Diversified Trader Index For March 2018

Monthly Rankings

Rank CTA/Program Mar 2018 Min Inv Inception
101 Covenant Capital Management
Optimal Program
-20.84 10k 2/1/2014
100 Alee Capital Management, LLC
Mistral Program
-6.96 2,500k 1/1/1999
99 Future Trade AG
Thales Swing Trading Programme
-6.87 250k 6/1/2007
98 Worldwide Capital Strategies
Profit Quest Macro World
-5.75 100k 1/1/2010
97 Qbasis Invest
Qbasis i Trend Fund
-5.36 1k 1/1/2014
96 Tomas Capital Pty Ltd
GCAF | USD
-5.00 1,500k 7/1/2011
95 Qbasis Invest
Qbasis All Trends UCITS Fund
-4.90 100k 1/1/2016
94 Angle Capital Management LLC
AIP Program
-4.73 100k 1/1/2010
93 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.49 50k 7/1/2011
92 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-4.23 1,000k 3/1/2003
91 Purple Valley Capital, Inc.
Diversified Trend 1
-4.16 100k 8/1/2008
90 Glenhaven Capital LLC
Glenhaven Global II LP
-3.77 25k 4/1/2012
89 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.65 1,000k 3/1/2003
88 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.54 1k 6/1/2009
87 QCM
Alpha Financials Program
-3.40 10,000k 6/1/2012
86 Chesapeake Capital
Diversified Plus (HV)
-3.39 100k 4/1/1994
85 Emil van Essen
EvE Systematic Commodity Opportunities
-3.34 500k 5/1/2016
84 Alee Capital Management, LLC
Poniente Program
-3.33 2,500k 1/1/1999
83 Glider Trading LLP
Glider Trading Strategy (Class C)
