Diversified Trader Index For June 2018 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 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 QCM 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 1,000k 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.