Diversified Trader Index For January 2006 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 Jan 2006 Min Inv Inception 112 Dendrich Ltd QEP -11.24 50k 12/1/2005 111 DUNN Capital Management DUNN Combined Fund (DCF) -7.75 100k 5/1/1989 110 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -7.00 200k 11/1/1999 109 Clarke Capital Management Global Magnum -6.18 100k 8/1/1997 108 Revolution Capital Management Alpha Fund -3.85 50k 1/1/2005 107 DUNN Capital Management D'Best Futures Fund, L.P. -3.78 100k 6/1/1994 106 Clarke Capital Management Worldwide -3.72 250k 1/1/1996 105 Clarke Capital Management Millennium -3.71 1,000k 1/1/1998 104 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.63 100k 11/1/1984 103 Mobius Asset Management Diversified Program -2.63 250k 3/1/2004 102 Blackwater Capital Management Global Program -2.58 5,000k 7/1/2005 101 Clarke Capital Management Jupiter -2.43 3,000k 5/1/2005 100 Clarke Capital Management FX Plus -2.08 1,000k 5/1/2004 99 RAM Management Group MRTP Aggressive -2.03 1,000k 2/1/1998 98 Mark J. Walsh Company Standard Program -1.93 2,000k 9/1/1985 97 Clarke Capital Management Global Basic -1.90 50k 2/1/1996 96 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.90 1,000k 9/1/1997 95 RAM Management Group RAM MRTP 1X-Conservative -0.73 1,000k 9/1/1993 94 Alee Capital Management, LLC Poniente Program -0.65 2,500k 1/1/1999 93 Drury Capital Diversified Trend-Following Program -0.51 5,000k 5/1/1997 92 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.26 1,000k 3/1/1998 91 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.00 500k 1/1/2006 90 Lynx Asset Management AB Lynx Program 0.16 75k 5/1/2000 89 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.47 1/1/1989 88 Kelly Angle Inc. Genesis Program 0.48 2,000k 4/1/2000 87 Jaguar Investments Ltd Vario Capital Strategy 0.54 1,000k 5/1/2016 86 Quantitative Investment Management Quantitative Global Program 0.57 20,000k 10/1/2003 85 Eclipse Capital Management Global Monetary 0.60 5,000k 8/1/1990 84 IKOS The IKOS Hedge Fund 0.63 10,000k 7/1/1998 83 Eckhardt Trading Company Evolution Strategies 0.67 20,000k 8/1/1991 82 Eckhardt Trading Company Evolution Strategies 1.2X 0.68 10,000k 10/1/1991 81 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.74 100k 3/1/2003 80 MERIT Alternative Investments GmbH Futures Portfolio 0.77 2,000k 6/1/1998 79 FORT LP Fort Global Diversified 0.86 2,000k 10/1/1993 78 Transtrend B.V. DTP – Standard Risk (EUR) 1.04 10,000k 2/1/1999 77 Dominion Capital Sapphire Program 1.46 3,000k 5/1/2005 76 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.51 10,000k 8/1/2004 75 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.56 10,000k 3/1/2003 74 Southwest Managed Investments, LLC Global Diversified 1.62 200k 1/1/2002 73 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.67 10,000k 8/1/1999 72 Transtrend B.V. DTP – Enhanced Risk (USD) 1.78 10,000k 1/1/1995 71 FORT LP Fort Global Contrarian 1.93 2,000k 10/1/2002 70 Northfield Trading Diversified 2.00 2,000k 7/1/1989 69 Hawksbill Capital Management Global Diversified 2.04 5,000k 11/1/1988 68 Crabel Capital Management Crabel Multi-Product 2.04 1,000k 3/1/1998 67 Conquest Capital Group Conquest Select 2.20 250k 6/1/2004 66 Rivoli Fund Management Rivoli International Fund (V9) 2.29 5,000k 1/1/2002 65 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.37 5,000k 1/1/2005 64 Rotella Capital Management Rotella Polaris Program (Diversified) 2.47 10,000k 1/1/1991 63 Abraham Trading Company Diversified Program 2.56 10,000k 1/1/1988 62 NuWave Investment Management, LLC NuWave Investment Partners LP 2.84 250k 6/1/2001 61 Conquest Capital Group Conquest Macro 2.89 250k 5/1/1999 60 NuWave Investment Management, LLC Combined Futures Portfolio 2.89 5,000k 6/1/2001 59 Estlander & Partners Global Markets 3.14 10,000k 8/1/1999 58 Superfund Group Superfund Blue SPC Class A (EUR) 3.34 50k 4/1/2005 57 Spectrum Asset Management LLC Global Diversified 3.51 2,000k 1/1/2001 56 Keck Capital Management LLC The Keck Program 3.63 2,000k 12/1/2003 55 Di Tomasso Group Inc. Equilibrium Program 3.76 5,000k 1/1/2002 54 Saxon Investment Corporation Diversified Program 3.80 3,000k 9/1/1988 53 Rivoli Fund Management Rivoli International Fund (E) 3.81 5,000k 10/1/1996 52 Covenant Capital Management Original Program 3.82 5,000k 9/1/1999 51 ISAM ISAM Systematic Trend Fund 3.86 1,000k 6/1/2001 50 Molinero Capital Management LLP Global Markets Program 3.86 2,000k 7/1/2005 49 M.S. Capital Management Global Diversified Program 3.93 2,000k 11/1/1998 48 Mondiale Asset Management Mondiale Trading Program 3.98 0k 9/1/1997 47 Welton Investment Partners Welton Global 4.02 10,000k 6/1/2004 46 Claughton Capital ARP Institutional Program 4.04 1,000k 10/1/2005 45 Quantica Capital AG Quantica Managed Futures 4.10 5,000k 1/1/2005 44 Winton Capital Management Diversified 4.20 50,000k 10/1/1997 43 Hyman Beck and Company Global Portfolio 4.43 1,000k 3/1/1991 42 Ancile Capital Management Global Markets Program 4.48 2,000k 4/1/2005 41 EMC Capital Advisors, LLC Classic 4.60 5,000k 1/1/1985 40 Superfund Group Superfund Green Q-AG 4.77 2k 3/1/1996 39 Amplitude Capital International Limited Dynamic Strategy 4.86 6/1/2005 38 Mobius Asset Management Custom Trading Program 5.04 100k 1/1/2002 37 Alee Capital Management, LLC Mistral Program 5.28 2,500k 1/1/1999 36 Romanesco Capital Management B.V Persistence Program 5.30 5,000k 9/1/2005 35 Rabar Market Research Diversified Program 5.38 2,000k 1/1/1989 34 John Locke Investments Cyril Systematic Program 5.52 8,000k 7/1/2000 33 Chesapeake Capital Diversified (LV) 5.54 100k 2/1/1988 32 Millburn Ridgefield Corporation Diversified Program 5.55 20,000k 2/1/1977 31 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.57 100k 1/1/2005 30 Parizek Capital Futures Trading Program 6.10 500k 4/1/2000 29 AIS Capital Management, L.P. MAAP (2x-4x) Composite 6.24 3,000k 10/1/1992 28 Wimmer Horizon LLP Managed Account 6.25 5,000k 5/1/2005 27 Millburn Ridgefield Corporation Multi-Markets Program 6.36 25,000k 10/1/2004 26 Briarwood Capital Management, Inc. Diversified Trading Program 6.54 3,000k 7/1/2001 25 Estlander & Partners Global XL 6.65 5,000k 8/1/1991 24 Estlander & Partners Alpha Trend 6.69 30,000k 10/1/1991 23 Superfund Group Superfund Green L.P. Series A 6.87 5k 10/1/2002 22 Xplor Capital Management, LLC Global CTA Program 6.93 1,500k 7/1/2004 21 Red Rock Capital, LLC Systematic Global Macro 7.08 500k 9/1/2003 20 Red Oak Commodity Advisors Investment Program 7.78 5,000k 12/1/1989 19 Saxon Investment Corporation Aggressive Diversified Program 7.79 2,000k 11/1/1993 18 Superfund Group Superfund Green GCT USD 8.26 15k 1/1/2000 17 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 8.46 10k 7/1/2005 16 Covenant Capital Management Aggressive Program 8.49 3,000k 2/1/2004 15 Somers Brothers Capital Diversified Futures Program #1 8.50 100k 1/1/2005 14 AIS Capital Management, L.P. MAAP (3x-6x) Composite 9.23 2,000k 7/1/1992 13 Haar Capital Management Discretionary Commodity Trading Program 9.47 250k 12/1/2005 12 Superfund Group Superfund Green L.P. Series B 9.72 5k 10/1/2002 11 Millburn Ridgefield Corporation Commodity Program 10.29 25,000k 3/1/2005 10 Briarwood Capital Management, Inc. Diversified 2XL 10.46 250k 11/1/2004 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.09 100k 5/1/1999 8 Robust Methods LLC Macro Managed Account 11.76 5,000k 1/1/2005 7 Dreiss Research Corporation Diversified Program 12.01 1,000k 5/1/1991 6 QCM Global Diversified Programme 12.16 500k 12/1/1995 5 Superfund Group Superfund Green Master 12.82 2,000k 5/1/2001 4 Superfund Group Superfund Green Gold A (SPC) 16.03 5k 10/1/2005 3 Tactical Investment Management Tactical Institutional Commodity Program 16.31 10,000k 4/1/1993 2 Superfund Group Superfund Green Gold B (SPC) 18.08 50k 10/1/2005 1 Superfund Group Superfund Green Gold C (SPC) 19.27 100k 10/1/2005 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.