Diversified Trader Index For April 2018

Monthly Rankings

Rank CTA/Program Apr 2018 Min Inv Inception
104 Alee Capital Management, LLC
Mistral Program
-5.70 2,500k 1/1/1999
104 Alee Capital Management, LLC
Mistral Program
-5.70 2,500k 1/1/1999
103 Eclipse Capital Management
Alpha Asia
-4.87 25,000k 1/1/2015
103 Eclipse Capital Management
Alpha Asia
-4.87 25,000k 1/1/2015
102 Vivienne Investissement
MACH 3
-4.33 100k 6/1/2015
102 Vivienne Investissement
MACH 3
-4.33 100k 6/1/2015
101 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-4.26 750k 5/1/2015
101 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-4.26 750k 5/1/2015
100 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-3.30 500k 7/1/2013
100 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-3.30 500k 7/1/2013
99 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.22 250k 5/1/2011
99 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.22 250k 5/1/2011
98 Garraway Capital Management LLP
Garraway Financial Trends
-3.16 100k 9/1/2012
98 Garraway Capital Management LLP
Garraway Financial Trends
-3.16 100k 9/1/2012
97 AG Capital Investments, LLC
Discretionary Global Macro Program
-2.95 200k 10/1/2014
97 AG Capital Investments, LLC
Discretionary Global Macro Program
-2.95 200k 10/1/2014
96 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.74 40k 6/1/2015
96 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.74 40k 6/1/2015
95 Emil van Essen
EvE Systematic Commodity Opportunities
-2.71 500k 5/1/2016
95 Emil van Essen
EvE Systematic Commodity Opportunities
-2.71 500k 5/1/2016
94 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.66 20,000k 5/1/2013
94 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.66 20,000k 5/1/2013
93 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.59 1k 6/1/2009
93 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.59 1k 6/1/2009
92 Candriam Investor Group
Alternative Return Systemat
-2.53 125k 1/1/2007
92 Candriam Investor Group
Alternative Return Systemat
-2.53 125k 1/1/2007
91 Centurion Investment Management Inc.
Composite
-2.38 10,000k 8/1/2012
91 Centurion Investment Management Inc.
Composite
-2.38 10,000k 8/1/2012
90 Witter & Lester, Inc.
Diversified Trading Program
-2.34 100k 4/1/2013
90 Witter & Lester, Inc.
Diversified Trading Program
-2.34 100k 4/1/2013
89 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.32 3,000k 5/1/2010
89 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.32 3,000k 5/1/2010
88 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.23 10,000k 8/1/2009
88 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.23 10,000k 8/1/2009
87 QTS Capital Management, LLC
QTS Partners, L.P.
-1.98 100k 1/1/2011
87 QTS Capital Management, LLC
QTS Partners, L.P.
-1.98 100k 1/1/2011
86 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.97 5,000k 11/1/2012
86 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.97 5,000k 11/1/2012
85 County Cork LLC
County Cork Macro Equity Hedge
-1.70 1,000k 2/1/2016
85 County Cork LLC
County Cork Macro Equity Hedge
-1.70 1,000k 2/1/2016
84 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.55 10,000k 10/1/1993
84 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.55 10,000k 10/1/1993
83 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
83 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
82 Qbasis Invest
Qbasis All Trends UCITS Fund
-1.32 100k 1/1/2016
82 Qbasis Invest
Qbasis All Trends UCITS Fund
-1.32 100k 1/1/2016
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.30 1k 10/1/2006
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.30 1k 10/1/2006
80 Chesapeake Capital
Diversified Plus (HV)
-1.29 100k 4/1/1994
80 Chesapeake Capital
