Diversified Trader Index For August 2018

Monthly Rankings

Rank CTA/Program Aug 2018 Min Inv Inception
98 Vivienne Investissement
MACH 3
-6.54 100k 6/1/2015
97 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-5.33 5,000k 11/1/2012
96 AG Capital Investments, LLC
Discretionary Global Macro Program
-3.70 200k 10/1/2014
95 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-3.56 25k 1/1/2011
94 Linnis
Linnis ONE, LP
-3.17 100k 8/1/2014
93 Future Trade AG
Thales Swing Trading Programme
-3.16 250k 6/1/2007
92 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-3.12 40k 6/1/2015
91 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-2.94 500k 1/1/2011
90 Robust Methods LLC
Macro Managed Account
-2.54 5,000k 1/1/2005
89 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-1.93 3,000k 8/1/2011
88 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.86 1,000k 8/1/2012
87 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.64 50k 10/1/2011
86 Blackwater Capital Management
ForesightML
-1.37 5,000k 7/1/2016
85 Metolius Capital LLC
Metolius Diversified
-1.37 100k 6/1/2010
84 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.31 10,000k 8/1/2007
83 Emil van Essen
Spread Trading Program Limited
-1.27 5,000k 7/1/2013
82 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.09 10,000k 10/1/1993
81 Emil van Essen
Multi-Strategy Program
-0.90 6,000k 5/1/2014
80 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.87 5,000k 9/1/2009
79 Commodities Analytics LLC
Daily Analytics
-0.86 100k 1/1/2014
78 Witter & Lester, Inc.
Diversified Trading Program
-0.66 100k 4/1/2013
77 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.59 1,000k 3/1/2003
76 Emil van Essen
Long-Short Commodity Program
-0.59 1,000k 6/1/2013
75 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.57 5,000k 6/1/2010
74 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.53 2,000k 7/1/2016
73 Emil van Essen
EvE Systematic Commodity Opportunities
-0.31 500k 5/1/2016
72 FORT LP
Fort Global Contrarian
-0.12 2,000k 10/1/2002
71 QTS Capital Management, LLC
QTS Partners, L.P.
-0.12 100k 1/1/2011
70 Bluegrass Capital Management
Cross Market Bias Model
-0.11 3,000k 7/1/2014
69 Candriam Investor Group
Alternative Return Systemat
-0.09 125k 1/1/2007
62 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
63 Valia Capital Management
Global Tactical Program
0.00 200k 5/1/2014
64 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
65 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
66 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
67 R Best LLC
World Select Program
0.00 2,000k 4/1/2016
68 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
61 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.04 250k 7/1/2015
60 FORT LP
Fort Global Diversified
0.06 2,000k 10/1/1993
59 Three Rock Capital Management
Global Macro Program
0.12 1,000k 1/1/2009
58 dormouse Limited
dormouse Fund B Shares
0.12 10,000k 8/1/2016
57 EMC Capital Advisors, LLC
EMC Alpha Program
0.19 5,000k 6/1/2013
56 Crabel Capital Management
WPD Crabel Futures Program
0.25 1,000k 7/1/2008
55 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.26 1,000k 3/1/2003
54 Centurion Investment Management Inc.
Zero Margin Program
0.36 1,000k 5/1/2016
53 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.53 3,000k 5/1/2014
52 dormouse Limited
dormouse - Managed Account
0.61 10,000k 7/1/2011
51 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.71 1k 10/1/2006
50 Centurion Investment Management Inc.
Composite
0.71 10,000k 8/1/2012
49 ROW Asset Managment
Row Diversified Fund, L.P.
0.71 1,000k 11/1/2011
48 Eamon Capital
Zephyr Program
0.79 600k 1/1/2016
47 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.86 100k 4/1/2015
46 Talenta Capital LLP
Diversified
0.96 950k 6/1/2014
45 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.20 1k 6/1/2009
44 Crabel Capital Management
Crabel Multi-Product
1.22 1,000k 3/1/1998
43 ROW Asset Managment
ROW Diversified 2X Fund, LP
1.24 1,000k 8/1/2016
42 County Cork LLC
County Cork Macro Equity Hedge
1.37 1,000k 2/1/2016
41 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
1.71 20,000k 5/1/2013
40 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.72 200k 2/1/2016
39 DUNN Capital Management
DUNN WMA Institutional Program
1.85 100k 10/1/2011
38 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.87 1,000k 5/1/2014
37 Garraway Capital Management LLP
Garraway Financial Trends
2.24 100k 9/1/2012
36 Prolific Capital Markets, LLC
Prolific Swiss System
2.27 10,000k 1/1/2014
35 Estlander & Partners
Freedom
2.35 20,000k 8/1/2010
34 Superfund Group
Superfund Red EUR SICAV
2.58 10k 3/1/2013
33 Qbasis Invest
Qbasis All Trends UCITS Fund
2.59 100k 1/1/2016
32 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.72 3,000k 5/1/2010
31 Quantica Capital AG
1X Quantica Managed Futures Fund
2.90 100k 1/1/2014
30 Worldwide Capital Strategies
Profit Quest Macro World
3.11 100k 1/1/2010
29 Superfund Group
Superfund Red USD SICAV
3.14 10k 3/1/2013
28 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.14 100k 12/1/1998
27 Melissinos Trading
Eupatrid Program
3.20 50k 1/1/2011
26 Independent View
IV Quantitative Futures Fund
3.30 100k 11/1/2012
25 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.35 1,000k 10/1/2006
24 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
3.44 10,000k 3/1/1998
23 Millburn Corporation
Commodity Program
3.44 25,000k 3/1/2005
22 Alee Capital Management, LLC
Mistral Program
3.52 2,500k 1/1/1999
21 Eclipse Capital Management
Alpha Asia
3.65 25,000k 1/1/2015
20 Qbasis Invest
Qbasis i Trend Fund
3.65 1k 1/1/2014
19 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.74 750k 5/1/2015
18 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.79 250k 5/1/2011
17 Tom Capital AG
Tom Capital Growth Fund
4.00 5,000k 12/1/2015
16 Millburn Corporation
Multi-Markets Program
4.11 25,000k 10/1/2004
15 Emil van Essen
Long-Short Commodity Program - Accelerated
4.35 200k 5/1/2014
14 Covenant Capital Management
Optimal Program
4.49 10k 2/1/2014
13 Angle Capital Management LLC
AIP Program
4.84 100k 1/1/2010
12 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.88 1,000k 1/1/2013
11 Urban Tree Capital, LLC
UTC Plus (Client)
5.03 100k 3/1/2013
10 Silicon Valley Quantitative Advisors
UQP Large
6.05 500k 1/1/2009
9 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
6.80 250k 2/1/2016
8 ISAM
ISAM Systematic Trend Fund
8.48 1,000k 6/1/2001
7 Estlander & Partners
Alpha Trend II - Class P
8.52 100k 12/1/2008
6 NuWave Investment Management, LLC
NuWave Matrix Portfolio
8.74 3,000k 9/1/2015
5 Chesapeake Capital
Diversified Plus (HV)
10.11 100k 4/1/1994
4 Dreiss Research Corporation
Diversified Program
10.97 1,000k 5/1/1991
3 Purple Valley Capital, Inc.
Diversified Trend 1
14.22 100k 8/1/2008
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
15.02 50k 7/1/2011
1 Tomas Capital Pty Ltd
GCAF | USD
15.72 1,500k 7/1/2011

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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