Diversified Trader Index For February 2018

Monthly Rankings

Rank CTA/Program Feb 2018 Min Inv Inception
100 Covenant Capital Management
Optimal Program
-36.32 10k 2/1/2014
99 Glenhaven Capital LLC
Glenhaven Global II LP
-31.24 25k 4/1/2012
98 Tomas Capital Pty Ltd
GCAF | USD
-21.35 1,500k 7/1/2011
97 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-20.98 50k 7/1/2011
96 Dreiss Research Corporation
Diversified Program
-18.83 1,000k 5/1/1991
95 Purple Valley Capital, Inc.
Diversified Trend 1
-16.35 100k 8/1/2008
94 Estlander & Partners
Alpha Trend II - Class P
-13.77 100k 12/1/2008
93 ISAM
ISAM Systematic Trend Fund
-13.11 1,000k 6/1/2001
92 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-11.59 1k 6/1/2009
91 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-10.52 1,000k 5/1/2014
90 Superfund Group
Superfund Red EUR SICAV
-10.46 10k 3/1/2013
89 Chesapeake Capital
Diversified Plus (HV)
-10.34 100k 4/1/1994
88 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.86 100k 12/1/1998
87 Superfund Group
Superfund Red USD SICAV
-9.83 10k 3/1/2013
86 DUNN Capital Management
DUNN WMA Institutional Program
-9.63 100k 10/1/2011
85 Garraway Capital Management LLP
Garraway Financial Trends
-9.50 100k 9/1/2012
84 Qbasis Invest
Qbasis i Trend Fund
-9.46 1k 1/1/2014
83 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-9.32 40k 6/1/2015
82 Candriam Investor Group
Alternative Return Systemat
-9.02 125k 1/1/2007
81 Angle Capital Management LLC
AIP Program
-9.01 100k 1/1/2010
80 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-8.88 200k 2/1/2016
79 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-8.60 2,000k 7/1/2013
78 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-8.48 3,000k 9/1/2015
77 Conquest Capital Group
Conquest Select
-8.21 250k 6/1/2004
76 Quality Capital Management
Alpha Financials Program
-7.99 10,000k 6/1/2012
75 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-7.50 1,000k 10/1/2006
74 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-7.39 10,000k 3/1/1998
73 Melissinos Trading
Eupatrid Program
-7.15 50k 1/1/2011
72 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-7.09 1,000k 1/1/2013
71 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-6.73 3,000k 8/1/2011
70 Talenta Capital LLP
Diversified
-6.57 950k 6/1/2014
69 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-6.49 3,000k 5/1/2014
68 Automaton Trading LLC
Diversified
-6.44 500k 7/1/2014
67 ROW Asset Managment
Row Diversified Fund, L.P.
-6.42 1,000k 11/1/2011
66 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.13 250k 5/1/2011
65 Vivienne Investissement
MACH 3
-5.99 100k 6/1/2015
64 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-5.87 1k 10/1/2006
63 Glider Trading LLP
Glider Trading Strategy (Class C)
-5.71 500k 9/1/2013
62 Millburn Corporation
Commodity Program
-5.53 25,000k 3/1/2005
61 EMC Capital Advisors, LLC
EMC Alpha Program
-5.50 5,000k 6/1/2013
60 Millburn Corporation
Multi-Markets Program
-5.28 25,000k 10/1/2004
59 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.17 1,000k 3/1/2003
58 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-5.15 10,000k 8/1/2009
57 Aquantum
Aquantum Global Systematic Program (AGS)
-5.10 5,000k 7/1/2013
56 Metolius Capital LLC
Metolius Diversified
-4.70 100k 6/1/2010
55 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.30 100k 1/1/2014
54 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-4.11 10,000k 10/1/1993
53 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.99 3,000k 5/1/2010
52 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-3.84 1,000k 3/1/2003
51 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.51 100k 1/1/2016