Diversified Plus (HV)
-1.29 100k 4/1/1994
79 Metolius Capital LLC
Metolius Diversified
-1.22 100k 6/1/2010
79 Metolius Capital LLC
Metolius Diversified
-1.22 100k 6/1/2010
78 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.19 1,000k 3/1/2003
78 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.19 1,000k 3/1/2003
77 Quality Capital Management
Alpha Financials Program
-1.17 10,000k 6/1/2012
77 Quality Capital Management
Alpha Financials Program
-1.17 10,000k 6/1/2012
76 Tom Capital AG
Tom Capital Growth Fund
-1.10 5,000k 12/1/2015
76 Tom Capital AG
Tom Capital Growth Fund
-1.10 5,000k 12/1/2015
75 Qbasis Invest
Qbasis i Trend Fund
-1.08 1k 1/1/2014
75 Qbasis Invest
Qbasis i Trend Fund
-1.08 1k 1/1/2014
74 Alee Capital Management, LLC
Poniente Program
-0.96 2,500k 1/1/1999
74 Alee Capital Management, LLC
Poniente Program
-0.96 2,500k 1/1/1999
73 Automaton Trading LLC
Diversified
-0.92 500k 7/1/2014
73 Automaton Trading LLC
Diversified
-0.92 500k 7/1/2014
72 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.84 250k 7/1/2015
72 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.84 250k 7/1/2015
71 Aquantum
Aquantum Global Systematic Program (AGS)
-0.79 5,000k 7/1/2013
71 Aquantum
Aquantum Global Systematic Program (AGS)
-0.79 5,000k 7/1/2013
70 Commodities Analytics LLC
Daily Analytics
-0.72 100k 1/1/2014
70 Commodities Analytics LLC
Daily Analytics
-0.72 100k 1/1/2014
69 Paradox Capital Management
Sentiment Program (1X)
-0.65 1,000k 1/1/2013
69 Paradox Capital Management
Sentiment Program (1X)
-0.65 1,000k 1/1/2013
68 Purple Valley Capital, Inc.
Diversified Trend 1
-0.62 100k 8/1/2008
68 Purple Valley Capital, Inc.
Diversified Trend 1
-0.62 100k 8/1/2008
67 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.59 1,000k 10/1/2006
67 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.59 1,000k 10/1/2006
66 Orion Asset Management
Algorithmic Trading Program
-0.58 10k 1/1/2013
66 Orion Asset Management
Algorithmic Trading Program
-0.58 10k 1/1/2013
65 Emil van Essen
Long-Short Commodity Program
-0.56 1,000k 6/1/2013
65 Emil van Essen
Long-Short Commodity Program
-0.56 1,000k 6/1/2013
64 Centurion Investment Management Inc.
Zero Margin Program
-0.53 1,000k 5/1/2016
64 Centurion Investment Management Inc.
Zero Margin Program
-0.53 1,000k 5/1/2016
63 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.51 10,000k 3/1/1998
63 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.51 10,000k 3/1/1998
62 Turning Wheel Capital, Inc.
Pure Alpha
-0.43 10,000k 1/1/2012
62 Turning Wheel Capital, Inc.
Pure Alpha
-0.43 10,000k 1/1/2012
61 Estlander & Partners
Freedom
-0.40 20,000k 8/1/2010
61 Estlander & Partners
Freedom
-0.40 20,000k 8/1/2010
60 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.30 3,000k 5/1/2014
60 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.30 3,000k 5/1/2014
59 Melissinos Trading
Eupatrid Program
-0.26 50k 1/1/2011
59 Melissinos Trading
Eupatrid Program
-0.26 50k 1/1/2011
58 EMC Capital Advisors, LLC
EMC Alpha Program
-0.22 5,000k 6/1/2013
58 EMC Capital Advisors, LLC
EMC Alpha Program
-0.22 5,000k 6/1/2013
57 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.19 3,000k 9/1/2015
57 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.19 3,000k 9/1/2015
56 Bluegrass Capital Management
Cross Market Bias Model
-0.14 3,000k 7/1/2014
56 Bluegrass Capital Management
Cross Market Bias Model
-0.14 3,000k 7/1/2014
55 Robust Methods LLC
Macro Managed Account
-0.13 5,000k 1/1/2005
55 Robust Methods LLC
Macro Managed Account
-0.13 5,000k 1/1/2005
54 Talenta Capital LLP
Diversified
-0.12 950k 6/1/2014
54 Talenta Capital LLP
Diversified
-0.12 950k 6/1/2014
53 Emil van Essen
Multi-Strategy Program
-0.06 6,000k 5/1/2014
53 Emil van Essen
Multi-Strategy Program
-0.06 6,000k 5/1/2014
52 Blackwater Capital Management
ForesightML
0.01 5,000k 7/1/2016
52 Blackwater Capital Management
ForesightML
0.01 5,000k 7/1/2016
51 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.06 3,000k 8/1/2011
51 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.06 3,000k 8/1/2011
50 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
50 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
49 Valia Capital Management
Global Tactical Program
0.10 200k 5/1/2014
49 Valia Capital Management
Global Tactical Program
0.10 200k 5/1/2014
48 R Best LLC
World Select Program
0.12 2,000k 4/1/2016
48 R Best LLC
World Select Program
0.12 2,000k 4/1/2016
47 Rosetta Capital Management
Macro Program
0.17 50k 1/1/2009
47 Rosetta Capital Management
Macro Program
0.17 50k 1/1/2009
46 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.21 10,000k 8/1/2007
46 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.21 10,000k 8/1/2007
45 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.23 1,000k 5/1/2014
45 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.23 1,000k 5/1/2014
44 Superfund Group
Superfund Red EUR SICAV
0.26 10k 3/1/2013
44 Superfund Group
Superfund Red EUR SICAV
0.26 10k 3/1/2013
43 FORT LP
Fort Global Diversified
0.29 2,000k 10/1/1993
43 FORT LP
Fort Global Diversified
0.29 2,000k 10/1/1993
42 Future Trade AG
Thales Swing Trading Programme
0.39 250k 6/1/2007
42 Future Trade AG
Thales Swing Trading Programme
0.39 250k 6/1/2007
41 Crabel Capital Management
WPD Crabel Futures Program
0.42 1,000k 7/1/2008
41 Crabel Capital Management
WPD Crabel Futures Program
0.42 1,000k 7/1/2008
40 Emil van Essen
Spread Trading Program Limited
0.46 5,000k 7/1/2013
40 Emil van Essen
Spread Trading Program Limited
0.46 5,000k 7/1/2013
39 Superfund Group
Superfund Red USD SICAV
0.46 10k 3/1/2013
39 Superfund Group
Superfund Red USD SICAV
0.46 10k 3/1/2013
38 Three Rock Capital Management
Global Macro Program
0.47 1,000k 1/1/2009
38 Three Rock Capital Management
Global Macro Program
0.47 1,000k 1/1/2009
37 Millburn Corporation
Multi-Markets Program
0.57 25,000k 10/1/2004
37 Millburn Corporation
Multi-Markets Program
0.57 25,000k 10/1/2004
36 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
36 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
35 Estlander & Partners
Alpha Trend II - Class P
0.59 100k 12/1/2008
35 Estlander & Partners
Alpha Trend II - Class P
0.59 100k 12/1/2008
34 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.62 2,000k 7/1/2016
34 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.62 2,000k 7/1/2016
33 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.63 50k 10/1/2011
33 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.63 50k 10/1/2011
32 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.75 100k 4/1/2015
32 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.75 100k 4/1/2015
31 Independent View
IV Quantitative Futures Fund
0.82 100k 11/1/2012
31 Independent View
IV Quantitative Futures Fund
0.82 100k 11/1/2012
30 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.86 1,000k 1/1/2013
30 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.86 1,000k 1/1/2013
29 Prolific Capital Markets, LLC
Prolific Swiss System
1.12 10,000k 1/1/2014
29 Prolific Capital Markets, LLC
Prolific Swiss System
1.12 10,000k 1/1/2014
28 Glider Trading LLP
Glider Trading Strategy (Class C)
1.17 500k 9/1/2013
28 Glider Trading LLP
Glider Trading Strategy (Class C)
1.17 500k 9/1/2013
27 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.24 5,000k 9/1/2009
27 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.24 5,000k 9/1/2009
