Diversified Trader Index For September 2016

Monthly Rankings

Rank CTA/Program Sep 2016 Min Inv Inception
109 AG Capital Investments, LLC
Discretionary Global Macro Program
-17.97 200k 10/1/2014
108 Purple Valley Capital, Inc.
Diversified Trend 1
-10.60 100k 8/1/2008
107 Quantum Leap Capital Management
Managed Account Program
-10.03 300k 8/1/2006
106 Estlander & Partners
Alpha Trend II - Class P
-9.65 100k 12/1/2008
105 Eagle Trading Systems Inc.
Eagle Global Financials
-9.46 10,000k 1/1/1996
104 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-7.85 25k 1/1/2011
103 Deep Field Capital AG
SINGULARITY Fund (2x)
-7.76 100k 8/1/2014
102 Prolific Capital Markets, LLC
Prolific Swiss System
-7.23 10,000k 1/1/2014
101 Worldwide Capital Strategies
Profit Quest Macro World
-6.71 100k 1/1/2010
100 Conquest Capital Group
Conquest Select
-5.71 250k 6/1/2004
99 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-5.49 10,000k 10/1/2006
98 Rosetta Capital Management
Macro Program
-5.32 50k 1/1/2009
97 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.12 20,000k 5/1/2013
96 Quantum Leap Capital Management
LV Program
-4.51 600k 11/1/2014
95 Deep Field Capital AG
SINGULARITY Fund
-3.92 100k 9/1/2011
94 Mehnert Capital Management, LLC
DTP (Client)
-3.81 1,000k 3/1/2012
93 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-3.76 50k 10/1/2011
92 Alee Capital Management, LLC
Poniente Program
-3.67 2,500k 1/1/1999
91 Worldwide Capital Strategies
Profit Quest Strategies
-3.56 200k 9/1/2013
90 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-3.41 1,500k 7/1/2014
89 Stable Asset Management LTD
Arctic Blue 3x Share Class
-3.34 100k 6/1/2014
88 Alee Capital Management, LLC
Mistral Program
-3.23 2,500k 1/1/1999
87 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.92 25,000k 1/1/2014
86 Three Rock Capital Management
Global Macro Program
-2.90 1,000k 1/1/2009
85 Candriam Investor Group
Alternative Return Systemat
-2.76 125k 1/1/2007
84 Angle Capital Management LLC
AIP Program
-2.74 100k 1/1/2010
83 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.68 5,000k 6/1/2010
82 Witter & Lester, Inc.
Diversified Trading Program
-2.49 100k 4/1/2013
81 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.44 1/1/1989
80 Sona Trading Strategies LLC.
Diversified Program
-2.29 1,000k 9/1/2006
79 Non Correlated Capital
Positive Theta Fund
-2.18 50k 10/1/2007
78 Conquest Capital Group
Conquest Macro
-2.07 250k 5/1/1999
77 Metolius Capital LLC
Metolius Diversified
-2.07 100k 6/1/2010
76 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.76 10,000k 8/1/2007
75 Qbasis Invest
Qbasis i Trend Fund
-1.56 1k 1/1/2014
74 Zoi Capital, LLC
Telio Program (Client)
-1.43 200k 4/1/2010
73 Millburn Corporation
Commodity Program
-1.36 25,000k 3/1/2005
72 Estlander & Partners
Freedom
-1.02 20,000k 8/1/2010
71 Non Correlated Capital
Positive Theta Program
-0.99 250k 10/1/2007
70 Stable Asset Management LTD
Arctic Blue 1x Share Class
-0.98 100k 6/1/2014
69 Crabel Capital Management
Crabel Multi-Product
-0.97 1,000k 3/1/1998
68 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.79 250k 5/1/2011
67 ISAM
ISAM Systematic Trend Fund
-0.74 1,000k 6/1/2001
66 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.62 200k 5/1/2014
65 Valia Capital Management
Global Tactical Program
-0.57 200k 5/1/2014
64 Glider Trading LLP
Glider Trading Strategy (Class C)
-0.44 500k 9/1/2013
63 Emil van Essen
Long-Short Commodity Program
-0.44 1,000k 6/1/2013
62 Salona Capital LLC
ACP2
-0.43 25k 11/1/2014
61 Salona Capital LLC
ACP
-0.41 100k 1/1/2015
60 Bluegrass Capital Management
Cross Market Bias Model
-0.41 3,000k 7/1/2014
59 ROW Asset Managment
Row Diversified Fund, L.P.
