Diversified Trader Index For August 2019

Monthly Rankings

Rank CTA/Program Aug 2019 Min Inv Inception
106 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-6.28 5,000k 11/1/2012
105 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.84 200k 5/1/2014
104 Future Trade AG
Thales Swing Trading Programme
-4.59 250k 6/1/2007
103 Emil van Essen
Long-Short Commodity Program
-4.46 1,000k 6/1/2013
102 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-4.05 1,000k 5/1/2015
101 Urban Tree Capital, LLC
UTC Plus (Client)
-3.71 100k 3/1/2013
100 W.G. Wealth Guardian Ltd.
QT Program
-3.40 300k 6/1/2017
99 Rosetta Capital Management
Macro Program
-3.25 50k 1/1/2009
98 Superfund Group
Superfund Red One SP I - Class A EUR
-2.96 10k 1/1/2017
97 O'Brien Investment Group
O'Brien Investment Group Discretionary Global Macro Futures Program
-2.89 2,000k 6/1/2017
96 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.63 5,000k 6/1/2010
95 Superfund Group
Superfund Red One SP I - Class A USD
-2.56 10k 1/1/2017
94 Emil van Essen
Multi-Strategy Program
-2.51 6,000k 5/1/2014
93 Superfund Group
Superfund Red EUR SICAV
-2.27 10k 3/1/2013
92 Superfund Group
Superfund Red USD SICAV
-2.13 10k 3/1/2013
91 Crabel Capital Management
WPD Crabel Futures Program
-1.56 1,000k 7/1/2008
90 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.37 3,000k 5/1/2010
89 Tom Capital AG
Tom Capital Growth Fund
-1.30 5,000k 12/1/2015
88 Emil van Essen
Spread Trading Program Limited
-1.25 5,000k 7/1/2013
87 QCAM Asset Management AG
Enhanced Intelligence Strategy (EI)
-0.65 3,000k 1/1/2016
86 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.56 100k 10/1/2016
85 QCAM Asset Management AG
Multi-Strategy Vol 10
-0.27 3,000k 8/1/2011
84 County Cork LLC
County Cork Macro Equity Hedge
-0.22 1,000k 2/1/2016
82 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
83 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
81 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.00 500k 1/1/2015
80 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
0.06 100k 12/1/2014
79 Independent View
IV Quantitative Futures Fund
0.32 100k 11/1/2012
78 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
0.40 1,000k 5/1/2017
77 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.71 250k 7/1/2015
76 Automaton Trading LLC
Diversified
0.71 500k 7/1/2014
75 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.75 1,500k 10/1/2016
74 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.77 250k 11/1/1996
73 Linnis
Linnis ONE, LP
0.78 100k 8/1/2014
72 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
0.82 250k 2/1/2016
71 Orion Asset Management
Algorithmic Trading Program
0.87 10k 1/1/2013
70 Dynamica Global Investments
Dynamica Commodity Trading Strategy
0.96 500k 9/1/2015
69 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.44 100k 4/1/2015
68 FORT LP
Fort Global Contrarian
2.14 2,000k 10/1/2002
67 Vivienne Investissement
MACH 3
2.20 100k 6/1/2015
66 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.29 1,000k 4/1/2017
65 Episteme Capital Partners (US), LLC
Episteme Systematic Quest (ESQ) Composite
2.37 5,000k 9/1/2009
64 NuWave Investment Management, LLC
Short-Term Futures Portfolio
2.39 2,000k 7/1/2016
63 John Locke Investments
Cyril Systematic UCITS Fund
2.47 8,000k 7/1/2000
62 O'Brien Investment Group
Quantitative Global Macro Futures Program
2.50 3,000k 7/1/2017
61 dormouse Limited
dormouse Fund A Shares
2.52 1,000k 1/1/2017
60 dormouse Limited
dormouse - Managed Account
2.56 10,000k 7/1/2011
59 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.59 1k 10/1/2006
58 Episteme Capital Partners (US), LLC
Episteme Systematic Quest TR (ESQTR) Composite
2.60 5,000k 9/1/2009
57 Three Rock Capital Management
Global Macro Program
2.66 1,000k 1/1/2009
56 GT CAPITAL CTA
GT Systematic Day Trading Program
2.67 30k 8/1/2017
55 CTS Asset Management LLC
Flagship Program - Client Accounts
