Diversified Trader Index For March 2017

Monthly Rankings

Rank CTA/Program Mar 2017 Min Inv Inception
106 Covenant Capital Management
Optimal Program
-21.59 10k 2/1/2014
105 Future Trade AG
Thales Swing Trading Programme
-9.91 250k 6/1/2007
104 Eagle Trading Systems Inc.
Eagle Global Financials
-9.67 10,000k 1/1/1996
103 Estlander & Partners
Alpha Trend II - Class P
-8.07 100k 12/1/2008
102 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-7.28 10,000k 10/1/2006
101 Sona Trading Strategies LLC.
Diversified Program
-6.70 1,000k 9/1/2006
100 Stable Asset Management LTD
Arctic Blue 3x Share Class
-6.51 100k 6/1/2014
99 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-6.35 25k 1/1/2011
98 Angle Capital Management LLC
AIP Program
-6.26 100k 1/1/2010
97 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.84 1,000k 8/1/2012
96 Dreiss Research Corporation
Diversified Program
-5.51 1,000k 5/1/1991
95 Chesapeake Capital
Diversified Plus (HV)
-4.56 100k 4/1/1994
94 Alee Capital Management, LLC
Mistral Program
-4.24 2,500k 1/1/1999
93 Linnis
Linnis ONE, LP
-3.94 100k 8/1/2014
92 Melissinos Trading
Eupatrid Program
-3.77 50k 1/1/2011
91 Qbasis Invest
Qbasis i Trend Fund
-3.72 1k 1/1/2014
90 Glider Trading LLP
Glider Trading Strategy (Class C)
-3.58 500k 9/1/2013
89 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-3.28 5,000k 6/1/2010
88 ISAM
ISAM Systematic Trend Fund
-3.23 1,000k 6/1/2001
87 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-3.22 50k 10/1/2011
86 Garraway Capital Management LLP
Garraway Financial Trends
-3.04 100k 9/1/2012
85 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.04 20,000k 5/1/2013
84 Purple Valley Capital, Inc.
Diversified Trend 1
-2.93 100k 8/1/2008
83 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-2.66 10,000k 10/1/1993
82 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.61 100k 12/1/1998
81 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.59 500k 7/1/2013
80 Alee Capital Management, LLC
Poniente Program
-2.52 2,500k 1/1/1999
79 Independent View
IV Quantitative Futures Fund
-2.46 100k 11/1/2012
78 Conquest Capital Group
Conquest Select
-2.33 250k 6/1/2004
77 Stable Asset Management LTD
Arctic Blue 1x Share Class
-2.30 100k 6/1/2014
76 dormouse Limited
dormouse - Managed Account
-2.27 10,000k 7/1/2011
75 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.18 40k 6/1/2015
74 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.03 1,000k 3/1/2003
73 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-1.86 3,000k 5/1/2014
72 Campbell & Company, LP
Trend Following Portfolio
-1.82 10,000k 10/1/2009
71 ROW Asset Managment
Row Diversified Fund, L.P.
-1.64 1,000k 11/1/2011
70 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.60 25,000k 1/1/2014
69 Conquest Capital Group
Conquest Macro
-1.53 250k 5/1/1999
68 FORT LP
Fort Global Diversified
-1.29 2,000k 10/1/1993
67 EMC Capital Advisors, LLC
EMC Alpha Program
-1.27 5,000k 6/1/2013
66 Robust Methods LLC
Macro Managed Account
-1.23 5,000k 1/1/2005
65 Candriam Investor Group
Alternative Return Systemat
-1.03 125k 1/1/2007
64 Aquantum
Aquantum Global Systematic Program (AGS)
-1.01 5,000k 7/1/2013
63 Metolius Capital LLC
Metolius Diversified
-0.99 100k 6/1/2010
62 Kopis Capital Management, LLC
Commodity Long Only
-0.98 500k 1/1/2014
61 Commodities Analytics LLC
Daily Analytics
-0.90 100k 1/1/2014
60 Three Rock Capital Management
Global Macro Program
-0.90 1,000k 1/1/2009
59 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.86 1k 6/1/2009
58 QCM
Alpha Financials Program
-0.79 10,000k 6/1/2012
57 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.73 1k 10/1/2006
56 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.70 250k 5/1/2011
55 Non Correlated Capital
Positive Theta Fund
-0.70 50k 10/1/2007
54 Non Correlated Capital
Positive Theta Program
