Diversified Trader Index For February 2017

Monthly Rankings

Rank CTA/Program Feb 2017 Min Inv Inception
107 Quantum Leap Capital Management
Managed Account Program
-6.42 300k 8/1/2006
106 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-6.34 50k 3/1/2015
105 Dreiss Research Corporation
Diversified Program
-5.82 1,000k 5/1/1991
104 Mehnert Capital Management, LLC
DTP (Client)
-5.80 1,000k 3/1/2012
103 Qbasis Invest
Qbasis i Trend Fund
-5.28 1k 1/1/2014
102 Urban Tree Capital, LLC
UTC Plus (Client)
-5.17 100k 3/1/2013
101 Worldwide Capital Strategies
Profit Quest Macro World
-4.44 100k 1/1/2010
100 Estlander & Partners
Alpha Trend II - Class P
-4.18 100k 12/1/2008
99 dormouse Limited
dormouse - Managed Account
-4.14 10,000k 7/1/2011
98 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-3.76 2,000k 7/1/2013
97 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.62 20,000k 5/1/2013
96 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-3.61 1,000k 1/1/2013
95 Crabel Capital Management
WPD Crabel Futures Program
-3.56 1,000k 7/1/2008
94 Future Trade AG
Thales Swing Trading Programme
-3.53 250k 6/1/2007
93 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-2.66 25k 1/1/2011
92 Turning Wheel Capital, Inc.
Pure Alpha
-2.62 10,000k 1/1/2012
91 Alee Capital Management, LLC
Poniente Program
-2.62 2,500k 1/1/1999
90 Alee Capital Management, LLC
Mistral Program
-2.55 2,500k 1/1/1999
89 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.42 3,000k 5/1/2010
88 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.30 1,000k 8/1/2012
87 Quantum Leap Capital Management
LV Program
-2.21 600k 11/1/2014
86 Crabel Capital Management
Crabel Multi-Product
-2.20 1,000k 3/1/1998
85 Deep Field Capital AG
SINGULARITY Fund (2x)
-2.11 100k 8/1/2014
84 Kopis Capital Management, LLC
Commodity Long Only
-2.10 500k 1/1/2014
83 Candriam Investor Group
Alternative Return Systemat
-1.85 125k 1/1/2007
82 Metolius Capital LLC
Metolius Diversified
-1.50 100k 6/1/2010
81 Sophic Associates, LLC
Sophic Macro
-1.49 250k 1/1/2013
80 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.47 100k 8/1/2009
79 Three Rock Capital Management
Global Macro Program
-1.46 1,000k 1/1/2009
78 Millburn Corporation
Commodity Program
-1.41 25,000k 3/1/2005
77 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.27 200k 5/1/2014
76 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.19 50k 10/1/2011
75 Valia Capital Management
Global Tactical Program
-1.10 200k 5/1/2014
74 1OAK Capital Limited
ACORN Commodity
-1.09 5,000k 5/1/2012
73 Deep Field Capital AG
SINGULARITY Fund
-1.09 100k 9/1/2011
72 Independent View
IV Quantitative Futures Fund
-1.01 100k 11/1/2012
71 Conquest Capital Group
Conquest Macro
-0.78 250k 5/1/1999
70 Stable Asset Management LTD
Arctic Blue 3x Share Class
-0.76 100k 6/1/2014
69 Purple Valley Capital, Inc.
Diversified Trend 1
-0.70 100k 8/1/2008
68 Commodities Analytics LLC
Daily Analytics
-0.61 100k 1/1/2014
67 Stable Asset Management LTD
Arctic Blue 1x Share Class
-0.34 100k 6/1/2014
66 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.29 200k 12/1/2013
65 Conquest Capital Group
Conquest Select
-0.25 250k 6/1/2004
64 Bluegrass Capital Management
Cross Market Bias Model
-0.24 3,000k 7/1/2014
63 Prolific Capital Markets, LLC
Prolific Swiss System
-0.21 10,000k 1/1/2014
62 Linnis
Linnis ONE, LP
-0.18 100k 8/1/2014
61 Witter & Lester, Inc.
Diversified Trading Program
-0.18 100k 4/1/2013
60 Whitman Asset Management
WAM Global Macro Program
-0.10 5,000k 10/1/2014
59 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.00 1/1/1989
58 Zoi Capital, LLC
Telio Program (Client)
0.10 200k 4/1/2010
57 Whitman Asset Management
WAM Global Macro 2X Program
0.14 2,500k 10/1/2014
56 Emil van Essen
Multi-Strategy Program
0.15 6,000k 5/1/2014
55 Emil van Essen
Long-Short Commodity Program
0.16 1,000k 6/1/2013
54 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.19 100k 3/1/2013
53 Emil van Essen
Spread Trading Program Limited
0.20 5,000k 7/1/2013
52 QTS Capital Management, LLC
QTS Partners, L.P.