2.81 1,000k 7/1/2017
54 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
2.82 2,000k 7/1/2016
53 R Best LLC
World Select Program
2.83 2,000k 4/1/2016
52 dormouse Limited
dormouse Fund B Shares
2.84 10,000k 8/1/2016
51 Schot Capital
Multi Diversified Program
3.09 1,000k 1/1/2016
50 Metolius Capital LLC
Metolius Diversified
3.12 100k 6/1/2010
49 QTS Capital Management, LLC
QTS Partners, L.P.
3.37 100k 1/1/2011
48 FORT LP
Fort Global Diversified
3.38 2,000k 10/1/1993
47 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
3.43 500k 1/1/2011
46 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.48 1,000k 5/1/2014
45 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.50 1,000k 3/1/2003
44 EMC Capital Advisors, LLC
EMC Alpha Program
3.60 5,000k 6/1/2013
43 Eclipse Capital Management
Alpha Asia
3.62 25,000k 1/1/2015
42 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.65 3,000k 5/1/2014
41 Anderson Creek Trading
Standard Diversified Strategy
3.68 250k 7/1/2014
40 Crabel Capital Management
Crabel Multi-Product
3.72 1,000k 3/1/1998
39 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.73 3,000k 9/1/2015
38 Superfund Group
Superfund Red One SP I - Class A Gold
3.88 10k 1/1/2017
37 ISAM
ISAM Systematic Trend (Levitas)
3.90 1,000k 5/1/2010
36 Chesapeake Capital
Diversified Plus (HV)
3.91 100k 4/1/1994
35 Quantica Capital AG
1X Quantica Managed Futures Fund
4.00 100k 1/1/2014
34 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.16 1k 6/1/2009
33 FORT LP
Global Futures Program (formerly Global Diversified Classic)
4.39 10,000k 10/1/1993
32 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.65 1,000k 1/1/2013
31 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.73 1,000k 3/1/2003
30 Alee Capital Management, LLC
Mistral Program
5.29 2,500k 1/1/1999
29 514 Capital Partners
514 Fund
5.40 100k 11/1/2013
28 DUNN Capital Management
DUNN WMA Institutional Program
5.47 100k 10/1/2011
27 AG Capital Investments, LLC
Discretionary Global Macro Program
5.54 500k 10/1/2014
26 Typhon Capital Management, LLC
Leonidas Macro Fund
5.80 100k 4/1/2017
25 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.82 50k 7/1/2011
24 Tomas Capital Pty Ltd
GCAF | USD
6.07 1,500k 7/1/2011
23 FTC Capital GmbH
FTC Futures Fund Classic (USD)
6.32 250k 10/1/2010
22 Dixon Midland Company LLC
Dixon Midland Diversified LLC
6.85 250k 5/1/2011
21 Eamon Capital
Zephyr Program
6.94 600k 1/1/2016
20 Aspect Capital
Aspect Diversified Fund - Class A (USD)
7.05 100k 12/1/1998
19 Sandpiper Asset Management
Sandpiper Global Macro Program
7.23 1,000k 8/1/2012
18 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
7.28 1,000k 10/1/2006
17 Superfund Group
Superfund Green EUR SICAV
7.46 5k 1/1/2017
16 Superfund Group
Superfund Green USD SICAV
7.58 5k 1/1/2017
15 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.69 20,000k 5/1/2013
14 Superfund Group
Superfund Red One SP I - Class A Silver
7.77 10k 1/1/2017
13 Prolific Capital Markets, LLC
Prolific Swiss System
7.78 10,000k 1/1/2014
12 Silicon Valley Quantitative Advisors
UQP Large
7.85 500k 1/1/2009
11 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
8.01 10,000k 3/1/1998
10 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
8.13 40k 6/1/2015
9 Melissinos Trading
Eupatrid Program
8.15 50k 1/1/2011
8 Candriam Investor Group
Alternative Return Systemat
9.16 125k 1/1/2007
7 Estlander & Partners
Freedom
9.24 20,000k 8/1/2010
6 Worldwide Capital Strategies
Profit Quest Macro World
13.66 100k 1/1/2010
5 Superfund Group
Superfund Green GOLD SICAV
14.33 20k 1/1/2017
4 Estlander & Partners
Alpha Trend II - Class P
18.68 100k 12/1/2008
3 Superfund Group
Superfund Green SILVER SICAV
19.09 20k 1/1/2017
2 Purple Valley Capital, Inc.
Diversified Trend 1
24.84 100k 8/1/2008
1 Dreiss Research Corporation
Diversified Program
26.01 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.

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