Diversified Trader Index For August 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 Aug 2005 Min Inv Inception 104 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -11.01 200k 11/1/1999 103 Parizek Capital Futures Trading Program -8.19 500k 4/1/2000 102 Hyman Beck and Company Global Portfolio -7.46 1,000k 3/1/1991 101 Mobius Asset Management Diversified Program -7.07 250k 3/1/2004 100 Di Tomasso Group Inc. Equilibrium Program -7.02 5,000k 1/1/2002 99 Somers Brothers Capital Diversified Futures Program #1 -6.30 100k 1/1/2005 98 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.46 100k 11/1/1984 97 DUNN Capital Management DUNN Combined Fund (DCF) -5.45 100k 5/1/1989 96 Clarke Capital Management FX Plus -5.14 1,000k 5/1/2004 95 Clarke Capital Management Global Magnum -4.59 100k 8/1/1997 94 Red Rock Capital, LLC Systematic Global Macro -2.99 500k 9/1/2003 93 Saxon Investment Corporation Aggressive Diversified Program -2.89 2,000k 11/1/1993 92 M.S. Capital Management Global Diversified Program -2.81 2,000k 11/1/1998 91 Kelly Angle Inc. Genesis Program -2.38 2,000k 4/1/2000 90 Revolution Capital Management Alpha Fund -2.34 50k 1/1/2005 89 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.32 1,000k 3/1/2003 88 Mobius Asset Management Custom Trading Program -2.30 100k 1/1/2002 87 Southwest Managed Investments, LLC Global Diversified -1.97 200k 1/1/2002 86 Mondiale Asset Management Mondiale Trading Program -1.91 0k 9/1/1997 85 Clarke Capital Management Worldwide -1.80 250k 1/1/1996 84 Rabar Market Research Diversified Program -1.79 2,000k 1/1/1989 83 Lynx Asset Management AB Lynx Program -1.60 75k 5/1/2000 82 DUNN Capital Management D'Best Futures Fund, L.P. -1.59 100k 6/1/1994 81 Saxon Investment Corporation Diversified Program -1.39 3,000k 9/1/1988 80 Superfund Group Superfund Green Q-AG -1.16 2k 3/1/1996 79 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.13 1,000k 9/1/1997 78 FORT LP Fort Global Contrarian -0.97 2,000k 10/1/2002 77 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.87 10,000k 8/1/2004 76 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.75 10,000k 8/1/1999 75 Rivoli Fund Management Rivoli International Fund (V9) -0.70 5,000k 1/1/2002 74 Superfund Group Superfund Blue SPC Class A (EUR) -0.59 50k 4/1/2005 73 Molinero Capital Management LLP Global Markets Program -0.58 2,000k 7/1/2005 72 Transtrend B.V. DTP – Enhanced Risk (USD) -0.49 10,000k 1/1/1995 71 Transtrend B.V. DTP – Standard Risk (EUR) -0.44 10,000k 2/1/1999 70 Spectrum Asset Management LLC Global Diversified 0.03 2,000k 1/1/2001 69 Briarwood Capital Management, Inc. Diversified Trading Program 0.06 3,000k 7/1/2001 68 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.11 1/1/1989 67 Superfund Group Superfund Green Master 0.15 2,000k 5/1/2001 66 IKOS The IKOS Hedge Fund 0.28 10,000k 7/1/1998 65 Clarke Capital Management Global Basic 0.29 50k 2/1/1996 64 Briarwood Capital Management, Inc. Diversified 2XL 0.40 250k 11/1/2004 63 Superfund Group Superfund Green GCT USD 0.59 15k 1/1/2000 62 FORT LP Fort Global Diversified 0.77 2,000k 10/1/1993 61 Estlander & Partners Alpha Trend 0.88 30,000k 10/1/1991 60 ISAM ISAM Systematic Trend Fund 0.99 1,000k 6/1/2001 59 Ancile Capital Management Global Markets Program 1.04 2,000k 4/1/2005 58 Millburn Ridgefield Corporation Multi-Markets Program 1.20 25,000k 10/1/2004 57 Quantitative Investment Management Quantitative Global Program 1.40 20,000k 10/1/2003 56 Northfield Trading Diversified 1.40 2,000k 7/1/1989 55 Millburn Ridgefield Corporation Diversified Program 1.49 20,000k 2/1/1977 54 Dominion Capital Sapphire Program 1.59 3,000k 5/1/2005 53 Amplitude Capital International Limited Dynamic Strategy 1.67 