-3.33 500k 9/1/2013
82 Eclipse Capital Management
Alpha Asia
-3.26 25,000k 1/1/2015
81 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.00 10,000k 3/1/1998
80 dormouse Limited
dormouse - Managed Account
-2.68 10,000k 7/1/2011
79 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-2.64 1,000k 10/1/2006
78 Conquest Capital Group
Conquest Select
-2.46 250k 6/1/2004
77 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.06 3,000k 5/1/2014
76 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.03 1k 10/1/2006
75 Melissinos Trading
Eupatrid Program
-1.96 50k 1/1/2011
74 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.65 10,000k 8/1/2007
73 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.62 200k 10/1/2014
72 Silicon Valley Quantitative Advisors
UQP Large
-1.49 500k 1/1/2009
71 Candriam Investor Group
Alternative Return Systemat
-1.47 125k 1/1/2007
70 Estlander & Partners
Alpha Trend II - Class P
-1.46 100k 12/1/2008
69 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.44 40k 6/1/2015
68 Three Rock Capital Management
Global Macro Program
-1.42 1,000k 1/1/2009
67 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-1.32 25k 1/1/2011
66 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.30 100k 4/1/2015
65 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-1.27 3,000k 9/1/2015
64 Linnis
Linnis ONE, LP
-1.24 100k 8/1/2014
63 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.15 10,000k 8/1/2009
62 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.06 1,000k 8/1/2012
61 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.02 250k 5/1/2011
60 Tom Capital AG
Tom Capital Growth Fund
-0.90 5,000k 12/1/2015
59 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.84 20,000k 5/1/2013
58 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
57 Garraway Capital Management LLP
Garraway Financial Trends
-0.75 100k 9/1/2012
56 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.75 3,000k 8/1/2011
55 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-0.73 50k 10/1/2011
54 FORT LP
Fort Global Diversified
-0.68 2,000k 10/1/1993
53 Metolius Capital LLC
Metolius Diversified
-0.68 100k 6/1/2010
52 Robust Methods LLC
Macro Managed Account
-0.45 5,000k 1/1/2005
51 Turning Wheel Capital, Inc.
Pure Alpha
-0.43 10,000k 1/1/2012
50 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.21 3,000k 5/1/2010
49 R Best LLC
World Select Program
-0.18 2,000k 4/1/2016
48 DUNN Capital Management
DUNN WMA Institutional Program
-0.10 100k 10/1/2011
47 County Cork LLC
County Cork Macro Equity Hedge
-0.09 1,000k 2/1/2016
46 Bluegrass Capital Management
Cross Market Bias Model
-0.06 3,000k 7/1/2014
45 Blackwater Capital Management
ForesightML
-0.03 5,000k 7/1/2016
44 EMC Capital Advisors, LLC
EMC Alpha Program
0.08 5,000k 6/1/2013
43 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.11 1,000k 1/1/2013
42 Aquantum
Aquantum Global Systematic Program (AGS)
0.15 5,000k 7/1/2013
41 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.19 5,000k 9/1/2009
40 Valia Capital Management
Global Tactical Program
0.23 200k 5/1/2014
39 Dreiss Research Corporation
Diversified Program
0.23 1,000k 5/1/1991
38 ISAM
ISAM Systematic Trend Fund
0.23 1,000k 6/1/2001
37 Crabel Capital Management
Crabel Multi-Product
0.24 1,000k 3/1/1998
36 Estlander & Partners
Freedom
0.31 20,000k 8/1/2010
35 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.32 10,000k 10/1/1993
34 Emil van Essen
Long-Short Commodity Program
0.38 1,000k 6/1/2013
33 Commodities Analytics LLC
Daily Analytics
0.39 100k 1/1/2014
32 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.41 250k 7/1/2015
31 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.52 2,000k 7/1/2016
30 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.53 1,000k 5/1/2015
29 FORT LP
Fort Global Contrarian
0.67 2,000k 10/1/2002
28 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.67 1,000k 5/1/2014
27 Witter & Lester, Inc.
Diversified Trading Program
0.71 100k 4/1/2013
26 Talenta Capital LLP
Diversified
0.75 950k 6/1/2014
25 Vivienne Investissement
MACH 3
0.78 100k 6/1/2015
24 Automaton Trading LLC
Diversified
0.87 500k 7/1/2014
23 Emil van Essen
Spread Trading Program Limited
1.06 5,000k 7/1/2013
22 Urban Tree Capital, LLC
UTC Plus (Client)
1.06 100k 3/1/2013
21 Emil van Essen
Multi-Strategy Program
1.07 6,000k 5/1/2014
20 Paradox Capital Management
Sentiment Program (1X)
1.14 1,000k 1/1/2013
19 Independent View
IV Quantitative Futures Fund
1.23 100k 11/1/2012
18 ROW Asset Managment
Row Diversified Fund, L.P.
1.24 1,000k 11/1/2011
17 Emil van Essen
Long-Short Commodity Program - Accelerated
1.44 200k 5/1/2014
16 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.71 2,000k 7/1/2013
15 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.71 200k 2/1/2016
14 Eamon Capital
Zephyr Program
1.72 600k 1/1/2016
13 Superfund Group
Superfund Red EUR SICAV
1.72 10k 3/1/2013
12 Aspect Capital
Aspect Diversified Fund - Class A (USD)
2.19 100k 12/1/1998
11 Superfund Group
Superfund Red USD SICAV
2.20 10k 3/1/2013
10 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.29 5,000k 6/1/2010
9 Crabel Capital Management
WPD Crabel Futures Program
2.34 1,000k 7/1/2008
8 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
2.40 500k 7/1/2013
7 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.47 5,000k 11/1/2012
6 QTS Capital Management, LLC
QTS Partners, L.P.
2.57 100k 1/1/2011
5 Millburn Corporation
Commodity Program
2.88 25,000k 3/1/2005
4 Millburn Corporation
Multi-Markets Program
3.36 25,000k 10/1/2004
3 Rosetta Capital Management
Macro Program
3.44 50k 1/1/2009
2 Prolific Capital Markets, LLC
Prolific Swiss System
3.58 10,000k 1/1/2014
1 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
5.22 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan