Diversified Trader Index For October 2005 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 Oct 2005 Min Inv Inception 109 AIS Capital Management, L.P. MAAP (3x-6x) Composite -16.68 2,000k 7/1/1992 108 Superfund Group Superfund Green Master -15.12 2,000k 5/1/2001 107 Superfund Group Superfund Green GCT USD -13.00 15k 1/1/2000 106 Keck Capital Management LLC The Keck Program -11.98 2,000k 12/1/2003 105 AIS Capital Management, L.P. MAAP (2x-4x) Composite -11.57 3,000k 10/1/1992 104 Superfund Group Superfund Green L.P. Series B -10.77 5k 10/1/2002 103 QCM Global Diversified Programme -9.14 500k 12/1/1995 102 Clarke Capital Management FX Plus -8.76 1,000k 5/1/2004 101 Estlander & Partners Global XL -8.22 5,000k 8/1/1991 100 Superfund Group Superfund Green L.P. Series A -7.93 5k 10/1/2002 99 EMC Capital Advisors, LLC Classic -7.60 5,000k 1/1/1985 98 NuWave Investment Management, LLC Combined Futures Portfolio -7.18 5,000k 6/1/2001 97 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -7.02 10k 7/1/2005 96 NuWave Investment Management, LLC NuWave Investment Partners LP -6.50 250k 6/1/2001 95 Superfund Group Superfund Green Q-AG -6.29 2k 3/1/1996 94 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -6.18 5,000k 1/1/2005 93 Clarke Capital Management Jupiter -6.11 3,000k 5/1/2005 92 Abraham Trading Company Diversified Program -5.98 10,000k 1/1/1988 91 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.88 100k 1/1/2005 90 Rivoli Fund Management Rivoli International Fund (V9) -5.82 5,000k 1/1/2002 89 Robust Methods LLC Macro Managed Account -5.78 5,000k 1/1/2005 88 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.64 100k 5/1/1999 87 Rivoli Fund Management Rivoli International Fund (E) -5.61 5,000k 10/1/1996 86 Eclipse Capital Management Global Monetary -5.28 5,000k 8/1/1990 85 Hawksbill Capital Management Global Diversified -4.92 5,000k 11/1/1988 84 Chesapeake Capital Diversified (LV) -4.75 100k 2/1/1988 83 Quantica Capital AG Quantica Managed Futures -4.70 5,000k 1/1/2005 82 Estlander & Partners Global Markets -4.04 10,000k 8/1/1999 81 Clarke Capital Management Millennium -4.02 1,000k 1/1/1998 80 Tactical Investment Management Tactical Institutional Commodity Program -4.01 10,000k 4/1/1993 79 Mark J. Walsh Company Standard Program -3.91 2,000k 9/1/1985 78 Rabar Market Research Diversified Program -3.71 2,000k 1/1/1989 77 Molinero Capital Management LLP Global Markets Program -3.68 2,000k 7/1/2005 76 FORT LP Fort Global Diversified -3.52 2,000k 10/1/1993 75 Superfund Group Superfund Blue SPC Class A (EUR) -3.47 50k 4/1/2005 74 RAM Management Group MRTP Aggressive -3.39 1,000k 2/1/1998 73 FORT LP Fort Global Contrarian -3.35 2,000k 10/1/2002 72 Wimmer Horizon LLP Managed Account -3.10 5,000k 5/1/2005 71 Spectrum Asset Management LLC Global Diversified -3.06 2,000k 1/1/2001 70 Red Oak Commodity Advisors Investment Program -3.05 5,000k 12/1/1989 69 Winton Capital Management Diversified -2.95 50,000k 10/1/1997 68 ISAM ISAM Systematic Trend Fund -2.87 1,000k 6/1/2001 67 Conquest Capital Group Conquest Select -2.85 250k 6/1/2004 66 Millburn Ridgefield Corporation Diversified Program -2.84 20,000k 2/1/1977 65 Welton Investment Partners Welton Global -2.23 10,000k 6/1/2004 64 Crabel Capital Management Crabel Multi-Product -2.21 1,000k 3/1/1998 63 Ancile Capital Management Global Markets Program -2.18 2,000k 4/1/2005 62 Millburn Ridgefield Corporation Multi-Markets Program -2.04 25,000k 10/1/2004 61 MERIT Alternative Investments GmbH Futures Portfolio -2.01 2,000k 6/1/1998 60 Blackwater Capital Management Global Program -1.78 5,000k 7/1/2005 59 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 58 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.43 10,000k 8/1/2004 57 Southwest Managed Investments, LLC Global Diversified -1.35 200k 1/1/2002 56 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.22 200k 11/1/1999 55 RAM