Diversified Trader Index For January 2019

Monthly Rankings

Rank CTA/Program Jan 2019 Min Inv Inception
105 Tomas Capital Pty Ltd
GCAF | USD
-14.10 1,500k 7/1/2011
104 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.85 50k 7/1/2011
103 Estlander & Partners
Alpha Trend II - Class P
-9.76 100k 12/1/2008
102 Dreiss Research Corporation
Diversified Program
-9.28 1,000k 5/1/1991
101 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-9.07 20,000k 5/1/2013
100 Purple Valley Capital, Inc.
Diversified Trend 1
-8.03 100k 8/1/2008
99 Chesapeake Capital
Diversified Plus (HV)
-7.65 100k 4/1/1994
98 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.64 250k 5/1/2011
97 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.98 1k 6/1/2009
96 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-5.44 40k 6/1/2015
95 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.16 200k 5/1/2014
94 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-4.99 1,000k 10/1/2006
93 Estlander & Partners
Freedom
-4.88 20,000k 8/1/2010
92 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.87 10,000k 3/1/1998
91 Emil van Essen
Long-Short Commodity Program
-4.49 1,000k 6/1/2013
90 R Best LLC
World Select Program
-4.40 2,000k 4/1/2016
89 Urban Tree Capital, LLC
UTC Plus (Client)
-4.05 100k 3/1/2013
88 Prolific Capital Markets, LLC
Prolific Swiss System
-3.98 10,000k 1/1/2014
87 ROW Asset Managment
ROW Diversified 2X Fund, LP
-3.90 1,000k 8/1/2016
86 Alee Capital Management, LLC
Mistral Program
-3.74 2,500k 1/1/1999
85 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-3.12 3,000k 8/1/2011
84 Eamon Capital
Zephyr Program
-3.08 600k 1/1/2016
83 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.00 5,000k 11/1/2012
82 Garraway Capital Management LLP
Garraway Financial Trends
-2.97 100k 9/1/2012
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.96 1k 10/1/2006
80 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-2.93 1,000k 5/1/2015
79 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.87 1,000k 5/1/2014
78 Anderson Creek Trading
Standard Diversified Strategy
-2.72 250k 7/1/2014
77 Metolius Capital LLC
Metolius Diversified
-2.29 100k 6/1/2010
76 Enduring Investments LLC
Enduring Commodity Alpha
-2.24 500k 9/1/2015
75 ROW Asset Managment
Row Diversified Fund, L.P.
-1.87 1,000k 11/1/2011
74 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.75 1,500k 10/1/2016
73 DUNN Capital Management
DUNN WMA Institutional Program
-1.67 100k 10/1/2011
72 Millburn Corporation
Multi-Markets Program
-1.48 25,000k 10/1/2004
71 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-1.43 3,000k 9/1/2015
70 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.25 1,000k 1/1/2013
69 Emil van Essen
Multi-Strategy Program
-1.09 6,000k 5/1/2014
68 Eclipse Capital Management
Alpha Asia
-0.91 25,000k 1/1/2015
67 Crabel Capital Management
Crabel Multi-Product
-0.90 1,000k 3/1/1998
66 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.86 100k 12/1/1998
65 Three Rock Capital Management
Global Macro Program
-0.80 1,000k 1/1/2009
64 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.75 2,000k 7/1/2016
63 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-0.74 200k 2/1/2016
62 Centurion Investment Management Inc.
Composite
-0.72 10,000k 8/1/2012
61 dormouse Limited
dormouse - Managed Account
-0.29 10,000k 7/1/2011
60 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.27 10,000k 8/1/2009
59 dormouse Limited
dormouse Fund A Shares
-0.22 1,000k 1/1/2017
58 Future Trade AG
Thales Swing Trading Programme
-0.22 250k 6/1/2007
57 dormouse Limited
dormouse Fund B Shares
-0.22 10,000k 8/1/2016
56 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.10 5,000k 6/1/2010
55 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.09 500k 9/1/2015
