Diversified Trader Index For May 2017

Monthly Rankings

Rank CTA/Program May 2017 Min Inv Inception
109 Estlander & Partners
Alpha Trend II - Class P
-9.77 100k 12/1/2008
108 Future Trade AG
Thales Swing Trading Programme
-8.87 250k 6/1/2007
107 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-7.50 25k 1/1/2011
106 Angle Capital Management LLC
AIP Program
-4.38 100k 1/1/2010
105 Stable Asset Management LTD
Arctic Blue 3x Share Class
-3.91 100k 6/1/2014
104 Millburn Corporation
Commodity Program
-3.76 25,000k 3/1/2005
103 Purple Valley Capital, Inc.
Diversified Trend 1
-3.56 100k 8/1/2008
102 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-3.43 50k 10/1/2011
101 Candriam Investor Group
Alternative Return Systemat
-3.40 125k 1/1/2007
100 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.27 1,000k 8/1/2012
99 Eagle Trading Systems Inc.
Eagle Global Financials
-2.99 10,000k 1/1/1996
98 Alee Capital Management, LLC
Poniente Program
-2.96 2,500k 1/1/1999
97 Independent View
IV Quantitative Futures Fund
-2.84 100k 11/1/2012
96 Conquest Capital Group
Conquest Macro
-2.73 250k 5/1/1999
95 ROW Asset Managment
Row Diversified Fund, L.P.
-2.50 1,000k 11/1/2011
94 Sona Trading Strategies LLC.
Diversified Program
-2.47 1,000k 9/1/2006
93 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.28 500k 9/1/2013
92 Kopis Capital Management, LLC
Commodity Long Only
-2.19 500k 1/1/2014
91 Eclipse Capital Management
Alpha Asia
-2.08 25,000k 1/1/2015
90 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-2.06 10,000k 10/1/2006
89 Estlander & Partners
Freedom
-2.01 20,000k 8/1/2010
88 Chesapeake Capital
Diversified Plus (HV)
-1.68 100k 4/1/1994
87 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.64 10,000k 8/1/2007
86 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.61 20,000k 5/1/2013
85 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.46 500k 7/1/2013
84 dormouse Limited
dormouse - Managed Account
-1.44 10,000k 7/1/2011
83 Stable Asset Management LTD
Arctic Blue 1x Share Class
-1.41 100k 6/1/2014
82 Qbasis Invest
Qbasis i Trend Fund
-1.41 1k 1/1/2014
81 Melissinos Trading
Eupatrid Program
-1.34 50k 1/1/2011
80 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.28 250k 5/1/2011
79 Emil van Essen
Long-Short Commodity Program
-1.21 1,000k 6/1/2013
78 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.21 200k 5/1/2014
77 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.09 3,000k 5/1/2010
76 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.06 1,000k 3/1/2003
75 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.89 1,000k 1/1/2013
74 Emil van Essen
Multi-Strategy Program
-0.85 6,000k 5/1/2014
73 Crescendo Capital Management
Neutron Decay (Client)
-0.84 50k 7/1/2012
72 QTS Capital Management, LLC
QTS Partners, L.P.
