Diversified Trader Index For November 2017

Monthly Rankings

Rank CTA/Program Nov 2017 Min Inv Inception
97 Covenant Capital Management
Optimal Program
-14.23 10k 2/1/2014
96 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-9.49 25k 1/1/2011
95 Silicon Valley Quantitative Advisors
UQP Large
-8.55 500k 1/1/2009
94 Qbasis Invest
Qbasis i Trend Fund
-6.97 1k 1/1/2014
93 AG Capital Investments, LLC
Discretionary Global Macro Program
-6.81 200k 10/1/2014
92 Prolific Capital Markets, LLC
Prolific Swiss System
-6.55 10,000k 1/1/2014
91 Worldwide Capital Strategies
Profit Quest Macro World
-5.60 100k 1/1/2010
90 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-4.23 50k 10/1/2011
89 Candriam Investor Group
Alternative Return Systemat
-4.04 125k 1/1/2007
88 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.82 100k 1/1/2016
87 Emil van Essen
EvE Systematic Commodity Opportunities
-3.22 500k 5/1/2016
86 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-3.20 1,000k 5/1/2015
85 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.74 500k 9/1/2013
84 Three Rock Capital Management
Global Macro Program
-2.38 1,000k 1/1/2009
83 Estlander & Partners
Alpha Trend II - Class P
-2.22 100k 12/1/2008
82 Alee Capital Management, LLC
Poniente Program
-2.18 2,500k 1/1/1999
81 dormouse Limited
dormouse - Managed Account
-2.16 10,000k 7/1/2011
80 Dreiss Research Corporation
Diversified Program
-2.15 1,000k 5/1/1991
79 Glenhaven Capital LLC
Glenhaven Global II LP
-2.12 25k 4/1/2012
78 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.02 20,000k 5/1/2013
77 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.86 3,000k 5/1/2010
76 Conquest Capital Group
Conquest Select
-1.82 250k 6/1/2004
75 Crabel Capital Management
Crabel Multi-Product
-1.81 1,000k 3/1/1998
74 Emil van Essen
Long-Short Commodity Program
-1.77 1,000k 6/1/2013
73 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.73 1,000k 1/1/2013
72 Aquantum
Aquantum Global Systematic Program (AGS)
-1.71 5,000k 7/1/2013
71 Estlander & Partners
Freedom
-1.70 20,000k 8/1/2010
70 Emil van Essen
Multi-Strategy Program
-1.69 6,000k 5/1/2014
69 ISAM
ISAM Systematic Trend Fund
-1.64 1,000k 6/1/2001
68 Emil van Essen
Spread Trading Program Limited
-1.60 5,000k 7/1/2013
67 Eclipse Capital Management
Alpha Asia
-1.58 25,000k 1/1/2015
66 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.35 50k 7/1/2011
65 Linnis
Linnis ONE, LP
-1.17 100k 8/1/2014
64 Alee Capital Management, LLC
Mistral Program
-1.11 2,500k 1/1/1999
63 Millburn Corporation
Commodity Program
-1.08 25,000k 3/1/2005
62 Tomas Capital Pty Ltd
GCAF | USD
-1.06 1,500k 7/1/2011
61 Non Correlated Capital
Positive Theta Program
-1.04 250k 10/1/2007
60 R Best LLC
World Select Program
-1.01 2,000k 4/1/2016
59 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.95 2,000k 7/1/2013
58 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.95 5,000k 6/1/2010
57 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.77 3,000k 9/1/2015
56 Millburn Corporation
Multi-Markets Program
-0.70 25,000k 10/1/2004
55 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.68 1,000k 3/1/2003
54 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.66 10,000k 10/1/1993
53 Robust Methods LLC
Macro Managed Account
-0.60 5,000k 1/1/2005
52 QTS Capital Management, LLC
QTS Partners, L.P.
-0.56 100k 1/1/2011
51 Paradox Capital Management
Sentiment Program (1X)
-0.51 1,000k 1/1/2013
50 Eamon Capital
Zephyr Program
-0.41 600k 1/1/2016
49 Tom Capital AG
Tom Capital Growth Fund
-0.40 5,000k 12/1/2015
48 Crabel Capital Management
WPD Crabel Futures Program
-0.36 1,000k 7/1/2008
47 FORT LP
Fort Global Contrarian
-0.30 2,000k 10/1/2002
46 Melissinos Trading
Eupatrid Program
-0.21 50k 1/1/2011
45 Bluegrass Capital Management
Cross Market Bias Model
-0.10 3,000k 7/1/2014
44 Superfund Group
Superfund Red EUR SICAV
-0.10 10k 3/1/2013
43 Rosetta Capital Management
Macro Program
-0.03 50k 1/1/2009
42 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.03 10,000k 8/1/2009
41 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
40 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.01 1,000k 5/1/2014
39 Metolius Capital LLC
Metolius Diversified
0.13 100k 6/1/2010
38 Valia Capital Management
Global Tactical Program
0.17 200k 5/1/2014
37 Superfund Group
Superfund Red USD SICAV
0.24 10k 3/1/2013
36 Commodities Analytics LLC
Daily Analytics
0.32 100k 1/1/2014
35 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.36 100k 4/1/2015
34 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.41 1k 10/1/2006
33 Sandpiper Asset Management
Sandpiper Global Macro Program
0.45 1,000k 8/1/2012
32 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.45 1,000k 10/1/2006
31 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.47 10,000k 8/1/2007
30 County Cork LLC
County Cork Macro Equity Hedge
0.48 1,000k 2/1/2016
29 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.52 10,000k 3/1/1998
28 Angle Capital Management LLC
AIP Program
0.53 100k 1/1/2010
27 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.59 250k 5/1/2011
26 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.62 40k 6/1/2015
25 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.68 250k 7/1/2015
24 Garraway Capital Management LLP
Garraway Financial Trends
0.72 100k 9/1/2012
23 Independent View
IV Quantitative Futures Fund
0.76 100k 11/1/2012
22 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.80 1,000k 1/1/2013
21 Automaton Trading LLC
Diversified
0.87 500k 7/1/2014
20 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.88 1k 6/1/2009
19 Witter & Lester, Inc.
Diversified Trading Program
0.99 100k 4/1/2013
18 Talenta Capital LLP
Diversified
1.07 950k 6/1/2014
17 Urban Tree Capital, LLC
UTC Plus (Client)
1.17 100k 3/1/2013
16 Future Trade AG
Thales Swing Trading Programme
1.21 250k 6/1/2007
15 ROW Asset Managment
Row Diversified Fund, L.P.
1.29 1,000k 11/1/2011
14 Aspect Capital
Aspect Diversified Fund - Class A (USD)
1.40 100k 12/1/1998
13 Emil van Essen
Long-Short Commodity Program - Accelerated
1.42 200k 5/1/2014
12 FORT LP
Fort Global Diversified
1.47 2,000k 10/1/1993
11 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.65 1,000k 3/1/2003
10 EMC Capital Advisors, LLC
EMC Alpha Program
1.74 5,000k 6/1/2013
9 Quantica Capital AG
1X Quantica Managed Futures Fund
1.80 100k 1/1/2014
8 DUNN Capital Management
DUNN WMA Institutional Program
1.81 100k 10/1/2011
7 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.97 3,000k 5/1/2014
6 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.87 5,000k 9/1/2009
5 Vivienne Investissement
MACH 3
3.16 100k 6/1/2015
4 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
3.38 500k 7/1/2013
3 Chesapeake Capital
Diversified Plus (HV)
3.42 100k 4/1/1994
2 Purple Valley Capital, Inc.
Diversified Trend 1
3.96 100k 8/1/2008
1 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
3.97 250k 2/1/2016

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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