Diversified Trader Index For August 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 Aug 2006 Min Inv Inception 117 AIS Capital Management, L.P. MAAP (3x-6x) Composite -14.56 2,000k 7/1/1992 116 AIS Capital Management, L.P. MAAP (2x-4x) Composite -9.51 3,000k 10/1/1992 115 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.76 100k 11/1/1984 114 Amplitude Capital International Limited Dynamic Strategy -7.10 6/1/2005 113 Conquest Capital Group Conquest Macro -5.05 250k 5/1/1999 112 Rivoli Fund Management Rivoli International Fund (E) -4.96 5,000k 10/1/1996 111 Chesapeake Capital Diversified (LV) -4.66 100k 2/1/1988 110 Crabel Capital Management Crabel Multi-Product -4.43 1,000k 3/1/1998 109 Keck Capital Management LLC The Keck Program -3.87 2,000k 12/1/2003 108 Romanesco Capital Management B.V Persistence Program -3.26 5,000k 9/1/2005 107 DUNN Capital Management DUNN Combined Fund (DCF) -3.22 100k 5/1/1989 106 Ancile Capital Management Global Markets Program -3.08 2,000k 4/1/2005 105 Clarke Capital Management Worldwide -3.03 250k 1/1/1996 104 Mobius Asset Management Diversified Program -2.95 250k 3/1/2004 103 DUNN Capital Management D'Best Futures Fund, L.P. -2.79 100k 6/1/1994 102 Superfund Group Superfund Green Gold B (SPC) -2.71 50k 10/1/2005 101 Superfund Group Superfund Green Gold C (SPC) -2.66 100k 10/1/2005 100 Superfund Group Superfund Green Gold A (SPC) -2.57 5k 10/1/2005 99 Rivoli Fund Management Rivoli International Fund (V9) -2.53 5,000k 1/1/2002 98 Red Rock Capital, LLC Systematic Global Macro -2.49 500k 9/1/2003 97 Clarke Capital Management Millennium -2.38 1,000k 1/1/1998 96 Superfund Group Superfund Blue SPC Class A (EUR) -2.24 50k 4/1/2005 95 Mobius Asset Management Custom Trading Program -1.94 100k 1/1/2002 94 Clarke Capital Management Global Magnum -1.85 100k 8/1/1997 93 Superfund Group Superfund Green GCT USD -1.73 15k 1/1/2000 92 Saxon Investment Corporation Aggressive Diversified Program -1.54 2,000k 11/1/1993 91 Millburn Ridgefield Corporation Multi-Markets Program -1.51 25,000k 10/1/2004 90 Spectrum Asset Management LLC Global Diversified -1.50 2,000k 1/1/2001 89 Millburn Ridgefield Corporation Commodity Program -1.50 25,000k 3/1/2005 88 Parizek Capital Futures Trading Program -1.27 500k 4/1/2000 87 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.26 1/1/1989 86 Dreiss Research Corporation Diversified Program -1.25 1,000k 5/1/1991 85 Dominion Capital Sapphire Program -1.24 3,000k 5/1/2005 84 Drury Capital Diversified Trend-Following Program -1.22 5,000k 5/1/1997 83 Superfund Group Superfund Green Master -1.14 2,000k 5/1/2001 82 Clarke Capital Management Global Basic -1.08 50k 2/1/1996 81 Saxon Investment Corporation Diversified Program -1.06 3,000k 9/1/1988 80 Millburn Ridgefield Corporation Diversified Program -0.97 20,000k 2/1/1977 79 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.86 10k 7/1/2005 78 Briarwood Capital Management, Inc. Diversified 2XL -0.75 250k 11/1/2004 77 IKOS The IKOS Hedge Fund -0.73 10,000k 7/1/1998 76 Blackwater Capital Management Global Program -0.60 5,000k 7/1/2005 75 QCM Global Diversified Programme -0.45 500k 12/1/1995 74 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.43 1,000k 9/1/1997 73 Jaguar Investments Ltd Vario Capital Strategy -0.37 1,000k 5/1/2016 72 Briarwood Capital Management, Inc. Diversified Trading Program -0.33 3,000k 7/1/2001 71 Eclipse Capital Management Global Monetary -0.21 5,000k 8/1/1990 70 Superfund Group Superfund Green Q-AG -0.18 2k 3/1/1996 69 Clarke Capital Management Jupiter -0.16 3,000k 5/1/2005 68 Alee Capital Management, LLC Mistral Program -0.11 2,500k 1/1/1999 67 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.06 200k 11/1/1999 66 Quantitative Investment Management Quantitative Global Program -0.02 20,000k 10/1/2003 65 Mondiale Asset Management Mondiale Trading Program -0.01 0k 9/1/1997 64 Quantum Leap Capital Management Managed Account Program 0.00 300k 8/1/2006 63 Manning & Napier MN Xenon Managed Futures (2x) Program 0.02 5,000k 6/1/2006 62 RAM Management Group RAM MRTP 1X-Conservative 0.21 1,000k 9/1/1993 61 Covenant Capital Management Original Program 0.32 5,000k 9/1/1999 60 MERIT Alternative