Diversified Trader Index For June 2017

Monthly Rankings

Rank CTA/Program Jun 2017 Min Inv Inception
107 Angle Capital Management LLC
AIP Program
-9.21 100k 1/1/2010
106 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-9.05 5,000k 6/1/2010
105 Global Advisory Partners Zurich LLC
KONA - Global Macro
-8.20 100k 5/1/2013
104 Eagle Trading Systems Inc.
Eagle Global Financials
-7.12 10,000k 1/1/1996
103 Glenhaven Capital LLC
Glenhaven Global II LP
-6.98 25k 4/1/2012
102 Estlander & Partners
Alpha Trend II - Class P
-6.93 100k 12/1/2008
101 Deep Field Capital AG
SINGULARITY Fund (2x)
-6.76 100k 8/1/2014
100 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-6.51 10,000k 10/1/1993
99 QCM
Alpha Financials Program
-5.89 10,000k 6/1/2012
98 Campbell & Company, LP
Trend Following Portfolio
-5.09 10,000k 10/1/2009
97 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-5.00 1,000k 1/1/2013
96 Conquest Capital Group
Conquest Macro
-4.79 250k 5/1/1999
95 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.50 100k 1/1/2014
94 Vivienne Investissement
MACH 3
-4.42 100k 6/1/2015
93 Millburn Corporation
Multi-Markets Program
-4.37 25,000k 10/1/2004
92 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-4.32 1,000k 5/1/2014
91 Independent View
IV Quantitative Futures Fund
-4.19 100k 11/1/2012
90 Glider Trading LLP
Glider Trading Strategy (Class C)
-4.18 500k 9/1/2013
89 ISAM
ISAM Systematic Trend Fund
-4.09 1,000k 6/1/2001
88 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.98 1k 6/1/2009
87 Aquantum
Aquantum Global Systematic Program (AGS)
-3.97 5,000k 7/1/2013
86 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-3.60 3,000k 5/1/2014
85 FORT LP
Fort Global Contrarian
-3.60 2,000k 10/1/2002
84 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.54 50k 7/1/2011
83 AG Capital Investments, LLC
Discretionary Global Macro Program
-3.52 200k 10/1/2014
82 Deep Field Capital AG
SINGULARITY Fund
-3.43 100k 9/1/2011
81 Eclipse Capital Management
Alpha Asia
-3.31 25,000k 1/1/2015
80 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-3.18 10,000k 10/1/2006
79 ROW Asset Managment
Row Diversified Fund, L.P.
-3.15 1,000k 11/1/2011
78 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.87 100k 8/1/2009
77 Robust Methods LLC
Macro Managed Account
-2.82 5,000k 1/1/2005
76 Purple Valley Capital, Inc.
Diversified Trend 1
-2.78 100k 8/1/2008
75 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.67 100k 12/1/1998
74 FORT LP
Fort Global Diversified
-2.60 2,000k 10/1/1993
73 Linnis
Linnis ONE, LP
-2.59 100k 8/1/2014
72 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.51 5,000k 9/1/2009
71 Turning Wheel Capital, Inc.
Pure Alpha
-2.51 10,000k 1/1/2012
70 Prolific Capital Markets, LLC
Prolific Swiss System
-2.48 10,000k 1/1/2014
69 Future Trade AG
Thales Swing Trading Programme
-2.45 250k 6/1/2007
68 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-2.45 10,000k 3/1/1998
67 Three Rock Capital Management
Global Macro Program
-2.41 1,000k 1/1/2009
66 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.22 1,000k 3/1/2003
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.18 1k 10/1/2006
64 Garraway Capital Management LLP
Garraway Financial Trends
-2.13 100k 9/1/2012
63 Talenta Capital LLP
Diversified
-2.10 950k 6/1/2014
62 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.91 1,000k 3/1/2003
61 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-1.88 1,000k 10/1/2006
60 Chesapeake Capital
Diversified Plus (HV)
-1.83 100k 4/1/1994
59 Rosetta Capital Management
Macro Program
-1.83 50k 1/1/2009
58 Crescendo Capital Management
Neutron Decay (Client)
-1.60 50k 7/1/2012
57 DUNN Capital Management
DUNN WMA Institutional Program
-1.50 100k 10/1/2011
56 EMC Capital Advisors, LLC
EMC Alpha Program
-1.48 5,000k 6/1/2013
55 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-1.48 3,000k 9/1/2015
54 Estlander & Partners
Freedom
-1.40 20,000k 8/1/2010
53 Conquest Capital Group
Conquest Select
-1.33 250k 6/1/2004
52 Zoi Capital, LLC
Telio Program (Client)
-1.21 200k 4/1/2010
51 dormouse Limited
dormouse - Managed Account
-1.04 10,000k 7/1/2011
50 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.95 10,000k 8/1/2009
49 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.92 250k 5/1/2011
48 Millburn Corporation
Commodity Program
-0.89 25,000k 3/1/2005
47 Valia Capital Management
Global Tactical Program
-0.88 200k 5/1/2014
46 Non Correlated Capital
Positive Theta Program
-0.85 250k 10/1/2007
45 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.78 20,000k 5/1/2013
44 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.71 100k 4/1/2015
43 Worldwide Capital Strategies
Profit Quest Macro World
-0.68 100k 1/1/2010
42 Urban Tree Capital, LLC
UTC Plus (Client)
-0.64 100k 3/1/2013
41 Dreiss Research Corporation
Diversified Program
-0.60 1,000k 5/1/1991
40 Whitman Asset Management
WAM Global Macro 2X Program
-0.58 2,500k 10/1/2014
39 Covenant Capital Management
Optimal Program
-0.49 10k 2/1/2014
38 Whitman Asset Management
WAM Global Macro Program
-0.45 5,000k 10/1/2014
37 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.41 200k 5/1/2014
36 QTS Capital Management, LLC
QTS Partners, L.P.
-0.35 100k 1/1/2011
35 Emil van Essen
Long-Short Commodity Program
-0.30 1,000k 6/1/2013
34 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.23 3,000k 5/1/2010
33 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.20 100k 3/1/2013
32 Emil van Essen
Spread Trading Program Limited
-0.11 5,000k 7/1/2013
31 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.07 200k 12/1/2013
30 Commodities Analytics LLC
Daily Analytics
-0.06 100k 1/1/2014
29 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
28 Automaton Trading LLC
Diversified
0.01 500k 7/1/2014
27 Witter & Lester, Inc.
Diversified Trading Program
0.02 100k 4/1/2013
26 Metolius Capital LLC
Metolius Diversified
0.04 100k 6/1/2010
25 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.05 10,000k 8/1/2007
24 Melissinos Trading
Eupatrid Program
0.09 50k 1/1/2011
23 Bluegrass Capital Management
Cross Market Bias Model
0.10 3,000k 7/1/2014
22 Intex Capital
Covered Options Program
0.40 50k 1/1/2012
21 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.40 40k 6/1/2015
20 Sandpiper Asset Management
Sandpiper Global Macro Program
0.42 1,000k 8/1/2012
19 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.48 250k 7/1/2015
18 Alee Capital Management, LLC
Mistral Program
0.49 2,500k 1/1/1999
17 Alee Capital Management, LLC
Poniente Program
0.51 2,500k 1/1/1999
16 Superfund Group
Superfund Red EUR SICAV
0.65 10k 3/1/2013
15 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.66 25k 1/1/2011
14 Superfund Group
Superfund Red USD SICAV
0.70 10k 3/1/2013
13 Salona Capital LLC
ACP2
0.79 25k 11/1/2014
12 Salona Capital LLC
ACP
0.87 100k 1/1/2015
11 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.95 2,000k 7/1/2013
10 Crabel Capital Management
Crabel Multi-Product
0.98 1,000k 3/1/1998
9 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
1.50 1,000k 1/1/2013
8 Paradox Capital Management
Sentiment Program (1X)
1.71 1,000k 1/1/2013
7 Sona Trading Strategies LLC.
Diversified Program
1.81 1,000k 9/1/2006
6 Qbasis Invest
Qbasis i Trend Fund
1.96 1k 1/1/2014
5 Crabel Capital Management
WPD Crabel Futures Program
1.96 1,000k 7/1/2008
4 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.43 50k 10/1/2011
3 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.14 1,000k 5/1/2015
2 Quantum Leap Capital Management
Managed Account Program
3.30 300k 8/1/2006
1 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
4.04 500k 7/1/2013

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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