Diversified Trader Index For December 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 Dec 2006 Min Inv Inception 120 AIS Capital Management, L.P. MAAP (3x-6x) Composite -14.28 2,000k 7/1/1992 119 Clarke Capital Management Global Basic -13.01 50k 2/1/1996 118 Kelly Angle Inc. Genesis Program -11.04 2,000k 4/1/2000 117 Mark J. Walsh Company Standard Program -10.93 2,000k 9/1/1985 116 Saxon Investment Corporation Aggressive Diversified Program -10.15 2,000k 11/1/1993 115 AIS Capital Management, L.P. MAAP (2x-4x) Composite -9.35 3,000k 10/1/1992 114 Clarke Capital Management Worldwide -8.05 250k 1/1/1996 113 Clarke Capital Management Global Magnum -7.82 100k 8/1/1997 112 Clarke Capital Management FX Plus -7.34 1,000k 5/1/2004 111 Southwest Managed Investments, LLC Global Diversified -6.35 200k 1/1/2002 110 Hawksbill Capital Management Global Diversified -6.11 5,000k 11/1/1988 109 Saxon Investment Corporation Diversified Program -5.52 3,000k 9/1/1988 108 John Locke Investments Cyril Systematic Program -5.39 8,000k 7/1/2000 107 Quantum Leap Capital Management Managed Account Program -5.18 300k 8/1/2006 106 Somers Brothers Capital Diversified Futures Program #1 -4.86 100k 1/1/2005 105 Mobius Asset Management Custom Trading Program -4.39 100k 1/1/2002 104 Tactical Investment Management Tactical Institutional Commodity Program -3.79 10,000k 4/1/1993 103 Auspice Capital Advisors Ltd Auspice Diversified Program -3.68 1,500k 4/1/2006 102 Briarwood Capital Management, Inc. Diversified 2XL -3.59 250k 11/1/2004 101 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.13 1,000k 10/1/2006 100 Eckhardt Trading Company Evolution Strategies 1.2X -3.10 10,000k 10/1/1991 99 Amplitude Capital International Limited Dynamic Strategy -3.02 6/1/2005 98 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.69 200k 11/1/1999 97 Estlander & Partners Global XL -2.67 5,000k 8/1/1991 96 Superfund Group Superfund Blue SPC Class A (EUR) -2.42 50k 4/1/2005 95 Eckhardt Trading Company Evolution Strategies -2.33 20,000k 8/1/1991 94 Briarwood Capital Management, Inc. Diversified Trading Program -2.26 3,000k 7/1/2001 93 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.71 100k 3/1/2003 92 Red Rock Capital, LLC Systematic Global Macro -1.69 500k 9/1/2003 91 Rabar Market Research Diversified Program -1.69 2,000k 1/1/1989 90 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.64 1,000k 3/1/1998 89 QCM Global Diversified Programme -1.54 500k 12/1/1995 88 Estlander & Partners Global Markets -1.27 10,000k 8/1/1999 87 Estlander & Partners Alpha Trend -1.21 30,000k 10/1/1991 86 Quantitative Investment Management Quantitative Global Program -1.16 20,000k 10/1/2003 85 MERIT Alternative Investments GmbH Futures Portfolio -1.04 2,000k 6/1/1998 84 DUNN Capital Management DUNN Combined Fund (DCF) -0.91 100k 5/1/1989 83 Welton Investment Partners Welton Global -0.85 10,000k 6/1/2004 82 Red Oak Commodity Advisors Investment Program -0.84 5,000k 12/1/1989 81 Crabel Capital Management Crabel Multi-Product -0.72 1,000k 3/1/1998 80 Revolution Capital Management Mosaic Program -0.59 10,000k 10/1/2006 79 Di Tomasso Group Inc. Equilibrium Program -0.56 5,000k 1/1/2002 78 Dominion Capital Sapphire Program -0.55 3,000k 5/1/2005 77 Northfield Trading Diversified -0.50 2,000k 7/1/1989 76 Jaguar Investments Ltd Vario Capital Strategy -0.27 1,000k 5/1/2016 75 Rotella Capital Management Rotella Orion (Short-Term) Program -0.21 10,000k 3/1/2006 74 DUNN Capital Management D'Best Futures Fund, L.P. -0.03 100k 6/1/1994 73 EMC Capital Advisors, LLC Classic 0.00 5,000k 1/1/1985 72 Clarke Capital Management Jupiter 0.04 3,000k 5/1/2005 71 M.S. Capital Management Global Diversified Program 0.07 2,000k 11/1/1998 70 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.13 5,000k 1/1/2005 69 Alee Capital Management, LLC Mistral Program 0.23 2,500k 1/1/1999 68 ISAM ISAM Systematic Trend Fund 0.28 1,000k 6/1/2001 67 Millburn Ridgefield Corporation Commodity Program 0.29 25,000k 3/1/2005 66 Alee Capital Management, LLC Poniente Program 0.33 2,500k 1/1/1999 65 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.39 100k 1/1/2005 64 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.50 1k 10/1/2006 63 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.54 1,000k 5/1/2006 62 