Investments GmbH Futures Portfolio 0.37 2,000k 6/1/1998 59 Xplor Capital Management, LLC Global CTA Program 0.37 1,500k 7/1/2004 58 Superfund Group Superfund Green L.P. Series A 0.38 5k 10/1/2002 57 Covenant Capital Management Aggressive Program 0.40 3,000k 2/1/2004 56 Rotella Capital Management Rotella Orion (Short-Term) Program 0.49 10,000k 3/1/2006 55 Robust Methods LLC Macro Managed Account 0.52 5,000k 1/1/2005 54 Superfund Group Superfund Green L.P. Series B 0.55 5k 10/1/2002 53 Haar Capital Management Discretionary Commodity Trading Program 0.56 250k 12/1/2005 52 Alee Capital Management, LLC Poniente Program 0.65 2,500k 1/1/1999 51 Mark J. Walsh Company Standard Program 0.66 2,000k 9/1/1985 50 Hyman Beck and Company Global Portfolio 0.72 1,000k 3/1/1991 49 Rotella Capital Management Rotella Polaris Program (Diversified) 0.76 10,000k 1/1/1991 48 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.89 1,000k 3/1/2003 47 Wimmer Horizon LLP Managed Account 0.98 5,000k 5/1/2005 46 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.05 1,000k 5/1/2006 45 M.S. Capital Management Global Diversified Program 1.05 2,000k 11/1/1998 44 Conquest Capital Group Conquest Select 1.12 250k 6/1/2004 43 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.19 5,000k 1/1/2005 42 John Locke Investments Cyril Systematic Program 1.22 8,000k 7/1/2000 41 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 40 RAM Management Group MRTP Aggressive 1.45 1,000k 2/1/1998 39 ISAM ISAM Systematic Trend Fund 1.48 1,000k 6/1/2001 38 Northfield Trading Diversified 1.50 2,000k 7/1/1989 37 Southwest Managed Investments, LLC Global Diversified 1.57 200k 1/1/2002 36 Quantica Capital AG Quantica Managed Futures 1.60 5,000k 1/1/2005 35 Eckhardt Trading Company Evolution Strategies 1.86 20,000k 8/1/1991 34 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.95 100k 5/1/1999 33 Rabar Market Research Diversified Program 2.07 2,000k 1/1/1989 32 Eckhardt Trading Company Evolution Strategies 1.2X 2.09 10,000k 10/1/1991 31 Hawksbill Capital Management Global Diversified 2.14 5,000k 11/1/1988 30 Di Tomasso Group Inc. Equilibrium Program 2.16 5,000k 1/1/2002 29 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.29 500k 1/1/2006 28 Molinero Capital Management LLP Global Markets Program 2.64 2,000k 7/1/2005 27 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.67 1,000k 3/1/1998 26 NuWave Investment Management, LLC Combined Futures Portfolio 2.68 5,000k 6/1/2001 25 Red Oak Commodity Advisors Investment Program 2.69 5,000k 12/1/1989 24 Abraham Trading Company Diversified Program 2.72 10,000k 1/1/1988 23 Auspice Capital Advisors Ltd Auspice Diversified Program 2.73 1,500k 4/1/2006 22 NuWave Investment Management, LLC NuWave Investment Partners LP 2.80 250k 6/1/2001 21 Revolution Capital Management Alpha Fund 2.81 50k 1/1/2005 20 Transtrend B.V. DTP – Standard Risk (EUR) 2.88 10,000k 2/1/1999 19 Estlander & Partners Alpha Trend 3.70 30,000k 10/1/1991 18 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.83 100k 1/1/2005 17 Lynx Asset Management AB Lynx Program 3.97 75k 5/1/2000 16 Somers Brothers Capital Diversified Futures Program #1 4.10 100k 1/1/2005 15 Clarke Capital Management FX Plus 4.24 1,000k 5/1/2004 14 Tactical Investment Management Tactical Institutional Commodity Program 4.52 10,000k 4/1/1993 13 Winton Capital Management Diversified 4.54 50,000k 10/1/1997 12 FORT LP Fort Global Contrarian 4.63 2,000k 10/1/2002 11 Claughton Capital ARP Institutional Program 4.66 1,000k 10/1/2005 10 Transtrend B.V. DTP – Enhanced Risk (USD) 4.72 10,000k 1/1/1995 9 FORT LP Fort Global Diversified 4.76 2,000k 10/1/1993 8 Estlander & Partners Global Markets 4.84 10,000k 8/1/1999 7 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.86 10,000k 8/1/1999 6 Transtrend B.V. DTP – Enhanced Risk (JPY) 4.86 10,000k 8/1/2004 5 Welton Investment Partners Welton Global 4.90 10,000k 6/1/2004 4 Kelly Angle Inc. Genesis Program 6.21 2,000k 4/1/2000 3 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.40 100k 3/1/2003 2 Estlander & Partners Global XL 9.43 5,000k 8/1/1991 1 Dendrich Ltd QEP 32.78 50k 12/1/2005 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.