Diversified Trader Index For August 2017

Monthly Rankings

Rank CTA/Program Aug 2017 Min Inv Inception
97 Covenant Capital Management
Optimal Program
-15.77 10k 2/1/2014
96 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-6.12 250k 2/1/2016
95 Glenhaven Capital LLC
Glenhaven Global II LP
-5.98 25k 4/1/2012
94 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-5.73 1,000k 5/1/2015
93 Alee Capital Management, LLC
Mistral Program
-5.50 2,500k 1/1/1999
92 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-5.39 25k 1/1/2011
91 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.49 10,000k 3/1/1998
90 Melissinos Trading
Eupatrid Program
-4.05 50k 1/1/2011
89 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.86 1,000k 10/1/2006
88 Estlander & Partners
Alpha Trend II - Class P
-3.35 100k 12/1/2008
87 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.43 50k 10/1/2011
86 Turning Wheel Capital, Inc.
Pure Alpha
-2.29 10,000k 1/1/2012
85 Superfund Group
Superfund Red EUR SICAV
-2.15 10k 3/1/2013
84 Vivienne Investissement
MACH 3
-2.09 100k 6/1/2015
83 Urban Tree Capital, LLC
UTC Plus (Client)
-1.97 100k 3/1/2013
82 Garraway Capital Management LLP
Garraway Financial Trends
-1.97 100k 9/1/2012
81 Superfund Group
Superfund Red USD SICAV
-1.83 10k 3/1/2013
80 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.77 40k 6/1/2015
79 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.69 10,000k 8/1/2007
78 Emil van Essen
Spread Trading Program Limited
-1.50 5,000k 7/1/2013
77 Worldwide Capital Strategies
Profit Quest Macro World
-1.45 100k 1/1/2010
76 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.35 50k 7/1/2011
75 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-1.32 2,000k 7/1/2013
74 Tomas Capital Pty Ltd
GCAF | USD
-1.28 1,500k 7/1/2011
73 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.25 1k 6/1/2009
72 Silicon Valley Quantitative Advisors
UQP Large
-1.19 500k 1/1/2009
71 Dreiss Research Corporation
Diversified Program
-1.18 1,000k 5/1/1991
70 Prolific Capital Markets, LLC
Prolific Swiss System
-1.01 10,000k 1/1/2014
69 Metolius Capital LLC
Metolius Diversified
-0.83 100k 6/1/2010
68 Three Rock Capital Management
Global Macro Program
-0.72 1,000k 1/1/2009
67 Qbasis Invest
Qbasis All Trends UCITS Fund
-0.68 100k 1/1/2016
66 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.68 250k 5/1/2011
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.66 1k 10/1/2006
64 QTS Capital Management, LLC
QTS Partners, L.P.
-0.52 100k 1/1/2011
63 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.51 100k 4/1/2015
62 Alee Capital Management, LLC
Poniente Program
-0.50 2,500k 1/1/1999
61 Purple Valley Capital, Inc.
Diversified Trend 1
-0.41 100k 8/1/2008
60 Crabel Capital Management
Crabel Multi-Product
-0.32 1,000k 3/1/1998
59 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.30 3,000k 5/1/2010
58 Eamon Capital
Zephyr Program
-0.29 600k 1/1/2016
57 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.19 1,000k 3/1/2003
56 DUNN Capital Management
DUNN WMA Institutional Program
-0.13 100k 10/1/2011
55 Angle Capital Management LLC
AIP Program
-0.09 100k 1/1/2010
54 Conquest Capital Group
Conquest Select
-0.05 250k 6/1/2004
53 Paradox Capital Management
Sentiment Program (1X)