-0.38 1,000k 11/1/2011
58 Paradox Capital Management
Sentiment Program (1X)
-0.37 1,000k 1/1/2013
57 Talenta Capital LLP
Diversified
-0.34 950k 6/1/2014
56 Adamah Capital LLC
Asset Allocator Program
-0.30 50k 3/1/2011
55 Independent View
IV Quantitative Futures Fund
-0.27 100k 11/1/2012
54 Quality Capital Management
Alpha Financials Program
-0.18 10,000k 6/1/2012
53 Emil van Essen
Multi-Strategy Program
-0.17 6,000k 5/1/2014
52 Automaton Trading LLC
Diversified
-0.11 500k 7/1/2014
51 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
50 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.05 10,000k 8/1/2009
49 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
48 QTS Capital Management, LLC
QTS Partners, L.P.
0.01 100k 1/1/2011
47 FORT LP
Fort Global Diversified
0.01 2,000k 10/1/1993
46 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.02 200k 12/1/2013
45 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.04 1k 6/1/2009
44 Superfund Group
Superfund Red EUR SICAV
0.05 10k 3/1/2013
43 Availeth Capital
Optimum (Client)
0.08 100k 11/1/2014
42 Superfund Group
Superfund Red USD SICAV
0.10 10k 3/1/2013
41 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.13 1k 10/1/2006
40 EMC Capital Advisors, LLC
EMC Alpha Program
0.26 5,000k 6/1/2013
39 Stenger Capital Management, LLC
Diversified Trading Program
0.27 200k 4/1/2010
38 Turning Wheel Capital, Inc.
Pure Alpha
0.29 10,000k 1/1/2012
37 Linnis
Linnis ONE, LP
0.31 100k 8/1/2014
36 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.33 500k 4/1/2013
35 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.34 3,000k 5/1/2014
34 Quantica Capital AG
1X Quantica Managed Futures Fund
0.40 100k 1/1/2014
33 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.47 1,000k 3/1/2003
32 dormouse Limited
dormouse - Managed Account
0.48 10,000k 7/1/2011
31 Intex Capital
Covered Options Program
0.52 50k 1/1/2012
30 Sandpiper Asset Management
Sandpiper Global Macro Program
0.65 1,000k 8/1/2012
29 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.66 5,000k 11/1/2012
28 1OAK Capital Limited
ACORN Commodity
0.68 5,000k 5/1/2012
27 Bullet Hill Capital LLC
Ricochet
0.69 500k 6/1/2014
26 DUNN Capital Management
DUNN WMA Institutional Program
0.90 100k 10/1/2011
25 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.96 1,000k 5/1/2014
24 Piquant Technologies LLP
Pegasus Fund
1.01 1,000k 9/1/2013
23 Garraway Capital Management LLP
Garraway Financial Trends
1.09 100k 9/1/2012
22 Aquantum
Aquantum Global Systematic Program (AGS)
1.14 5,000k 7/1/2013
21 FORT LP
Fort Global Contrarian
1.20 2,000k 10/1/2002
20 Millburn Corporation
Multi-Markets Program
1.24 25,000k 10/1/2004
19 Whitman Asset Management
WAM Global Macro Program
1.31 5,000k 10/1/2014
18 Crabel Capital Management
WPD Crabel Futures Program
1.36 1,000k 7/1/2008
17 Crescendo Capital Management
Neutron Decay (Client)
1.46 50k 7/1/2012
16 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.47 2,000k 7/1/2013
15 Melissinos Trading
Eupatrid Program
1.56 50k 1/1/2011
14 Robust Methods LLC
Macro Managed Account
1.67 5,000k 1/1/2005
13 Whitman Asset Management
WAM Global Macro 2X Program
2.30 2,500k 10/1/2014
12 Kopis Capital Management, LLC
Commodity Long Only
2.85 500k 1/1/2014
11 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.03 1,000k 1/1/2013
10 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.26 1,000k 3/1/2003
9 Global Advisory Partners Zurich LLC
International Algo Trading
3.32 50k 10/1/2009
8 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.68 50k 7/1/2011
7 Urban Tree Capital, LLC
UTC Plus (Client)
3.88 100k 3/1/2013
6 Paskewitz Asset Management LLC
Multi-strategy Futures Program
3.98 3,000k 5/1/2010
5 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.17 100k 8/1/2009
4 Future Trade AG
Thales Swing Trading Programme
7.33 250k 6/1/2007
3 Vision Capital Management
Global Futures
8.32 500k 2/1/2012
2 Dreiss Research Corporation
Diversified Program
12.20 1,000k 5/1/1991
1 Covenant Capital Management
Optimal Program
15.85 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan