Diversified Trader Index For July 2019 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Jul 2019 Min Inv Inception 106 Purple Valley Capital, Inc. Diversified Trend 1 -17.43 100k 8/1/2008 105 Worldwide Capital Strategies Profit Quest Macro World -10.54 100k 1/1/2010 104 Typhon Capital Management, LLC Leonidas Macro Fund -8.82 100k 4/1/2017 103 W.G. Wealth Guardian Ltd. QT Program (QTP) -6.45 300k 6/1/2017 102 AG Capital Investments, LLC Discretionary Global Macro Program -6.11 500k 10/1/2014 101 Eamon Capital Zephyr Program -5.53 600k 1/1/2016 100 Sandpiper Asset Management Sandpiper Global Macro Program -5.46 1,000k 8/1/2012 99 Silicon Valley Quantitative Advisors UQP Large -3.99 500k 1/1/2009 98 Schot Capital Multi Diversified Program -3.01 1,000k 1/1/2016 97 Anderson Creek Trading Standard Diversified Strategy -2.32 250k 7/1/2014 96 H2O AM LLP Arctic Blue Inuvik -2.10 1,000k 5/1/2017 95 Leibniz Group Enhanced Intelligence Strategy -1.92 100k 1/1/2016 94 Emil van Essen Long-Short Commodity Program -1.28 1,000k 6/1/2013 93 Emil van Essen Long-Short Commodity Program - Accelerated -1.27 200k 5/1/2014 92 Superfund Group Superfund Red EUR SICAV -1.27 10k 3/1/2013 91 Kopis Capital Management, LLC Commodity Long Short Separate Account -1.24 1,000k 5/1/2015 90 Eclipse Capital Management Alpha Asia -1.21 25,000k 1/1/2015 89 Superfund Group Superfund Red One SP I - Class A EUR -0.95 10k 1/1/2017 88 Metolius Capital LLC Metolius Enhanced Fund -0.93 40k 6/1/2015 87 Leibniz Group Systematic Intelligence Vol 10 -0.85 3,000k 8/1/2011 86 Superfund Group Superfund Red One SP I - Class A USD -0.84 10k 1/1/2017 85 Emil van Essen Multi-Strategy Program -0.83 6,000k 5/1/2014 84 Superfund Group Superfund Red USD SICAV -0.83 10k 3/1/2013 83 Rosetta Capital Management Macro Program -0.76 50k 1/1/2009 82 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.56 2,000k 7/1/2016 81 Metolius Capital LLC Metolius Diversified -0.49 100k 6/1/2010 80 Prolific Capital Markets, LLC Prolific Swiss System -0.42 10,000k 1/1/2014 79 O'Brien Investment Group O'Brien Investment Group Discretionary Global Macro Futures Program -0.42 2,000k 6/1/2017 78 J8 Capital Management LLP J8 Global Absolute Return Strategy -0.38 500k 1/1/2015 77 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.29 500k 9/1/2015 76 Linnis Linnis ONE, LP -0.28 100k 8/1/2014 75 Trigon Investment Advisors, LLC Discretionary Macro Program -0.25 10,000k 8/1/2007 74 CTS Asset Management LLC Flagship Program - Client Accounts -0.15 1,000k 7/1/2017 73 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.12 5,000k 11/1/2012 72 Superfund Group Superfund Red One SP I - Class A Gold -0.07 10k 1/1/2017 71 Three Rock Capital Management Global Macro Program -0.06 1,000k 1/1/2009 70 R Best LLC World Select Program -0.05 2,000k 4/1/2016 69 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.04 250k 7/1/2015 67 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.00 100k 4/1/2015 68 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 66 Witter & Lester, Inc. Diversified Trading Program 0.00 100k 4/1/2013 65 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 64 Emil van Essen Spread Trading Program Limited 0.01 5,000k 7/1/2013 63 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.15 3,000k 5/1/2010 62 Crabel Capital Management Crabel Multi-Product 0.29 1,000k 3/1/1998 61 Emil van Essen Global Tactical Allocation Program (GTAP) 0.49 2,000k 4/1/2017 60 Glendorn Capital Management LLC MultiWeek Trading Strategy 0.69 1,500k 10/1/2016 59 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.73 250k 2/1/2016 58 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.81 1,000k 3/1/2003 57 Superfund Group Superfund Green EUR SICAV 0.84 5k 1/1/2017 56 Alee Capital Management, LLC Mistral Program 0.85 2,500k 1/1/1999 55 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.99 50k 7/1/2011 54 dormouse Limited dormouse Fund A Shares 1.00 1,000k 1/1/2017 53 Tom Capital AG Tom Capital Growth Fund 1.00 5,000k 12/1/2015 52 dormouse Limited dormouse - Managed Account 1.03 10,000k 7/1/2011 51 Tomas Capital Pty Ltd GCAF | USD 1.06 1,500k 7/1/2011 50 dormouse Limited dormouse Fund B Shares 1.12 10,000k 8/1/2016 49 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 1.13 500k 1/1/2011 48 Automaton Trading LLC Diversified 1.21 500k 7/1/2014 47 EMC Capital Advisors, LLC EMC Alpha Program 1.22 5,000k 6/1/2013 46 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 1.22 2,000k 7/1/2016 45 O'Brien Investment Group Quantitative Global Macro Futures Program 1.38 3,000k 7/1/2017 44 Crabel Capital Management WPD Crabel Futures Program 1.38 1,000k 7/1/2008 43 Superfund Group Superfund Green USD SICAV 1.40 5k 1/1/2017 42 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.41 3,000k 5/1/2014 41 QTS Capital Management, LLC QTS Partners, L.P. 1.45 100k 1/1/2011 40 County Cork LLC County Cork Macro Equity Hedge 1.50 1,000k 2/1/2016 39 FORT LP Fort Global Diversified 1.53 2,000k 10/1/1993 38 514 Capital Partners 514 Fund 1.65 100k 11/1/2013 37 Quest Partners LLC AlphaQuest Short Bias (AQSB) 1.78 20,000k 5/1/2013 36 FORT LP Global Futures Program (formerly Global Diversified Classic) 1.79 10,000k 10/1/1993 35 Superfund Group Superfund Green GOLD SICAV 2.18 20k 1/1/2017 34 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 2.20 5,000k 9/1/2009 33 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.24 1,000k 3/1/2003 32 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 2.30 5,000k 9/1/2009 31 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.32 5,000k 6/1/2010 30 FORT LP Fort Global Contrarian 2.35 2,000k 10/1/2002 29 JTM Capital Management LLC JTM Absolute Return Strategy 2.39 100k 10/1/2016 28 DUNN Capital Management DUNN WMA Institutional Program 2.50 100k 10/1/2011 27 FTC Capital GmbH FTC Futures Fund Classic (USD) 2.53 250k 10/1/2010 26 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 2.53 1,000k 5/1/2014 25 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 2.53 1,000k 10/1/2016 24 Chesapeake Capital Diversified Plus (HV) 2.54 100k 4/1/1994 23 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.63 1k 10/1/2006 22 Future Trade AG Thales Swing Trading Programme 2.67 250k 6/1/2007 21 Kaiser Trading Group Kaiser Global Diversified Program - Class A 3.05 10,000k 3/1/1998 20 Urban Tree Capital, LLC UTC Plus (Client) 3.40 100k 3/1/2013 19 Robust Methods LLC Macro Managed Account 3.44 5,000k 1/1/2005 18 Estlander & Partners Alpha Trend II - Class P 3.45 100k 12/1/2008 17 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.48 250k 5/1/2011 16 SpreadEdge Capital, LLC Diversified Seasonal Spreads 3.58 100k 12/1/2014 15 Quantica Capital AG 1X Quantica Managed Futures Fund 3.60 100k 1/1/2014 14 Independent View IV Quantitative Futures Fund 3.87 100k 11/1/2012 13 ISAM ISAM Systematic Trend (Levitas) 3.93 1,000k 5/1/2010 12 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.16 1,000k 1/1/2013 11 Melissinos Trading Eupatrid Global Trends 4.20 50k 1/1/2011 10 Aspect Capital Aspect Diversified Fund - Class A (USD) 4.30 100k 12/1/1998 9 Estlander & Partners Freedom 4.44 20,000k 8/1/2010 8 NuWave Investment Management, LLC NuWave Matrix Portfolio 4.63 3,000k 9/1/2015 7 Garraway Capital Management LLP Garraway Financial Trends 4.97 100k 9/1/2012 6 John Locke Investments Cyril Systematic UCITS Fund 5.09 500k 7/1/2000 5 Vivienne Investissement MACH 3 5.25 100k 6/1/2015 4 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 5.27 1k 6/1/2009 3 Superfund Group Superfund Red One SP I - Class A Silver 5.91 10k 1/1/2017 2 Superfund Group Superfund Green SILVER SICAV 8.39 20k 1/1/2017 1 Dreiss Research Corporation Diversified Program 9.82 1,000k 5/1/1991 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.