Diversified Trader Index For October 2017

Monthly Rankings

Rank CTA/Program Oct 2017 Min Inv Inception
97 Rosetta Capital Management
Macro Program
-10.04 50k 1/1/2009
96 Qbasis Invest
Qbasis i Trend Fund
-4.72 1k 1/1/2014
95 Qbasis Invest
Qbasis All Trends UCITS Fund
-4.45 100k 1/1/2016
94 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-3.53 500k 7/1/2013
93 Witter & Lester, Inc.
Diversified Trading Program
-2.53 100k 4/1/2013
92 Emil van Essen
EvE Systematic Commodity Opportunities
-2.42 500k 5/1/2016
91 dormouse Limited
dormouse - Managed Account
-2.11 10,000k 7/1/2011
90 Alee Capital Management, LLC
Poniente Program
-1.77 2,500k 1/1/1999
89 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.46 1,000k 1/1/2013
88 Alee Capital Management, LLC
Mistral Program
-1.28 2,500k 1/1/1999
87 Eamon Capital
Zephyr Program
-0.92 600k 1/1/2016
86 Emil van Essen
Long-Short Commodity Program
-0.86 1,000k 6/1/2013
85 Worldwide Capital Strategies
Profit Quest Macro World
-0.75 100k 1/1/2010
84 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.64 3,000k 5/1/2010
83 Tom Capital AG
Tom Capital Growth Fund
-0.60 5,000k 12/1/2015
82 Robust Methods LLC
Macro Managed Account
-0.54 5,000k 1/1/2005
81 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.52 250k 7/1/2015
80 Urban Tree Capital, LLC
UTC Plus (Client)
-0.51 100k 3/1/2013
79 Emil van Essen
Multi-Strategy Program
-0.48 6,000k 5/1/2014
78 Three Rock Capital Management
Global Macro Program
-0.43 1,000k 1/1/2009
77 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-0.39 750k 5/1/2015
76 Valia Capital Management
Global Tactical Program
-0.37 200k 5/1/2014
75 County Cork LLC
County Cork Macro Equity Hedge
-0.32 1,000k 2/1/2016
74 Eclipse Capital Management
Alpha Asia
-0.18 25,000k 1/1/2015
73 Bluegrass Capital Management
Cross Market Bias Model
-0.05 3,000k 7/1/2014
72 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
71 QTS Capital Management, LLC
QTS Partners, L.P.
0.05 100k 1/1/2011
70 Non Correlated Capital
Positive Theta Program
0.14 250k 10/1/2007
69 Crabel Capital Management
WPD Crabel Futures Program
0.41 1,000k 7/1/2008
68 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.43 10,000k 8/1/2007
67 Commodities Analytics LLC
Daily Analytics
0.43 100k 1/1/2014
66 Paradox Capital Management
Sentiment Program (1X)
0.48 1,000k 1/1/2013
65 Millburn Corporation
Commodity Program
0.54 25,000k 3/1/2005
64 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
0.58 20,000k 5/1/2013
63 Emil van Essen
Spread Trading Program Limited
0.63 5,000k 7/1/2013
62 Metolius Capital LLC
Metolius Diversified
0.66 100k 6/1/2010
61 Future Trade AG
Thales Swing Trading Programme
0.69 250k 6/1/2007
60 Automaton Trading LLC
Diversified
0.78 500k 7/1/2014
59 Emil van Essen
Long-Short Commodity Program - Accelerated
0.83 200k 5/1/2014
58 R Best LLC
World Select Program
1.03 2,000k 4/1/2016
57 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.05 10,000k 8/1/2009
56 FORT LP
Fort Global Diversified
1.12 2,000k 10/1/1993
55 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.32 5,000k 6/1/2010
54 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.38 2,000k 7/1/2013
53 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
1.70 50k 10/1/2011
52 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.81 100k 4/1/2015
51 Crabel Capital Management
Crabel Multi-Product
1.94 1,000k 3/1/1998
50 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
1.96 40k 6/1/2015
49 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
1.99 250k 2/1/2016
48 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.00 1,000k 3/1/2003
47 Independent View
IV Quantitative Futures Fund
2.02 100k 11/1/2012
46 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.06 1k 10/1/2006
45 Prolific Capital Markets, LLC
Prolific Swiss System
2.24 10,000k 1/1/2014
44 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.29 250k 5/1/2011
43 EMC Capital Advisors, LLC
EMC Alpha Program
2.33 5,000k 6/1/2013
42 Candriam Investor Group
Alternative Return Systemat
2.59 125k 1/1/2007
41 Linnis
Linnis ONE, LP
2.64 100k 8/1/2014
40 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.86 3,000k 9/1/2015
39 FORT LP
Fort Global Contrarian
3.02 2,000k 10/1/2002
38 FORT LP
Global Futures Program (formerly Global Diversified Classic)
3.13 10,000k 10/1/1993
37 Melissinos Trading
Eupatrid Program
3.17 50k 1/1/2011
36 Talenta Capital LLP
Diversified
3.46 950k 6/1/2014
35 Millburn Corporation
Multi-Markets Program
3.57 25,000k 10/1/2004
34 Conquest Capital Group
Conquest Select
3.69 250k 6/1/2004
33 Chesapeake Capital
Diversified Plus (HV)
3.70 100k 4/1/1994
32 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
3.78 25k 1/1/2011
31 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.89 1k 6/1/2009
30 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.09 5,000k 9/1/2009
29 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.12 1,000k 1/1/2013
28 ROW Asset Managment
Row Diversified Fund, L.P.
4.19 1,000k 11/1/2011
27 Angle Capital Management LLC
AIP Program
4.60 100k 1/1/2010
26 Quantica Capital AG
1X Quantica Managed Futures Fund
4.60 100k 1/1/2014
25 Silicon Valley Quantitative Advisors
UQP Large
4.82 500k 1/1/2009
24 Garraway Capital Management LLP
Garraway Financial Trends
4.94 100k 9/1/2012
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.10 1,000k 3/1/2003
22 EMC Capital Advisors, LLC
EMC Alpha Plus Program
5.24 3,000k 5/1/2014
21 Estlander & Partners
Freedom
5.51 20,000k 8/1/2010
20 AG Capital Investments, LLC
Discretionary Global Macro Program
5.84 200k 10/1/2014
19 Sandpiper Asset Management
Sandpiper Global Macro Program
5.94 1,000k 8/1/2012
18 Glider Trading LLP
Glider Trading Strategy (Class C)
6.48 500k 9/1/2013
17 Aquantum
Aquantum Global Systematic Program (AGS)
6.74 5,000k 7/1/2013
16 DUNN Capital Management
DUNN WMA Institutional Program
6.93 100k 10/1/2011
15 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
7.26 1,000k 5/1/2014
14 Superfund Group
Superfund Red EUR SICAV
7.31 10k 3/1/2013
13 Superfund Group
Superfund Red USD SICAV
7.37 10k 3/1/2013
12 Purple Valley Capital, Inc.
Diversified Trend 1
7.44 100k 8/1/2008
11 Aspect Capital
Aspect Diversified Fund - Class A (USD)
8.24 100k 12/1/1998
10 Glenhaven Capital LLC
Glenhaven Global II LP
8.45 25k 4/1/2012
9 Estlander & Partners
Alpha Trend II - Class P
9.14 100k 12/1/2008
8 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
9.32 10,000k 3/1/1998
7 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
9.36 1,000k 10/1/2006
6 ISAM
ISAM Systematic Trend Fund
9.53 1,000k 6/1/2001
5 Vivienne Investissement
MACH 3
11.03 100k 6/1/2015
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
13.12 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
13.72 1,500k 7/1/2011
2 Dreiss Research Corporation
Diversified Program
16.57 1,000k 5/1/1991
1 Covenant Capital Management
Optimal Program
44.92 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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