Diversified Trader Index For February 2007 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 Feb 2007 Min Inv Inception 124 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -13.04 200k 11/1/1999 123 Superfund Group Superfund Green Master -12.76 2,000k 5/1/2001 122 Keck Capital Management LLC The Keck Program -12.67 2,000k 12/1/2003 121 Superfund Group Superfund Green Gold C (SPC) -11.93 100k 10/1/2005 120 DUNN Capital Management DUNN Combined Fund (DCF) -11.81 100k 5/1/1989 119 Dreiss Research Corporation Diversified Program -11.48 1,000k 5/1/1991 118 DUNN Capital Management D'Best Futures Fund, L.P. -10.92 100k 6/1/1994 117 Superfund Group Superfund Green L.P. Series B -10.67 5k 10/1/2002 116 Superfund Group Superfund Green GCT USD -10.67 15k 1/1/2000 115 Xplor Capital Management, LLC Global CTA Program -9.03 1,500k 7/1/2004 114 Superfund Group Superfund Green Gold B (SPC) -9.03 50k 10/1/2005 113 Clarke Capital Management Millennium -8.61 1,000k 1/1/1998 112 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.30 100k 11/1/1984 111 Superfund Group Superfund Green L.P. Series A -7.54 5k 10/1/2002 110 Quantum Leap Capital Management Managed Account Program -7.46 300k 8/1/2006 109 Kelly Angle Inc. Genesis Program -7.11 2,000k 4/1/2000 108 Clarke Capital Management FX Plus -7.00 1,000k 5/1/2004 107 Estlander & Partners Global XL -6.86 5,000k 8/1/1991 106 Hawksbill Capital Management Global Diversified -6.77 5,000k 11/1/1988 105 Superfund Group Superfund Green Q-AG -6.43 2k 3/1/1996 104 Winton Capital Management Diversified -5.93 50,000k 10/1/1997 103 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.82 100k 1/1/2005 102 ISAM ISAM Systematic Trend Fund -5.71 1,000k 6/1/2001 101 Rivoli Fund Management Rivoli International Fund (E) -5.41 5,000k 10/1/1996 100 Superfund Group Superfund Green Gold A (SPC) -5.38 5k 10/1/2005 99 EMC Capital Advisors, LLC Classic -5.20 5,000k 1/1/1985 98 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.18 100k 5/1/1999 97 Lynx Asset Management AB Lynx Program -4.69 75k 5/1/2000 96 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.46 10,000k 8/1/2004 95 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.43 10k 7/1/2005 94 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.32 10,000k 8/1/1999 93 Rabar Market Research Diversified Program -4.18 2,000k 1/1/1989 92 Transtrend B.V. DTP – Enhanced Risk (USD) -4.07 10,000k 1/1/1995 91 Abraham Trading Company Diversified Program -4.00 10,000k 1/1/1988 90 M.S. Capital Management Global Diversified Program -3.92 2,000k 11/1/1998 89 Hyman Beck and Company Global Portfolio -3.88 1,000k 3/1/1991 88 Somers Brothers Capital Diversified Futures Program #1 -3.72 100k 1/1/2005 87 Conquest Capital Group Conquest Select -3.65 250k 6/1/2004 86 Drury Capital Diversified Trend-Following Program -3.51 5,000k 5/1/1997 85 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.50 1,000k 10/1/2006 84 Estlander & Partners Global Markets -3.35 10,000k 8/1/1999 83 Rivoli Fund Management Rivoli International Fund (V9) -3.25 5,000k 1/1/2002 82 Alee Capital Management, LLC Mistral Program -3.09 2,500k 1/1/1999 81 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.93 1/1/1989 80 Manning & Napier MN Xenon Managed Futures (2x) Program -2.92 5,000k 6/1/2006 79 Transtrend B.V. DTP – Standard Risk (EUR) -2.92 10,000k 2/1/1999 78 Wimmer Horizon LLP Managed Account -2.91 5,000k 5/1/2005 77 Clarke Capital Management Jupiter -2.88 3,000k 5/1/2005 76 NuWave Investment Management, LLC Combined Futures Portfolio -2.83 5,000k 6/1/2001 75 Millburn Ridgefield Corporation Multi-Markets Program -2.80 25,000k 10/1/2004 74 NuWave Investment Management, LLC NuWave Investment Partners LP -2.75 250k 6/1/2001 73 Millburn Ridgefield Corporation Diversified Program -2.73 20,000k 2/1/1977 72 Chesapeake Capital Diversified (LV) -2.33 100k 2/1/1988 71 Conquest Capital Group Conquest Macro -2.32 250k 5/1/1999 70 Parizek Capital Futures Trading Program -2.22 500k 4/1/2000 69 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.14 10,000k 3/1/2003 68 Molinero Capital Management LLP Global Markets Program -2.11 2,000k 7/1/2005 67 Superfund Group Superfund Blue SPC Class A (EUR) -2.09 50k 4/1/2005 66 John Locke Investments Cyril Systematic Program -2.04 8,000k 7/1/2000 65 Eclipse Capital Management Global Monetary -2.04 5,000k 8/1/1990 64 Clarke Capital Management Worldwide -1.77 250k 1/1/1996 63 Auspice Capital Advisors Ltd Auspice Diversified Program -1.76 1,500k 4/1/2006 62 Robust Methods LLC Macro Managed Account -1.69 5,000k 1/1/2005 61 Tactical Investment Management Tactical Institutional Commodity Program -1.68 10,000k 4/1/1993 60 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.65 1,000k 3/1/1998 59 MERIT Alternative Investments GmbH Futures Portfolio -1.61 2,000k 6/1/1998 58 Spectrum Asset Management LLC Global Diversified -1.54 2,000k 1/1/2001 57 Quantica Capital AG Quantica Managed Futures -1.40 5,000k 1/1/2005 56 Ancile Capital Management Global Markets Program -1.38 2,000k 4/1/2005 55 Southwest Managed Investments, LLC Global Diversified -1.26 200k 1/1/2002 54 Welton Investment Partners Welton Global -1.24 10,000k 6/1/2004 53 Rotella Capital Management Rotella Polaris Program (Diversified) -1.21 10,000k 1/1/1991 52 FORT LP Fort Global Diversified -1.18 2,000k 10/1/1993 51 IKOS The IKOS Hedge Fund -1.10 10,000k 7/1/1998 50 Dominion Capital Sapphire Program -0.97 3,000k 5/1/2005 49 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.96 1k 10/1/2006 48 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.93 500k 1/1/2006 47 Red Rock Capital, LLC Systematic Global Macro -0.92 500k 9/1/2003 46 Revolution Capital Management Alpha Fund -0.91 50k 1/1/2005 45 Rotella Capital Management Rotella Orion (Short-Term) Program -0.60 10,000k 3/1/2006 44 Clarke Capital Management Global Magnum -0.46 100k 8/1/1997 43 Briarwood Capital Management, Inc. Diversified 2XL -0.40 250k 11/1/2004 42 Estlander & Partners Alpha Trend -0.40 30,000k 10/1/1991 41 Briarwood Capital Management, Inc. Diversified Trading Program -0.23 3,000k 7/1/2001 40 Northfield Trading Diversified -0.23 2,000k 7/1/1989 39 FORT LP Fort Global Contrarian -0.08 2,000k 10/1/2002 38 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.08 1,000k 9/1/1997 37 Wavefront Global Asset Management IMFC Global Investment Program 0.00 2,000k 2/1/2007 36 QCM Global Diversified Programme 0.05 500k 12/1/1995 35 Covenant Capital Management Original Program 0.18 5,000k 9/1/1999 34 Blackwater Capital Management Global Program 0.33 5,000k 7/1/2005 33 Red Oak Commodity Advisors Investment Program 0.40 5,000k 12/1/1989 32 Millburn Ridgefield Corporation Commodity Program 0.64 25,000k 3/1/2005 31 Eckhardt Trading Company Evolution Strategies 0.67 20,000k 8/1/1991 30 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.69 100k 3/1/2003 29 Covenant Capital Management Aggressive Program 0.81 3,000k 2/1/2004 28 Eckhardt Trading Company Evolution Strategies 1.2X 0.84 10,000k 10/1/1991 27 Mondiale Asset Management Mondiale Trading Program 0.87 0k 9/1/1997 26 Saxon Investment Corporation Diversified Program 1.15 3,000k 9/1/1988 25 Clarke Capital Management Global Basic 1.17 50k 2/1/1996 24 Amplitude Capital International Limited Dynamic Strategy 1.30 6/1/2005 23 Jaguar Investments Ltd Vario Capital Strategy 1.31 1,000k 5/1/2016 22 Quantmetrics Capital Management LLP Directional 10V Strategy 1.35 10,000k 1/1/2007 21 Quantitative Investment Management Quantitative Global Program 1.37 20,000k 10/1/2003 20 RAM Management Group RAM MRTP 1X-Conservative 1.42 1,000k 9/1/1993 19 Robinson-Langley Capital Management, LLC Managed Account Program 1.45 200k 1/1/2007 18 Alee Capital Management, LLC Poniente Program 1.94 2,500k 1/1/1999 17 Mark J. Walsh Company Standard Program 2.36 2,000k 9/1/1985 16 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.70 1,000k 5/1/2006 15 Saxon Investment Corporation Aggressive Diversified Program 2.84 2,000k 11/1/1993 14 Crabel Capital Management Crabel Multi-Product 3.04 1,000k 3/1/1998 13 Mobius Asset Management Diversified Program 3.91 250k 3/1/2004 12 Claughton Capital ARP Institutional Program 4.13 1,000k 10/1/2005 11 Mobius Asset Management Custom Trading Program 4.52 100k 1/1/2002 10 Di Tomasso Group Inc. Equilibrium Program 4.52 5,000k 1/1/2002 9 Haar Capital Management Discretionary Commodity Trading Program 4.55 250k 12/1/2005 8 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.86 5,000k 1/1/2005 7 RAM Management Group MRTP Aggressive 5.13 1,000k 2/1/1998 6 Romanesco Capital Management B.V Persistence Program 5.47 5,000k 9/1/2005 5 Revolution Capital Management Mosaic Program 5.52 10,000k 10/1/2006 4 AIS Capital Management, L.P. MAAP (2x-4x) Composite 7.55 3,000k 10/1/1992 3 Dendrich Ltd QEP 9.93 50k 12/1/2005 2 AIS Capital Management, L.P. MAAP (3x-6x) Composite 12.09 2,000k 7/1/1992 1 Emil van Essen Spread Trading Program 12.28 5,000k 12/1/2006 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.