Diversified Trader Index For November 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 Nov 2006 Min Inv Inception 120 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.47 100k 1/1/2005 119 Drury Capital Diversified Trend-Following Program -6.34 5,000k 5/1/1997 118 Rivoli Fund Management Rivoli International Fund (E) -4.39 5,000k 10/1/1996 117 Superfund Group Superfund Green L.P. Series B -1.73 5k 10/1/2002 116 Dendrich Ltd QEP -1.60 50k 12/1/2005 115 Jaguar Investments Ltd Vario Capital Strategy -1.54 1,000k 5/1/2016 114 Superfund Group Superfund Green Master -1.51 2,000k 5/1/2001 113 Superfund Group Superfund Green L.P. Series A -1.28 5k 10/1/2002 112 Mobius Asset Management Diversified Program -1.05 250k 3/1/2004 111 Spectrum Asset Management LLC Global Diversified -0.96 2,000k 1/1/2001 110 NuWave Investment Management, LLC Combined Futures Portfolio -0.95 5,000k 6/1/2001 109 Superfund Group Superfund Green GCT USD -0.88 15k 1/1/2000 108 NuWave Investment Management, LLC NuWave Investment Partners LP -0.79 250k 6/1/2001 107 M.S. Capital Management Global Diversified Program -0.55 2,000k 11/1/1998 106 Claughton Capital ARP Institutional Program -0.48 1,000k 10/1/2005 105 Rivoli Fund Management Rivoli International Fund (V9) -0.37 5,000k 1/1/2002 104 Superfund Group Superfund Green Q-AG -0.26 2k 3/1/1996 103 Auspice Capital Advisors Ltd Auspice Diversified Program -0.24 1,500k 4/1/2006 102 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.09 100k 3/1/2003 101 Rotella Capital Management Rotella Orion (Short-Term) Program -0.01 10,000k 3/1/2006 100 Quantitative Investment Management Quantitative Global Program 0.10 20,000k 10/1/2003 99 Millburn Ridgefield Corporation Diversified Program 0.52 20,000k 2/1/1977 98 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.56 100k 5/1/1999 97 Covenant Capital Management Original Program 0.79 5,000k 9/1/1999 96 Wimmer Horizon LLP Managed Account 0.80 5,000k 5/1/2005 95 MERIT Alternative Investments GmbH Futures Portfolio 0.91 2,000k 6/1/1998 94 Millburn Ridgefield Corporation Commodity Program 1.00 25,000k 3/1/2005 93 Molinero Capital Management LLP Global Markets Program 1.14 2,000k 7/1/2005 92 Red Rock Capital, LLC Systematic Global Macro 1.28 500k 9/1/2003 91 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 90 Manning & Napier MN Xenon Managed Futures (2x) Program 1.31 5,000k 6/1/2006 89 Blackwater Capital Management Global Program 1.35 5,000k 7/1/2005 88 Covenant Capital Management Aggressive Program 1.36 3,000k 2/1/2004 87 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.36 500k 1/1/2006 86 Mobius Asset Management Custom Trading Program 1.42 100k 1/1/2002 85 Eclipse Capital Management Global Monetary 1.50 5,000k 8/1/1990 84 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.53 1/1/1989 83 Quantica Capital AG Quantica Managed Futures 1.60 5,000k 1/1/2005 82 Mondiale Asset Management Mondiale Trading Program 1.65 0k 9/1/1997 81 Northfield Trading Diversified 1.70 2,000k 7/1/1989 80 Crabel Capital Management Crabel Multi-Product 1.73 1,000k 3/1/1998 79 Parizek Capital Futures Trading Program 1.84 500k 4/1/2000 78 Red Oak Commodity Advisors Investment Program 1.85 5,000k 12/1/1989 77 IKOS The IKOS Hedge Fund 1.87 10,000k 7/1/1998 76 Rotella Capital Management Rotella Polaris Program (Diversified) 1.89 10,000k 1/1/1991 75 Keck Capital Management LLC The Keck Program 1.92 2,000k 12/1/2003 74 Millburn Ridgefield Corporation Multi-Markets Program 1.95 25,000k 10/1/2004 73 Hyman Beck and Company Global Portfolio 2.00 1,000k 3/1/1991 72 Transtrend B.V. DTP – Standard Risk (EUR) 2.06 10,000k 2/1/1999 71 Xplor Capital Management, LLC Global CTA Program 2.06 1,500k 7/1/2004 70 John Locke Investments Cyril Systematic Program 2.14 8,000k 7/1/2000 69 Conquest Capital Group Conquest Select 2.17 250k 6/1/2004 68 RAM Management Group RAM MRTP 1X-Conservative 2.21 1,000k 9/1/1993 67 Abraham Trading Company Diversified Program 2.23 10,000k 1/1/1988 66 Estlander & Partners Alpha Trend 2.33 30,000k 10/1/1991 65 Dominion Capital Sapphire Program 2.48 3,000k 5/1/2005 64 Alee Capital Management, LLC Mistral Program 2.55 2,500k 1/1/1999 63 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.65 1,000k 3/1/1998 62 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.66 1k 