Diversified Trader Index For December 2017

Monthly Rankings

Rank CTA/Program Dec 2017 Min Inv Inception
99 Covenant Capital Management
Optimal Program
-9.66 10k 2/1/2014
98 Future Trade AG
Thales Swing Trading Programme
-5.15 250k 6/1/2007
97 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-4.60 25k 1/1/2011
96 dormouse Limited
dormouse - Managed Account
-3.58 10,000k 7/1/2011
95 Silicon Valley Quantitative Advisors
UQP Large
-2.96 500k 1/1/2009
94 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.96 5,000k 9/1/2009
93 Aquantum
Aquantum Global Systematic Program (AGS)
-2.77 5,000k 7/1/2013
92 Angle Capital Management LLC
AIP Program
-2.60 100k 1/1/2010
91 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.25 50k 10/1/2011
90 Garraway Capital Management LLP
Garraway Financial Trends
-2.20 100k 9/1/2012
89 Vivienne Investissement
MACH 3
-2.07 100k 6/1/2015
88 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.04 1k 6/1/2009
87 Eclipse Capital Management
Alpha Asia
-1.77 25,000k 1/1/2015
86 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.57 1,000k 8/1/2012
85 Estlander & Partners
Freedom
-1.33 20,000k 8/1/2010
84 Conquest Capital Group
Conquest Select
-1.29 250k 6/1/2004
83 Three Rock Capital Management
Global Macro Program
-1.18 1,000k 1/1/2009
82 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.14 1k 10/1/2006
81 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.07 250k 5/1/2011
80 Worldwide Capital Strategies
Profit Quest Macro World
-0.99 100k 1/1/2010
79 Independent View
IV Quantitative Futures Fund
-0.98 100k 11/1/2012
78 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.87 10,000k 3/1/1998
77 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.80 20,000k 5/1/2013
76 Paradox Capital Management
Sentiment Program (1X)
-0.76 1,000k 1/1/2013
75 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.70 1,000k 10/1/2006
74 QTS Capital Management, LLC
QTS Partners, L.P.
-0.64 100k 1/1/2011
73 Non Correlated Capital
Positive Theta Program
-0.55 250k 10/1/2007
72 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.54 1,000k 1/1/2013
71 Alee Capital Management, LLC
Poniente Program
-0.48 2,500k 1/1/1999
70 Millburn Corporation
Multi-Markets Program
-0.40 25,000k 10/1/2004
69 Emil van Essen
EvE Systematic Commodity Opportunities
-0.34 500k 5/1/2016
68 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.27 10,000k 8/1/2009
67 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
66 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.16 200k 5/1/2014
65 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-0.03 200k 2/1/2016
64 Valia Capital Management
Global Tactical Program
-0.03 200k 5/1/2014
63 Superfund Group
Superfund Red EUR SICAV
-0.02 10k 3/1/2013
62 Superfund Group
Superfund Red USD SICAV
-0.01 10k 3/1/2013
60 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
61 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
59 Crabel Capital Management
WPD Crabel Futures Program
0.04 1,000k 7/1/2008
58 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.09 3,000k 5/1/2010
57 Emil van Essen
Spread Trading Program Limited
0.14 5,000k 7/1/2013
56 Purple Valley Capital, Inc.
Diversified Trend 1
0.25 100k 8/1/2008
55 Bluegrass Capital Management
Cross Market Bias Model
0.30 3,000k 7/1/2014
54 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.32 100k 12/1/1998
53 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.35 250k 7/1/2015
52 Glenhaven Capital LLC
Glenhaven Global II LP
0.38 25k 4/1/2012
51 FORT LP
Fort Global Diversified
0.41 2,000k 10/1/1993
50 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.43 3,000k 8/1/2011
49 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.43 1,000k 3/1/2003
48 Commodities Analytics LLC
Daily Analytics
0.44 100k 1/1/2014
47 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.50 100k 4/1/2015
46 Crabel Capital Management
Crabel Multi-Product
0.52 1,000k 3/1/1998
45 Alee Capital Management, LLC
Mistral Program
0.53 2,500k 1/1/1999
44 Talenta Capital LLP
Diversified
0.54 950k 6/1/2014
43 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.54 750k 5/1/2015
42 Linnis
Linnis ONE, LP
0.58 100k 8/1/2014
41 County Cork LLC
County Cork Macro Equity Hedge
0.65 1,000k 2/1/2016
40 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.72 10,000k 8/1/2007
39 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.76 10,000k 10/1/1993
38 R Best LLC
World Select Program
0.83 2,000k 4/1/2016
37 Witter & Lester, Inc.
Diversified Trading Program
0.86 100k 4/1/2013
36 Robust Methods LLC
Macro Managed Account
0.93 5,000k 1/1/2005
35 Quantica Capital AG
1X Quantica Managed Futures Fund
1.00 100k 1/1/2014
34 FORT LP
Fort Global Contrarian
1.04 2,000k 10/1/2002
33 Metolius Capital LLC
Metolius Diversified
1.14 100k 6/1/2010
32 Automaton Trading LLC
Diversified
1.28 500k 7/1/2014
31 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.39 2,000k 7/1/2013
30 ROW Asset Managment
Row Diversified Fund, L.P.
1.47 1,000k 11/1/2011
29 Urban Tree Capital, LLC
UTC Plus (Client)
1.51 100k 3/1/2013
28 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.68 50k 7/1/2011
27 EMC Capital Advisors, LLC
EMC Alpha Program
1.77 5,000k 6/1/2013
26 Tomas Capital Pty Ltd
GCAF | USD
1.80 1,500k 7/1/2011
25 Emil van Essen
Multi-Strategy Program
1.84 6,000k 5/1/2014
24 NuWave Investment Management, LLC
NuWave Matrix Portfolio
1.84 3,000k 9/1/2015
23 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.89 1,000k 5/1/2014
22 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.93 3,000k 5/1/2014
21 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.97 1,000k 1/1/2013
20 AG Capital Investments, LLC
Discretionary Global Macro Program
2.16 200k 10/1/2014
19 Prolific Capital Markets, LLC
Prolific Swiss System
2.18 10,000k 1/1/2014
18 ISAM
ISAM Systematic Trend Fund
2.28 1,000k 6/1/2001
17 Melissinos Trading
Eupatrid Program
2.41 50k 1/1/2011
16 Glider Trading LLP
Glider Trading Strategy (Class C)
2.46 500k 9/1/2013
15 DUNN Capital Management
DUNN WMA Institutional Program
2.66 100k 10/1/2011
14 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.92 5,000k 6/1/2010
13 Emil van Essen
Long-Short Commodity Program
3.04 1,000k 6/1/2013
12 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.16 40k 6/1/2015
11 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.34 1,000k 3/1/2003
10 Qbasis Invest
Qbasis All Trends UCITS Fund
3.50 100k 1/1/2016
9 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
3.63 500k 7/1/2013
8 Qbasis Invest
Qbasis i Trend Fund
4.84 1k 1/1/2014
7 Candriam Investor Group
Alternative Return Systemat
4.89 125k 1/1/2007
6 Eamon Capital
Zephyr Program
5.11 600k 1/1/2016
5 Chesapeake Capital
Diversified Plus (HV)
5.36 100k 4/1/1994
4 Millburn Corporation
Commodity Program
5.45 25,000k 3/1/2005
3 Rosetta Capital Management
Macro Program
6.34 50k 1/1/2009
2 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
6.74 250k 2/1/2016
1 Dreiss Research Corporation
Diversified Program
7.90 1,000k 5/1/1991

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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