26 Crabel Capital Management
Crabel Multi-Product
1.33 1,000k 3/1/1998
26 Crabel Capital Management
Crabel Multi-Product
1.33 1,000k 3/1/1998
25 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.36 50k 7/1/2011
25 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.36 50k 7/1/2011
24 Emil van Essen
Long-Short Commodity Program - Accelerated
1.38 200k 5/1/2014
24 Emil van Essen
Long-Short Commodity Program - Accelerated
1.38 200k 5/1/2014
23 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
1.45 25k 1/1/2011
23 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
1.45 25k 1/1/2011
22 Tomas Capital Pty Ltd
GCAF | USD
1.50 1,500k 7/1/2011
22 Tomas Capital Pty Ltd
GCAF | USD
1.50 1,500k 7/1/2011
21 Silicon Valley Quantitative Advisors
UQP Large
1.55 500k 1/1/2009
21 Silicon Valley Quantitative Advisors
UQP Large
1.55 500k 1/1/2009
20 Worldwide Capital Strategies
Profit Quest Macro World
1.58 100k 1/1/2010
20 Worldwide Capital Strategies
Profit Quest Macro World
1.58 100k 1/1/2010
19 Angle Capital Management LLC
AIP Program
1.61 100k 1/1/2010
19 Angle Capital Management LLC
AIP Program
1.61 100k 1/1/2010
18 ISAM
ISAM Systematic Trend Fund
1.61 1,000k 6/1/2001
18 ISAM
ISAM Systematic Trend Fund
1.61 1,000k 6/1/2001
17 Covenant Capital Management
Optimal Program
1.99 10k 2/1/2014
17 Covenant Capital Management
Optimal Program
1.99 10k 2/1/2014
16 ROW Asset Managment
Row Diversified Fund, L.P.
2.05 1,000k 11/1/2011
16 ROW Asset Managment
Row Diversified Fund, L.P.
2.05 1,000k 11/1/2011
15 dormouse Limited
dormouse - Managed Account
2.13 10,000k 7/1/2011
15 dormouse Limited
dormouse - Managed Account
2.13 10,000k 7/1/2011
14 Linnis
Linnis ONE, LP
2.26 100k 8/1/2014
14 Linnis
Linnis ONE, LP
2.26 100k 8/1/2014
13 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.30 200k 2/1/2016
13 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.30 200k 2/1/2016
12 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.36 2,000k 7/1/2013
12 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.36 2,000k 7/1/2013
11 Dreiss Research Corporation
Diversified Program
2.37 1,000k 5/1/1991
11 Dreiss Research Corporation
Diversified Program
2.37 1,000k 5/1/1991
10 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.68 1,000k 3/1/2003
10 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.68 1,000k 3/1/2003
9 DUNN Capital Management
DUNN WMA Institutional Program
2.81 100k 10/1/2011
9 DUNN Capital Management
DUNN WMA Institutional Program
2.81 100k 10/1/2011
8 Glenhaven Capital LLC
Glenhaven Global II LP
2.82 25k 4/1/2012
8 Glenhaven Capital LLC
Glenhaven Global II LP
2.82 25k 4/1/2012
7 Urban Tree Capital, LLC
UTC Plus (Client)
2.85 100k 3/1/2013
7 Urban Tree Capital, LLC
UTC Plus (Client)
2.85 100k 3/1/2013
6 Eamon Capital
Zephyr Program
2.88 600k 1/1/2016
6 Eamon Capital
Zephyr Program
2.88 600k 1/1/2016
5 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.93 5,000k 6/1/2010
5 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.93 5,000k 6/1/2010
4 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.13 100k 12/1/1998
4 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.13 100k 12/1/1998
3 Sandpiper Asset Management
Sandpiper Global Macro Program
3.68 1,000k 8/1/2012
3 Sandpiper Asset Management
Sandpiper Global Macro Program
3.68 1,000k 8/1/2012
2 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
4.01 250k 2/1/2016
2 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
4.01 250k 2/1/2016
1 Millburn Corporation
Commodity Program
4.25 25,000k 3/1/2005
1 Millburn Corporation
Commodity Program
4.25 25,000k 3/1/2005

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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