0.33 100k 1/1/2011
51 Crescendo Capital Management
Neutron Decay (Client)
0.35 50k 7/1/2012
50 Estlander & Partners
Freedom
0.38 20,000k 8/1/2010
49 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.43 10,000k 8/1/2007
48 Salona Capital LLC
ACP2
0.79 25k 11/1/2014
47 Paradox Capital Management
Sentiment Program (1X)
0.83 1,000k 1/1/2013
46 Intex Capital
Covered Options Program
0.84 50k 1/1/2012
45 Garraway Capital Management LLP
Garraway Financial Trends
0.85 100k 9/1/2012
44 Glider Trading LLP
Glider Trading Strategy (Class C)
0.92 500k 9/1/2013
43 Salona Capital LLC
ACP
1.13 100k 1/1/2015
42 Rosetta Capital Management
Macro Program
1.17 50k 1/1/2009
41 Vision Capital Management
Global Futures
1.19 500k 2/1/2012
40 ISAM
ISAM Systematic Trend Fund
1.21 1,000k 6/1/2001
39 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.40 250k 5/1/2011
38 Eagle Trading Systems Inc.
Eagle Global Financials
1.53 10,000k 1/1/1996
37 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.57 1,000k 3/1/2003
36 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.68 1k 10/1/2006
35 Non Correlated Capital
Positive Theta Program
1.79 250k 10/1/2007
34 Superfund Group
Superfund Red EUR SICAV
1.81 10k 3/1/2013
33 Superfund Group
Superfund Red USD SICAV
1.86 10k 3/1/2013
32 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.88 100k 4/1/2015
31 Non Correlated Capital
Positive Theta Fund
1.89 50k 10/1/2007
30 Melissinos Trading
Eupatrid Program
1.93 50k 1/1/2011
29 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
2.20 500k 7/1/2013
28 Sona Trading Strategies LLC.
Diversified Program
2.23 1,000k 9/1/2006
27 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.31 5,000k 6/1/2010
26 Robust Methods LLC
Macro Managed Account
2.38 5,000k 1/1/2005
25 Eagle Trading Systems Inc.
Eagle Quantitative Macro
2.41 10,000k 10/1/2006
24 Millburn Corporation
Multi-Markets Program
2.44 25,000k 10/1/2004
23 Angle Capital Management LLC
AIP Program
2.69 100k 1/1/2010
22 DUNN Capital Management
DUNN WMA Institutional Program
2.88 100k 10/1/2011
21 EMC Capital Advisors, LLC
EMC Alpha Program
2.89 5,000k 6/1/2013
20 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.96 1k 6/1/2009
19 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
2.99 10,000k 3/1/1998
18 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.00 1,000k 10/1/2006
17 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.07 10,000k 8/1/2009
16 ROW Asset Managment
Row Diversified Fund, L.P.
3.24 1,000k 11/1/2011
15 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.34 1,000k 3/1/2003
14 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.71 5,000k 11/1/2012
13 Talenta Capital LLP
Diversified
3.76 950k 6/1/2014
12 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.78 3,000k 5/1/2014
11 FORT LP
Fort Global Diversified
3.88 2,000k 10/1/1993
10 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
4.01 1,000k 5/1/2014
9 QCM
Alpha Financials Program
4.06 10,000k 6/1/2012
8 AG Capital Investments, LLC
Discretionary Global Macro Program
4.13 200k 10/1/2014
7 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.18 50k 7/1/2011
6 Quantica Capital AG
1X Quantica Managed Futures Fund
4.20 100k 1/1/2014
5 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
4.34 25,000k 1/1/2014
4 FORT LP
Fort Global Contrarian
4.40 2,000k 10/1/2002
3 Aquantum
Aquantum Global Systematic Program (AGS)
4.85 5,000k 7/1/2013
2 FORT LP
Global Futures Program (formerly Global Diversified Classic)
6.93 10,000k 10/1/1993
1 Covenant Capital Management
Optimal Program
9.81 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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