6/1/2005 52 Crabel Capital Management Crabel Multi-Product 1.72 1,000k 3/1/1998 51 Drury Capital Diversified Trend-Following Program 1.83 5,000k 5/1/1997 50 Welton Investment Partners Welton Global 1.83 10,000k 6/1/2004 49 Eclipse Capital Management Global Monetary 1.99 5,000k 8/1/1990 48 Estlander & Partners Global Markets 2.04 10,000k 8/1/1999 47 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.07 100k 3/1/2003 46 Rivoli Fund Management Rivoli International Fund (E) 2.08 5,000k 10/1/1996 45 Robust Methods LLC Macro Managed Account 2.10 5,000k 1/1/2005 44 MERIT Alternative Investments GmbH Futures Portfolio 2.14 2,000k 6/1/1998 43 Covenant Capital Management Original Program 2.19 5,000k 9/1/1999 42 Jaguar Investments Ltd Vario Capital Strategy 2.64 1,000k 5/1/2016 41 Conquest Capital Group Conquest Macro 2.66 250k 5/1/1999 40 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.78 100k 5/1/1999 39 Conquest Capital Group Conquest Select 3.18 250k 6/1/2004 38 Red Oak Commodity Advisors Investment Program 3.37 5,000k 12/1/1989 37 Quantica Capital AG Quantica Managed Futures 3.50 5,000k 1/1/2005 36 EMC Capital Advisors, LLC Classic 3.70 5,000k 1/1/1985 35 Eckhardt Trading Company Evolution Strategies 3.72 20,000k 8/1/1991 34 Covenant Capital Management Aggressive Program 3.72 3,000k 2/1/2004 33 Estlander & Partners Global XL 3.87 5,000k 8/1/1991 32 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.90 1,000k 3/1/1998 31 Blackwater Capital Management Global Program 3.93 5,000k 7/1/2005 30 Wimmer Horizon LLP Managed Account 4.15 5,000k 5/1/2005 29 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 4.17 10k 7/1/2005 28 Xplor Capital Management, LLC Global CTA Program 4.53 1,500k 7/1/2004 27 AIS Capital Management, L.P. MAAP (2x-4x) Composite 4.62 3,000k 10/1/1992 26 Chesapeake Capital Diversified (LV) 4.70 100k 2/1/1988 25 RAM Management Group RAM MRTP 1X-Conservative 4.73 1,000k 9/1/1993 24 Eckhardt Trading Company Evolution Strategies 1.2X 4.87 10,000k 10/1/1991 23 Hawksbill Capital Management Global Diversified 4.91 5,000k 11/1/1988 22 Clarke Capital Management Jupiter 5.37 3,000k 5/1/2005 21 Rotella Capital Management Rotella Polaris Program (Diversified) 5.57 10,000k 1/1/1991 20 Superfund Group Superfund Green L.P. Series A 5.69 5k 10/1/2002 19 Mark J. Walsh Company Standard Program 5.77 2,000k 9/1/1985 18 Alee Capital Management, LLC Poniente Program 5.84 2,500k 1/1/1999 17 Alee Capital Management, LLC Mistral Program 5.90 2,500k 1/1/1999 16 NuWave Investment Management, LLC NuWave Investment Partners LP 6.28 250k 6/1/2001 15 Millburn Ridgefield Corporation Commodity Program 6.51 25,000k 3/1/2005 14 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 6.71 100k 1/1/2005 13 Keck Capital Management LLC The Keck Program 6.72 2,000k 12/1/2003 12 NuWave Investment Management, LLC Combined Futures Portfolio 6.80 5,000k 6/1/2001 11 John Locke Investments Cyril Systematic Program 6.84 8,000k 7/1/2000 10 Tactical Investment Management Tactical Institutional Commodity Program 6.90 10,000k 4/1/1993 9 Winton Capital Management Diversified 7.63 50,000k 10/1/1997 8 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 7.89 5,000k 1/1/2005 7 Superfund Group Superfund Green L.P. Series B 8.02 5k 10/1/2002 6 Dreiss Research Corporation Diversified Program 8.02 1,000k 5/1/1991 5 AIS Capital Management, L.P. MAAP (3x-6x) Composite 8.69 2,000k 7/1/1992 4 QCM Global Diversified Programme 8.93 500k 12/1/1995 3 Clarke Capital Management Millennium 12.22 1,000k 1/1/1998 2 Abraham Trading Company Diversified Program 15.74 10,000k 1/1/1988 1 RAM Management Group MRTP Aggressive 16.81 1,000k 2/1/1998 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.