Diversified Trader Index For August 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 Aug 2007 Min Inv Inception 132 Somers Brothers Capital Diversified Futures Program #1 -27.70 100k 1/1/2005 131 DUNN Capital Management DUNN Combined Fund (DCF) -24.39 100k 5/1/1989 130 DUNN Capital Management World Monetary and Agriculture Program (WMA) -22.63 100k 11/1/1984 129 Estlander & Partners Global XL -20.17 5,000k 8/1/1991 128 Xplor Capital Management, LLC Global CTA Program -20.02 1,500k 7/1/2004 127 Mulvaney Capital Management The Mulvaney Global Markets Fund -19.40 100k 5/1/1999 126 Superfund Group Superfund Green Gold C (SPC) -17.98 100k 10/1/2005 125 Chesapeake Capital Diversified (LV) -16.42 100k 2/1/1988 124 DUNN Capital Management D'Best Futures Fund, L.P. -15.78 100k 6/1/1994 123 Superfund Group Superfund Green Master -14.70 2,000k 5/1/2001 122 Keck Capital Management LLC The Keck Program -14.52 2,000k 12/1/2003 121 Sunrise Capital Partners Sunrise Expanded Diversified Program -13.91 1/1/1989 120 Superfund Group Superfund Green GCT USD -13.80 15k 1/1/2000 119 Superfund Group Superfund Green Gold B (SPC) -13.35 50k 10/1/2005 118 Quantum Leap Capital Management Managed Account Program -13.32 300k 8/1/2006 117 NuWave Investment Management, LLC Combined Futures Portfolio -11.72 5,000k 6/1/2001 116 NuWave Investment Management, LLC NuWave Investment Partners LP -11.38 250k 6/1/2001 115 Kelly Angle Inc. Genesis Program -11.05 2,000k 4/1/2000 114 Saxon Investment Corporation Aggressive Diversified Program -10.73 2,000k 11/1/1993 113 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.56 200k 11/1/1999 112 Tactical Investment Management Tactical Institutional Commodity Program -10.49 10,000k 4/1/1993 111 Estlander & Partners Global Markets -10.23 10,000k 8/1/1999 110 Covenant Capital Management Aggressive Program -9.69 3,000k 2/1/2004 109 Blackwater Capital Management Global Program -9.41 5,000k 7/1/2005 108 Millburn Ridgefield Corporation Diversified Program -9.31 20,000k 2/1/1977 107 Wimmer Horizon LLP Managed Account -9.28 5,000k 5/1/2005 106 Welton Investment Partners Welton Global -9.15 10,000k 6/1/2004 105 Millburn Ridgefield Corporation Multi-Markets Program -8.96 25,000k 10/1/2004 104 Superfund Group Superfund Green Gold A (SPC) -8.95 5k 10/1/2005 103 Spectrum Asset Management LLC Global Diversified -8.94 2,000k 1/1/2001 102 Superfund Group Superfund Green Q-AG -8.71 2k 3/1/1996 101 Manning & Napier MN Xenon Managed Futures (2x) Program -8.14 5,000k 6/1/2006 100 M.S. Capital Management Global Diversified Program -7.91 2,000k 11/1/1998 99 Dendrich Ltd QEP -7.40 50k 12/1/2005 98 Clarke Capital Management Millennium -7.16 1,000k 1/1/1998 97 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -7.07 100k 3/1/2003 96 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.90 75k 6/1/2007 95 QCM Global Diversified Programme -6.53 500k 12/1/1995 94 Alee Capital Management, LLC Poniente Program -6.48 2,500k 1/1/1999 93 Hyman Beck and Company Global Portfolio -6.35 1,000k 3/1/1991 92 Covenant Capital Management Original Program -6.07 5,000k 9/1/1999 91 Estlander & Partners Alpha Trend -6.04 30,000k 10/1/1991 90 Saxon Investment Corporation Diversified Program -5.93 3,000k 9/1/1988 89 FORT LP Fort Global Contrarian -5.87 2,000k 10/1/2002 88 Lynx Asset Management AB Lynx Program -5.81 75k 5/1/2000 87 Ancile Capital Management Global Markets Program -5.67 2,000k 4/1/2005 86 Southwest Managed Investments, LLC Global Diversified -5.51 200k 1/1/2002 85 Drury Capital Diversified Trend-Following Program -5.31 5,000k 5/1/1997 84 ISAM ISAM Systematic Trend Fund -5.23 1,000k 6/1/2001 83 Claughton Capital ARP Institutional Program -5.19 1,000k 10/1/2005 82 Clarke Capital Management Jupiter -5.12 3,000k 5/1/2005 81 FORT LP Fort Global Diversified -5.09 2,000k 10/1/1993 80 Red Rock Capital, LLC Systematic Global Macro -4.93 500k 9/1/2003 79 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.90 1,000k 3/1/2003 78 Quantica Capital AG Quantica Managed Futures -4.70 5,000k 1/1/2005 77 Superfund Group Superfund Green L.P. Series B -4.66 5k 10/1/2002 76 Global Domain Partners, LLC Global Domain Vector Fund - Series A -4.51 500k 1/1/2006 75 Robinson-Langley Capital Management, LLC Managed Account Program -4.46 200k 1/1/2007 74 Parizek Capital Futures Trading Program -4.45 500k 4/1/2000 73 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.93 100k 1/1/2005 72 Conquest Capital Group Conquest Select -3.83 250k 6/1/2004 71 Abraham Trading Company Diversified Program -3.73 10,000k 1/1/1988 70 Wavefront Global Asset Management IMFC Global Investment Program -3.72 2,000k 2/1/2007 69 Alee Capital Management, LLC Mistral Program -3.71 2,500k 1/1/1999 68 AIS Capital Management, L.P. MAAP (3x-6x) Composite -3.62 2,000k 7/1/1992 67 