Diversified Trader Index For May 2018

Monthly Rankings

Rank CTA/Program May 2018 Min Inv Inception
104 Purple Valley Capital, Inc.
Diversified Trend 1
-22.21 100k 8/1/2008
103 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.29 100k 12/1/1998
102 Angle Capital Management LLC
AIP Program
-8.50 100k 1/1/2010
101 ISAM
ISAM Systematic Trend Fund
-6.89 1,000k 6/1/2001
100 Worldwide Capital Strategies
Profit Quest Macro World
-6.19 100k 1/1/2010
99 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.36 50k 7/1/2011
98 Tomas Capital Pty Ltd
GCAF | USD
-5.29 1,500k 7/1/2011
97 Estlander & Partners
Freedom
-5.11 20,000k 8/1/2010
96 Future Trade AG
Thales Swing Trading Programme
-5.10 250k 6/1/2007
95 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.06 1k 6/1/2009
94 Superfund Group
Superfund Red EUR SICAV
-4.84 10k 3/1/2013
93 Chesapeake Capital
Diversified Plus (HV)
-4.84 100k 4/1/1994
92 Superfund Group
Superfund Red USD SICAV
-4.68 10k 3/1/2013
91 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.58 5,000k 6/1/2010
90 Vivienne Investissement
MACH 3
-4.14 100k 6/1/2015
89 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-3.68 40k 6/1/2015
88 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.62 100k 1/1/2016
87 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.57 1,000k 8/1/2012
86 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-3.52 1,000k 5/1/2014
85 Garraway Capital Management LLP
Garraway Financial Trends
-3.51 100k 9/1/2012
84 DUNN Capital Management
DUNN WMA Institutional Program
-3.24 100k 10/1/2011
83 Centurion Investment Management Inc.
Composite
-3.08 10,000k 8/1/2012
82 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
81 Independent View
IV Quantitative Futures Fund
-2.70 100k 11/1/2012
80 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.50 1k 10/1/2006
79 Melissinos Trading
Eupatrid Program
-2.50 50k 1/1/2011
78 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.40 500k 7/1/2013
77 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.35 1,000k 1/1/2013
76 Linnis
Linnis ONE, LP
-2.27 100k 8/1/2014
75 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.09 3,000k 5/1/2014
74 Aquantum
Aquantum Global Systematic Program (AGS)
-2.04 5,000k 7/1/2013
73 Eamon Capital
Zephyr Program
-1.91 600k 1/1/2016
72 Emil van Essen
Long-Short Commodity Program
-1.84 1,000k 6/1/2013
71 Paradox Capital Management
Sentiment Program (1X)
-1.73 1,000k 1/1/2013
70 Metolius Capital LLC
Metolius Diversified
-1.59 100k 6/1/2010
69 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.44 10,000k 8/1/2009
68 Prolific Capital Markets, LLC
Prolific Swiss System
-1.40 10,000k 1/1/2014
67 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.22 3,000k 5/1/2010
66 EMC Capital Advisors, LLC
EMC Alpha Program
-1.20 5,000k 6/1/2013
65 Blackwater Capital Management
ForesightML
-1.17 5,000k 7/1/2016
64 Emil van Essen
Multi-Strategy Program
-1.07 6,000k 5/1/2014
63 Tom Capital AG
Tom Capital Growth Fund
-1.00 5,000k 12/1/2015
62 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.96 3,000k 9/1/2015
61 Commodities Analytics LLC
Daily Analytics
-0.95 100k 1/1/2014
60 Urban Tree Capital, LLC
UTC Plus (Client)
-0.84 100k 3/1/2013
59 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.75 5,000k 9/1/2009
58 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.68 2,000k 7/1/2013
57 Talenta Capital LLP
Diversified
-0.67 950k 6/1/2014
56 QTS Capital Management, LLC
QTS Partners, L.P.
-0.45 100k 1/1/2011
55 Quality Capital Management
Alpha Financials Program
-0.37 10,000k 6/1/2012
54 AG Capital Investments, LLC
Discretionary Global Macro Program
-0.35 200k 10/1/2014
53 R Best LLC
World Select Program
-0.34 2,000k 4/1/2016
52 Emil van Essen
