Diversified Trader Index For October 2018

Monthly Rankings

Rank CTA/Program Oct 2018 Min Inv Inception
99 Purple Valley Capital, Inc.
Diversified Trend 1
-16.71 100k 8/1/2008
98 Qbasis Invest
Qbasis All Trends UCITS Fund
-14.84 100k 1/1/2016
97 Worldwide Capital Strategies
Profit Quest Macro World
-13.77 100k 1/1/2010
96 ISAM
ISAM Systematic Trend Fund
-11.36 1,000k 6/1/2001
95 Vivienne Investissement
MACH 3
-10.98 100k 6/1/2015
94 Qbasis Invest
Qbasis i Trend Fund
-10.18 1k 1/1/2014
93 Estlander & Partners
Alpha Trend II - Class P
-10.06 100k 12/1/2008
92 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-9.82 1,000k 10/1/2006
91 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-9.71 10,000k 3/1/1998
90 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.23 100k 12/1/1998
89 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-7.56 250k 2/1/2016
88 Quantica Capital AG
1X Quantica Managed Futures Fund
-7.30 100k 1/1/2014
87 Chesapeake Capital
Diversified Plus (HV)
-6.88 100k 4/1/1994
86 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-5.99 1,000k 5/1/2014
85 DUNN Capital Management
DUNN WMA Institutional Program
-5.92 100k 10/1/2011
84 Silicon Valley Quantitative Advisors
UQP Large
-5.91 500k 1/1/2009
83 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-5.40 3,000k 9/1/2015
82 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-5.32 3,000k 5/1/2010
81 Emil van Essen
EvE Systematic Commodity Opportunities
-5.32 500k 5/1/2016
80 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-5.16 1,000k 1/1/2013
79 Estlander & Partners
Freedom
-5.11 20,000k 8/1/2010
78 AG Capital Investments, LLC
Discretionary Global Macro Program
-5.08 200k 10/1/2014
77 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-5.02 200k 2/1/2016
76 Candriam Investor Group
Alternative Return Systemat
-4.89 125k 1/1/2007
75 Superfund Group
Superfund Red EUR SICAV
-4.81 10k 3/1/2013
74 Tomas Capital Pty Ltd
GCAF | USD
-4.80 1,500k 7/1/2011
73 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.43 50k 7/1/2011
72 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-4.43 3,000k 5/1/2014
71 Superfund Group
Superfund Red USD SICAV
-4.36 10k 3/1/2013
70 EMC Capital Advisors, LLC
EMC Alpha Program
-4.11 5,000k 6/1/2013
69 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-3.68 3,000k 8/1/2011
68 FORT LP
Fort Global Contrarian
-3.49 2,000k 10/1/2002
67 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-3.46 5,000k 9/1/2009
66 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-3.18 100k 4/1/2015
65 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.85 1k 6/1/2009
64 Crabel Capital Management
WPD Crabel Futures Program
-2.79 1,000k 7/1/2008
63 Emil van Essen
Spread Trading Program Limited
-2.68 5,000k 7/1/2013
62 Millburn Corporation
Commodity Program
-2.50 25,000k 3/1/2005
61 Talenta Capital LLP
Diversified
-2.32 950k 6/1/2014
60 dormouse Limited
dormouse Fund B Shares
-1.72 10,000k 8/1/2016
59 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.62 250k 5/1/2011
58 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.50 10,000k 10/1/1993
57 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.45 1k 10/1/2006
56 Emil van Essen
Multi-Strategy Program
-1.42 6,000k 5/1/2014
55 dormouse Limited
dormouse - Managed Account
-1.31 10,000k 7/1/2011
54 County Cork LLC
County Cork Macro Equity Hedge
-1.25 1,000k 2/1/2016
53 FORT LP
Fort Global Diversified
-1.04 2,000k 10/1/1993
52 Garraway Capital Management LLP
Garraway Financial Trends
-0.95 100k 9/1/2012
51 R Best LLC
World Select Program
-0.83 2,000k 4/1/2016
50 Three Rock Capital Management
Global Macro Program
-0.61 1,000k 1/1/2009
49 Conquest Capital Group
Conquest Select
-0.48 250k 6/1/2004
48 Future Trade AG
Thales Swing Trading Programme
-0.43 250k 6/1/2007
47 Valia Capital Management
Global Tactical Program
-0.30 200k 5/1/2014
46 Emil van Essen
Long-Short Commodity Program
-0.20 1,000k 6/1/2013
45 Blackwater Capital Management
ForesightML
-0.19 5,000k 7/1/2016
44 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.13 1,000k 3/1/2003
33 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
34 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
35 Covenant Capital Management
Optimal Program
0.00 10k 2/1/2014
36 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
37 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
38 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
39 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
40 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
41 Centurion Investment Management Inc.
Composite
0.00 10,000k 8/1/2012
42 Centurion Investment Management Inc.
Zero Margin Program
0.00 1,000k 5/1/2016
43 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
32 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.07 1,000k 3/1/2003
31 Automaton Trading LLC
Diversified
0.13 500k 7/1/2014
30 Turning Wheel Capital, Inc.
Pure Alpha
0.15 10,000k 1/1/2012
29 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.17 500k 1/1/2011
28 Bluegrass Capital Management
Cross Market Bias Model
0.18 3,000k 7/1/2014
27 Robust Methods LLC
Macro Managed Account
0.49 5,000k 1/1/2005
26 Sandpiper Asset Management
Sandpiper Global Macro Program
0.56 1,000k 8/1/2012
25 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.59 50k 10/1/2011
24 Tom Capital AG
Tom Capital Growth Fund
0.60 5,000k 12/1/2015
23 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
1.03 250k 7/1/2015
22 Millburn Corporation
Multi-Markets Program
1.09 25,000k 10/1/2004
21 JTM Capital Management LLC
JTM Absolute Return Strategy
1.27 100k 10/1/2016
20 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
1.34 25k 1/1/2011
19 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.34 5,000k 6/1/2010
18 Metolius Capital LLC
Metolius Diversified
1.38 100k 6/1/2010
17 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.48 2,000k 7/1/2016
16 Emil van Essen
Long-Short Commodity Program - Accelerated
1.65 200k 5/1/2014
15 QTS Capital Management, LLC
QTS Partners, L.P.
1.68 100k 1/1/2011
14 Eamon Capital
Zephyr Program
1.68 600k 1/1/2016
13 Crabel Capital Management
Crabel Multi-Product
1.89 1,000k 3/1/1998
12 Alee Capital Management, LLC
Mistral Program
1.93 2,500k 1/1/1999
11 Independent View
IV Quantitative Futures Fund
2.13 100k 11/1/2012
10 Eclipse Capital Management
Alpha Asia
2.62 25,000k 1/1/2015
9 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.87 5,000k 11/1/2012
8 Glendorn Capital Management LLC
MultiWeek Trading Strategy
3.09 1,500k 10/1/2016
7 Prolific Capital Markets, LLC
Prolific Swiss System
3.33 10,000k 1/1/2014
6 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.77 40k 6/1/2015
5 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.99 1,000k 5/1/2015
4 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
6.34 20,000k 5/1/2013
3 Linnis
Linnis ONE, LP
7.31 100k 8/1/2014
2 Urban Tree Capital, LLC
UTC Plus (Client)
8.08 100k 3/1/2013
1 Rosetta Capital Management
Macro Program
8.87 50k 1/1/2009

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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