Diversified Trader Index For January 2018

Monthly Rankings

Rank CTA/Program Jan 2018 Min Inv Inception
99 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-5.95 250k 2/1/2016
98 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-5.87 500k 7/1/2013
97 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-5.18 25k 1/1/2011
96 Non Correlated Capital
Positive Theta Program
-3.96 250k 10/1/2007
95 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.75 3,000k 5/1/2010
94 Millburn Corporation
Multi-Markets Program
-3.56 25,000k 10/1/2004
93 Emil van Essen
Long-Short Commodity Program
-3.14 1,000k 6/1/2013
92 Linnis
Linnis ONE, LP
-2.96 100k 8/1/2014
91 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.58 50k 10/1/2011
90 Emil van Essen
Multi-Strategy Program
-2.16 6,000k 5/1/2014
89 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.16 200k 5/1/2014
88 Automaton Trading LLC
Diversified
-2.06 500k 7/1/2014
87 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.04 3,000k 9/1/2015
86 Emil van Essen
Spread Trading Program Limited
-1.97 5,000k 7/1/2013
85 Urban Tree Capital, LLC
UTC Plus (Client)
-1.19 100k 3/1/2013
84 Eclipse Capital Management
Alpha Asia
-1.12 25,000k 1/1/2015
83 Commodities Analytics LLC
Daily Analytics
-0.63 100k 1/1/2014
82 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.53 10,000k 10/1/1993
81 Valia Capital Management
Global Tactical Program
-0.48 200k 5/1/2014
80 Witter & Lester, Inc.
Diversified Trading Program
-0.38 100k 4/1/2013
79 Emil van Essen
EvE Systematic Commodity Opportunities
-0.28 500k 5/1/2016
78 FORT LP
Fort Global Contrarian
-0.27 2,000k 10/1/2002
77 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.27 1,000k 1/1/2013
75 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
76 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
74 Superfund Group
Superfund Red EUR SICAV
0.05 10k 3/1/2013
73 Future Trade AG
Thales Swing Trading Programme
0.10 250k 6/1/2007
72 Paradox Capital Management
Sentiment Program (1X)
0.23 1,000k 1/1/2013
71 Bluegrass Capital Management
Cross Market Bias Model
0.27 3,000k 7/1/2014
70 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
0.41 200k 2/1/2016
69 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.45 10,000k 8/1/2009
68 Superfund Group
Superfund Red USD SICAV
0.67 10k 3/1/2013
67 QTS Capital Management, LLC
QTS Partners, L.P.
0.78 100k 1/1/2011
66 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.92 250k 7/1/2015
65 Tom Capital AG
Tom Capital Growth Fund
1.10 5,000k 12/1/2015
64 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.18 1,000k 5/1/2014
63 Robust Methods LLC
Macro Managed Account
1.37 5,000k 1/1/2005
62 County Cork LLC
County Cork Macro Equity Hedge
1.40 1,000k 2/1/2016
61 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.42 1,000k 3/1/2003
60 FORT LP
Fort Global Diversified
1.53 2,000k 10/1/1993
59 Silicon Valley Quantitative Advisors
UQP Large
1.54 500k 1/1/2009
58 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.78 250k 5/1/2011
57 Independent View
IV Quantitative Futures Fund
1.88 100k 11/1/2012
56 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.92 1,000k 5/1/2015
55 Alee Capital Management, LLC
Poniente Program
2.03 2,500k 1/1/1999
54 SteppenWolf Capital LLC
Multi-Strategy Vol 10
2.35 3,000k 8/1/2011
53 Eamon Capital
Zephyr Program
2.47 600k 1/1/2016
52 Millburn Corporation
Commodity Program
2.70 25,000k 3/1/2005
51 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
2.78 100k 4/1/2015
50 Crabel Capital Management
WPD Crabel Futures Program
2.88 1,000k 7/1/2008
49 R Best LLC
World Select Program
2.92 2,000k 4/1/2016
48 ROW Asset Managment
Row Diversified Fund, L.P.