EvE Systematic Commodity Opportunities
-0.33 500k 5/1/2016
51 Emil van Essen
Spread Trading Program Limited
-0.32 5,000k 7/1/2013
50 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.26 250k 7/1/2015
49 Witter & Lester, Inc.
Diversified Trading Program
-0.24 100k 4/1/2013
48 Valia Capital Management
Global Tactical Program
-0.14 200k 5/1/2014
47 Qbasis Invest
Qbasis i Trend Fund
-0.13 1k 1/1/2014
46 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.13 2,000k 7/1/2016
45 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.06 250k 2/1/2016
44 Estlander & Partners
Alpha Trend II - Class P
-0.05 100k 12/1/2008
43 Bluegrass Capital Management
Cross Market Bias Model
-0.05 3,000k 7/1/2014
42 FORT LP
Fort Global Diversified
-0.03 2,000k 10/1/1993
36 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
37 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
38 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
39 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
40 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
41 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
35 Rosetta Capital Management
Macro Program
0.02 50k 1/1/2009
34 Robust Methods LLC
Macro Managed Account
0.11 5,000k 1/1/2005
33 Centurion Investment Management Inc.
Zero Margin Program
0.12 1,000k 5/1/2016
32 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.12 1,000k 3/1/2003
31 Millburn Corporation
Multi-Markets Program
0.13 25,000k 10/1/2004
30 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.16 5,000k 11/1/2012
29 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.26 100k 4/1/2015
28 Alee Capital Management, LLC
Poniente Program
0.35 2,500k 1/1/1999
27 Automaton Trading LLC
Diversified
0.39 500k 7/1/2014
26 FORT LP
Fort Global Contrarian
0.44 2,000k 10/1/2002
25 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.48 1,000k 5/1/2015
24 Orion Asset Management
Algorithmic Trading Program
0.50 10k 1/1/2013
23 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.60 10,000k 8/1/2007
22 County Cork LLC
County Cork Macro Equity Hedge
0.74 1,000k 2/1/2016
21 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.76 10,000k 10/1/1993
20 ROW Asset Managment
Row Diversified Fund, L.P.
0.79 1,000k 11/1/2011
19 Emil van Essen
Long-Short Commodity Program - Accelerated
0.84 200k 5/1/2014
18 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
1.24 1,000k 10/1/2006
17 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
1.31 10,000k 3/1/1998
16 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.56 200k 2/1/2016
15 dormouse Limited
dormouse - Managed Account
1.62 10,000k 7/1/2011
14 SteppenWolf Capital LLC
Multi-Strategy Vol 10
1.71 3,000k 8/1/2011
13 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.75 250k 5/1/2011
12 Conquest Capital Group
Conquest Select
1.89 250k 6/1/2004
11 Three Rock Capital Management
Global Macro Program
2.48 1,000k 1/1/2009
10 Glider Trading LLP
Glider Trading Strategy (Class C)
2.56 500k 9/1/2013
9 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
2.79 20,000k 5/1/2013
8 Millburn Corporation
Commodity Program
3.08 25,000k 3/1/2005
7 Eclipse Capital Management
Alpha Asia
3.27 25,000k 1/1/2015
6 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
3.39 50k 10/1/2011
5 Alee Capital Management, LLC
Mistral Program
3.79 2,500k 1/1/1999
4 Silicon Valley Quantitative Advisors
UQP Large
3.92 500k 1/1/2009
3 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
5.47 25k 1/1/2011
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.12 1,000k 3/1/2003
1 Covenant Capital Management
Optimal Program
18.01 10k 2/1/2014

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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