Diversified Trader Index For September 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 Sep 2007 Min Inv Inception 133 Emil van Essen Spread Trading Program -25.28 5,000k 12/1/2006 132 Dominion Capital Sapphire Program -0.56 3,000k 5/1/2005 131 Superfund Group Superfund Blue SPC Class A (EUR) -0.48 50k 4/1/2005 129 Ancile Capital Management Global Markets Program 0.00 2,000k 4/1/2005 130 Emil van Essen EvE Systematic Global Opportunities 0.00 1,000k 9/1/2007 128 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.07 1,000k 5/1/2006 127 Hyman Beck and Company Global Portfolio 0.12 1,000k 3/1/1991 126 Mondiale Asset Management Mondiale Trading Program 0.76 0k 9/1/1997 125 Beryl Investment Group LLC Nominal Discretionary System 0.78 50k 7/1/2007 124 Quantitative Investment Management Quantitative Global Program 1.04 20,000k 10/1/2003 123 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.27 1,000k 3/1/1998 122 Trigon Investment Advisors, LLC Discretionary Macro Program 1.48 10,000k 8/1/2007 121 AllMountain Capital AG Mount Denali Global Trends 1.50 160k 7/1/2007 120 ISAM ISAM Systematic Trend Fund 1.56 1,000k 6/1/2001 119 Quantmetrics Capital Management LLP Directional 10V Strategy 1.87 10,000k 1/1/2007 118 Briarwood Capital Management, Inc. Diversified Trading Program 2.05 3,000k 7/1/2001 117 Crabel Capital Management Crabel Multi-Product 2.12 1,000k 3/1/1998 116 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.19 1,000k 10/1/2006 115 NuWave Investment Management, LLC NuWave Investment Partners LP 2.20 250k 6/1/2001 114 NuWave Investment Management, LLC Combined Futures Portfolio 2.44 5,000k 6/1/2001 113 FORT LP Fort Global Diversified 2.55 2,000k 3/1/2002 112 IKOS The IKOS Hedge Fund 2.67 10,000k 7/1/1998 111 Rotella Capital Management Rotella Orion (Short-Term) Program 2.90 10,000k 3/1/2006 110 Drury Capital Diversified Trend-Following Program 2.93 5,000k 5/1/1997 109 Revolution Capital Management Mosaic Program 3.01 10,000k 10/1/2006 108 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.13 1,000k 9/1/1997 107 FORT LP Fort Global Contrarian 3.17 2,000k 10/1/2002 106 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.47 1k 10/1/2006 105 Jaguar Investments Ltd Vario Capital Strategy 3.62 1,000k 5/1/2016 104 M.S. Capital Management Global Diversified Program 3.73 2,000k 11/1/1998 103 Mulvaney Capital Management The Mulvaney Global Markets Fund 3.92 100k 5/1/1999 102 Endeavour Capital LLP Endeavour Pembroke 4.07 2,000k 7/1/2007 101 Briarwood Capital Management, Inc. Diversified 2XL 4.25 250k 11/1/2004 100 MERIT Alternative Investments GmbH Futures Portfolio 4.28 2,000k 6/1/1998 99 Conquest Capital Group Conquest Macro 4.28 250k 5/1/1999 98 Eclipse Capital Management Global Monetary 4.31 5,000k 8/1/1990 97 Lynx Asset Management AB Lynx Program 4.35 75k 5/1/2000 96 Claughton Capital ARP Institutional Program 4.38 1,000k 10/1/2005 95 Transtrend B.V. DTP – Standard Risk (EUR) 4.48 10,000k 2/1/1999 94 Millburn Ridgefield Corporation Multi-Markets Program 4.53 25,000k 10/1/2004 93 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.72 10,000k 3/1/2003 92 Southwest Managed Investments, LLC Global Diversified 4.86 200k 1/1/2002 91 RAM Management Group RAM MRTP 1X-Conservative 4.87 1,000k 9/1/1993 90 Conquest Capital Group Conquest Select 4.92 250k 6/1/2004 89 Red Rock Capital, LLC Systematic Global Macro 5.01 500k 9/1/2003 88 Northfield Trading Diversified 5.05 2,000k 7/1/1989 87 Mobius Asset Management Diversified Program 5.07 250k 3/1/2004 86 Abraham Trading Company Diversified Program 5.20 10,000k 1/1/1988 85 Quantica Capital AG Quantica Managed Futures 5.20 10,000k 1/1/2005 84 Molinero Capital Management LLP Global Markets Program 5.30 2,000k 7/1/2005 83 Superfund Group Superfund Green Q-AG 5.36 2k 3/1/1996 82 Somers Brothers Capital Diversified Futures Program #1 5.41 100k 1/1/2005 81 Red Oak Commodity Advisors Investment Program 5.44 5,000k 12/1/1989 80 Superfund Group Superfund Green L.P. Series A 5.57 5k 10/1/2002 79 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 5.82 5,000k 1/1/2005 78 Spectrum Asset Management LLC Global Diversified 5.82 2,000k 1/1/2001 77 Millburn Ridgefield Corporation Diversified Program 5.83 20,000k 2/1/1977 76 Auspice Capital Advisors Ltd Auspice Diversified Program 5.87 1,500k 6/1/2007 75 Rivoli Fund Management Rivoli International Fund (V9) 6.06 5,000k 1/1/2002 74 Future Trade AG Thales Swing Trading Programme 6.27 250k 6/1/2007 73 Global Domain Partners, LLC Global Domain Vector Fund - Series A 6.30 500k 1/1/2006 72 Sunrise Capital Partners Sunrise Expanded Diversified Program 6.52 1/1/1989 71 Rotella Capital Management Rotella Polaris Program (Diversified) 6.56 10,000k 1/1/1991 70 Romanesco Capital Management B.V Persistence Program 6.83 5,000k 9/1/2005 69 John Locke Investments Cyril Systematic Program 6.86 8,000k 7/1/2000 68 Winton Capital Management Diversified 6.99 50,000k 10/1/1997 67 Revolution Capital Management Alpha Program 6.99 5,000k 6/1/2007 66 Estlander & Partners Global Markets 7.14 10,000k 8/1/1999 65 Haar Capital Management Discretionary Commodity Trading Program 7.18 250k 12/1/2005 64 Robinson-Langley Capital Management, LLC Managed Account Program 7.19 200k 1/1/2007 63 Covenant Capital Management Original Program 7.43 5,000k 9/1/1999 62 Superfund Group Superfund Green GCT USD 7.49 15k 1/1/2000 61 Millburn Ridgefield Corporation Commodity Program 7.62 25,000k 3/1/2005 60 Transtrend B.V. DTP – Enhanced Risk (USD) 7.81 10,000k 1/1/1995 59 Revolution Capital Management Alpha Fund 7.90 50k 1/1/2005 58 Wimmer Horizon LLP Managed Account 7.91 5,000k 5/1/2005 57 Robust Methods LLC Macro Managed Account 7.94 5,000k 1/1/2005 56 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.97 10,000k 8/1/1999 55 Parizek Capital Futures Trading Program 7.97 500k 4/1/2000 54 Estlander & Partners Alpha Trend 8.04 30,000k 10/1/1991 53 Mobius Asset Management Custom Trading Program 8.13 100k 1/1/2002 52 Superfund Group Superfund Green L.P. Series B 8.26 5k 10/1/2002 51 Saxon Investment Corporation Diversified Program 8.27 3,000k 9/1/1988 50 Amplitude Capital International Limited Dynamic Strategy 8.30 6/1/2005 49 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.42 10,000k 8/1/2004 48 Blackwater Capital Management Global Program 8.48 5,000k 7/1/2005 47 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.64 200k 11/1/1999 46 Welton