Management Group RAM MRTP 1X-Conservative -1.12 1,000k 9/1/1993 54 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.12 10,000k 8/1/1999 53 Conquest Capital Group Conquest Macro -1.07 250k 5/1/1999 52 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.94 100k 11/1/1984 51 Northfield Trading Diversified -0.90 2,000k 7/1/1989 50 Covenant Capital Management Aggressive Program -0.78 3,000k 2/1/2004 49 Transtrend B.V. DTP – Enhanced Risk (USD) -0.67 10,000k 1/1/1995 48 Jaguar Investments Ltd Vario Capital Strategy -0.50 1,000k 5/1/2016 47 Transtrend B.V. DTP – Standard Risk (EUR) -0.43 10,000k 2/1/1999 46 Clarke Capital Management Global Basic -0.28 50k 2/1/1996 45 Clarke Capital Management Global Magnum -0.21 100k 8/1/1997 44 Dreiss Research Corporation Diversified Program -0.21 1,000k 5/1/1991 43 Covenant Capital Management Original Program -0.21 5,000k 9/1/1999 42 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.16 100k 3/1/2003 41 Millburn Ridgefield Corporation Commodity Program -0.16 25,000k 3/1/2005 37 Claughton Capital ARP Institutional Program 0.00 1,000k 10/1/2005 38 Superfund Group Superfund Green Gold A (SPC) 0.00 5k 10/1/2005 39 Superfund Group Superfund Green Gold B (SPC) 0.00 50k 10/1/2005 40 Superfund Group Superfund Green Gold C (SPC) 0.00 100k 10/1/2005 36 Mondiale Asset Management Mondiale Trading Program 0.06 0k 9/1/1997 35 Alee Capital Management, LLC Poniente Program 0.06 2,500k 1/1/1999 34 IKOS The IKOS Hedge Fund 0.20 10,000k 7/1/1998 33 Eckhardt Trading Company Evolution Strategies 1.2X 0.31 10,000k 10/1/1991 32 Eckhardt Trading Company Evolution Strategies 0.31 20,000k 8/1/1991 31 Rotella Capital Management Rotella Polaris Program (Diversified) 0.44 10,000k 1/1/1991 30 M.S. Capital Management Global Diversified Program 0.49 2,000k 11/1/1998 29 Quantitative Investment Management Quantitative Global Program 0.56 20,000k 10/1/2003 28 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.58 1,000k 9/1/1997 27 Xplor Capital Management, LLC Global CTA Program 0.81 1,500k 7/1/2004 26 Saxon Investment Corporation Diversified Program 0.89 3,000k 9/1/1988 25 Drury Capital Diversified Trend-Following Program 0.95 5,000k 5/1/1997 24 Dominion Capital Sapphire Program 1.03 3,000k 5/1/2005 23 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.06 1/1/1989 22 Romanesco Capital Management B.V Persistence Program 1.15 5,000k 9/1/2005 21 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.21 1,000k 3/1/1998 20 Estlander & Partners Alpha Trend 1.22 30,000k 10/1/1991 19 Saxon Investment Corporation Aggressive Diversified Program 1.49 2,000k 11/1/1993 18 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.63 1,000k 3/1/2003 17 Lynx Asset Management AB Lynx Program 1.96 75k 5/1/2000 16 John Locke Investments Cyril Systematic Program 2.04 8,000k 7/1/2000 15 Di Tomasso Group Inc. Equilibrium Program 2.12 5,000k 1/1/2002 14 Briarwood Capital Management, Inc. Diversified Trading Program 2.19 3,000k 7/1/2001 13 DUNN Capital Management DUNN Combined Fund (DCF) 2.38 100k 5/1/1989 12 Revolution Capital Management Alpha Fund 2.53 50k 1/1/2005 11 Parizek Capital Futures Trading Program 2.55 500k 4/1/2000 10 Somers Brothers Capital Diversified Futures Program #1 2.60 100k 1/1/2005 9 Alee Capital Management, LLC Mistral Program 2.61 2,500k 1/1/1999 8 Hyman Beck and Company Global Portfolio 2.94 1,000k 3/1/1991 7 DUNN Capital Management D'Best Futures Fund, L.P. 3.10 100k 6/1/1994 6 Mobius Asset Management Custom Trading Program 3.15 100k 1/1/2002 5 Mobius Asset Management Diversified Program 3.38 250k 3/1/2004 4 Briarwood Capital Management, Inc. Diversified 2XL 4.57 250k 11/1/2004 3 Red Rock Capital, LLC Systematic Global Macro 4.69 500k 9/1/2003 2 Amplitude Capital International Limited Dynamic Strategy 6.91 6/1/2005 1 Kelly Angle Inc. Genesis Program 11.56 2,000k 4/1/2000 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.