3.07 1,000k 11/1/2011
47 Garraway Capital Management LLP
Garraway Financial Trends
3.09 100k 9/1/2012
46 dormouse Limited
dormouse - Managed Account
3.25 10,000k 7/1/2011
45 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.30 5,000k 6/1/2010
44 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
3.52 2,000k 7/1/2013
43 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.79 1,000k 3/1/2003
42 Trigon Investment Advisors, LLC
Discretionary Macro Program
3.99 10,000k 8/1/2007
41 Three Rock Capital Management
Global Macro Program
4.22 1,000k 1/1/2009
40 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.40 1k 10/1/2006
39 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.50 5,000k 9/1/2009
38 Metolius Capital LLC
Metolius Diversified
4.51 100k 6/1/2010
37 Talenta Capital LLP
Diversified
4.70 950k 6/1/2014
36 Prolific Capital Markets, LLC
Prolific Swiss System
5.04 10,000k 1/1/2014
35 Quantica Capital AG
1X Quantica Managed Futures Fund
5.20 100k 1/1/2014
34 DUNN Capital Management
DUNN WMA Institutional Program
5.43 100k 10/1/2011
33 Glenhaven Capital LLC
Glenhaven Global II LP
5.56 25k 4/1/2012
32 Qbasis Invest
Qbasis i Trend Fund
5.72 1k 1/1/2014
31 ISAM
ISAM Systematic Trend Fund
5.80 1,000k 6/1/2001
30 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.89 50k 7/1/2011
29 Candriam Investor Group
Alternative Return Systemat
5.95 125k 1/1/2007
28 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
6.10 1,000k 1/1/2013
27 Tomas Capital Pty Ltd
GCAF | USD
6.16 1,500k 7/1/2011
26 Estlander & Partners
Freedom
6.59 20,000k 8/1/2010
25 EMC Capital Advisors, LLC
EMC Alpha Program
6.64 5,000k 6/1/2013
24 Aquantum
Aquantum Global Systematic Program (AGS)
7.19 5,000k 7/1/2013
23 Qbasis Invest
Qbasis All Trends UCITS Fund
7.25 100k 1/1/2016
22 EMC Capital Advisors, LLC
EMC Alpha Plus Program
7.59 3,000k 5/1/2014
21 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.95 20,000k 5/1/2013
20 Melissinos Trading
Eupatrid Program
7.96 50k 1/1/2011
19 Glider Trading LLP
Glider Trading Strategy (Class C)
8.10 500k 9/1/2013
18 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
8.15 1k 6/1/2009
17 Rosetta Capital Management
Macro Program
8.19 50k 1/1/2009
16 Worldwide Capital Strategies
Profit Quest Macro World
8.57 100k 1/1/2010
15 Aspect Capital
Aspect Diversified Fund - Class A (USD)
8.72 100k 12/1/1998
14 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
8.93 40k 6/1/2015
13 Crabel Capital Management
Crabel Multi-Product
8.98 1,000k 3/1/1998
12 AG Capital Investments, LLC
Discretionary Global Macro Program
9.21 200k 10/1/2014
11 Conquest Capital Group
Conquest Select
9.56 250k 6/1/2004
10 Sandpiper Asset Management
Sandpiper Global Macro Program
9.78 1,000k 8/1/2012
9 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
10.36 1,000k 10/1/2006
8 Alee Capital Management, LLC
Mistral Program
10.63 2,500k 1/1/1999
7 Dreiss Research Corporation
Diversified Program
10.64 1,000k 5/1/1991
6 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
10.79 10,000k 3/1/1998
5 Vivienne Investissement
MACH 3
11.50 100k 6/1/2015
4 Chesapeake Capital
Diversified Plus (HV)
13.81 100k 4/1/1994
3 Angle Capital Management LLC
AIP Program
16.58 100k 1/1/2010
2 Purple Valley Capital, Inc.
Diversified Trend 1
17.56 100k 8/1/2008
1 Covenant Capital Management
Optimal Program
44.69 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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