Investment Partners Welton Global 9.28 10,000k 6/1/2004 45 Kelly Angle Inc. Genesis Program 9.62 2,000k 4/1/2000 44 Rabar Market Research Diversified Program 9.80 2,000k 1/1/1989 43 Rivoli Fund Management Rivoli International Fund (E) 10.27 5,000k 10/1/1996 42 EMC Capital Advisors, LLC Classic 10.40 5,000k 1/1/1985 41 Manning & Napier MN Xenon Managed Futures (2x) Program 10.54 5,000k 6/1/2006 40 Xplor Capital Management, LLC Global CTA Program 11.24 1,500k 7/1/2004 39 Clarke Capital Management FX Plus 11.27 1,000k 5/1/2004 38 Mark J. Walsh Company Standard Program 11.30 2,000k 9/1/1985 37 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 11.37 75k 6/1/2007 36 Altradis Capital AG AlphAlgo 11.39 100k 5/1/2007 35 Chesapeake Capital Diversified (LV) 11.42 100k 2/1/1988 34 Wavefront Global Asset Management IMFC Global Investment Program 11.52 2,000k 2/1/2007 33 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 11.62 100k 1/1/2005 32 Di Tomasso Group Inc. Equilibrium Program 11.69 5,000k 1/1/2002 31 Eckhardt Trading Company Evolution Strategies 11.81 20,000k 8/1/1991 30 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 12.07 10k 7/1/2005 29 Superfund Group Superfund Green Master 12.30 2,000k 5/1/2001 28 Covenant Capital Management Aggressive Program 12.42 3,000k 2/1/2004 27 Alee Capital Management, LLC Poniente Program 12.94 2,500k 1/1/1999 26 Eckhardt Trading Company Evolution Strategies 1.2X 13.33 10,000k 10/1/1991 25 Clarke Capital Management Jupiter 13.57 3,000k 5/1/2005 24 Clarke Capital Management Global Basic 13.64 50k 2/1/1996 23 RAM Management Group MRTP Aggressive 14.31 1,000k 2/1/1998 22 Estlander & Partners Global XL 14.74 5,000k 8/1/1991 21 DUNN Capital Management D'Best Futures Fund, L.P. 15.11 100k 6/1/1994 20 Alee Capital Management, LLC Mistral Program 15.20 2,500k 1/1/1999 19 Dreiss Research Corporation Diversified Program 15.59 1,000k 5/1/1991 18 DUNN Capital Management DUNN Combined Fund (DCF) 15.68 100k 5/1/1989 17 Saxon Investment Corporation Aggressive Diversified Program 15.84 2,000k 11/1/1993 16 Superfund Group Superfund Green Gold A (SPC) 16.47 5k 10/1/2005 15 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.90 100k 11/1/1984 14 AIS Capital Management, L.P. MAAP (2x-4x) Composite 18.47 3,000k 10/1/1992 13 Superfund Group Superfund Green Gold B (SPC) 18.50 50k 10/1/2005 12 Clarke Capital Management Millennium 19.36 1,000k 1/1/1998 11 QCM Global Diversified Programme 20.56 500k 12/1/1995 10 Keck Capital Management LLC The Keck Program 20.64 2,000k 12/1/2003 9 Superfund Group Superfund Green Gold C (SPC) 21.27 100k 10/1/2005 8 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 24.29 100k 3/1/2003 7 Clarke Capital Management Global Magnum 24.46 100k 8/1/1997 6 Hawksbill Capital Management Global Diversified 25.40 5,000k 11/1/1988 5 Tactical Investment Management Tactical Institutional Commodity Program 26.03 10,000k 4/1/1993 4 AIS Capital Management, L.P. MAAP (3x-6x) Composite 28.21 2,000k 7/1/1992 3 Quantum Leap Capital Management Managed Account Program 28.58 300k 8/1/2006 2 Clarke Capital Management Worldwide 30.57 250k 1/1/1996 1 Dendrich Ltd QEP 34.60 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.