Diversified Trader Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
102 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-5.54 200k 2/1/2016
101 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
100 Urban Tree Capital, LLC
UTC Plus (Client)
-4.47 100k 3/1/2013
99 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.23 20,000k 5/1/2013
98 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
97 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-3.11 1,000k 5/1/2015
96 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-2.79 40k 6/1/2015
95 Crabel Capital Management
Crabel Multi-Product
-2.43 1,000k 3/1/1998
94 Emil van Essen
Spread Trading Program Limited
-2.39 5,000k 7/1/2013
93 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.26 3,000k 9/1/2015
92 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
91 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
90 Independent View
IV Quantitative Futures Fund
-2.08 100k 11/1/2012
89 Rosetta Capital Management
Macro Program
-2.07 50k 1/1/2009
88 Emil van Essen
Multi-Strategy Program
-1.88 6,000k 5/1/2014
87 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
86 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
85 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.54 500k 9/1/2015
84 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.54 200k 10/1/2014
83 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
82 Robust Methods LLC
Macro Managed Account
-1.29 5,000k 1/1/2005
81 Metolius Capital LLC
Metolius Diversified
-1.24 100k 6/1/2010
80 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
78 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.05 2,000k 7/1/2016
77 HASAFUMA
Micro Macro
-0.92 50k 6/1/2013
76 Three Rock Capital Management
Global Macro Program
-0.67 1,000k 1/1/2009
75 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.62 10,000k 8/1/2007
74 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.54 100k 10/1/2016
73 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.47 1,000k 10/1/2006
72 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.39 3,000k 5/1/2014
71 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.39 1,000k 8/1/2012
70 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-0.35 250k 2/1/2016
69 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.34 250k 7/1/2015
68 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
67 Future Trade AG
Thales Swing Trading Programme
-0.29 250k 6/1/2007
66 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
65 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
64 County Cork LLC
County Cork Macro Equity Hedge
-0.21 1,000k 2/1/2016
63 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-0.16 500k 1/1/2011
62 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.16 1,500k 10/1/2016
61 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.14 1,000k 3/1/2003
60 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.09 10,000k 3/1/1998
59 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
50 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
51 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
52 Centurion Investment Management Inc.
Composite
0.00 10,000k 8/1/2012
53 Centurion Investment Management Inc.
Zero Margin Program
0.00 1,000k 5/1/2016
54 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
55 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
56 Kopis Capital Management, LLC
Commodity Long Only
0.00 500k 1/1/2014
57 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
58 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
49 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
48 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
47 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
46 Emil van Essen
Long-Short Commodity Program - Accelerated
0.22 200k 5/1/2014
45 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
44 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
43 Crabel Capital Management
WPD Crabel Futures Program
0.38 1,000k 7/1/2008
42 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.38 10,000k 10/1/1993
41 Superfund Group
Superfund Green SILVER SICAV
0.40 20k 1/1/2017
40 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
39 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.44 3,000k 5/1/2010
38 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
37 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
36 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.91 3,000k 8/1/2011
35 dormouse Limited
dormouse - Managed Account
0.97 10,000k 7/1/2011
34 QTS Capital Management, LLC
QTS Partners, L.P.
1.01 100k 1/1/2011
33 dormouse Limited
dormouse Fund A Shares
1.02 1,000k 1/1/2017
32 FORT LP
Fort Global Diversified
1.04 2,000k 10/1/1993
31 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.06 5,000k 9/1/2009
30 dormouse Limited
dormouse Fund B Shares
1.12 10,000k 8/1/2016
29 Millburn Corporation
Multi-Markets Program
1.22 25,000k 10/1/2004
28 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
27 Linnis
Linnis ONE, LP
1.27 100k 8/1/2014
26 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.42 5,000k 6/1/2010
25 FORT LP
Fort Global Contrarian
1.55 2,000k 10/1/2002
24 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
23 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
22 Vivienne Investissement
MACH 3
1.60 100k 6/1/2015
21 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.71 1,000k 5/1/2014
20 Superfund Group
Superfund Red One SP I - Class A Silver
2.24 10k 1/1/2017
19 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
18 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
17 Enduring Investments LLC
Enduring Commodity Alpha
2.65 500k 9/1/2015
16 Superfund Group
Superfund Green GOLD SICAV
3.12 20k 1/1/2017
15 Superfund Group
Superfund Green EUR SICAV
3.88 5k 1/1/2017
14 Superfund Group
Superfund Green USD SICAV
3.91 5k 1/1/2017
13 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.97 100k 12/1/1998
12 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
11 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
10 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.82 5,000k 11/1/2012
9 Superfund Group
Superfund Red One SP I - Class A Gold
5.04 10k 1/1/2017
8 Superfund Group
Superfund Red One SP I - Class A EUR
5.48 10k 1/1/2017
7 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
6 Superfund Group
Superfund Red One SP I - Class A USD
5.70 10k 1/1/2017
5 Millburn Corporation
Commodity Program
5.81 25,000k 3/1/2005
4 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
3 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
8.72 1,000k 5/1/1991
1 HASAFUMA
Börstjänaren Hedgehog
29.80 60k 5/1/2012

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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