-0.69 250k 10/1/2007
53 Whitman Asset Management
WAM Global Macro 2X Program
-0.61 2,500k 10/1/2014
52 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.61 3,000k 5/1/2010
51 Emil van Essen
Long-Short Commodity Program
-0.58 1,000k 6/1/2013
50 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.50 100k 8/1/2009
49 Talenta Capital LLP
Diversified
-0.48 950k 6/1/2014
48 Whitman Asset Management
WAM Global Macro Program
-0.47 5,000k 10/1/2014
47 DUNN Capital Management
DUNN WMA Institutional Program
-0.42 100k 10/1/2011
46 FORT LP
Fort Global Contrarian
-0.40 2,000k 10/1/2002
45 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.38 2,000k 7/1/2013
44 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.37 1,000k 5/1/2014
43 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.24 10,000k 8/1/2007
42 QTS Capital Management, LLC
QTS Partners, L.P.
-0.23 100k 1/1/2011
41 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.07 100k 4/1/2015
40 Millburn Corporation
Commodity Program
-0.06 25,000k 3/1/2005
39 Bluegrass Capital Management
Cross Market Bias Model
-0.04 3,000k 7/1/2014
38 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.14 10,000k 8/1/2009
37 Witter & Lester, Inc.
Diversified Trading Program
0.26 100k 4/1/2013
36 Emil van Essen
Multi-Strategy Program
0.28 6,000k 5/1/2014
35 Quantica Capital AG
1X Quantica Managed Futures Fund
0.30 100k 1/1/2014
34 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.41 50k 7/1/2011
33 Emil van Essen
Spread Trading Program Limited
0.50 5,000k 7/1/2013
32 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.51 5,000k 11/1/2012
31 Salona Capital LLC
ACP2
0.51 25k 11/1/2014
30 Valia Capital Management
Global Tactical Program
0.66 200k 5/1/2014
29 Intex Capital
Covered Options Program
0.75 50k 1/1/2012
28 Salona Capital LLC
ACP
0.76 100k 1/1/2015
27 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.81 10,000k 3/1/1998
26 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.82 1,000k 10/1/2006
25 Superfund Group
Superfund Red EUR SICAV
0.85 10k 3/1/2013
24 Crabel Capital Management
Crabel Multi-Product
0.92 1,000k 3/1/1998
23 Millburn Corporation
Multi-Markets Program
0.96 25,000k 10/1/2004
22 Estlander & Partners
Freedom
0.99 20,000k 8/1/2010
21 Superfund Group
Superfund Red USD SICAV
1.00 10k 3/1/2013
20 Paradox Capital Management
Sentiment Program (1X)
1.04 1,000k 1/1/2013
19 Emil van Essen
Long-Short Commodity Program - Accelerated
1.06 200k 5/1/2014
18 Deep Field Capital AG
SINGULARITY Fund
1.19 100k 9/1/2011
17 Rosetta Capital Management
Macro Program
1.28 50k 1/1/2009
16 Turning Wheel Capital, Inc.
Pure Alpha
1.39 10,000k 1/1/2012
15 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.54 1,000k 5/1/2015
14 Eclipse Capital Management
Alpha Asia
1.75 25,000k 1/1/2015
13 Crescendo Capital Management
Neutron Decay (Client)
1.99 50k 7/1/2012
12 Worldwide Capital Strategies
Profit Quest Macro World
2.20 100k 1/1/2010
11 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
2.34 250k 7/1/2015
10 Quantum Leap Capital Management
Managed Account Program
2.39 300k 8/1/2006
9 Deep Field Capital AG
SINGULARITY Fund (2x)
2.45 100k 8/1/2014
8 Crabel Capital Management
WPD Crabel Futures Program
2.47 1,000k 7/1/2008
7 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
2.53 1,000k 1/1/2013
6 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.71 1,000k 3/1/2003
5 Urban Tree Capital, LLC
UTC Plus (Client)
3.88 100k 3/1/2013
4 Prolific Capital Markets, LLC
Prolific Swiss System
3.93 10,000k 1/1/2014
3 Zoi Capital, LLC
Telio Program (Client)
4.11 200k 4/1/2010
2 Vivienne Investissement
MACH 3
6.52 100k 6/1/2015
1 AG Capital Investments, LLC
Discretionary Global Macro Program
8.20 200k 10/1/2014

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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