-0.77 100k 1/1/2011
71 Garraway Capital Management LLP
Garraway Financial Trends
-0.71 100k 9/1/2012
70 Millburn Corporation
Multi-Markets Program
-0.66 25,000k 10/1/2004
69 Turning Wheel Capital, Inc.
Pure Alpha
-0.64 10,000k 1/1/2012
68 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.53 1,000k 5/1/2014
67 Quantum Leap Capital Management
Managed Account Program
-0.44 300k 8/1/2006
66 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-0.34 25,000k 1/1/2014
65 Global Advisory Partners Zurich LLC
KONA - Global Macro
-0.33 100k 5/1/2013
64 DUNN Capital Management
DUNN WMA Institutional Program
-0.30 100k 10/1/2011
63 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.28 250k 7/1/2015
62 Emil van Essen
Spread Trading Program Limited
-0.26 5,000k 7/1/2013
61 ISAM
ISAM Systematic Trend Fund
-0.19 1,000k 6/1/2001
60 Campbell & Company, LP
Trend Following Portfolio
-0.12 10,000k 10/1/2009
59 Whitman Asset Management
WAM Global Macro Program
-0.12 5,000k 10/1/2014
58 Crabel Capital Management
Crabel Multi-Product
-0.08 1,000k 3/1/1998
57 Non Correlated Capital
Positive Theta Program
0.01 250k 10/1/2007
56 Witter & Lester, Inc.
Diversified Trading Program
0.07 100k 4/1/2013
55 Robust Methods LLC
Macro Managed Account
0.08 5,000k 1/1/2005
54 Whitman Asset Management
WAM Global Macro 2X Program
0.09 2,500k 10/1/2014
53 Bluegrass Capital Management
Cross Market Bias Model
0.10 3,000k 7/1/2014
52 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.13 100k 12/1/1998
51 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.17 50k 7/1/2011
50 Non Correlated Capital
Positive Theta Fund
0.25 50k 10/1/2007
49 Paradox Capital Management
Sentiment Program (1X)
0.25 1,000k 1/1/2013
48 Worldwide Capital Strategies
Profit Quest Macro World
0.30 100k 1/1/2010
47 FORT LP
Fort Global Diversified
0.32 2,000k 10/1/1993
46 Conquest Capital Group
Conquest Select
0.38 250k 6/1/2004
45 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.40 10,000k 10/1/1993
44 Three Rock Capital Management
Global Macro Program
0.46 1,000k 1/1/2009
43 Valia Capital Management
Global Tactical Program
0.46 200k 5/1/2014
42 Metolius Capital LLC
Metolius Diversified
0.47 100k 6/1/2010
41 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.62 1k 10/1/2006
40 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.79 100k 4/1/2015
39 Talenta Capital LLP
Diversified
0.79 950k 6/1/2014
38 FORT LP
Fort Global Contrarian
0.89 2,000k 10/1/2002
37 Salona Capital LLC
ACP2
0.90 25k 11/1/2014
36 Intex Capital
Covered Options Program
1.02 50k 1/1/2012
35 Salona Capital LLC
ACP
1.05 100k 1/1/2015
34 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.15 10,000k 8/1/2009
33 QCM
Alpha Financials Program
1.46 10,000k 6/1/2012
32 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.47 5,000k 6/1/2010
31 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
1.48 40k 6/1/2015
30 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.49 1k 6/1/2009
29 EMC Capital Advisors, LLC
EMC Alpha Program
1.51 5,000k 6/1/2013
28 Commodities Analytics LLC
Daily Analytics
1.56 100k 1/1/2014
27 Dreiss Research Corporation
Diversified Program
1.68 1,000k 5/1/1991
26 Prolific Capital Markets, LLC
Prolific Swiss System
1.73 10,000k 1/1/2014
25 Alee Capital Management, LLC
Mistral Program
1.87 2,500k 1/1/1999
24 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.07 3,000k 5/1/2014
23 Zoi Capital, LLC
Telio Program (Client)
2.16 200k 4/1/2010
22 Quantica Capital AG
1X Quantica Managed Futures Fund
2.20 100k 1/1/2014
21 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.30 1,000k 1/1/2013
20 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.32 2,000k 7/1/2013
19 Linnis
Linnis ONE, LP
2.42 100k 8/1/2014
18 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.62 5,000k 11/1/2012
17 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
2.73 100k 8/1/2009
16 Superfund Group
Superfund Red EUR SICAV
3.10 10k 3/1/2013
15 Crabel Capital Management
WPD Crabel Futures Program
3.14 1,000k 7/1/2008
14 Superfund Group
Superfund Red USD SICAV
3.23 10k 3/1/2013
13 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.50 1,000k 3/1/2003
12 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.84 1,000k 10/1/2006
11 Aquantum
Aquantum Global Systematic Program (AGS)
3.88 5,000k 7/1/2013
10 Deep Field Capital AG
SINGULARITY Fund
3.91 100k 9/1/2011
9 Kopis Capital Management, LLC
Commodity Long Short Separate Account
4.41 1,000k 5/1/2015
8 Vivienne Investissement
MACH 3
4.62 100k 6/1/2015
7 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
4.70 10,000k 3/1/1998
6 Glenhaven Capital LLC
Glenhaven Global II LP
4.70 25k 4/1/2012
5 Rosetta Capital Management
Macro Program
6.36 50k 1/1/2009
4 Deep Field Capital AG
SINGULARITY Fund (2x)
7.89 100k 8/1/2014
3 AG Capital Investments, LLC
Discretionary Global Macro Program
8.32 200k 10/1/2014
2 Urban Tree Capital, LLC
UTC Plus (Client)
10.94 100k 3/1/2013
1 Covenant Capital Management
Optimal Program
21.09 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan