Diversified Trader Index For July 2017

Monthly Rankings

Rank CTA/Program Jul 2017 Min Inv Inception
97 Angle Capital Management LLC
AIP Program
-6.59 100k 1/1/2010
96 Qbasis Invest
Qbasis i Trend Fund
-6.17 1k 1/1/2014
95 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-6.12 3,000k 9/1/2015
94 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-3.10 2,000k 7/1/2013
93 Emil van Essen
EvE Systematic Commodity Opportunities
-2.89 500k 5/1/2016
92 Qbasis Invest
Qbasis All Trends UCITS Fund
-2.83 100k 1/1/2016
91 Silicon Valley Quantitative Advisors
UQP Large
-2.60 500k 1/1/2009
90 Tom Capital AG
Tom Capital Growth Fund
-2.50 5,000k 12/1/2015
89 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-2.26 25k 1/1/2011
88 Turning Wheel Capital, Inc.
Pure Alpha
-2.20 10,000k 1/1/2012
87 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-2.00 750k 5/1/2015
86 Dreiss Research Corporation
Diversified Program
-1.97 1,000k 5/1/1991
85 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.94 20,000k 5/1/2013
84 Non Correlated Capital
Positive Theta Program
-1.74 250k 10/1/2007
83 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.49 500k 7/1/2013
82 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.46 5,000k 6/1/2010
81 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.32 250k 5/1/2011
80 DUNN Capital Management
DUNN WMA Institutional Program
-1.20 100k 10/1/2011
79 Millburn Corporation
Commodity Program
-1.20 25,000k 3/1/2005
78 Melissinos Trading
Eupatrid Program
-1.17 50k 1/1/2011
77 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.10 50k 10/1/2011
76 Glenhaven Capital LLC
Glenhaven Global II LP
-0.88 25k 4/1/2012
75 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.86 10,000k 8/1/2007
74 Valia Capital Management
Global Tactical Program
-0.85 200k 5/1/2014
73 Chesapeake Capital
Diversified Plus (HV)
-0.77 100k 4/1/1994
72 Emil van Essen
Spread Trading Program Limited
-0.64 5,000k 7/1/2013
71 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.45 250k 7/1/2015
70 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.07 1,000k 5/1/2014
69 ISAM
ISAM Systematic Trend Fund
0.01 1,000k 6/1/2001
68 Bluegrass Capital Management
Cross Market Bias Model
0.08 3,000k 7/1/2014
67 Aquantum
Aquantum Global Systematic Program (AGS)
0.13 5,000k 7/1/2013
66 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.15 5,000k 9/1/2009
65 FORT LP
Fort Global Diversified
0.19 2,000k 10/1/1993
64 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.19 10,000k 8/1/2009
63 QTS Capital Management, LLC
QTS Partners, L.P.
0.21 100k 1/1/2011
62 Sandpiper Asset Management
Sandpiper Global Macro Program
0.36 1,000k 8/1/2012
61 Paradox Capital Management
Sentiment Program (1X)
0.36 1,000k 1/1/2013
60 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.41 1,000k 1/1/2013
59 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.50 100k 4/1/2015
58 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.59 100k 12/1/1998
57 Purple Valley Capital, Inc.
Diversified Trend 1
0.68 100k 8/1/2008
56 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.72 3,000k 5/1/2010
55 Independent View
IV Quantitative Futures Fund
0.77 100k 11/1/2012
54 Millburn Corporation
Multi-Markets Program
0.81 25,000k 10/1/2004
53 Prolific Capital Markets, LLC
Prolific Swiss System
0.82 10,000k 1/1/2014
52 Commodities Analytics LLC
Daily Analytics
0.96 100k 1/1/2014
51 Emil van Essen
Multi-Strategy Program
0.96 6,000k 5/1/2014
50 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
1.03 250k 2/1/2016
49 Candriam Investor Group
Alternative Return Systemat
1.05 125k 1/1/2007
48 Robust Methods LLC
Macro Managed Account
1.10 5,000k 1/1/2005
47 Quantica Capital AG
1X Quantica Managed Futures Fund
1.10 100k 1/1/2014
46 Three Rock Capital Management
Global Macro Program
1.10 1,000k 1/1/2009
45 Superfund Group
Superfund Red EUR SICAV
1.25 10k 3/1/2013
44 Conquest Capital Group
Conquest Select
1.27 250k 6/1/2004
43 Crabel Capital Management
Crabel Multi-Product
1.28 1,000k 3/1/1998
42 FORT LP
Fort Global Contrarian
1.32 2,000k 10/1/2002
41 Superfund Group
Superfund Red USD SICAV
1.34 10k 3/1/2013
40 Future Trade AG
Thales Swing Trading Programme
1.35 250k 6/1/2007
39 Metolius Capital LLC
Metolius Diversified
1.39 100k 6/1/2010
38 Emil van Essen
Long-Short Commodity Program - Accelerated
1.53 200k 5/1/2014
37 Crabel Capital Management
WPD Crabel Futures Program
1.69 1,000k 7/1/2008
36 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.79 10,000k 10/1/1993
35 R Best LLC
World Select Program
1.82 2,000k 4/1/2016
34 Talenta Capital LLP
Diversified
1.89 950k 6/1/2014
33 County Cork LLC
County Cork Macro Equity Hedge
1.91 1,000k 2/1/2016
32 Garraway Capital Management LLP
Garraway Financial Trends
1.94 100k 9/1/2012
31 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
2.00 1,000k 10/1/2006
30 Automaton Trading LLC
Diversified
2.04 500k 7/1/2014
29 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.09 1,000k 1/1/2013
28 Glider Trading LLP
Glider Trading Strategy (Class C)
2.23 500k 9/1/2013
27 ROW Asset Managment
Row Diversified Fund, L.P.
2.26 1,000k 11/1/2011
26 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.32 1,000k 3/1/2003
25 Witter & Lester, Inc.
Diversified Trading Program
2.37 100k 4/1/2013
24 EMC Capital Advisors, LLC
EMC Alpha Program
2.40 5,000k 6/1/2013
23 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
2.41 10,000k 3/1/1998
22 Alee Capital Management, LLC
Poniente Program
2.49 2,500k 1/1/1999
21 Estlander & Partners
Freedom
2.55 20,000k 8/1/2010
20 Rosetta Capital Management
Macro Program
2.70 50k 1/1/2009
19 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.73 3,000k 5/1/2014
18 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.74 1k 10/1/2006
17 Emil van Essen
Long-Short Commodity Program
2.85 1,000k 6/1/2013
16 dormouse Limited
dormouse - Managed Account
2.88 10,000k 7/1/2011
15 Eamon Capital
Zephyr Program
3.35 600k 1/1/2016
14 Linnis
Linnis ONE, LP
3.78 100k 8/1/2014
13 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.78 40k 6/1/2015
12 Vivienne Investissement
MACH 3
4.54 100k 6/1/2015
11 Urban Tree Capital, LLC
UTC Plus (Client)
4.83 100k 3/1/2013
10 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
5.71 1k 6/1/2009
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.84 1,000k 3/1/2003
8 Tomas Capital Pty Ltd
GCAF | USD
6.00 1,500k 7/1/2011
7 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.38 50k 7/1/2011
6 Eclipse Capital Management
Alpha Asia
6.74 25,000k 1/1/2015
5 AG Capital Investments, LLC
Discretionary Global Macro Program
6.97 200k 10/1/2014
4 Estlander & Partners
Alpha Trend II - Class P
7.31 100k 12/1/2008
3 Alee Capital Management, LLC
Mistral Program
8.21 2,500k 1/1/1999
2 Worldwide Capital Strategies
Profit Quest Macro World
8.83 100k 1/1/2010
1 Covenant Capital Management
Optimal Program
19.60 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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