Diversified Trader Index For September 2017

Monthly Rankings

Rank CTA/Program Sep 2017 Min Inv Inception
97 Covenant Capital Management
Optimal Program
-24.96 10k 2/1/2014
96 Dreiss Research Corporation
Diversified Program
-15.30 1,000k 5/1/1991
95 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-11.26 50k 7/1/2011
94 Tomas Capital Pty Ltd
GCAF | USD
-11.04 1,500k 7/1/2011
93 Angle Capital Management LLC
AIP Program
-9.45 100k 1/1/2010
92 Estlander & Partners
Alpha Trend II - Class P
-9.00 100k 12/1/2008
91 Purple Valley Capital, Inc.
Diversified Trend 1
-8.35 100k 8/1/2008
90 Glenhaven Capital LLC
Glenhaven Global II LP
-7.09 25k 4/1/2012
89 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-6.86 10,000k 3/1/1998
88 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-6.76 1,000k 10/1/2006
87 Candriam Investor Group
Alternative Return Systemat
-5.96 125k 1/1/2007
86 Melissinos Trading
Eupatrid Program
-5.80 50k 1/1/2011
85 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.61 20,000k 5/1/2013
84 ISAM
ISAM Systematic Trend Fund
-5.16 1,000k 6/1/2001
83 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.16 1,000k 3/1/2003
82 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.03 1,000k 8/1/2012
81 Aquantum
Aquantum Global Systematic Program (AGS)
-5.02 5,000k 7/1/2013
80 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-4.94 10,000k 10/1/1993
79 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.76 5,000k 6/1/2010
78 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-4.44 100k 12/1/1998
77 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-4.31 3,000k 5/1/2014
76 Emil van Essen
Spread Trading Program Limited
-4.23 5,000k 7/1/2013
75 Glider Trading LLP
Glider Trading Strategy (Class C)
-4.18 500k 9/1/2013
74 Qbasis Invest
Qbasis i Trend Fund
-4.18 1k 1/1/2014
73 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-4.10 250k 2/1/2016
72 FORT LP
Fort Global Diversified
-4.01 2,000k 10/1/1993
71 Silicon Valley Quantitative Advisors
UQP Large
-3.85 500k 1/1/2009
70 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
69 Prolific Capital Markets, LLC
Prolific Swiss System
-3.64 10,000k 1/1/2014
68 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-3.30 3,000k 9/1/2015
67 Conquest Capital Group
Conquest Select
-3.14 250k 6/1/2004
66 Alee Capital Management, LLC
Mistral Program
-3.08 2,500k 1/1/1999
65 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.08 100k 1/1/2016
64 Worldwide Capital Strategies
Profit Quest Macro World
-3.07 100k 1/1/2010
63 Alee Capital Management, LLC
Poniente Program
-3.02 2,500k 1/1/1999
62 Turning Wheel Capital, Inc.
Pure Alpha
-2.99 10,000k 1/1/2012
61 Chesapeake Capital
Diversified Plus (HV)
-2.94 100k 4/1/1994
60 FORT LP
Fort Global Contrarian
-2.93 2,000k 10/1/2002
59 EMC Capital Advisors, LLC
EMC Alpha Program
-2.87 5,000k 6/1/2013
58 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.86 1k 6/1/2009
57 Linnis
Linnis ONE, LP
-2.71 100k 8/1/2014
56 Estlander & Partners
Freedom
-2.27 20,000k 8/1/2010
55 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.16 1,000k 5/1/2014
54 Emil van Essen
Multi-Strategy Program
-2.13 6,000k 5/1/2014
53 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.02 200k 5/1/2014
52 Robust Methods LLC
Macro Managed Account
-1.99 5,000k 1/1/2005
51 ROW Asset Managment
Row Diversified Fund, L.P.
-1.91 1,000k 11/1/2011
50 Garraway Capital Management LLP
Garraway Financial Trends
-1.84 100k 9/1/2012
49 Eclipse Capital Management
Alpha Asia
-1.80 25,000k 1/1/2015
48 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.76 250k 5/1/2011
47 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.75 1k 10/1/2006
46 Witter & Lester, Inc.
Diversified Trading Program
-1.70 100k 4/1/2013
45 Millburn Corporation
Multi-Markets Program
-1.67 25,000k 10/1/2004
44 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.55 500k 7/1/2013
43 Talenta Capital LLP
Diversified
-1.44 950k 6/1/2014
42 County Cork LLC
County Cork Macro Equity Hedge
-1.19 1,000k 2/1/2016
41 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.11 1,000k 3/1/2003
40 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.10 1,000k 1/1/2013
39 Crabel Capital Management
WPD Crabel Futures Program
-0.99 1,000k 7/1/2008
38 Emil van Essen
EvE Systematic Commodity Opportunities
-0.97 500k 5/1/2016
37 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.97 5,000k 9/1/2009
36 Future Trade AG
Thales Swing Trading Programme
-0.81 250k 6/1/2007
35 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-0.69 40k 6/1/2015
34 Emil van Essen
Long-Short Commodity Program
-0.67 1,000k 6/1/2013
33 Independent View
IV Quantitative Futures Fund
-0.57 100k 11/1/2012
32 Commodities Analytics LLC
Daily Analytics
-0.46 100k 1/1/2014
31 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.42 3,000k 5/1/2010
30 Metolius Capital LLC
Metolius Diversified
-0.39 100k 6/1/2010
29 R Best LLC
World Select Program
-0.39 2,000k 4/1/2016
28 QTS Capital Management, LLC
QTS Partners, L.P.
-0.34 100k 1/1/2011
27 Tom Capital AG
Tom Capital Growth Fund
-0.30 5,000k 12/1/2015
26 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.27 10,000k 8/1/2009
25 Paradox Capital Management
Sentiment Program (1X)
-0.25 1,000k 1/1/2013
24 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
23 Bluegrass Capital Management
Cross Market Bias Model
0.03 3,000k 7/1/2014
22 Valia Capital Management
Global Tactical Program
0.11 200k 5/1/2014
21 DUNN Capital Management
DUNN WMA Institutional Program
0.19 100k 10/1/2011
20 Non Correlated Capital
Positive Theta Program
0.32 250k 10/1/2007
19 Eamon Capital
Zephyr Program
0.65 600k 1/1/2016
18 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.67 10,000k 8/1/2007
17 Urban Tree Capital, LLC
UTC Plus (Client)
0.80 100k 3/1/2013
16 Automaton Trading LLC
Diversified
0.82 500k 7/1/2014
15 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.86 100k 4/1/2015
14 Superfund Group
Superfund Red EUR SICAV
1.09 10k 3/1/2013
13 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
1.18 1,000k 1/1/2013
12 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.19 2,000k 7/1/2013
11 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.23 750k 5/1/2015
10 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
9 Crabel Capital Management
Crabel Multi-Product
1.40 1,000k 3/1/1998
8 Superfund Group
Superfund Red USD SICAV
1.46 10k 3/1/2013
7 Rosetta Capital Management
Macro Program
1.75 50k 1/1/2009
6 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.20 50k 10/1/2011
5 Three Rock Capital Management
Global Macro Program
2.82 1,000k 1/1/2009
4 dormouse Limited
dormouse - Managed Account
3.53 10,000k 7/1/2011
3 Vivienne Investissement
MACH 3
3.80 100k 6/1/2015
2 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
5.11 25k 1/1/2011
1 AG Capital Investments, LLC
Discretionary Global Macro Program
8.35 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan