Diversified Trader Index For June 2018

Monthly Rankings

Rank CTA/Program Jun 2018 Min Inv Inception
104 Future Trade AG
Thales Swing Trading Programme
-19.63 250k 6/1/2007
103 Estlander & Partners
Alpha Trend II - Class P
-8.12 100k 12/1/2008
102 Rosetta Capital Management
Macro Program
-7.81 50k 1/1/2009
101 AG Capital Investments, LLC
Discretionary Global Macro Program
-6.69 200k 10/1/2014
100 Sandpiper Asset Management
Sandpiper Global Macro Program
-6.65 1,000k 8/1/2012
99 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-4.69 25k 1/1/2011
98 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-4.14 40k 6/1/2015
97 Dreiss Research Corporation
Diversified Program
-3.96 1,000k 5/1/1991
96 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.67 50k 7/1/2011
95 Aquantum
Aquantum Global Systematic Program (AGS)
-3.63 5,000k 7/1/2013
94 Tomas Capital Pty Ltd
GCAF | USD
-3.52 1,500k 7/1/2011
93 Vivienne Investissement
MACH 3
-3.46 100k 6/1/2015
92 Melissinos Trading
Eupatrid Program
-3.30 50k 1/1/2011
91 Centurion Investment Management Inc.
Composite
-2.83 10,000k 8/1/2012
90 Robust Methods LLC
Macro Managed Account
-2.63 5,000k 1/1/2005
89 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.56 50k 10/1/2011
88 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-2.41 500k 1/1/2011
87 Blackwater Capital Management
ForesightML
-2.23 5,000k 7/1/2016
86 Eclipse Capital Management
Alpha Asia
-2.21 25,000k 1/1/2015
85 Chesapeake Capital
Diversified Plus (HV)
-2.14 100k 4/1/1994
84 Estlander & Partners
Freedom
-2.04 20,000k 8/1/2010
83 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.80 1,000k 3/1/2003
82 Silicon Valley Quantitative Advisors
UQP Large
-1.79 500k 1/1/2009
81 Metolius Capital LLC
Metolius Diversified
-1.78 100k 6/1/2010
80 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.66 5,000k 11/1/2012
79 Crabel Capital Management
WPD Crabel Futures Program
-1.55 1,000k 7/1/2008
78 ISAM
ISAM Systematic Trend Fund
-1.42 1,000k 6/1/2001
77 Superfund Group
Superfund Red EUR SICAV
-1.23 10k 3/1/2013
76 Prolific Capital Markets, LLC
Prolific Swiss System
-1.04 10,000k 1/1/2014
75 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.95 3,000k 5/1/2014
74 County Cork LLC
County Cork Macro Equity Hedge
-0.84 1,000k 2/1/2016
73 Conquest Capital Group
Conquest Select
-0.74 250k 6/1/2004
72 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.72 3,000k 8/1/2011
71 Superfund Group
Superfund Red USD SICAV
-0.72 10k 3/1/2013
70 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.59 20,000k 5/1/2013
69 EMC Capital Advisors, LLC
EMC Alpha Program
-0.57 5,000k 6/1/2013
68 Independent View
IV Quantitative Futures Fund
-0.41 100k 11/1/2012
67 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.40 10,000k 8/1/2007
66 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-0.39 1,000k 1/1/2013
65 Crabel Capital Management
Crabel Multi-Product
-0.38 1,000k 3/1/1998
64 Valia Capital Management
Global Tactical Program
-0.32 200k 5/1/2014
63 Urban Tree Capital, LLC
UTC Plus (Client)
-0.32 100k 3/1/2013
62 Commodities Analytics LLC
Daily Analytics
-0.31 100k 1/1/2014
61 Centurion Investment Management Inc.
Zero Margin Program
-0.27 1,000k 5/1/2016
60 QTS Capital Management, LLC
QTS Partners, L.P.
-0.25 100k 1/1/2011
59 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.04 1,000k 10/1/2006
52 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
0.00 500k 7/1/2013
53 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
54 Glider Trading LLP
Glider Trading Strategy (Class C)
0.00 500k 9/1/2013
55 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
56 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
57 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
58 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
51 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.03 100k 4/1/2015
50 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.05 1,000k 5/1/2014
49 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.06 10,000k 3/1/1998
48 Bluegrass Capital Management
Cross Market Bias Model
0.11 3,000k 7/1/2014
47 Eamon Capital
Zephyr Program
0.17 600k 1/1/2016
46 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.23 250k 7/1/2015
45 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.23 3,000k 5/1/2010
44 Emil van Essen
Spread Trading Program Limited
0.24 5,000k 7/1/2013
43 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.28 250k 5/1/2011
42 Talenta Capital LLP
Diversified
0.36 950k 6/1/2014
41 Quality Capital Management
Alpha Financials Program
0.37 10,000k 6/1/2012
40 Qbasis Invest
Qbasis i Trend Fund
0.43 1k 1/1/2014
39 Millburn Corporation
Commodity Program
0.44 25,000k 3/1/2005
38 Orion Asset Management
Algorithmic Trading Program
0.46 10k 1/1/2013
37 Qbasis Invest
Qbasis All Trends UCITS Fund
0.48 100k 1/1/2016
36 Paradox Capital Management
Sentiment Program (1X)
0.54 1,000k 1/1/2013
35 Angle Capital Management LLC
AIP Program
0.60 100k 1/1/2010
34 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.64 2,000k 7/1/2016
33 DUNN Capital Management
DUNN WMA Institutional Program
0.75 100k 10/1/2011
32 Emil van Essen
EvE Systematic Commodity Opportunities
0.77 500k 5/1/2016
31 Three Rock Capital Management
Global Macro Program
0.80 1,000k 1/1/2009
30 Quantica Capital AG
1X Quantica Managed Futures Fund
1.00 100k 1/1/2014
29 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.12 10,000k 10/1/1993
28 Garraway Capital Management LLP
Garraway Financial Trends
1.12 100k 9/1/2012
27 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.13 1,000k 3/1/2003
26 FORT LP
Fort Global Contrarian
1.14 2,000k 10/1/2002
25 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.23 2,000k 7/1/2013
24 Candriam Investor Group
Alternative Return Systemat
1.37 125k 1/1/2007
23 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.48 5,000k 9/1/2009
22 Millburn Corporation
Multi-Markets Program
1.78 25,000k 10/1/2004
21 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.91 1k 10/1/2006
20 Emil van Essen
Multi-Strategy Program
2.00 6,000k 5/1/2014
19 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.05 200k 2/1/2016
18 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
2.08 250k 2/1/2016
17 dormouse Limited
dormouse - Managed Account
2.09 10,000k 7/1/2011
16 Aspect Capital
Aspect Diversified Fund - Class A (USD)
2.10 100k 12/1/1998
15 Alee Capital Management, LLC
Mistral Program
2.28 2,500k 1/1/1999
14 ROW Asset Managment
Row Diversified Fund, L.P.
2.32 1,000k 11/1/2011
13 R Best LLC
World Select Program
2.52 2,000k 4/1/2016
12 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
11 FORT LP
Fort Global Diversified
2.71 2,000k 10/1/1993
10 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.83 5,000k 6/1/2010
9 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.94 3,000k 9/1/2015
8 Emil van Essen
Long-Short Commodity Program - Accelerated
3.44 200k 5/1/2014
7 Emil van Essen
Long-Short Commodity Program
3.73 1,000k 6/1/2013
6 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.76 1k 6/1/2009
5 Purple Valley Capital, Inc.
Diversified Trend 1
4.52 100k 8/1/2008
4 Linnis
Linnis ONE, LP
5.75 100k 8/1/2014
3 Worldwide Capital Strategies
Profit Quest Macro World
6.11 100k 1/1/2010
2 Kopis Capital Management, LLC
Commodity Long Short Separate Account
6.34 750k 5/1/2015
1 Covenant Capital Management
Optimal Program
9.29 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan