Diversified Trader Index For September 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 Sep 2005 Min Inv Inception 105 Clarke Capital Management Millennium -13.50 1,000k 1/1/1998 104 Hawksbill Capital Management Global Diversified -8.57 5,000k 11/1/1988 103 Winton Capital Management Diversified -6.17 50,000k 10/1/1997 102 Abraham Trading Company Diversified Program -5.79 10,000k 1/1/1988 101 DUNN Capital Management DUNN Combined Fund (DCF) -5.36 100k 5/1/1989 100 DUNN Capital Management D'Best Futures Fund, L.P. -4.52 100k 6/1/1994 99 Spectrum Asset Management LLC Global Diversified -3.61 2,000k 1/1/2001 98 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.51 100k 11/1/1984 97 Clarke Capital Management Worldwide -3.32 250k 1/1/1996 96 Northfield Trading Diversified -2.70 2,000k 7/1/1989 95 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.48 200k 11/1/1999 94 Clarke Capital Management Global Magnum -2.44 100k 8/1/1997 93 Jaguar Investments Ltd Vario Capital Strategy -2.39 1,000k 5/1/2016 92 Eckhardt Trading Company Evolution Strategies 1.2X -2.25 10,000k 10/1/1991 91 M.S. Capital Management Global Diversified Program -2.23 2,000k 11/1/1998 90 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.19 1,000k 9/1/1997 89 Saxon Investment Corporation Aggressive Diversified Program -2.17 2,000k 11/1/1993 88 Rotella Capital Management Rotella Polaris Program (Diversified) -1.91 10,000k 1/1/1991 87 Eckhardt Trading Company Evolution Strategies -1.86 20,000k 8/1/1991 86 Estlander & Partners Global XL -1.72 5,000k 8/1/1991 85 FORT LP Fort Global Diversified -1.60 2,000k 10/1/1993 84 Blackwater Capital Management Global Program -1.53 5,000k 7/1/2005 83 MERIT Alternative Investments GmbH Futures Portfolio -1.20 2,000k 6/1/1998 82 Estlander & Partners Global Markets -1.17 10,000k 8/1/1999 81 Saxon Investment Corporation Diversified Program -1.13 3,000k 9/1/1988 80 John Locke Investments Cyril Systematic Program -1.10 8,000k 7/1/2000 79 Chesapeake Capital Diversified (LV) -1.10 100k 2/1/1988 78 Kelly Angle Inc. Genesis Program -1.02 2,000k 4/1/2000 77 Mobius Asset Management Diversified Program -0.88 250k 3/1/2004 76 Clarke Capital Management Global Basic -0.88 50k 2/1/1996 75 QCM Global Diversified Programme -0.65 500k 12/1/1995 74 Estlander & Partners Alpha Trend -0.63 30,000k 10/1/1991 73 Conquest Capital Group Conquest Macro -0.53 250k 5/1/1999 72 Southwest Managed Investments, LLC Global Diversified -0.32 200k 1/1/2002 71 Conquest Capital Group Conquest Select -0.18 250k 6/1/2004 70 Romanesco Capital Management B.V Persistence Program 0.00 5,000k 9/1/2005 69 Mobius Asset Management Custom Trading Program 0.01 100k 1/1/2002 68 Alee Capital Management, LLC Poniente Program 0.07 2,500k 1/1/1999 67 Millburn Ridgefield Corporation Commodity Program 0.13 25,000k 3/1/2005 66 Keck Capital Management LLC The Keck Program 0.34 2,000k 12/1/2003 65 Mondiale Asset Management Mondiale Trading Program 0.45 0k 9/1/1997 64 Superfund Group Superfund Green L.P. Series A 0.51 5k 10/1/2002 63 Crabel Capital Management Crabel Multi-Product 0.61 1,000k 3/1/1998 62 RAM Management Group RAM MRTP 1X-Conservative 0.62 1,000k 9/1/1993 61 Tactical Investment Management Tactical Institutional Commodity Program 0.71 10,000k 4/1/1993 60 Quantitative Investment Management Quantitative Global Program 0.86 20,000k 10/1/2003 59 Dominion Capital Sapphire Program 1.00 3,000k 5/1/2005 58 Superfund Group Superfund Green L.P. Series B 1.06 5k 10/1/2002 57 Superfund Group Superfund Green Q-AG 1.11 2k 3/1/1996 56 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.14 1/1/1989 55 Briarwood Capital Management, Inc. Diversified Trading Program 1.14 3,000k 7/1/2001 54 Revolution Capital Management Alpha Fund 1.15 50k 1/1/2005 53 Drury Capital Diversified Trend-Following Program 1.15 5,000k 5/1/1997 52 FORT LP Fort Global Contrarian 1.17 2,000k 10/1/2002 51 Transtrend B.V. DTP – Standard Risk (EUR) 1.28 10,000k 2/1/1999 50 Eclipse Capital Management Global Monetary 1.34 5,000k 8/1/1990 49 IKOS The IKOS Hedge Fund 1.41 10,000k 7/1/1998 48 Wimmer Horizon LLP Managed Account 1.51 5,000k 5/1/2005 47 Lynx Asset Management AB Lynx Program 1.53 75k 5/1/2000 46 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.59 10k 7/1/2005 45 Rabar Market Research Diversified Program 1.68 2,000k 1/1/1989 44 Hyman Beck and Company Global Portfolio 1.68 1,000k 3/1/1991 43 Mark J. Walsh Company Standard Program 1.73 2,000k 9/1/1985 42 Transtrend B.V. DTP – Enhanced Risk (USD) 1.80 10,000k 1/1/1995 41 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.83 1,000k 3/1/1998 40 Parizek Capital Futures Trading Program 1.91 500k 4/1/2000 39 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.94 10,000k 8/1/2004 38 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.99 10,000k 8/1/1999 37 ISAM ISAM Systematic Trend Fund 2.00 1,000k 6/1/2001 36 Superfund Group Superfund Green Master 2.05 2,000k 5/1/2001 35 RAM Management Group MRTP Aggressive 2.09 1,000k 2/1/1998 34 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.15 3,000k 10/1/1992 33 Alee Capital Management, LLC Mistral Program 2.42 2,500k 1/1/1999 32 NuWave Investment Management, LLC Combined Futures Portfolio 2.59 5,000k 6/1/2001 31 Amplitude Capital International Limited Dynamic Strategy 2.59 6/1/2005 30 Superfund Group Superfund Blue SPC Class A (EUR) 2.77 50k 4/1/2005 29 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.82 5,000k 1/1/2005 28 AIS Capital Management, L.P. MAAP (3x-6x) Composite 2.99 2,000k 7/1/1992 27 NuWave Investment Management, LLC NuWave Investment Partners LP 3.00 250k 6/1/2001 26 Red Rock Capital, LLC Systematic Global Macro 3.23 500k 9/1/2003 25 Superfund Group Superfund Green GCT USD 3.41 15k 1/1/2000 24 Di Tomasso Group Inc. Equilibrium Program 3.51 5,000k 1/1/2002 23 Clarke Capital Management Jupiter 3.70 3,000k 5/1/2005 22 Ancile Capital Management Global Markets Program 3.80 2,000k 4/1/2005 21 Millburn Ridgefield Corporation Multi-Markets Program 3.85 25,000k 10/1/2004 20 EMC Capital Advisors, LLC Classic 4.10 5,000k 1/1/1985 19 Briarwood Capital Management, Inc. Diversified 2XL 4.19 250k 11/1/2004 18 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.48 1,000k 3/1/2003 17 Millburn Ridgefield Corporation Diversified Program 5.22 20,000k 2/1/1977 16 Molinero Capital Management LLP Global Markets Program 5.26 2,000k 7/1/2005 15 Robust Methods LLC Macro Managed Account 5.32 5,000k 1/1/2005 14 Welton Investment Partners Welton Global 5.48 10,000k 6/1/2004 13 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 6.33 100k 1/1/2005 12 Xplor Capital Management, LLC Global CTA Program 6.96 1,500k 7/1/2004 11 Rivoli Fund Management Rivoli International Fund (V9) 7.56 5,000k 1/1/2002 10 Covenant Capital Management Original Program 7.59 5,000k 9/1/1999 9 Rivoli Fund Management Rivoli International Fund (E) 7.63 5,000k 10/1/1996 8 Covenant Capital Management Aggressive Program 9.36 3,000k 2/1/2004 7 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.52 100k 3/1/2003 6 Somers Brothers Capital Diversified Futures Program #1 10.60 100k 1/1/2005 5 Quantica Capital AG Quantica Managed Futures 12.40 5,000k 1/1/2005 4 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.57 100k 5/1/1999 3 Dreiss Research Corporation Diversified Program 15.96 1,000k 5/1/1991 2 Clarke Capital Management FX Plus 15.98 1,000k 5/1/2004 1 Red Oak Commodity Advisors Investment Program 18.73 5,000k 12/1/1989 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.