Diversified Trader Index For March 2019

Monthly Rankings

Rank CTA/Program Mar 2019 Min Inv Inception
112 HASAFUMA
Börstjänaren Hedgehog
-32.26 60k 5/1/2012
111 HASAFUMA
La Cucaracha
-16.28 300k 9/1/2013
110 Purple Valley Capital, Inc.
Diversified Trend 1
-12.08 100k 8/1/2008
109 Eclipse Capital Management
Alpha Asia
-4.21 25,000k 1/1/2015
108 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.05 1,000k 8/1/2012
107 Alee Capital Management, LLC
Mistral Program
-3.79 2,500k 1/1/1999
106 Silicon Valley Quantitative Advisors
UQP Large
-3.67 500k 1/1/2009
105 514 Capital Partners
514 Fund
-3.55 100k 11/1/2013
104 JTM Capital Management LLC
JTM Absolute Return Strategy
-3.39 100k 10/1/2016
103 Anderson Creek Trading
Standard Diversified Strategy
-3.00 250k 7/1/2014
102 Robust Methods LLC
Macro Managed Account
-2.89 5,000k 1/1/2005
101 Enduring Investments LLC
Enduring Commodity Alpha
-2.00 500k 9/1/2015
100 Estlander & Partners
Alpha Trend II - Class P
-1.93 100k 12/1/2008
99 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.91 5,000k 6/1/2010
98 Eamon Capital
Zephyr Program
-1.83 600k 1/1/2016
97 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.54 10,000k 8/1/2007
96 Emil van Essen
Long-Short Commodity Program
-1.35 1,000k 6/1/2013
95 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.24 5,000k 9/1/2009
94 Centurion Investment Management Inc.
Zero Margin Program
-1.20 1,000k 5/1/2016
93 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-1.18 500k 1/1/2011
92 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.98 5,000k 9/1/2009
91 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.97 1,000k 3/1/2003
90 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.74 2,000k 7/1/2016
89 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.49 500k 9/1/2015
88 Superfund Group
Superfund Red One SP I - Class A Silver
-0.46 10k 1/1/2017
87 Superfund Group
Superfund Green SILVER SICAV
-0.34 20k 1/1/2017
86 Future Trade AG
Thales Swing Trading Programme
-0.24 250k 6/1/2007
85 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
84 Bluegrass Capital Management
Cross Market Bias Model
-0.08 3,000k 7/1/2014
83 HASAFUMA
Micro Macro
-0.05 50k 6/1/2013
82 Independent View
IV Quantitative Futures Fund
-0.04 100k 11/1/2012
72 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
73 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
74 Linnis
Linnis ONE, LP
0.00 100k 8/1/2014
75 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
76 Conquest Capital Group
Conquest Star UCITS Fund
0.00 10,000k 3/1/2017
77 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
78 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
79 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
80 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
81 SteppenWolf Capital LLC
Enhanced Intelligence Strategy (EI)
0.00 3,000k 1/1/2016
71 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.11 250k 5/1/2011
70 QTS Capital Management, LLC
QTS Partners, L.P.
0.18 100k 1/1/2011
69 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.19 250k 7/1/2015
68 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.57 3,000k 5/1/2010
67 Prolific Capital Markets, LLC
Prolific Swiss System
0.62 10,000k 1/1/2014
66 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.62 250k 2/1/2016
65 Emil van Essen
Multi-Strategy Program
0.66 6,000k 5/1/2014
64 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.70 100k 4/1/2015
63 Metolius Capital LLC
Metolius Diversified
0.88 100k 6/1/2010
62 Archsight Capital Partners LLC
Prometheus Trading Program
0.98 100k 10/1/2015
61 Three Rock Capital Management
Global Macro Program
1.01 1,000k 1/1/2009
60 Emil van Essen
Long-Short Commodity Program - Accelerated
1.01 200k 5/1/2014
59 Rosetta Capital Management
Macro Program
1.02 50k 1/1/2009
58 Superfund Group
Superfund Red One SP I - Class A Gold
1.06 10k 1/1/2017
57 Superfund Group
Superfund Green GOLD SICAV
1.19 20k 1/1/2017
56 Typhon Capital Management, LLC
Leonidas Macro Fund