54 Bluegrass Capital Management
Cross Market Bias Model
-0.08 3,000k 7/1/2014
53 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.04 250k 7/1/2015
43 LEVEX Capital Management Inc.
3636 DayTrading
0.00 36k 1/1/2017
44 Blackwater Capital Management
ForesightML
0.00 5,000k 7/1/2016
45 Emil van Essen
EvE Systematic Commodity Opportunities
0.00 500k 5/1/2016
46 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
47 Talenta Capital LLP
Diversified
0.00 950k 6/1/2014
48 Valia Capital Management
Global Tactical Program
0.00 200k 5/1/2014
49 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
50 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.00 3,000k 5/1/2010
51 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
52 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
42 Silicon Valley Quantitative Advisors
UQP Large
0.04 500k 1/1/2009
41 Centurion Investment Management Inc.
Zero Margin Program
0.16 1,000k 5/1/2016
40 Independent View
IV Quantitative Futures Fund
0.21 100k 11/1/2012
39 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.29 100k 4/1/2015
38 Witter & Lester, Inc.
Diversified Trading Program
0.79 100k 4/1/2013
37 Sandpiper Asset Management
Sandpiper Global Macro Program
0.90 1,000k 8/1/2012
36 JTM Capital Management LLC
JTM Absolute Return Strategy
0.93 100k 10/1/2016
35 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.93 500k 1/1/2011
34 Orion Asset Management
Algorithmic Trading Program
1.00 10k 1/1/2013
33 EMC Capital Advisors, LLC
EMC Alpha Program
1.06 5,000k 6/1/2013
32 QTS Capital Management, LLC
QTS Partners, L.P.
1.14 100k 1/1/2011
31 Automaton Trading LLC
Diversified
1.17 500k 7/1/2014
30 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.29 10,000k 10/1/1993
29 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.36 3,000k 5/1/2014
28 514 Capital Partners
514 Fund
1.65 100k 11/1/2013
27 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.68 1,000k 3/1/2003
26 Emil van Essen
Spread Trading Program Limited
1.76 5,000k 7/1/2013
25 Superfund Group
Superfund Red EUR SICAV
1.82 10k 3/1/2013
24 FORT LP
Fort Global Diversified
1.87 2,000k 10/1/1993
23 Robust Methods LLC
Macro Managed Account
2.26 5,000k 1/1/2005
22 FORT LP
Fort Global Contrarian
2.52 2,000k 10/1/2002
21 Superfund Group
Superfund Red USD SICAV
2.56 10k 3/1/2013
20 County Cork LLC
County Cork Macro Equity Hedge
2.57 1,000k 2/1/2016
19 Superfund Group
Superfund Green EUR SICAV
2.83 5k 1/1/2017
18 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.87 5,000k 9/1/2009
17 Superfund Group
Superfund Red One SP I - Class A EUR
3.19 10k 1/1/2017
16 Superfund Group
Superfund Red One SP I - Class A USD
3.40 10k 1/1/2017
15 Superfund Group
Superfund Green USD SICAV
3.57 5k 1/1/2017
14 Millburn Corporation
Commodity Program
3.76 25,000k 3/1/2005
13 Quantica Capital AG
1X Quantica Managed Futures Fund
4.00 100k 1/1/2014
12 Worldwide Capital Strategies
Profit Quest Macro World
4.02 100k 1/1/2010
11 Kopis Capital Management, LLC
Commodity Long Only
4.04 500k 1/1/2014
10 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
4.19 250k 2/1/2016
9 Linnis
Linnis ONE, LP
4.41 100k 8/1/2014
8 Tom Capital AG
Tom Capital Growth Fund
4.50 5,000k 12/1/2015
7 Vivienne Investissement
MACH 3
6.27 100k 6/1/2015
6 Superfund Group
Superfund Red One SP I - Class A Gold
6.33 10k 1/1/2017
5 Superfund Group
Superfund Green GOLD SICAV
6.66 20k 1/1/2017
4 Superfund Group
Superfund Red One SP I - Class A Silver
6.85 10k 1/1/2017
3 Superfund Group
Superfund Green SILVER SICAV
7.10 20k 1/1/2017
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
9.97 1,000k 3/1/2003
1 AG Capital Investments, LLC
Discretionary Global Macro Program
13.97 200k 10/1/2014

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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