Diversified Trader Index For January 2017

Monthly Rankings

Rank CTA/Program Jan 2017 Min Inv Inception
105 Worldwide Capital Strategies
Profit Quest Macro World
-16.44 100k 1/1/2010
104 AG Capital Investments, LLC
Discretionary Global Macro Program
-16.09 200k 10/1/2014
103 Covenant Capital Management
Optimal Program
-13.56 10k 2/1/2014
102 Quantum Leap Capital Management
Managed Account Program
-12.33 300k 8/1/2006
101 Estlander & Partners
Alpha Trend II - Class P
-8.48 100k 12/1/2008
100 Angle Capital Management LLC
AIP Program
-7.76 100k 1/1/2010
99 Deep Field Capital AG
SINGULARITY Fund (2x)
-7.73 100k 8/1/2014
98 Conquest Capital Group
Conquest Macro
-6.76 250k 5/1/1999
97 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.27 20,000k 5/1/2013
96 Purple Valley Capital, Inc.
Diversified Trend 1
-6.14 100k 8/1/2008
95 Urban Tree Capital, LLC
UTC Plus (Client)
-5.77 100k 3/1/2013
94 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.30 250k 5/1/2011
93 Quantum Leap Capital Management
LV Program
-5.24 600k 11/1/2014
92 Sona Trading Strategies LLC.
Diversified Program
-4.78 1,000k 9/1/2006
91 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-4.71 1,000k 1/1/2013
90 Conquest Capital Group
Conquest Select
-4.70 250k 6/1/2004
89 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.37 1,000k 8/1/2012
88 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-4.36 50k 3/1/2015
87 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.35 100k 8/1/2009
86 Qbasis Invest
Qbasis i Trend Fund
-4.08 1k 1/1/2014
85 Candriam Investor Group
Alternative Return Systemat
-4.08 125k 1/1/2007
84 Deep Field Capital AG
SINGULARITY Fund
-3.91 100k 9/1/2011
83 ROW Asset Managment
Row Diversified Fund, L.P.
-3.89 1,000k 11/1/2011
82 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-3.85 1,000k 5/1/2014
81 Stable Asset Management LTD
Arctic Blue 3x Share Class
-3.81 100k 6/1/2014
80 Mehnert Capital Management, LLC
DTP (Client)