10/1/2006 61 Lynx Asset Management AB Lynx Program 2.71 75k 5/1/2000 60 Estlander & Partners Global Markets 2.89 10,000k 8/1/1999 59 Alee Capital Management, LLC Poniente Program 2.94 2,500k 1/1/1999 58 Superfund Group Superfund Blue SPC Class A (EUR) 2.99 50k 4/1/2005 57 FORT LP Fort Global Contrarian 3.05 2,000k 10/1/2002 56 Romanesco Capital Management B.V Persistence Program 3.12 5,000k 9/1/2005 55 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.15 1,000k 3/1/2003 54 Winton Capital Management Diversified 3.24 50,000k 10/1/1997 53 Conquest Capital Group Conquest Macro 3.28 250k 5/1/1999 52 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.32 10,000k 8/1/1999 51 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.33 10k 7/1/2005 50 Saxon Investment Corporation Diversified Program 3.37 3,000k 9/1/1988 49 Chesapeake Capital Diversified (LV) 3.38 100k 2/1/1988 48 FORT LP Fort Global Diversified 3.43 2,000k 10/1/1993 47 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.45 10,000k 8/1/2004 46 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.46 200k 11/1/1999 45 DUNN Capital Management DUNN Combined Fund (DCF) 3.60 100k 5/1/1989 44 Briarwood Capital Management, Inc. Diversified Trading Program 3.63 3,000k 7/1/2001 43 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.63 1,000k 9/1/1997 42 Revolution Capital Management Mosaic Program 3.66 10,000k 10/1/2006 41 Transtrend B.V. DTP – Enhanced Risk (USD) 3.68 10,000k 1/1/1995 40 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.75 1,000k 5/1/2006 39 Ancile Capital Management Global Markets Program 3.97 2,000k 4/1/2005 38 Amplitude Capital International Limited Dynamic Strategy 4.33 6/1/2005 37 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.35 100k 11/1/1984 36 QCM Global Diversified Programme 4.41 500k 12/1/1995 35 Clarke Capital Management Millennium 4.46 1,000k 1/1/1998 34 Clarke Capital Management Jupiter 4.70 3,000k 5/1/2005 33 Di Tomasso Group Inc. Equilibrium Program 4.71 5,000k 1/1/2002 32 ISAM ISAM Systematic Trend Fund 4.84 1,000k 6/1/2001 31 Robust Methods LLC Macro Managed Account 4.98 5,000k 1/1/2005 30 Rabar Market Research Diversified Program 5.17 2,000k 1/1/1989 29 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 5.31 1,000k 10/1/2006 28 Dreiss Research Corporation Diversified Program 5.36 1,000k 5/1/1991 27 Welton Investment Partners Welton Global 5.47 10,000k 6/1/2004 26 Estlander & Partners Global XL 5.69 5,000k 8/1/1991 25 Clarke Capital Management FX Plus 5.71 1,000k 5/1/2004 24 Clarke Capital Management Global Magnum 5.84 100k 8/1/1997 23 Somers Brothers Capital Diversified Futures Program #1 5.93 100k 1/1/2005 22 Eckhardt Trading Company Evolution Strategies 5.95 20,000k 8/1/1991 21 Superfund Group Superfund Green Gold C (SPC) 6.00 100k 10/1/2005 20 Clarke Capital Management Worldwide 6.56 250k 1/1/1996 19 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 6.60 5,000k 1/1/2005 18 Superfund Group Superfund Green Gold A (SPC) 6.61 5k 10/1/2005 17 Superfund Group Superfund Green Gold B (SPC) 6.75 50k 10/1/2005 16 Saxon Investment Corporation Aggressive Diversified Program 6.94 2,000k 11/1/1993 15 Briarwood Capital Management, Inc. Diversified 2XL 6.97 250k 11/1/2004 14 Revolution Capital Management Alpha Fund 7.08 50k 1/1/2005 13 Eckhardt Trading Company Evolution Strategies 1.2X 7.09 10,000k 10/1/1991 12 Southwest Managed Investments, LLC Global Diversified 7.14 200k 1/1/2002 11 RAM Management Group MRTP Aggressive 7.27 1,000k 2/1/1998 10 DUNN Capital Management D'Best Futures Fund, L.P. 7.28 100k 6/1/1994 9 Kelly Angle Inc. Genesis Program 7.80 2,000k 4/1/2000 8 Tactical Investment Management Tactical Institutional Commodity Program 8.02 10,000k 4/1/1993 7 Mark J. Walsh Company Standard Program 9.85 2,000k 9/1/1985 6 Haar Capital Management Discretionary Commodity Trading Program 10.12 250k 12/1/2005 5 AIS Capital Management, L.P. MAAP (2x-4x) Composite 12.65 3,000k 10/1/1992 4 Quantum Leap Capital Management Managed Account Program 13.88 300k 8/1/2006 3 Clarke Capital Management Global Basic 17.25 50k 2/1/1996 2 AIS Capital Management, L.P. MAAP (3x-6x) Composite 19.63 2,000k 7/1/1992 1 Hawksbill Capital Management Global Diversified 21.17 5,000k 11/1/1988 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.