1.20 100k 4/1/2017
55 Automaton Trading LLC
Diversified
1.22 500k 7/1/2014
54 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.36 1,500k 10/1/2016
53 Chesapeake Capital
Diversified Plus (HV)
1.44 100k 4/1/1994
52 County Cork LLC
County Cork Macro Equity Hedge
1.45 1,000k 2/1/2016
51 Estlander & Partners
Freedom
1.50 20,000k 8/1/2010
50 R Best LLC
World Select Program
1.56 2,000k 4/1/2016
49 Superfund Group
Superfund Red EUR SICAV
1.95 10k 3/1/2013
48 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.09 3,000k 9/1/2015
47 ISAM
ISAM Systematic Trend (Levitas)
2.12 1,000k 5/1/2010
46 Superfund Group
Superfund Red USD SICAV
2.14 10k 3/1/2013
45 Emil van Essen
Spread Trading Program Limited
2.38 5,000k 7/1/2013
44 Millburn Corporation
Commodity Program
2.46 25,000k 3/1/2005
43 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
2.51 40k 6/1/2015
42 Millburn Corporation
Multi-Markets Program
2.59 25,000k 10/1/2004
41 Superfund Group
Superfund Red One SP I - Class A EUR
2.61 10k 1/1/2017
40 dormouse Limited
dormouse - Managed Account
2.67 10,000k 7/1/2011
39 Superfund Group
Superfund Green EUR SICAV
2.77 5k 1/1/2017
38 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.96 1,000k 1/1/2013
37 Superfund Group
Superfund Red One SP I - Class A USD
2.97 10k 1/1/2017
36 Emil van Essen
Global Tactical Allocation Program (GTAP)
3.05 1,000k 4/1/2017
35 Superfund Group
Superfund Green USD SICAV
3.05 5k 1/1/2017
34 dormouse Limited
dormouse Fund A Shares
3.05 1,000k 1/1/2017
33 SteppenWolf Capital LLC
Multi-Strategy Vol 10
3.42 3,000k 8/1/2011
32 dormouse Limited
dormouse Fund B Shares
3.44 10,000k 8/1/2016
31 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
3.57 20,000k 5/1/2013
30 ROW Asset Managment
Row Diversified Fund, L.P.
3.65 1,000k 11/1/2011
29 EMC Capital Advisors, LLC
EMC Alpha Program
3.93 5,000k 6/1/2013
28 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.24 5,000k 11/1/2012
27 Aspect Capital
Aspect Diversified Fund - Class A (USD)
4.35 100k 12/1/1998
26 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
4.36 200k 2/1/2016
25 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.42 1k 10/1/2006
24 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
4.51 1,000k 5/1/2014
23 Schot Capital Limited
Multi Diversified Program
4.56 1,000k 1/1/2016
22 FORT LP
Fort Global Contrarian
4.69 2,000k 10/1/2002
21 EMC Capital Advisors, LLC
EMC Alpha Plus Program
4.72 3,000k 5/1/2014
20 Melissinos Trading
Eupatrid Program
4.96 50k 1/1/2011
19 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
5.24 1,000k 10/1/2006
18 Worldwide Capital Strategies
Profit Quest Macro World
5.27 100k 1/1/2010
17 FORT LP
Fort Global Diversified
5.33 2,000k 10/1/1993
16 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
5.37 10,000k 3/1/1998
15 DUNN Capital Management
DUNN WMA Institutional Program
5.38 100k 10/1/2011
14 Urban Tree Capital, LLC
UTC Plus (Client)
5.38 100k 3/1/2013
13 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
5.52 1,000k 3/1/2003
12 John Locke Investments
Cyril Systematic UCITS Fund
6.71 8,000k 7/1/2000
11 Amplitude Capital International Limited
Adagio Strategy
6.71 20,000k 10/1/2016
10 Quantica Capital AG
1X Quantica Managed Futures Fund
6.80 100k 1/1/2014
9 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.71 1k 6/1/2009
8 AG Capital Investments, LLC
Discretionary Global Macro Program
8.38 200k 10/1/2014
7 FORT LP
Global Futures Program (formerly Global Diversified Classic)
8.46 10,000k 10/1/1993
6 ROW Asset Managment
ROW Diversified 2X Fund, LP
8.87 1,000k 8/1/2016
5 Vivienne Investissement
MACH 3
10.90 100k 6/1/2015
4 Kopis Capital Management, LLC
Commodity Long Short Separate Account
13.30 1,000k 5/1/2015
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
13.74 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
13.84 1,500k 7/1/2011
1 Glenhaven Capital LLC
Glenhaven Global II LP
20.30 25k 4/1/2012

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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