50 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-2.91 100k 4/1/2015
49 Linnis
Linnis ONE, LP
-2.86 100k 8/1/2014
48 County Cork LLC
County Cork Macro Equity Hedge
-2.82 1,000k 2/1/2016
47 Robust Methods LLC
Macro Managed Account
-2.76 5,000k 1/1/2005
46 FORT LP
Fort Global Contrarian
-2.75 2,000k 10/1/2002
45 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
44 Alee Capital Management, LLC
Mistral Program
-2.43 2,500k 1/1/1999
43 Crabel Capital Management
Crabel Multi-Product
-2.31 1,000k 3/1/1998
42 Three Rock Capital Management
Global Macro Program
-2.16 1,000k 1/1/2009
41 Blackwater Capital Management
ForesightML
-2.10 5,000k 7/1/2016
40 FORT LP
Fort Global Diversified
-2.07 2,000k 10/1/1993
39 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.42 5,000k 6/1/2010
38 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.16 1,000k 8/1/2012
37 Eclipse Capital Management
Alpha Asia
-0.76 25,000k 1/1/2015
36 Future Trade AG
Thales Swing Trading Programme
-0.70 250k 6/1/2007
35 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.64 2,000k 7/1/2016
34 Eamon Capital
Zephyr Program
-0.50 600k 1/1/2016
33 Paradox Capital Management
Sentiment Program (1X)
-0.16 1,000k 1/1/2013
32 Emil van Essen
Long-Short Commodity Program
0.02 1,000k 6/1/2013
31 dormouse Limited
dormouse - Managed Account
0.09 10,000k 7/1/2011
30 Valia Capital Management
Global Tactical Program
0.12 200k 5/1/2014
29 Bluegrass Capital Management
Cross Market Bias Model
0.19 3,000k 7/1/2014
28 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.24 250k 7/1/2015
27 Prolific Capital Markets, LLC
Prolific Swiss System
0.24 10,000k 1/1/2014
26 Emil van Essen
Multi-Strategy Program
0.29 6,000k 5/1/2014
25 Witter & Lester, Inc.
Diversified Trading Program
0.32 100k 4/1/2013
24 Urban Tree Capital, LLC
UTC Plus (Client)
0.43 100k 3/1/2013
23 R Best LLC
World Select Program
0.64 2,000k 4/1/2016
22 Crabel Capital Management
WPD Crabel Futures Program
0.80 1,000k 7/1/2008
21 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.88 1,000k 5/1/2015
20 Emil van Essen
Long-Short Commodity Program - Accelerated
0.97 200k 5/1/2014
19 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.10 10,000k 8/1/2007
18 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.42 5,000k 9/1/2009
17 Emil van Essen
Spread Trading Program Limited
1.68 5,000k 7/1/2013
16 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
1.70 20,000k 5/1/2013
15 Silicon Valley Quantitative Advisors
UQP Large
1.86 500k 1/1/2009
14 Alee Capital Management, LLC
Poniente Program
2.00 2,500k 1/1/1999
13 Commodities Analytics LLC
Daily Analytics
2.04 100k 1/1/2014
12 Worldwide Capital Strategies
Profit Quest Macro World
2.20 100k 1/1/2010
11 Independent View
IV Quantitative Futures Fund
2.80 100k 11/1/2012
10 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.94 50k 10/1/2011
9 QTS Capital Management, LLC
QTS Partners, L.P.
3.13 100k 1/1/2011
8 Rosetta Capital Management
Macro Program
3.49 50k 1/1/2009
7 AG Capital Investments, LLC
Discretionary Global Macro Program
3.84 200k 10/1/2014
6 Tom Capital AG
Tom Capital Growth Fund
3.90 5,000k 12/1/2015
5 Emil van Essen
EvE Systematic Commodity Opportunities
4.35 500k 5/1/2016
4 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
6.64 25k 1/1/2011
3 Turning Wheel Capital, Inc.
Pure Alpha
7.14 10,000k 1/1/2012
2 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
7.95 500k 7/1/2013
1 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
11.63 250k 2/1/2016

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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