Diversified Trader Index For May 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 May 2007 Min Inv Inception 125 Conquest Capital Group Conquest Macro -8.44 250k 5/1/1999 124 Romanesco Capital Management B.V Persistence Program -6.23 5,000k 9/1/2005 123 Robinson-Langley Capital Management, LLC Managed Account Program -5.52 200k 1/1/2007 122 Somers Brothers Capital Diversified Futures Program #1 -4.90 100k 1/1/2005 121 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.21 200k 11/1/1999 120 Quantitative Investment Management Quantitative Global Program -3.80 20,000k 10/1/2003 119 Clarke Capital Management Millennium -2.96 1,000k 1/1/1998 118 Quantum Leap Capital Management Managed Account Program -2.73 300k 8/1/2006 117 Crabel Capital Management Crabel Multi-Product -2.70 1,000k 3/1/1998 116 Rotella Capital Management Rotella Orion (Short-Term) Program -2.63 10,000k 3/1/2006 115 Parizek Capital Futures Trading Program -2.59 500k 4/1/2000 114 Dominion Capital Sapphire Program -2.14 3,000k 5/1/2005 113 John Locke Investments Cyril Systematic Program -2.01 8,000k 7/1/2000 112 Mark J. Walsh Company Standard Program -1.42 2,000k 9/1/1985 111 Red Rock Capital, LLC Systematic Global Macro -1.24 500k 9/1/2003 110 Mobius Asset Management Custom Trading Program -0.95 100k 1/1/2002 109 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 108 Clarke Capital Management Global Basic -0.76 50k 2/1/1996 107 Tactical Investment Management Tactical Institutional Commodity Program -0.61 10,000k 4/1/1993 106 Superfund Group Superfund Blue SPC Class A (EUR) -0.40 50k 4/1/2005 105 Clarke Capital Management Global Magnum -0.33 100k 8/1/1997 104 Briarwood Capital Management, Inc. Diversified 2XL -0.22 250k 11/1/2004 103 Briarwood Capital Management, Inc. Diversified Trading Program -0.22 3,000k 7/1/2001 102 Saxon Investment Corporation Diversified Program -0.22 3,000k 9/1/1988 101 QCM Global Diversified Programme -0.12 500k 12/1/1995 100 Jaguar Investments Ltd Vario Capital Strategy -0.10 1,000k 5/1/2016 99 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 98 Altradis Capital AG AlphAlgo 0.00 100k 5/1/2007 97 Amplitude Capital International Limited Dynamic Strategy 0.06 6/1/2005 96 Saxon Investment Corporation Aggressive Diversified Program 0.08 2,000k 11/1/1993 95 Dendrich Ltd QEP 0.12 50k 12/1/2005 94 NuWave Investment Management, LLC NuWave Investment Partners LP 0.33 250k 6/1/2001 93 NuWave Investment Management, LLC Combined Futures Portfolio 0.34 5,000k 6/1/2001 92 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.44 5,000k 1/1/2005 91 Covenant Capital Management Original Program 0.49 5,000k 9/1/1999 90 AIS Capital Management, L.P. MAAP (2x-4x) Composite 0.58 3,000k 10/1/1992 89 Covenant Capital Management Aggressive Program 0.60 3,000k 2/1/2004 88 Superfund Group Superfund Green Gold A (SPC) 0.63 5k 10/1/2005 87 AIS Capital Management, L.P. MAAP (3x-6x) Composite 0.67 2,000k 7/1/1992 86 Quantmetrics Capital Management LLP Directional 10V Strategy 0.68 10,000k 1/1/2007 85 Auspice Capital Advisors Ltd Auspice Diversified Program 0.71 1,500k 4/1/2006 84 Millburn Ridgefield Corporation Commodity Program 0.73 25,000k 3/1/2005 83 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.78 500k 1/1/2006 82 MERIT Alternative Investments GmbH Futures Portfolio 0.95 2,000k 6/1/1998 81 Alee Capital Management, LLC Poniente Program 0.96 2,500k 1/1/1999 80 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.96 100k 3/1/2003 79 Southwest Managed Investments, LLC Global Diversified 0.97 200k 1/1/2002 78 Haar Capital Management Discretionary Commodity Trading Program 1.04 250k 12/1/2005 77 Red Oak Commodity Advisors Investment Program 1.32 5,000k 12/1/1989 76 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.33 10k 7/1/2005 75 Mondiale Asset Management Mondiale Trading Program 1.36 0k 9/1/1997 74 Clarke Capital Management Worldwide 1.40 250k 1/1/1996 73 M.S. Capital Management Global Diversified Program 1.69 2,000k 11/1/1998 72 IKOS The IKOS Hedge Fund 1.70 10,000k 7/1/1998 71 Eckhardt Trading Company Evolution Strategies 1.70 20,000k 8/1/1991 70 FORT LP Fort Global Contrarian 1.86 2,000k 10/1/2002 69 Rivoli Fund Management Rivoli International Fund (V9) 2.05 5,000k 1/1/2002 68 Eckhardt Trading Company Evolution Strategies 1.2X 2.10 10,000k 10/1/1991 67 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.14 1,000k 3/1/1998 66 Spectrum Asset Management LLC Global Diversified 2.24 