORT LP
Fort Global Diversified
-2.59 2,000k 10/1/1993
65 EMC Capital Advisors, LLC
EMC Alpha Program
-2.58 5,000k 6/1/2013
64 Rosetta Capital Management
Macro Program
-2.57 50k 1/1/2009
63 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.55 5,000k 6/1/2010
62 Alee Capital Management, LLC
Poniente Program
-2.52 2,500k 1/1/1999
61 Candriam Investor Group
Alternative Return Systemat
-2.51 125k 1/1/2007
60 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.50 3,000k 5/1/2014
59 Vision Capital Management
Global Futures
-2.02 500k 2/1/2012
58 Adamah Capital LLC
Asset Allocator Program
-2.00 50k 3/1/2011
57 Talenta Capital LLP
Diversified
-1.89 950k 6/1/2014
56 Garraway Capital Management LLP
Garraway Financial Trends
-1.80 100k 9/1/2012
55 Millburn Corporation
Commodity Program
-1.70 25,000k 3/1/2005
54 Metolius Capital LLC
Metolius Diversified
-1.53 100k 6/1/2010
53 DUNN Capital Management
DUNN WMA Institutional Program
-1.48 100k 10/1/2011
52 dormouse Limited
dormouse - Managed Account
-1.44 10,000k 7/1/2011
51 Quality Capital Management
Alpha Financials Program
-1.43 10,000k 6/1/2012
50 Millburn Corporation
Multi-Markets Program
-1.37 25,000k 10/1/2004
49 Alee Capital Management, LLC
Mistral Program
-0.96 2,500k 1/1/1999
48 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.89 1k 6/1/2009
47 FORT LP
Fort Global Contrarian
-0.87 2,000k 10/1/2002
46 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.84 10,000k 8/1/2009
45 Superfund Group
Superfund Red EUR SICAV
-0.80 10k 3/1/2013
44 Superfund Group
Superfund Red USD SICAV
-0.70 10k 3/1/2013
43 Melissinos Trading
Eupatrid Program
-0.70 50k 1/1/2011
42 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-0.68 1,500k 7/1/2014
41 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.67 1k 10/1/2006
40 ROW Asset Managment
Row Diversified Fund, L.P.
-0.60 1,000k 11/1/2011
39 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.57 1/1/1989
38 Piquant Technologies LLP
Pegasus Fund
-0.46 1,000k 9/1/2013
37 1OAK Capital Limited
ACORN Commodity
-0.41 5,000k 5/1/2012
36 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.33 1,000k 3/1/2003
35 Stenger Capital Management, LLC
Diversified Trading Program
-0.29 200k 4/1/2010
34 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.28 500k 4/1/2013
33 Three Rock Capital Management
Global Macro Program
-0.25 1,000k 1/1/2009
32 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.11 200k 12/1/2013
31 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.08 100k 3/1/2013
30 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
29 Bluegrass Capital Management
Cross Market Bias Model
-0.06 3,000k 7/1/2014
28 Automaton Trading LLC
Diversified
0.10 500k 7/1/2014
27 Emil van Essen
Multi-Strategy Program
0.14 6,000k 5/1/2014
26 Turning Wheel Capital, Inc.
Pure Alpha
0.17 10,000k 1/1/2012
25 Emil van Essen
Long-Short Commodity Program
0.19 1,000k 6/1/2013
24 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.27 3,000k 5/1/2010
23 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.55 10,000k 8/1/2007
22 Crabel Capital Management
WPD Crabel Futures Program
0.56 1,000k 7/1/2008
21 Salona Capital LLC
ACP2
0.58 25k 11/1/2014
20 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.63 1,000k 5/1/2014
19 Whitman Asset Management
WAM Global Macro Program
0.67 5,000k 10/1/2014
18 Quantum Leap Capital Management
LV Program
0.72 600k 11/1/2014
17 Salona Capital LLC
ACP
0.81 100k 1/1/2015
16 Quantum Leap Capital Management
Managed Account Program
0.89 300k 8/1/2006
15 Emil van Essen
Long-Short Commodity Program - Accelerated
1.06 200k 5/1/2014
14 Intex Capital
Covered Options Program
1.09 50k 1/1/2012
13 Worldwide Capital Strategies
Profit Quest Strategies
1.11 200k 9/1/2013
12 Valia Capital Management
Global Tactical Program
1.14 200k 5/1/2014
11 Non Correlated Capital
Positive Theta Program
1.20 250k 10/1/2007
10 Whitman Asset Management
WAM Global Macro 2X Program
1.37 2,500k 10/1/2014
9 Worldwide Capital Strategies
Profit Quest Macro World
1.43 100k 1/1/2010
8 Bullet Hill Capital LLC
Ricochet
1.48 500k 6/1/2014
7 Witter & Lester, Inc.
Diversified Trading Program
1.50 100k 4/1/2013
6 Non Correlated Capital
Positive Theta Fund
1.53 50k 10/1/2007
5 Paradox Capital Management
Sentiment Program (1X)
1.67 1,000k 1/1/2013
4 Linnis
Linnis ONE, LP
2.71 100k 8/1/2014
3 Crescendo Capital Management
Neutron Decay (Client)
3.89 50k 7/1/2012
2 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
5.33 50k 10/1/2011
1 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
9.50 25k 1/1/2011

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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