Diversified Trader Index For September 2018

Monthly Rankings

Rank CTA/Program Sep 2018 Min Inv Inception
100 Covenant Capital Management
Optimal Program
-18.09 10k 2/1/2014
100 Covenant Capital Management
Optimal Program
-18.09 10k 2/1/2014
99 Tomas Capital Pty Ltd
GCAF | USD
-10.45 1,500k 7/1/2011
98 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-10.27 50k 7/1/2011
99 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-10.27 50k 7/1/2011
98 Tomas Capital Pty Ltd
GCAF | USD
-10.14 1,500k 7/1/2011
97 Qbasis Invest
Qbasis i Trend Fund
-9.81 1k 1/1/2014
97 Qbasis Invest
Qbasis i Trend Fund
-9.81 1k 1/1/2014
96 Qbasis Invest
Qbasis All Trends UCITS Fund
-7.11 100k 1/1/2016
96 Qbasis Invest
Qbasis All Trends UCITS Fund
-7.11 100k 1/1/2016
95 ROW Asset Managment
ROW Diversified 2X Fund, LP
-5.38 1,000k 8/1/2016
94 Estlander & Partners
Alpha Trend II - Class P
-5.23 100k 12/1/2008
95 Estlander & Partners
Alpha Trend II - Class P
-5.23 100k 12/1/2008
94 Garraway Capital Management LLP
Garraway Financial Trends
-5.13 100k 9/1/2012
93 Garraway Capital Management LLP
Garraway Financial Trends
-5.13 100k 9/1/2012
92 Tom Capital AG
Tom Capital Growth Fund
-5.00 5,000k 12/1/2015
93 Tom Capital AG
Tom Capital Growth Fund
-5.00 5,000k 12/1/2015
92 AG Capital Investments, LLC
Discretionary Global Macro Program
-3.98 200k 10/1/2014
91 AG Capital Investments, LLC
Discretionary Global Macro Program
-3.98 200k 10/1/2014
90 Linnis
Linnis ONE, LP
-3.82 100k 8/1/2014
89 Rosetta Capital Management
Macro Program
-2.99 50k 1/1/2009
91 Rosetta Capital Management
Macro Program
-2.99 50k 1/1/2009
90 Estlander & Partners
Freedom
-2.80 20,000k 8/1/2010
89 ISAM
ISAM Systematic Trend Fund
-2.75 1,000k 6/1/2001
88 ISAM
ISAM Systematic Trend Fund
-2.75 1,000k 6/1/2001
87 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
86 ROW Asset Managment
Row Diversified Fund, L.P.
-2.64 1,000k 11/1/2011
85 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.40 1,000k 3/1/2003
88 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.40 1,000k 3/1/2003
87 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-2.33 250k 2/1/2016
84 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-2.33 250k 2/1/2016
83 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.30 1k 6/1/2009
86 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.30 1k 6/1/2009
82 Eclipse Capital Management
Alpha Asia
-2.15 25,000k 1/1/2015
85 Eclipse Capital Management
Alpha Asia
-2.14 25,000k 1/1/2015
84 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.08 3,000k 5/1/2010
81 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.08 3,000k 5/1/2010
83 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-2.02 1,000k 10/1/2006
80 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.95 20,000k 5/1/2013
79 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-1.95 1,000k 10/1/2006
82 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.93 10,000k 10/1/1993
78 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.91 10,000k 10/1/1993
77 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-1.90 10,000k 3/1/1998
81 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-1.90 10,000k 3/1/1998
80 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.82 2,000k 7/1/2016
76 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.82 2,000k 7/1/2016
79 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.81 20,000k 5/1/2013
78 Emil van Essen
EvE Systematic Commodity Opportunities
-1.77 500k 5/1/2016
75 Emil van Essen
EvE Systematic Commodity Opportunities
-1.77 500k 5/1/2016
74 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.72 1,000k 1/1/2013
77 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.72 1,000k 1/1/2013
76 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
73 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
72 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.67 5,000k 11/1/2012
75 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.67 5,000k 11/1/2012
74 Superfund Group
Superfund Red USD SICAV
-1.55 10k 3/1/2013
71 Superfund Group
Superfund Red USD SICAV
-1.55 10k 3/1/2013
70 Eamon Capital
Zephyr Program
-1.54 600k 1/1/2016
73 Eamon Capital
Zephyr Program
-1.54 600k 1/1/2016
72 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
69 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
68 Orion Asset Management
Algorithmic Trading Program
-1.44 10k 1/1/2013
71 Orion Asset Management
Algorithmic Trading Program
-1.44 10k 1/1/2013
67 Robust Methods LLC
Macro Managed Account
-1.38 5,000k 1/1/2005
66 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.35 1k 10/1/2006
70 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.35 1k 10/1/2006
69 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.34 40k 6/1/2015
65 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.34 40k 6/1/2015
64 Kopis Capital Management, LLC
Commodity Long Only
-1.21 500k 1/1/2014
63 Automaton Trading LLC
Diversified
-1.18 500k 7/1/2014
62 Talenta Capital LLP
Diversified
-1.15 950k 6/1/2014
68 Talenta Capital LLP
Diversified
-1.15 950k 6/1/2014
61 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.10 10,000k 8/1/2009
67 Conquest Capital Group
Conquest Select
-1.08 250k 6/1/2004
60 Conquest Capital Group
Conquest Select
-1.08 250k 6/1/2004
59 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.07 1,000k 5/1/2014
66 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.07 1,000k 5/1/2014
65 Chesapeake Capital
Diversified Plus (HV)
-1.02 100k 4/1/1994
58 Chesapeake Capital
Diversified Plus (HV)
-1.02 100k 4/1/1994
57 Urban Tree Capital, LLC
UTC Plus (Client)
-1.01 100k 3/1/2013
64 Urban Tree Capital, LLC
UTC Plus (Client)
-1.01 100k 3/1/2013
63 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.95 100k 12/1/1998
56 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.95 100k 12/1/1998
55 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.95 3,000k 8/1/2011
54 Melissinos Trading
Eupatrid Program
-0.92 50k 1/1/2011
62 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.91 10,000k 8/1/2009
53 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.91 3,000k 5/1/2014
61 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.90 3,000k 5/1/2014
60 County Cork LLC
County Cork Macro Equity Hedge
-0.87 1,000k 2/1/2016
52 County Cork LLC
County Cork Macro Equity Hedge
-0.87 1,000k 2/1/2016
51 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.72 250k 5/1/2011
59 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.72 250k 5/1/2011
58 Metolius Capital LLC
Metolius Diversified
-0.65 100k 6/1/2010
50 Metolius Capital LLC
Metolius Diversified
-0.65 100k 6/1/2010
49 Future Trade AG
Thales Swing Trading Programme
-0.64 250k 6/1/2007
57 Future Trade AG
Thales Swing Trading Programme
-0.64 250k 6/1/2007
48 Independent View
IV Quantitative Futures Fund
-0.61 100k 11/1/2012
47 FORT LP
Fort Global Diversified
-0.60 2,000k 10/1/1993
56 FORT LP
Fort Global Diversified
-0.60 2,000k 10/1/1993
55 Independent View
IV Quantitative Futures Fund
-0.56 100k 11/1/2012
46 Prolific Capital Markets, LLC
Prolific Swiss System
-0.54 10,000k 1/1/2014
54 Prolific Capital Markets, LLC
Prolific Swiss System
-0.54 10,000k 1/1/2014
53 Turning Wheel Capital, Inc.
Pure Alpha
-0.51 10,000k 1/1/2012
45 Turning Wheel Capital, Inc.
Pure Alpha
-0.51 10,000k 1/1/2012
44 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-0.42 50k 10/1/2011
52 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-0.42 50k 10/1/2011
43 Dreiss Research Corporation
Diversified Program
-0.41 1,000k 5/1/1991
42 Blackwater Capital Management
ForesightML
-0.39 5,000k 7/1/2016
41 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.34 1,000k 3/1/2003
51 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.34 1,000k 3/1/2003
50 Crabel Capital Management
Crabel Multi-Product
-0.26 1,000k 3/1/1998
40 Crabel Capital Management
Crabel Multi-Product
-0.25 1,000k 3/1/1998
39 EMC Capital Advisors, LLC
EMC Alpha Program
-0.23 5,000k 6/1/2013
49 EMC Capital Advisors, LLC
EMC Alpha Program
-0.23 5,000k 6/1/2013
48 Valia Capital Management
Global Tactical Program
-0.22 200k 5/1/2014
38 Valia Capital Management
Global Tactical Program
-0.22 200k 5/1/2014
47 FORT LP
Fort Global Contrarian
-0.17 2,000k 10/1/2002
37 FORT LP
Fort Global Contrarian
-0.16 2,000k 10/1/2002
36 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-0.07 25k 1/1/2011
46 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-0.07 25k 1/1/2011
45 QTS Capital Management, LLC
QTS Partners, L.P.
-0.06 100k 1/1/2011
35 QTS Capital Management, LLC
QTS Partners, L.P.
