Diversified Trader Index For December 2007 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 2007 Min Inv Inception 143 Clarke Capital Management FX Plus -8.11 1,000k 5/1/2004 142 Claughton Capital ARP Institutional Program -7.87 1,000k 10/1/2005 141 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.55 200k 11/1/1999 140 Drury Capital Diversified Trend-Following Program -3.29 5,000k 5/1/1997 139 Keck Capital Management LLC The Keck Program -3.18 2,000k 12/1/2003 138 Emil van Essen Spread Trading Program -3.07 5,000k 12/1/2006 137 Northfield Trading Diversified -2.70 2,000k 7/1/1989 136 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.64 1k 10/1/2006 135 Lynx Asset Management AB Lynx Program -2.43 75k 5/1/2000 134 Parizek Capital Futures Trading Program -2.25 500k 4/1/2000 133 Covenant Capital Management Aggressive Program -2.02 3,000k 2/1/2004 132 Rotella Capital Management Rotella Polaris Program (Diversified) -1.52 10,000k 1/1/1991 131 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.17 500k 1/1/2006 130 Jaguar Investments Ltd Vario Capital Strategy -1.11 1,000k 5/1/2016 129 Covenant Capital Management Original Program -0.90 5,000k 9/1/1999 128 Revolution Capital Management Mosaic Program -0.74 10,000k 10/1/2006 127 Beryl Investment Group LLC Nominal Discretionary System -0.71 50k 7/1/2007 126 Quantum Leap Capital Management Managed Account Program -0.67 300k 8/1/2006 125 Trigon Investment Advisors, LLC Discretionary Macro Program -0.63 10,000k 8/1/2007 124 Welton Investment Partners Welton Global -0.52 10,000k 6/1/2004 123 Estlander & Partners Global XL -0.47 5,000k 8/1/1991 122 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.44 10k 7/1/2005 121 MERIT Alternative Investments GmbH Futures Portfolio -0.36 2,000k 6/1/1998 120 Robust Methods LLC Macro Managed Account -0.31 5,000k 1/1/2005 119 Conquest Capital Group Conquest Select -0.30 250k 6/1/2004 118 Blackwater Capital Management Global Program -0.29 5,000k 7/1/2005 117 Estlander & Partners Global Markets -0.25 10,000k 8/1/1999 116 Clarke Capital Management Worldwide -0.12 250k 1/1/1996 115 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.11 1,000k 5/1/2006 114 Molinero Capital Management LLP Global Markets Program -0.10 2,000k 7/1/2005 113 FORT LP Fort Global Diversified -0.06 2,000k 3/1/2002 112 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.04 100k 1/1/2005 109 John Locke Investments JL Commodity Long Flat Program 0.00 5,000k 12/1/2007 110 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 111 Superfund Group Superfund Blue SPC Class A (Gold) 0.00 50k 12/1/2007 108 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.03 100k 3/1/2003 107 Winton Capital Management Diversified 0.24 50,000k 10/1/1997 106 Future Trade AG Thales Swing Trading Programme 0.26 250k 6/1/2007 105 Romanesco Capital Management B.V Persistence Program 0.33 5,000k 9/1/2005 104 Kelly Angle Inc. Genesis Program 0.37 2,000k 4/1/2000 103 Rivoli Fund Management Rivoli International Fund (V9) 0.38 5,000k 1/1/2002 102 Revolution Capital Management Alpha Fund 0.38 50k 1/1/2005 101 Rivoli Fund Management Rivoli International Fund (E) 0.49 5,000k 10/1/1996 100 John Locke Investments Cyril Systematic Program 0.53 8,000k 7/1/2000 99 Revolution Capital Management Alpha Program 0.56 5,000k 6/1/2007 98 Quantica Capital AG Quantica Managed Futures 0.60 10,000k 1/1/2005 97 Clarke Capital Management Jupiter 0.61 3,000k 5/1/2005 96 FORT LP Fort Global Contrarian 0.66 2,000k 10/1/2002 95 Mondiale Asset Management Mondiale Trading Program 0.72 0k 9/1/1997 94 Mobius Asset Management Diversified Program 0.72 250k 3/1/2004 93 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.79 1,000k 3/1/1998 92 Transtrend B.V. DTP – Standard Risk (EUR) 0.82 10,000k 2/1/1999 91 Hyman Beck and Company Global Portfolio 0.82 1,000k 3/1/1991 90 Red Oak Commodity Advisors Investment Program 0.84 5,000k 12/1/1989 89 Ion Asset Architecture Ion Fund Program 0.85 10,000k 11/1/2007 88 Ion Asset Architecture (Fund Program) Ion Fund 0.86 100k 11/1/2007 87 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.96 1,000k 9/1/1997 86 Altradis Capital AG AlphAlgo 0.99 100k 5/1/2007 85 Manning & Napier MN Xenon Managed Futures (2x) Program 1.02 5,000k 6/1/2006 84 Quantmetrics Capital Management LLP Directional 10V Strategy 1.12 10,000k 1/1/2007 83 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.14 10,000k 8/1/2004 82 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.16 10,000k 3/1/2003 81 Estlander & Partners Alpha Trend 1.19 30,000k 10/1/1991 80 Briarwood Capital Management, Inc. Diversified Trading Program 1.19 3,000k 7/1/2001 79 Quantitative Investment Management Quantitative Global Program 1.19 20,000k 10/1/2003 78 Clarke Capital Management Millennium 1.28 1,000k 1/1/1998 77 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 76 Conquest Capital Group Conquest Macro 1.30 250k 5/1/1999 75 Transtrend B.V. DTP – Enhanced Risk (USD) 1.32 10,000k 1/1/1995 74 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.33 1,000k 10/1/2006 73 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.36 10,000k 8/1/1999 72 Robinson-Langley Capital Management, LLC Managed Account Program 1.37 200k 1/1/2007 71 ISAM ISAM Systematic Trend Fund 1.50 1,000k 6/1/2001 70 IKOS The IKOS Hedge Fund 1.53 10,000k 7/1/1998 69 Millburn Ridgefield Corporation Diversified Program 1.64 20,000k 2/1/1977 68 Millburn Ridgefield Corporation Multi-Markets Program 1.76 25,000k 10/1/2004 67 Rabar Market Research Diversified Program 1.80 2,000k 1/1/1989 66 DUNN Capital Management D'Best Futures Fund, L.P. 1.85 100k 6/1/1994 65 Xplor Capital Management, LLC Global CTA Program 1.90 1,500k 7/1/2004 64 Tactical Investment Management Tactical Institutional Commodity Program 1.91 10,000k 4/1/1993 63 Dominion Capital Sapphire Program 1.96 3,000k 5/1/2005 62 Eclipse Capital Management Global Monetary 2.20 5,000k 8/1/1990 61 Wavefront Global Asset Management IMFC Global Investment Program 2.27 2,000k 2/1/2007 60 Auspice Auspice Diversified Program 2.29 1,500k 6/1/2007 59 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.32 1/1/1989 58 Briarwood Capital Management, Inc. Diversified 2XL 2.45 250k 11/1/2004 57 Southwest Managed Investments, LLC Global Diversified 2.48 200k 1/1/2002 56 RAM Management Group RAM MRTP 1X-Conservative 2.48 1,000k 9/1/1993 55 Rotella Capital Management Rotella Orion (Short-Term) Program 2.49 10,000k 3/1/2006 54 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 2.54 5,000k 1/1/2005 53 NuWave Investment Management, LLC Combined Futures Portfolio 2.57 5,000k 6/1/2001 52 NuWave Investment Management, LLC NuWave Investment Partners LP 2.74 250k 6/1/2001 51 Superfund Group Superfund Green L.P. Series A 2.82 5k 10/1/2002 50 Non Correlated Capital Positive Theta Program 2.84 250k 10/1/2007 49 Superfund