2,000k 1/1/2001 65 RAM Management Group RAM MRTP 1X-Conservative 2.28 1,000k 9/1/1993 64 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.34 1k 10/1/2006 63 Superfund Group Superfund Green L.P. Series A 2.39 5k 10/1/2002 62 Conquest Capital Group Conquest Select 2.55 250k 6/1/2004 61 FORT LP Fort Global Diversified 2.61 2,000k 10/1/1993 60 Superfund Group Superfund Green Gold B (SPC) 2.76 50k 10/1/2005 59 Hawksbill Capital Management Global Diversified 2.77 5,000k 11/1/1988 58 Alee Capital Management, LLC Mistral Program 2.84 2,500k 1/1/1999 57 Quantica Capital AG Quantica Managed Futures 2.90 5,000k 1/1/2005 56 Estlander & Partners Global Markets 3.28 10,000k 8/1/1999 55 Hyman Beck and Company Global Portfolio 3.35 1,000k 3/1/1991 54 Robust Methods LLC Macro Managed Account 3.38 5,000k 1/1/2005 53 Drury Capital Diversified Trend-Following Program 3.39 5,000k 5/1/1997 52 Superfund Group Superfund Green L.P. Series B 3.41 5k 10/1/2002 51 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.46 1/1/1989 50 Superfund Group Superfund Green Q-AG 3.52 2k 3/1/1996 49 Welton Investment Partners Welton Global 3.53 10,000k 6/1/2004 48 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.57 1,000k 9/1/1997 47 EMC Capital Advisors, LLC Classic 3.60 5,000k 1/1/1985 46 Rivoli Fund Management Rivoli International Fund (E) 3.65 5,000k 10/1/1996 45 Estlander & Partners Alpha Trend 3.78 30,000k 10/1/1991 44 Blackwater Capital Management Global Program 3.86 5,000k 7/1/2005 43 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 4.05 1,000k 10/1/2006 42 Transtrend B.V. DTP – Standard Risk (EUR) 4.32 10,000k 2/1/1999 41 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 4.33 1,000k 5/1/2006 40 Clarke Capital Management Jupiter 4.65 3,000k 5/1/2005 39 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.70 100k 5/1/1999 38 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.87 100k 1/1/2005 37 Abraham Trading Company Diversified Program 4.96 10,000k 1/1/1988 36 Wimmer Horizon LLP Managed Account 4.98 5,000k 5/1/2005 35 Winton Capital Management Diversified 5.05 50,000k 10/1/1997 34 Superfund Group Superfund Green Gold C (SPC) 5.12 100k 10/1/2005 33 Xplor Capital Management, LLC Global CTA Program 5.15 1,500k 7/1/2004 32 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.30 10,000k 3/1/2003 31 Eclipse Capital Management Global Monetary 5.45 5,000k 8/1/1990 30 Chesapeake Capital Diversified (LV) 5.48 100k 2/1/1988 29 Molinero Capital Management LLP Global Markets Program 5.48 2,000k 7/1/2005 28 Wavefront Global Asset Management IMFC Global Investment Program 5.56 2,000k 2/1/2007 27 Ancile Capital Management Global Markets Program 5.86 2,000k 4/1/2005 26 Rabar Market Research Diversified Program 5.88 2,000k 1/1/1989 25 Superfund Group Superfund Green GCT USD 5.99 15k 1/1/2000 24 Lynx Asset Management AB Lynx Program 6.09 75k 5/1/2000 23 RAM Management Group MRTP Aggressive 6.15 1,000k 2/1/1998 22 Claughton Capital ARP Institutional Program 6.46 1,000k 10/1/2005 21 Millburn Ridgefield Corporation Multi-Markets Program 6.53 25,000k 10/1/2004 20 ISAM ISAM Systematic Trend Fund 6.61 1,000k 6/1/2001 19 Revolution Capital Management Mosaic Program 6.68 10,000k 10/1/2006 18 Clarke Capital Management FX Plus 6.76 1,000k 5/1/2004 17 Millburn Ridgefield Corporation Diversified Program 6.78 20,000k 2/1/1977 16 Estlander & Partners Global XL 6.79 5,000k 8/1/1991 15 Transtrend B.V. DTP – Enhanced Risk (USD) 6.84 10,000k 1/1/1995 14 Manning & Napier MN Xenon Managed Futures (2x) Program 6.91 5,000k 6/1/2006 13 Transtrend B.V. DTP – Enhanced Risk (JPY) 7.25 10,000k 8/1/2004 12 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.42 10,000k 8/1/1999 11 Kelly Angle Inc. Genesis Program 7.47 2,000k 4/1/2000 10 DUNN Capital Management DUNN Combined Fund (DCF) 7.47 100k 5/1/1989 9 Di Tomasso Group Inc. Equilibrium Program 7.67 5,000k 1/1/2002 8 Superfund Group Superfund Green Master 8.98 2,000k 5/1/2001 7 Dreiss Research Corporation Diversified Program 9.10 1,000k 5/1/1991 6 Northfield Trading Diversified 9.10 2,000k 7/1/1989 5 DUNN Capital Management D'Best Futures Fund, L.P. 11.28 100k 6/1/1994 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 11.77 100k 11/1/1984 3 Revolution Capital Management Alpha Fund 12.82 50k 1/1/2005 2 Keck Capital Management LLC The Keck Program 12.98 2,000k 12/1/2003 1 Emil van Essen Spread Trading Program 15.83 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.