Quantica Capital AG Quantica Managed Futures 0.60 5,000k 1/1/2005 61 Conquest Capital Group Conquest Macro 0.64 250k 5/1/1999 60 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.68 500k 1/1/2006 59 Rotella Capital Management Rotella Polaris Program (Diversified) 0.77 10,000k 1/1/1991 58 Robust Methods LLC Macro Managed Account 0.85 5,000k 1/1/2005 57 Mondiale Asset Management Mondiale Trading Program 0.87 0k 9/1/1997 56 Hyman Beck and Company Global Portfolio 0.92 1,000k 3/1/1991 55 FORT LP Fort Global Contrarian 0.99 2,000k 10/1/2002 54 FORT LP Fort Global Diversified 1.01 2,000k 10/1/1993 53 Clarke Capital Management Millennium 1.06 1,000k 1/1/1998 52 Lynx Asset Management AB Lynx Program 1.19 75k 5/1/2000 51 Parizek Capital Futures Trading Program 1.21 500k 4/1/2000 50 RAM Management Group RAM MRTP 1X-Conservative 1.23 1,000k 9/1/1993 49 Conquest Capital Group Conquest Select 1.36 250k 6/1/2004 48 Spectrum Asset Management LLC Global Diversified 1.36 2,000k 1/1/2001 47 Covenant Capital Management Original Program 1.40 5,000k 9/1/1999 46 Abraham Trading Company Diversified Program 1.41 10,000k 1/1/1988 45 Claughton Capital ARP Institutional Program 1.50 1,000k 10/1/2005 44 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.60 100k 5/1/1999 43 Romanesco Capital Management B.V Persistence Program 1.60 5,000k 9/1/2005 42 Haar Capital Management Discretionary Commodity Trading Program 1.88 250k 12/1/2005 41 Mobius Asset Management Diversified Program 1.90 250k 3/1/2004 40 Wimmer Horizon LLP Managed Account 2.06 5,000k 5/1/2005 39 Winton Capital Management Diversified 2.14 50,000k 10/1/1997 38 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.16 1,000k 9/1/1997 37 IKOS The IKOS Hedge Fund 2.18 10,000k 7/1/1998 36 Dreiss Research Corporation Diversified Program 2.21 1,000k 5/1/1991 35 Xplor Capital Management, LLC Global CTA Program 2.31 1,500k 7/1/2004 34 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.39 1/1/1989 33 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.03 10k 7/1/2005 32 Transtrend B.V. DTP – Standard Risk (EUR) 3.09 10,000k 2/1/1999 31 Chesapeake Capital Diversified (LV) 3.35 100k 2/1/1988 30 Drury Capital Diversified Trend-Following Program 3.38 5,000k 5/1/1997 29 Manning & Napier MN Xenon Managed Futures (2x) Program 3.45 5,000k 6/1/2006 28 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.49 1,000k 3/1/2003 27 Rivoli Fund Management Rivoli International Fund (E) 3.73 5,000k 10/1/1996 26 Blackwater Capital Management Global Program 3.85 5,000k 7/1/2005 25 Covenant Capital Management Aggressive Program 4.15 3,000k 2/1/2004 24 Keck Capital Management LLC The Keck Program 4.55 2,000k 12/1/2003 23 RAM Management Group MRTP Aggressive 4.67 1,000k 2/1/1998 22 Millburn Ridgefield Corporation Multi-Markets Program 4.71 25,000k 10/1/2004 21 NuWave Investment Management, LLC Combined Futures Portfolio 4.74 5,000k 6/1/2001 20 NuWave Investment Management, LLC NuWave Investment Partners LP 4.93 250k 6/1/2001 19 Transtrend B.V. DTP – Enhanced Risk (USD) 5.29 10,000k 1/1/1995 18 Millburn Ridgefield Corporation Diversified Program 5.30 20,000k 2/1/1977 17 Revolution Capital Management Alpha Fund 5.34 50k 1/1/2005 16 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.46 10,000k 8/1/1999 15 Transtrend B.V. DTP – Enhanced Risk (JPY) 5.53 10,000k 8/1/2004 14 Eclipse Capital Management Global Monetary 6.13 5,000k 8/1/1990 13 Molinero Capital Management LLP Global Markets Program 6.28 2,000k 7/1/2005 12 Ancile Capital Management Global Markets Program 6.59 2,000k 4/1/2005 11 Rivoli Fund Management Rivoli International Fund (V9) 6.60 5,000k 1/1/2002 10 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.41 100k 11/1/1984 9 Superfund Group Superfund Green Gold A (SPC) 8.45 5k 10/1/2005 8 Superfund Group Superfund Green Q-AG 9.43 2k 3/1/1996 7 Dendrich Ltd QEP 10.12 50k 12/1/2005 6 Superfund Group Superfund Green L.P. Series A 11.36 5k 10/1/2002 5 Superfund Group Superfund Green Gold B (SPC) 12.94 50k 10/1/2005 4 Superfund Group Superfund Green L.P. Series B 16.14 5k 10/1/2002 3 Superfund Group Superfund Green GCT USD 16.36 15k 1/1/2000 2 Superfund Group Superfund Green Master 18.91 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 18.95 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.