-0.06 100k 1/1/2011
34 Bluegrass Capital Management
Cross Market Bias Model
-0.04 3,000k 7/1/2014
33 Three Rock Capital Management
Global Macro Program
-0.04 1,000k 1/1/2009
44 Three Rock Capital Management
Global Macro Program
-0.04 1,000k 1/1/2009
32 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.00 3,000k 8/1/2011
33 Commodities Analytics LLC
Daily Analytics
0.00 100k 1/1/2014
34 Blackwater Capital Management
ForesightML
0.00 5,000k 7/1/2016
35 Robust Methods LLC
Macro Managed Account
0.00 5,000k 1/1/2005
36 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
37 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
38 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
39 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
40 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
41 Linnis
Linnis ONE, LP
0.00 100k 8/1/2014
42 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
43 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
31 Silicon Valley Quantitative Advisors
UQP Large
0.05 500k 1/1/2009
32 Silicon Valley Quantitative Advisors
UQP Large
0.05 500k 1/1/2009
31 Centurion Investment Management Inc.
Composite
0.13 10,000k 8/1/2012
30 Centurion Investment Management Inc.
Composite
0.13 10,000k 8/1/2012
29 Emil van Essen
Long-Short Commodity Program
0.14 1,000k 6/1/2013
30 Emil van Essen
Long-Short Commodity Program
0.14 1,000k 6/1/2013
28 Purple Valley Capital, Inc.
Diversified Trend 1
0.14 100k 8/1/2008
29 Purple Valley Capital, Inc.
Diversified Trend 1
0.20 100k 8/1/2008
28 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.22 100k 4/1/2015
27 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.22 100k 4/1/2015
26 Melissinos Trading
Eupatrid Program
0.22 50k 1/1/2011
25 Witter & Lester, Inc.
Diversified Trading Program
0.22 100k 4/1/2013
27 Witter & Lester, Inc.
Diversified Trading Program
0.22 100k 4/1/2013
26 Centurion Investment Management Inc.
Zero Margin Program
0.25 1,000k 5/1/2016
24 Centurion Investment Management Inc.
Zero Margin Program
0.25 1,000k 5/1/2016
23 R Best LLC
World Select Program
0.29 2,000k 4/1/2016
25 R Best LLC
World Select Program
0.29 2,000k 4/1/2016
24 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.31 250k 7/1/2015
22 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.31 250k 7/1/2015
21 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.41 10,000k 8/1/2007
23 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.41 10,000k 8/1/2007
20 Crabel Capital Management
WPD Crabel Futures Program
0.43 1,000k 7/1/2008
22 Crabel Capital Management
WPD Crabel Futures Program
0.44 1,000k 7/1/2008
21 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.47 1,500k 10/1/2016
19 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.47 1,500k 10/1/2016
18 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.53 500k 1/1/2011
20 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.53 500k 1/1/2011
19 dormouse Limited
dormouse - Managed Account
0.72 10,000k 7/1/2011
17 dormouse Limited
dormouse - Managed Account
0.72 10,000k 7/1/2011
16 Vivienne Investissement
MACH 3
0.79 100k 6/1/2015
18 Vivienne Investissement
MACH 3
0.79 100k 6/1/2015
17 Emil van Essen
Multi-Strategy Program
0.80 6,000k 5/1/2014
15 Emil van Essen
Multi-Strategy Program
0.80 6,000k 5/1/2014
14 Emil van Essen
Long-Short Commodity Program - Accelerated
0.89 200k 5/1/2014
16 Emil van Essen
Long-Short Commodity Program - Accelerated
0.89 200k 5/1/2014
15 dormouse Limited
dormouse Fund B Shares
1.02 10,000k 8/1/2016
13 dormouse Limited
dormouse Fund B Shares
1.02 10,000k 8/1/2016
12 Emil van Essen
Spread Trading Program Limited
1.34 5,000k 7/1/2013
14 Emil van Essen
Spread Trading Program Limited
1.34 5,000k 7/1/2013
13 DUNN Capital Management
DUNN WMA Institutional Program
1.41 100k 10/1/2011
11 DUNN Capital Management
DUNN WMA Institutional Program
1.41 100k 10/1/2011
12 Alee Capital Management, LLC
Mistral Program
1.73 2,500k 1/1/1999
11 Millburn Corporation
Multi-Markets Program
1.85 25,000k 10/1/2004
10 Millburn Corporation
Multi-Markets Program
1.85 25,000k 10/1/2004
9 JTM Capital Management LLC
JTM Absolute Return Strategy
2.33 100k 10/1/2016
10 JTM Capital Management LLC
JTM Absolute Return Strategy
2.33 100k 10/1/2016
9 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.40 200k 2/1/2016
8 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.40 200k 2/1/2016
8 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.49 3,000k 9/1/2015
7 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.52 3,000k 9/1/2015
7 Candriam Investor Group
Alternative Return Systemat
2.78 125k 1/1/2007
6 Worldwide Capital Strategies
Profit Quest Macro World
2.81 100k 1/1/2010
6 Worldwide Capital Strategies
Profit Quest Macro World
2.81 100k 1/1/2010
5 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.05 5,000k 9/1/2009
5 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.05 5,000k 9/1/2009
4 Sandpiper Asset Management
Sandpiper Global Macro Program
3.67 1,000k 8/1/2012
4 Sandpiper Asset Management
Sandpiper Global Macro Program
3.67 1,000k 8/1/2012
3 Millburn Corporation
Commodity Program
3.72 25,000k 3/1/2005
3 Millburn Corporation
Commodity Program
3.72 25,000k 3/1/2005
2 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.51 5,000k 6/1/2010
2 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.51 5,000k 6/1/2010
1 Kopis Capital Management, LLC
Commodity Long Short Separate Account
5.64 750k 5/1/2015
1 Kopis Capital Management, LLC
Commodity Long Short Separate Account
5.64 750k 5/1/2015

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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