-3.80 1,000k 3/1/2012
79 Crabel Capital Management
Crabel Multi-Product
-3.80 1,000k 3/1/1998
78 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.58 1k 6/1/2009
77 Three Rock Capital Management
Global Macro Program
-3.57 1,000k 1/1/2009
76 QCM
Alpha Financials Program
-3.40 10,000k 6/1/2012
75 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-2.99 10,000k 10/1/1993
74 Estlander & Partners
Freedom
-2.84 20,000k 8/1/2010
73 Alee Capital Management, LLC
Poniente Program
-2.68 2,500k 1/1/1999
72 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.64 25,000k 1/1/2014
71 Trigon Investment Advisors, LLC
Discretionary Macro Program
-2.60 10,000k 8/1/2007
70 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.95 1k 10/1/2006
69 Prolific Capital Markets, LLC
Prolific Swiss System
-1.89 10,000k 1/1/2014
68 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-1.85 10,000k 10/1/2006
67 Melissinos Trading
Eupatrid Program
-1.79 50k 1/1/2011
66 FORT LP
Fort Global Diversified
-1.79 2,000k 10/1/1993
65 Whitman Asset Management
WAM Global Macro 2X Program
-1.67 2,500k 10/1/2014
64 Metolius Capital LLC
Metolius Diversified
-1.53 100k 6/1/2010
63 ISAM
ISAM Systematic Trend Fund
-1.38 1,000k 6/1/2001
62 Stable Asset Management LTD
Arctic Blue 1x Share Class
-1.38 100k 6/1/2014
61 Talenta Capital LLP
Diversified
-1.24 950k 6/1/2014
60 Kopis Capital Management, LLC
Commodity Long Only
-1.24 500k 1/1/2014
59 Whitman Asset Management
WAM Global Macro Program
-1.00 5,000k 10/1/2014
58 Eagle Trading Systems Inc.
Eagle Global Financials
-0.87 10,000k 1/1/1996
57 1OAK Capital Limited
ACORN Commodity
-0.86 5,000k 5/1/2012
56 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.77 200k 5/1/2014
55 Sophic Associates, LLC
Sophic Macro
-0.72 250k 1/1/2013
54 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.57 50k 7/1/2011
53 FORT LP
Fort Global Contrarian
-0.57 2,000k 10/1/2002
52 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.46 1,000k 3/1/2003
51 Millburn Corporation
Multi-Markets Program
-0.41 25,000k 10/1/2004
50 Glider Trading LLP
Glider Trading Strategy (Class C)
-0.37 500k 9/1/2013
49 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.34 3,000k 5/1/2010
48 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
47 DUNN Capital Management
DUNN WMA Institutional Program
-0.24 100k 10/1/2011
46 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.22 10,000k 8/1/2009
45 Garraway Capital Management LLP
Garraway Financial Trends
-0.20 100k 9/1/2012
44 Alee Capital Management, LLC
Mistral Program
-0.15 2,500k 1/1/1999
43 QTS Capital Management, LLC
QTS Partners, L.P.
-0.11 100k 1/1/2011
42 Dreiss Research Corporation
Diversified Program
-0.07 1,000k 5/1/1991
41 Bluegrass Capital Management
Cross Market Bias Model
-0.02 3,000k 7/1/2014
38 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.00 1/1/1989
39 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
40 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.00 200k 12/1/2013
37 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.12 2,000k 7/1/2013
36 Emil van Essen
Long-Short Commodity Program
0.21 1,000k 6/1/2013
35 Turning Wheel Capital, Inc.
Pure Alpha
0.52 10,000k 1/1/2012
34 Zoi Capital, LLC
Telio Program (Client)
0.61 200k 4/1/2010
33 Rosetta Capital Management
Macro Program
0.78 50k 1/1/2009
32 Aquantum
Aquantum Global Systematic Program (AGS)
0.84 5,000k 7/1/2013
31 Intex Capital
Covered Options Program
0.85 50k 1/1/2012
30 EMC Capital Advisors, LLC
EMC Alpha Program
0.86 5,000k 6/1/2013
29 Paradox Capital Management
Sentiment Program (1X)
0.88 1,000k 1/1/2013
28 Witter & Lester, Inc.
Diversified Trading Program
0.91 100k 4/1/2013
27 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.99 3,000k 5/1/2014
26 Commodities Analytics LLC
Daily Analytics
1.07 100k 1/1/2014
25 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.09 100k 4/1/2015
24 Non Correlated Capital
Positive Theta Program
1.14 250k 10/1/2007
23 Non Correlated Capital
Positive Theta Fund
1.14 50k 10/1/2007
22 Crabel Capital Management
WPD Crabel Futures Program
1.16 1,000k 7/1/2008
21 Salona Capital LLC
ACP2
1.21 25k 11/1/2014
20 Valia Capital Management
Global Tactical Program
1.24 200k 5/1/2014
19 Superfund Group
Superfund Red EUR SICAV
1.27 10k 3/1/2013
18 Crescendo Capital Management
Neutron Decay (Client)
1.31 50k 7/1/2012
17 Salona Capital LLC
ACP
1.47 100k 1/1/2015
16 Superfund Group
Superfund Red USD SICAV
1.51 10k 3/1/2013
15 Emil van Essen
Multi-Strategy Program
1.79 6,000k 5/1/2014
14 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.96 1,000k 3/1/2003
13 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.97 5,000k 6/1/2010
12 Millburn Corporation
Commodity Program
2.20 25,000k 3/1/2005
11 dormouse Limited
dormouse - Managed Account
2.53 10,000k 7/1/2011
10 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.93 5,000k 11/1/2012
9 Future Trade AG
Thales Swing Trading Programme
2.96 250k 6/1/2007
8 Emil van Essen
Spread Trading Program Limited
3.13 5,000k 7/1/2013
7 Independent View
IV Quantitative Futures Fund
3.46 100k 11/1/2012
6 Robust Methods LLC
Macro Managed Account
3.99 5,000k 1/1/2005
5 Linnis
Linnis ONE, LP
4.53 100k 8/1/2014
4 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
4.97 50k 10/1/2011
3 Vision Capital Management
Global Futures
5.47 500k 2/1/2012
2 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
6.90 500k 7/1/2013
1 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
11.43 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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