Group Superfund Blue SPC Class A (EUR) 3.38 50k 4/1/2005 48 Superfund Group Superfund Green Q-AG 3.43 2k 3/1/1996 47 Non Correlated Capital Positive Theta Fund 3.46 50k 10/1/2007 46 Futures Truth Company, FTC-CTA MS4 3.55 250k 10/1/2007 45 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.60 75k 6/1/2007 44 Mark J. Walsh Company Standard Program 3.66 2,000k 9/1/1985 43 Eckhardt Trading Company Evolution Strategies 3.76 20,000k 8/1/1991 42 QCM Global Diversified Programme 3.81 500k 12/1/1995 41 Hawksbill Capital Management Global Diversified 3.91 5,000k 11/1/1988 40 Emil van Essen EvE Systematic Global Opportunities 3.91 1,000k 9/1/2007 39 Red Rock Capital, LLC Systematic Global Macro 4.00 500k 9/1/2003 38 Crabel Capital Management Crabel Multi-Product 4.06 1,000k 3/1/1998 37 Eckhardt Trading Company Evolution Strategies 1.2X 4.18 10,000k 10/1/1991 36 Endeavour Capital LLP Endeavour Pembroke 4.19 2,000k 7/1/2007 35 Rho Asset Management Rho Altius 1XL Program 4.31 5,000k 11/1/2007 34 Auctos Capital Management Auctos Global Diversified 4.41 3,000k 11/1/2007 33 Commodity Strategies AG CSAG Active Long Short Commodity Program 4.41 5,000k 10/1/2007 32 Superfund Group Superfund Green L.P. Series B 4.44 5k 10/1/2002 31 Somers Brothers Capital Diversified Futures Program #1 4.71 100k 1/1/2005 30 Saxon Investment Corporation Diversified Program 4.74 3,000k 9/1/1988 29 Dreiss Research Corporation Diversified Program 5.01 1,000k 5/1/1991 28 Superfund Group Superfund Green GCT USD 5.42 15k 1/1/2000 27 Alee Capital Management, LLC Mistral Program 5.48 2,500k 1/1/1999 26 Chesapeake Capital Diversified (LV) 5.52 100k 2/1/1988 25 Millburn Ridgefield Corporation Commodity Program 5.60 25,000k 3/1/2005 24 Superfund Group Superfund Green Master 5.79 2,000k 5/1/2001 23 Wimmer Horizon LLP Managed Account 5.87 5,000k 5/1/2005 22 RAM Management Group MRTP Aggressive 5.94 1,000k 2/1/1998 21 AllMountain Capital AG Mount Denali Global Trends 5.99 160k 7/1/2007 20 Spectrum Asset Management LLC Global Diversified 5.99 2,000k 1/1/2001 19 Alee Capital Management, LLC Poniente Program 6.39 2,500k 1/1/1999 18 Amplitude Capital International Limited Dynamic Strategy 6.44 6/1/2005 17 Abraham Trading Company Diversified Program 6.47 10,000k 1/1/1988 16 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.55 100k 11/1/1984 15 DUNN Capital Management DUNN Combined Fund (DCF) 6.83 100k 5/1/1989 14 Mobius Asset Management Custom Trading Program 7.02 100k 1/1/2002 13 Saxon Investment Corporation Aggressive Diversified Program 7.84 2,000k 11/1/1993 12 Ancile Capital Management Global Markets Program 8.21 2,000k 4/1/2005 11 Haar Capital Management Discretionary Commodity Trading Program 8.36 250k 12/1/2005 10 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.47 100k 5/1/1999 9 Clarke Capital Management Global Magnum 9.50 100k 8/1/1997 8 Superfund Group Superfund Green Gold A (SPC) 9.75 5k 10/1/2005 7 Di Tomasso Group Inc. Equilibrium Program 9.92 5,000k 1/1/2002 6 AIS Capital Management, L.P. MAAP (2x-4x) Composite 10.87 3,000k 10/1/1992 5 Superfund Group Superfund Green Gold B (SPC) 13.02 50k 10/1/2005 4 Superfund Group Superfund Green Gold C (SPC) 14.07 100k 10/1/2005 3 AIS Capital Management, L.P. MAAP (3x-6x) Composite 16.13 2,000k 7/1/1992 2 Clarke Capital Management Global Basic 18.96 50k 2/1/1996 1 Dendrich Ltd QEP 29.60 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.