Diversified Trader Index For July 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 Jul 2005 Min Inv Inception 104 Abraham Trading Company Diversified Program -12.16 10,000k 1/1/1988 103 Clarke Capital Management Millennium -10.71 1,000k 1/1/1998 102 Saxon Investment Corporation Aggressive Diversified Program -8.97 2,000k 11/1/1993 101 Clarke Capital Management Worldwide -5.47 250k 1/1/1996 100 Saxon Investment Corporation Diversified Program -5.04 3,000k 9/1/1988 99 Mark J. Walsh Company Standard Program -4.63 2,000k 9/1/1985 98 M.S. Capital Management Global Diversified Program -4.37 2,000k 11/1/1998 97 QCM Global Diversified Programme -4.12 500k 12/1/1995 96 DUNN Capital Management DUNN Combined Fund (DCF) -4.10 100k 5/1/1989 95 Mobius Asset Management Diversified Program -3.89 250k 3/1/2004 94 Mobius Asset Management Custom Trading Program -3.87 100k 1/1/2002 93 Tactical Investment Management Tactical Institutional Commodity Program -3.80 10,000k 4/1/1993 92 Rivoli Fund Management Rivoli International Fund (E) -3.71 5,000k 10/1/1996 91 Superfund Group Superfund Green L.P. Series B -3.68 5k 10/1/2002 90 RAM Management Group MRTP Aggressive -3.40 1,000k 2/1/1998 89 DUNN Capital Management D'Best Futures Fund, L.P. -3.26 100k 6/1/1994 88 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.22 200k 11/1/1999 87 Clarke Capital Management Jupiter -3.09 3,000k 5/1/2005 86 Crabel Capital Management Crabel Multi-Product -2.97 1,000k 3/1/1998 85 Superfund Group Superfund Green L.P. Series A -2.85 5k 10/1/2002 84 Spectrum Asset Management LLC Global Diversified -2.79 2,000k 1/1/2001 83 ISAM ISAM Systematic Trend Fund -2.76 1,000k 6/1/2001 82 Wimmer Horizon LLP Managed Account -2.73 5,000k 5/1/2005 81 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.63 1,000k 9/1/1997 80 FORT LP Fort Global Diversified -2.62 2,000k 10/1/1993 79 Hyman Beck and Company Global Portfolio -2.55 1,000k 3/1/1991 78 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.42 1/1/1989 77 Alee Capital Management, LLC Poniente Program -2.39 2,500k 1/1/1999 76 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.28 1,000k 3/1/1998 75 Conquest Capital Group Conquest Select -2.17 250k 6/1/2004 74 Hawksbill Capital Management Global Diversified -2.06 5,000k 11/1/1988 73 Conquest Capital Group Conquest Macro -1.96 250k 5/1/1999 72 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.89 100k 11/1/1984 71 Winton Capital Management Diversified -1.85 50,000k 10/1/1997 70 Parizek Capital Futures Trading Program -1.82 500k 4/1/2000 69 Kelly Angle Inc. Genesis Program -1.78 2,000k 4/1/2000 68 MERIT Alternative Investments GmbH Futures Portfolio -1.76 2,000k 6/1/1998 67 Clarke Capital Management FX Plus -1.60 1,000k 5/1/2004 66 Alee Capital Management, LLC Mistral Program -1.50 2,500k 1/1/1999 65 Lynx Asset Management AB Lynx Program -1.35 75k 5/1/2000 64 Clarke Capital Management Global Magnum -1.17 100k 8/1/1997 63 Briarwood Capital Management, Inc. Diversified 2XL -1.09 250k 11/1/2004 62 RAM Management Group RAM MRTP 1X-Conservative -0.94 1,000k 9/1/1993 61 Superfund Group Superfund Green Q-AG -0.82 2k 3/1/1996 60 John Locke Investments Cyril Systematic Program -0.78 8,000k 7/1/2000 59 Estlander & Partners Global XL -0.74 5,000k 8/1/1991 58 IKOS The IKOS Hedge Fund -0.68 10,000k 7/1/1998 57 Drury Capital Diversified Trend-Following Program -0.65 5,000k 5/1/1997 56 Xplor Capital Management, LLC Global CTA Program -0.58 1,500k 7/1/2004 55 Eckhardt Trading Company Evolution Strategies 1.2X -0.38 10,000k 10/1/1991 54 Millburn Ridgefield Corporation Commodity Program -0.37 25,000k 3/1/2005 53 Estlander & Partners Alpha Trend -0.32 30,000k 10/1/1991 52 Superfund Group Superfund Green Master -0.30 2,000k 5/1/2001 51 Estlander & Partners Global Markets -0.28 10,000k 8/1/1999 50 Rabar Market Research Diversified Program -0.28 2,000k 1/1/1989 49 Briarwood Capital Management, Inc. Diversified Trading Program -0.20 3,000k 7/1/2001 48 Eckhardt Trading Company Evolution Strategies -0.20 20,000k 8/1/1991 47 Superfund Group Superfund Green GCT USD -0.05 15k 1/1/2000 46 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 44 Blackwater Capital Management Global Program 0.00 5,000k 7/1/2005 45 Molinero Capital Management LLP Global Markets Program 0.00 2,000k 7/1/2005 43 Millburn Ridgefield Corporation Diversified Program 0.06 20,000k 2/1/1977 42 EMC Capital Advisors, LLC Classic 0.20 5,000k 1/1/1985 41 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.24 100k 1/1/2005 40 Southwest Managed Investments, LLC Global Diversified 0.27 200k 1/1/2002 39 FORT LP Fort Global Contrarian 0.29 2,000k 10/1/2002 38 Eclipse Capital Management Global Monetary 0.30 5,000k 8/1/1990 37 Dominion Capital Sapphire Program 0.36 3,000k 5/1/2005 36 Chesapeake Capital Diversified (LV) 0.45 100k 2/1/1988 35 Quantitative Investment Management Quantitative Global Program 0.55 20,000k 10/1/2003 34 Revolution Capital Management Alpha Fund 0.63 50k 1/1/2005 33 Millburn Ridgefield Corporation Multi-Markets Program 0.63 25,000k 10/1/2004 32 Red Rock Capital, LLC Systematic Global Macro 0.87 500k 9/1/2003 31 Keck Capital Management LLC The Keck Program 1.14 2,000k 12/1/2003 30 Clarke Capital Management Global Basic 1.23 50k 2/1/1996 29 Rotella Capital Management Rotella Polaris Program (Diversified) 1.32 10,000k 1/1/1991 28 Ancile Capital Management Global Markets Program 1.57 2,000k 4/1/2005 27 Amplitude Capital International Limited Dynamic Strategy 1.60 6/1/2005 26 Mondiale Asset Management Mondiale Trading Program 1.72 0k 9/1/1997 25 Rivoli Fund Management Rivoli International Fund (V9) 1.74 5,000k 1/1/2002 24 Somers Brothers Capital Diversified Futures Program #1 1.80 100k 1/1/2005 23 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.88 5,000k 1/1/2005 22 Northfield Trading Diversified 2.00 2,000k 7/1/1989 21 Dreiss Research Corporation Diversified Program 2.02 1,000k 5/1/1991 20 Jaguar Investments Ltd Vario Capital Strategy 2.05 1,000k 5/1/2016 19 Transtrend B.V. DTP – Standard Risk (EUR) 2.18 10,000k 2/1/1999 18 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.60 1,000k 3/1/2003 17 Transtrend B.V. DTP – Enhanced Risk (USD) 3.26 10,000k 1/1/1995 16 Covenant Capital Management Original Program 3.44 5,000k 9/1/1999 15 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.56 10,000k 8/1/1999 14 Welton Investment Partners Welton Global 3.64 10,000k 6/1/2004 13 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.69 10,000k 8/1/2004 12 NuWave Investment Management, LLC Combined Futures Portfolio 3.81 5,000k 6/1/2001 11 Covenant Capital Management Aggressive Program 3.84 3,000k 2/1/2004 10 Robust Methods LLC Macro Managed Account 3.88 5,000k 1/1/2005 9 Superfund Group Superfund Blue SPC Class A (EUR) 3.99 50k 4/1/2005 8 Quantica Capital AG Quantica Managed Futures 4.00 5,000k 1/1/2005 7 Di Tomasso Group Inc. Equilibrium Program 4.06 5,000k 1/1/2002 6 NuWave Investment Management, LLC NuWave Investment Partners LP 4.41 250k 6/1/2001 5 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.80 100k 3/1/2003 4 AIS Capital Management, L.P. MAAP (2x-4x) Composite 5.87 3,000k 10/1/1992 3 Red Oak Commodity Advisors Investment Program 6.48 5,000k 12/1/1989 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.62 100k 5/1/1999 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 8.96 2,000k 7/1/1992 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.