Diversified Trader Index For November 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 Nov 2005 Min Inv Inception 109 AIS Capital Management, L.P. MAAP (3x-6x) Composite -5.98 2,000k 7/1/1992 108 AIS Capital Management, L.P. MAAP (2x-4x) Composite -3.59 3,000k 10/1/1992 107 Kaiser Trading Group Kaiser Global Diversified Program - Class B -3.32 1,000k 3/1/1998 106 Mobius Asset Management Diversified Program -2.75 250k 3/1/2004 105 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.89 1,000k 9/1/1997 104 Blackwater Capital Management Global Program -0.47 5,000k 7/1/2005 103 Amplitude Capital International Limited Dynamic Strategy 0.50 6/1/2005 102 Eckhardt Trading Company Evolution Strategies 0.64 20,000k 8/1/1991 101 Eckhardt Trading Company Evolution Strategies 1.2X 0.72 10,000k 10/1/1991 100 Dominion Capital Sapphire Program 0.88 3,000k 5/1/2005 99 Mobius Asset Management Custom Trading Program 1.10 100k 1/1/2002 98 Romanesco Capital Management B.V Persistence Program 1.28 5,000k 9/1/2005 97 Clarke Capital Management Worldwide 1.40 250k 1/1/1996 96 IKOS The IKOS Hedge Fund 1.43 10,000k 7/1/1998 95 Hawksbill Capital Management Global Diversified 1.43 5,000k 11/1/1988 94 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.44 5,000k 1/1/2005 93 Southwest Managed Investments, LLC Global Diversified 1.55 200k 1/1/2002 92 Mondiale Asset Management Mondiale Trading Program 1.59 0k 9/1/1997 91 Clarke Capital Management Global Basic 1.61 50k 2/1/1996 90 Di Tomasso Group Inc. Equilibrium Program 1.92 5,000k 1/1/2002 89 Superfund Group Superfund Blue SPC Class A (EUR) 2.00 50k 4/1/2005 88 Quantitative Investment Management Quantitative Global Program 2.04 20,000k 10/1/2003 87 Rotella Capital Management Rotella Polaris Program (Diversified) 2.04 10,000k 1/1/1991 86 Transtrend B.V. DTP – Standard Risk (EUR) 2.25 10,000k 2/1/1999 85 Spectrum Asset Management LLC Global Diversified 2.50 2,000k 1/1/2001 84 Jaguar Investments Ltd Vario Capital Strategy 2.74 1,000k 5/1/2016 83 Molinero Capital Management LLP Global Markets Program 3.00 2,000k 7/1/2005 82 Crabel Capital Management Crabel Multi-Product 3.06 1,000k 3/1/1998 81 Rabar Market Research Diversified Program 3.12 2,000k 1/1/1989 80 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.14 10,000k 8/1/2004 79 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.26 10,000k 8/1/1999 78 Saxon Investment Corporation Diversified Program 3.30 3,000k 9/1/1988 77 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.34 100k 3/1/2003 76 Conquest Capital Group Conquest Select 3.38 250k 6/1/2004 75 Transtrend B.V. DTP – Enhanced Risk (USD) 3.40 10,000k 1/1/1995 74 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.46 200k 11/1/1999 73 Clarke Capital Management Global Magnum 3.76 100k 8/1/1997 72 FORT LP Fort Global Diversified 3.90 2,000k 10/1/1993 71 Northfield Trading Diversified 4.10 2,000k 7/1/1989 70 Parizek Capital Futures Trading Program 4.12 500k 4/1/2000 69 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.15 10,000k 3/1/2003 68 FORT LP Fort Global Contrarian 4.20 2,000k 10/1/2002 67 RAM Management Group RAM MRTP 1X-Conservative 4.27 1,000k 9/1/1993 66 Chesapeake Capital Diversified (LV) 4.33 100k 2/1/1988 65 Claughton Capital ARP Institutional Program 4.34 1,000k 10/1/2005 64 DUNN Capital Management DUNN Combined Fund (DCF) 4.36 100k 5/1/1989 63 Lynx Asset Management AB Lynx Program 4.48 75k 5/1/2000 62 Quantica Capital AG Quantica Managed Futures 4.50 5,000k 1/1/2005 61 Robust Methods LLC Macro Managed Account 4.63 5,000k 1/1/2005 60 Eclipse Capital Management Global Monetary 4.66 5,000k 8/1/1990 59 Alee Capital Management, LLC Poniente Program 4.94 2,500k 1/1/1999 58 Briarwood Capital Management, Inc. Diversified Trading Program 5.01 3,000k 7/1/2001 57 NuWave Investment Management, LLC Combined Futures Portfolio 5.06 5,000k 6/1/2001 56 M.S. Capital Management Global