Clarke Capital Management Worldwide -3.57 250k 1/1/1996 66 Dreiss Research Corporation Diversified Program -3.39 1,000k 5/1/1991 65 Superfund Group Superfund Green L.P. Series A -3.27 5k 10/1/2002 64 Millburn Ridgefield Corporation Commodity Program -3.13 25,000k 3/1/2005 63 Auspice Capital Advisors Ltd Auspice Diversified Program -3.07 1,500k 4/1/2006 62 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -2.92 5,000k 1/1/2005 61 Molinero Capital Management LLP Global Markets Program -2.91 2,000k 7/1/2005 60 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.90 10,000k 8/1/2004 59 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.77 10,000k 8/1/1999 58 Hawksbill Capital Management Global Diversified -2.59 5,000k 11/1/1988 57 Mark J. Walsh Company Standard Program -2.54 2,000k 9/1/1985 56 Haar Capital Management Discretionary Commodity Trading Program -2.47 250k 12/1/2005 55 Transtrend B.V. DTP – Enhanced Risk (USD) -2.44 10,000k 1/1/1995 54 Rotella Capital Management Rotella Polaris Program (Diversified) -2.43 10,000k 1/1/1991 53 Rabar Market Research Diversified Program -2.32 2,000k 1/1/1989 52 Robust Methods LLC Macro Managed Account -2.28 5,000k 1/1/2005 51 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.27 3,000k 10/1/1992 50 Eclipse Capital Management Global Monetary -2.21 5,000k 8/1/1990 49 Eckhardt Trading Company Evolution Strategies 1.2X -2.00 10,000k 10/1/1991 48 MERIT Alternative Investments GmbH Futures Portfolio -1.97 2,000k 6/1/1998 47 Eckhardt Trading Company Evolution Strategies -1.76 20,000k 8/1/1991 46 Transtrend B.V. DTP – Standard Risk (EUR) -1.59 10,000k 2/1/1999 45 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.44 1k 10/1/2006 44 Revolution Capital Management Alpha Fund -1.42 50k 1/1/2005 43 EMC Capital Advisors, LLC Classic -1.10 5,000k 1/1/1985 42 Winton Capital Management Diversified -0.88 50,000k 10/1/1997 41 Clarke Capital Management FX Plus -0.71 1,000k 5/1/2004 40 Northfield Trading Diversified -0.70 2,000k 7/1/1989 39 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.63 1,000k 9/1/1997 38 Quantmetrics Capital Management LLP Directional 10V Strategy -0.61 10,000k 1/1/2007 37 Rivoli Fund Management Rivoli International Fund (E) -0.43 5,000k 10/1/1996 36 Revolution Capital Management Alpha Program -0.42 5,000k 6/1/2007 35 Clarke Capital Management Global Basic -0.27 50k 2/1/1996 34 Rotella Capital Management Rotella Orion (Short-Term) Program -0.25 10,000k 3/1/2006 33 Clarke Capital Management Global Magnum -0.14 100k 8/1/1997 32 Rivoli Fund Management Rivoli International Fund (V9) -0.11 5,000k 1/1/2002 31 John Locke Investments Cyril Systematic Program -0.10 8,000k 7/1/2000 30 Mondiale Asset Management Mondiale Trading Program -0.04 0k 9/1/1997 29 Red Oak Commodity Advisors Investment Program -0.01 5,000k 12/1/1989 28 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 27 Briarwood Capital Management, Inc. Diversified Trading Program 0.18 3,000k 7/1/2001 26 Dominion Capital Sapphire Program 0.35 3,000k 5/1/2005 25 Briarwood Capital Management, Inc. Diversified 2XL 0.43 250k 11/1/2004 24 Conquest Capital Group Conquest Macro 0.53 250k 5/1/1999 23 Altradis Capital AG AlphAlgo 0.63 100k 5/1/2007 22 Beryl Investment Group LLC Nominal Discretionary System 0.69 50k 7/1/2007 21 Di Tomasso Group Inc. Equilibrium Program 1.12 5,000k 1/1/2002 20 Future Trade AG Thales Swing Trading Programme 1.13 250k 6/1/2007 19 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.14 1,000k 5/1/2006 18 Romanesco Capital Management B.V Persistence Program 1.38 5,000k 9/1/2005 17 Mobius Asset Management Custom Trading Program 1.62 100k 1/1/2002 16 Jaguar Investments Ltd Vario Capital Strategy 1.77 1,000k 5/1/2016 15 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.85 10k 7/1/2005 14 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.90 1,000k 3/1/1998 13 AllMountain Capital AG Mount Denali Global Trends 1.99 160k 7/1/2007 12 Endeavour Capital LLP Endeavour Pembroke 2.48 2,000k 7/1/2007 11 IKOS The IKOS Hedge Fund 3.04 10,000k 7/1/1998 10 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.12 1,000k 10/1/2006 9 Crabel Capital Management Crabel Multi-Product 3.58 1,000k 3/1/1998 8 Amplitude Capital International Limited Dynamic Strategy 4.13 6/1/2005 7 RAM Management Group RAM MRTP 1X-Conservative 4.48 1,000k 9/1/1993 6 Superfund Group Superfund Blue SPC Class A (EUR) 4.77 50k 4/1/2005 5 Quantitative Investment Management Quantitative Global Program 7.56 20,000k 10/1/2003 4 Mobius Asset Management Diversified Program 8.99 250k 3/1/2004 3 Revolution Capital Management Mosaic Program 13.13 10,000k 10/1/2006 2 RAM Management Group MRTP Aggressive 16.78 1,000k 2/1/1998 1 Emil van Essen Spread Trading Program 28.01 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.