Diversified Trader Index For November 2018

Monthly Rankings

Rank CTA/Program Nov 2018 Min Inv Inception
102 Enduring Investments LLC
Enduring Commodity Alpha
-9.76 500k 9/1/2015
101 Estlander & Partners
Freedom
-6.92 20,000k 8/1/2010
100 Tomas Capital Pty Ltd
GCAF | USD
-5.98 1,500k 7/1/2011
99 Alee Capital Management, LLC
Mistral Program
-4.91 2,500k 1/1/1999
98 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.90 50k 7/1/2011
97 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.29 20,000k 5/1/2013
96 Independent View
IV Quantitative Futures Fund
-4.10 100k 11/1/2012
95 Emil van Essen
EvE Systematic Commodity Opportunities
-3.91 500k 5/1/2016
94 Worldwide Capital Strategies
Profit Quest Macro World
-3.53 100k 1/1/2010
93 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.44 100k 1/1/2016
92 Three Rock Capital Management
Global Macro Program
-3.28 1,000k 1/1/2009
91 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.16 1,000k 1/1/2013
90 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.90 5,000k 6/1/2010
89 DUNN Capital Management
DUNN WMA Institutional Program
-2.87 100k 10/1/2011
88 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-2.70 1,500k 10/1/2016
87 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.65 1k 6/1/2009
86 Anderson Creek Trading
Standard Diversified Strategy
-2.15 250k 7/1/2014
85 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.04 100k 12/1/1998
84 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.97 5,000k 11/1/2012
83 Chesapeake Capital
Diversified Plus (HV)
-1.90 100k 4/1/1994
82 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-1.81 500k 1/1/2011
81 Garraway Capital Management LLP
Garraway Financial Trends
-1.54 100k 9/1/2012
80 dormouse Limited
dormouse Fund B Shares
-1.52 10,000k 8/1/2016
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.34 1k 10/1/2006
78 FORT LP
Fort Global Contrarian
-1.14 2,000k 10/1/2002
77 dormouse Limited
dormouse - Managed Account
-1.13 10,000k 7/1/2011
76 514 Capital Partners
514 Fund
-1.08 100k 11/1/2013
75 Centurion Investment Management Inc.
Composite
-0.97 10,000k 8/1/2012
74 Prolific Capital Markets, LLC
Prolific Swiss System
-0.76 10,000k 1/1/2014
73 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.65 1,000k 10/1/2006
72 Future Trade AG
Thales Swing Trading Programme
-0.63 250k 6/1/2007
71 Emil van Essen
Spread Trading Program Limited
-0.55 5,000k 7/1/2013
70 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.55 1,000k 3/1/2003
69 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.53 10,000k 3/1/1998
68 Crabel Capital Management
Crabel Multi-Product
-0.46 1,000k 3/1/1998
67 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.42 100k 4/1/2015
66 Robust Methods LLC
Macro Managed Account
-0.38 5,000k 1/1/2005
65 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.33 250k 5/1/2011
64 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.27 2,000k 7/1/2016
63 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.25 100k 10/1/2016
62 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.13 1,000k 3/1/2003
61 Metolius Capital LLC
Metolius Diversified
-0.07 100k 6/1/2010
60 Valia Capital Management
Global Tactical Program
-0.04 200k 5/1/2014
59 AG Capital Investments, LLC
Discretionary Global Macro Program
-0.01 500k 10/1/2014
58 Eamon Capital
Zephyr Program
-0.01 600k 1/1/2016
46 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
47 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
48 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
49 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
50 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
51 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.00 25k 1/1/2011
52 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.00 50k 10/1/2011
53 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
54 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
55 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
56 ISAM
ISAM Systematic Trend Fund
0.00 1,000k 6/1/2001
57 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
45 Centurion Investment Management Inc.
Zero Margin Program
0.04 1,000k 5/1/2016
44 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.12 3,000k 5/1/2010
43 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.13 40k 6/1/2015
42 Automaton Trading LLC
Diversified
0.18 500k 7/1/2014
41 Orion Asset Management
Algorithmic Trading Program
0.33 10k 1/1/2013
40 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.38 250k 7/1/2015
39 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.71 250k 2/1/2016
38 Qbasis Invest
Qbasis i Trend Fund
0.78 1k 1/1/2014
37 Superfund Group
Superfund Red EUR SICAV
1.05 10k 3/1/2013
36 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.05 10,000k 8/1/2009
35 Crabel Capital Management
WPD Crabel Futures Program
1.06 1,000k 7/1/2008
34 County Cork LLC
County Cork Macro Equity Hedge
1.09 1,000k 2/1/2016
33 EMC Capital Advisors, LLC
EMC Alpha Program
1.17 5,000k 6/1/2013
32 R Best LLC
World Select Program
1.20 2,000k 4/1/2016
31 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.31 10,000k 10/1/1993
30 QTS Capital Management, LLC
QTS Partners, L.P.
1.36 100k 1/1/2011
29 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.55 1,000k 5/1/2015
28 Blackwater Capital Management
ForesightML
1.56 5,000k 7/1/2016
27 Superfund Group
Superfund Red USD SICAV
1.60 10k 3/1/2013
26 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.72 3,000k 5/1/2014
25 Millburn Ridgefield Corporation
Multi-Markets Program
1.86 25,000k 10/1/2004
24 FORT LP
Fort Global Diversified
1.90 2,000k 10/1/1993
23 Linnis
Linnis ONE, LP
1.90 100k 8/1/2014
22 Quantica Capital AG
1X Quantica Managed Futures Fund
2.00 100k 1/1/2014
21 Melissinos Trading
Eupatrid Program
2.35 50k 1/1/2011
20 SteppenWolf Capital LLC
Multi-Strategy Vol 10
2.41 3,000k 8/1/2011
19 Emil van Essen
Long-Short Commodity Program - Accelerated
2.46 200k 5/1/2014
18 Estlander & Partners
Alpha Trend II - Class P
2.70 100k 12/1/2008
17 Sandpiper Asset Management
Sandpiper Global Macro Program
2.82 1,000k 8/1/2012
16 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.05 1,000k 5/1/2014
15 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
3.51 200k 2/1/2016
14 Vivienne Investissement
MACH 3
3.93 100k 6/1/2015
13 Tom Capital AG
Tom Capital Growth Fund
4.00 5,000k 12/1/2015
12 Urban Tree Capital, LLC
UTC Plus (Client)
4.17 100k 3/1/2013
11 ROW Asset Managment
Row Diversified Fund, L.P.
4.53 1,000k 11/1/2011
10 Silicon Valley Quantitative Advisors
UQP Large
4.68 500k 1/1/2009
9 Talenta Capital LLP
Diversified
4.81 950k 6/1/2014
8 Emil van Essen
Multi-Strategy Program
5.19 6,000k 5/1/2014
7 NuWave Investment Management, LLC
NuWave Matrix Portfolio
5.22 3,000k 9/1/2015
6 Emil van Essen
Long-Short Commodity Program
5.34 1,000k 6/1/2013
5 Eclipse Capital Management
Alpha Asia
6.57 25,000k 1/1/2015
4 Millburn Ridgefield Corporation
Commodity Program
6.73 25,000k 3/1/2005
3 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
7.78 5,000k 9/1/2009
2 Kopis Capital Management, LLC
Commodity Long Only
8.27 500k 1/1/2014
1 ROW Asset Managment
ROW Diversified 2X Fund, LP
8.86 1,000k 8/1/2016

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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