Diversified Program 5.21 2,000k 11/1/1998 55 NuWave Investment Management, LLC NuWave Investment Partners LP 5.22 250k 6/1/2001 54 Millburn Ridgefield Corporation Multi-Markets Program 5.41 25,000k 10/1/2004 53 MERIT Alternative Investments GmbH Futures Portfolio 5.48 2,000k 6/1/1998 52 Sunrise Capital Partners Sunrise Expanded Diversified Program 5.52 1/1/1989 51 Ancile Capital Management Global Markets Program 5.58 2,000k 4/1/2005 50 John Locke Investments Cyril Systematic Program 5.69 8,000k 7/1/2000 49 Conquest Capital Group Conquest Macro 5.71 250k 5/1/1999 48 Clarke Capital Management Millennium 5.76 1,000k 1/1/1998 47 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.00 100k 11/1/1984 46 Saxon Investment Corporation Aggressive Diversified Program 6.06 2,000k 11/1/1993 45 Millburn Ridgefield Corporation Diversified Program 6.30 20,000k 2/1/1977 44 Estlander & Partners Alpha Trend 6.36 30,000k 10/1/1991 43 Covenant Capital Management Original Program 6.46 5,000k 9/1/1999 42 Estlander & Partners Global Markets 6.49 10,000k 8/1/1999 41 Millburn Ridgefield Corporation Commodity Program 6.73 25,000k 3/1/2005 40 Red Rock Capital, LLC Systematic Global Macro 6.74 500k 9/1/2003 39 ISAM ISAM Systematic Trend Fund 6.80 1,000k 6/1/2001 38 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.98 10k 7/1/2005 37 Welton Investment Partners Welton Global 7.14 10,000k 6/1/2004 36 DUNN Capital Management D'Best Futures Fund, L.P. 7.22 100k 6/1/1994 35 Mark J. Walsh Company Standard Program 7.26 2,000k 9/1/1985 34 Winton Capital Management Diversified 7.32 50,000k 10/1/1997 33 QCM Global Diversified Programme 7.36 500k 12/1/1995 32 Clarke Capital Management FX Plus 7.40 1,000k 5/1/2004 31 Drury Capital Diversified Trend-Following Program 7.85 5,000k 5/1/1997 30 Keck Capital Management LLC The Keck Program 8.05 2,000k 12/1/2003 29 EMC Capital Advisors, LLC Classic 8.20 5,000k 1/1/1985 28 Xplor Capital Management, LLC Global CTA Program 8.43 1,500k 7/1/2004 27 Rivoli Fund Management Rivoli International Fund (V9) 8.78 5,000k 1/1/2002 26 Superfund Group Superfund Green L.P. Series A 8.81 5k 10/1/2002 25 Red Oak Commodity Advisors Investment Program 8.87 5,000k 12/1/1989 24 Briarwood Capital Management, Inc. Diversified 2XL 8.88 250k 11/1/2004 23 Kelly Angle Inc. Genesis Program 8.94 2,000k 4/1/2000 22 Tactical Investment Management Tactical Institutional Commodity Program 9.14 10,000k 4/1/1993 21 Revolution Capital Management Alpha Fund 9.14 50k 1/1/2005 20 Superfund Group Superfund Green Q-AG 9.53 2k 3/1/1996 19 Rivoli Fund Management Rivoli International Fund (E) 9.88 5,000k 10/1/1996 18 Hyman Beck and Company Global Portfolio 9.92 1,000k 3/1/1991 17 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 10.21 100k 1/1/2005 16 Wimmer Horizon LLP Managed Account 10.27 5,000k 5/1/2005 15 Clarke Capital Management Jupiter 10.75 3,000k 5/1/2005 14 Superfund Group Superfund Green L.P. Series B 12.93 5k 10/1/2002 13 Alee Capital Management, LLC Mistral Program 13.07 2,500k 1/1/1999 12 Estlander & Partners Global XL 13.09 5,000k 8/1/1991 11 Superfund Group Superfund Green Gold A (SPC) 13.21 5k 10/1/2005 10 Dreiss Research Corporation Diversified Program 13.39 1,000k 5/1/1991 9 Abraham Trading Company Diversified Program 14.15 10,000k 1/1/1988 8 Covenant Capital Management Aggressive Program 14.15 3,000k 2/1/2004 7 Superfund Group Superfund Green GCT USD 14.20 15k 1/1/2000 6 RAM Management Group MRTP Aggressive 14.44 1,000k 2/1/1998 5 Mulvaney Capital Management The Mulvaney Global Markets Fund 15.27 100k 5/1/1999 4 Superfund Group Superfund Green Gold B (SPC) 16.58 50k 10/1/2005 3 Superfund Group Superfund Green Master 17.29 2,000k 5/1/2001 2 Superfund Group Superfund Green Gold C (SPC) 19.63 100k 10/1/2005 1 Somers Brothers Capital Diversified Futures Program #1 19.70 100k 1/1/2005 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.