0.05 1,000k 1/1/2013
52 Bluegrass Capital Management
Cross Market Bias Model
0.05 3,000k 7/1/2014
51 Linnis
Linnis ONE, LP
0.09 100k 8/1/2014
50 Sandpiper Asset Management
Sandpiper Global Macro Program
0.09 1,000k 8/1/2012
49 R Best LLC
World Select Program
0.33 2,000k 4/1/2016
48 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
0.38 20,000k 5/1/2013
47 Witter & Lester, Inc.
Diversified Trading Program
0.40 100k 4/1/2013
46 Talenta Capital LLP
Diversified
0.40 950k 6/1/2014
45 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.43 10,000k 8/1/2009
44 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.44 5,000k 9/1/2009
43 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.45 1,000k 5/1/2014
42 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.47 1,000k 1/1/2013
41 Qbasis Invest
Qbasis i Trend Fund
0.51 1k 1/1/2014
40 Future Trade AG
Thales Swing Trading Programme
0.54 250k 6/1/2007
39 Valia Capital Management
Global Tactical Program
0.72 200k 5/1/2014
38 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.72 250k 7/1/2015
37 Commodities Analytics LLC
Daily Analytics
0.82 100k 1/1/2014
36 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.86 3,000k 9/1/2015
35 Crabel Capital Management
WPD Crabel Futures Program
1.03 1,000k 7/1/2008
34 Estlander & Partners
Freedom
1.16 20,000k 8/1/2010
33 County Cork LLC
County Cork Macro Equity Hedge
1.27 1,000k 2/1/2016
32 EMC Capital Advisors, LLC
EMC Alpha Program
1.34 5,000k 6/1/2013
31 ROW Asset Managment
Row Diversified Fund, L.P.
1.43 1,000k 11/1/2011
30 Non Correlated Capital
Positive Theta Program
1.50 250k 10/1/2007
29 Rosetta Capital Management
Macro Program
1.52 50k 1/1/2009
28 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
1.57 500k 7/1/2013
27 dormouse Limited
dormouse - Managed Account
2.00 10,000k 7/1/2011
26 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.05 1,000k 1/1/2013
25 Independent View
IV Quantitative Futures Fund
2.11 100k 11/1/2012
24 Robust Methods LLC
Macro Managed Account
2.23 5,000k 1/1/2005
23 Emil van Essen
Multi-Strategy Program
2.24 6,000k 5/1/2014
22 Automaton Trading LLC
Diversified
2.24 500k 7/1/2014
21 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
20 FORT LP
Fort Global Contrarian
2.73 2,000k 10/1/2002
19 Emil van Essen
EvE Systematic Commodity Opportunities
2.80 500k 5/1/2016
18 Quantica Capital AG
1X Quantica Managed Futures Fund
2.80 100k 1/1/2014
17 FORT LP
Fort Global Diversified
2.82 2,000k 10/1/1993
16 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.88 5,000k 6/1/2010
15 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.29 100k 12/1/1998
14 Chesapeake Capital
Diversified Plus (HV)
3.42 100k 4/1/1994
13 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.56 3,000k 5/1/2014
12 Glider Trading LLP
Glider Trading Strategy (Class C)
3.74 500k 9/1/2013
11 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.04 1,000k 3/1/2003
10 Millburn Corporation
Multi-Markets Program
4.09 25,000k 10/1/2004
9 Aquantum
Aquantum Global Systematic Program (AGS)
4.29 5,000k 7/1/2013
8 Candriam Investor Group
Alternative Return Systemat
4.62 125k 1/1/2007
7 Emil van Essen
Long-Short Commodity Program
4.66 1,000k 6/1/2013
6 FORT LP
Global Futures Program (formerly Global Diversified Classic)
5.08 10,000k 10/1/1993
5 Emil van Essen
Long-Short Commodity Program - Accelerated
5.24 200k 5/1/2014
4 ISAM
ISAM Systematic Trend Fund
5.30 1,000k 6/1/2001
3 Eclipse Capital Management
Alpha Asia
6.85 25,000k 1/1/2015
2 Millburn Corporation
Commodity Program
8.06 25,000k 3/1/2005
1 AG Capital Investments, LLC
Discretionary Global Macro Program
16.30 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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