Diversified Trader Index For January 2008 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 Jan 2008 Min Inv Inception 144 Non Correlated Capital Positive Theta Program -14.08 250k 10/1/2007 143 Non Correlated Capital Positive Theta Fund -13.92 50k 10/1/2007 142 Endeavour Capital LLP Endeavour Pembroke -8.53 2,000k 7/1/2007 141 Quantitative Investment Management Quantitative Global Program -7.59 20,000k 10/1/2003 140 Dendrich Ltd QEP -6.30 50k 12/1/2005 139 Superfund Group Superfund Green Master -5.00 2,000k 5/1/2001 138 Mondiale Asset Management Mondiale Trading Program -4.57 0k 9/1/1997 137 Superfund Group Superfund Green GCT USD -3.77 15k 1/1/2000 136 Superfund Group Superfund Green L.P. Series B -3.61 5k 10/1/2002 135 Superfund Group Superfund Green L.P. Series A -2.73 5k 10/1/2002 134 Global Domain Partners, LLC Global Domain Vector Fund - Series A -2.54 500k 1/1/2006 133 Revolution Capital Management Mosaic Program -2.30 10,000k 10/1/2006 132 Superfund Group Superfund Green Q-AG -2.21 2k 3/1/1996 131 Dominion Capital Sapphire Program -1.99 3,000k 5/1/2005 130 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.75 10,000k 8/1/2004 129 Eclipse Capital Management Global Monetary -0.66 5,000k 8/1/1990 128 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.63 10,000k 8/1/1999 127 Transtrend B.V. DTP – Enhanced Risk (USD) -0.48 10,000k 1/1/1995 126 Transtrend B.V. DTP – Standard Risk (EUR) -0.46 10,000k 2/1/1999 125 Trigon Investment Advisors, LLC Discretionary Macro Program -0.06 10,000k 8/1/2007 124 Beryl Investment Group LLC Nominal Discretionary System -0.03 50k 7/1/2007 123 Red Oak Commodity Advisors Investment Program -0.02 5,000k 12/1/1989 121 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 122 Gladius Asset Management Fulham Program 0.00 2,000k 1/1/2008 120 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.08 100k 3/1/2003 119 Jaguar Investments Ltd Vario Capital Strategy 0.10 1,000k 5/1/2016 118 Molinero Capital Management LLP Global Markets Program 0.14 2,000k 7/1/2005 117 Futures Truth Company, FTC-CTA MS4 0.18 250k 10/1/2007 116 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.26 75k 6/1/2007 115 Northfield Trading Diversified 0.57 2,000k 7/1/1989 114 John Locke Investments JL Commodity Long Flat Program 0.59 5,000k 12/1/2007 113 Quantum Leap Capital Management Managed Account Program 0.60 300k 8/1/2006 112 Amplitude Capital International Limited Dynamic Strategy 0.65 6/1/2005 111 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.85 1,000k 3/1/1998 110 Auctos Capital Management Auctos Global Diversified 0.91 3,000k 11/1/2007 109 Briarwood Capital Management, Inc. Diversified Trading Program 1.03 3,000k 7/1/2001 108 FORT LP Fort Global Contrarian 1.13 2,000k 10/1/2002 107 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.32 1,000k 10/1/2006 106 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.57 1,000k 9/1/1997 105 Millburn Ridgefield Corporation Diversified Program 1.59 20,000k 2/1/1977 104 IKOS The IKOS Hedge Fund 1.66 10,000k 7/1/1998 103 Rabar Market Research Diversified Program 1.77 2,000k 1/1/1989 102 Eckhardt Trading Company Evolution Strategies 1.85 20,000k 8/1/1991 101 MERIT Alternative Investments GmbH Futures Portfolio 1.90 2,000k 6/1/1998 100 Southwest Managed Investments, LLC Global Diversified 1.99 200k 1/1/2002 99 Haar Capital Management Discretionary Commodity Trading Program 2.02 250k 12/1/2005 98 Briarwood Capital Management, Inc. Diversified 2XL 2.05 250k 11/1/2004 97 Mobius Asset Management Diversified Program 2.07 250k 3/1/2004 96 Eckhardt Trading Company Evolution Strategies 1.2X 2.16 10,000k 10/1/1991 95 Ion Asset Architecture (Fund Program) Ion Fund 2.20 100k 11/1/2007 94 Ion Asset Architecture Ion Fund Program 2.20 10,000k 11/1/2007 93 Chesapeake Capital Diversified (LV) 2.35 100k 2/1/1988 92 Robust Methods LLC Macro Managed Account 2.41 5,000k 1/1/2005 91 Quantmetrics Capital Management LLP Directional 10V Strategy 2.43 10,000k 1/1/2007 90 Covenant Capital Management Original Program 2.51 5,000k 9/1/1999 89 Commodity Strategies AG CSAG Active Long Short Commodity Program 2.69 5,000k 10/1/2007 88 Crabel Capital Management Crabel Multi-Product 2.72 1,000k 3/1/1998 87 Estlander & Partners Global Markets 2.79 10,000k 8/1/1999 86 NuWave Investment Management, LLC Combined Futures Portfolio 3.06 5,000k 6/1/2001 85 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.43 1,000k 3/1/2003 84 NuWave Investment Management, LLC NuWave Investment Partners LP 3.45 250k 6/1/2001 83 Welton Investment Partners Welton Global 3.46 10,000k 6/1/2004 82 EMC Capital Advisors, LLC Classic 3.50 5,000k 1/1/1985 81 Ancile Capital Management Global Markets Program 3.50 2,000k 4/1/2005 80 Millburn Ridgefield Corporation Commodity Program 3.69 25,000k 3/1/2005 79 Winton Capital Management Diversified 3.85 50,000k 10/1/1997 78 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.89 1k 10/1/2006 77 Rotella Capital Management Rotella Polaris Program (Diversified) 3.92 10,000k 1/1/1991 76 Emil van Essen EvE Systematic Global Opportunities 4.00 1,000k 9/1/2007 75 Xplor Capital Management, LLC Global CTA Program 4.10 1,500k 7/1/2004 74 FORT LP Fort Global Diversified 4.21 2,000k 10/1/1993 73 Romanesco Capital Management B.V Persistence Program 4.35 5,000k 9/1/2005 72 John Locke Investments Cyril Systematic Program 4.59 8,000k 7/1/2000 71 Wavefront Global Asset Management IMFC Global Investment Program 4.60 2,000k 2/1/2007 70 Superfund Group Superfund Green Gold C (SPC) 4.60 100k 10/1/2005 69 Rivoli Fund Management Rivoli International Fund (V9) 4.69 5,000k 1/1/2002 68 Conquest Capital Group Conquest Select 4.86 250k 6/1/2004 67 Clarke Capital Management Worldwide 4.88 250k 1/1/1996 66 Mobius Asset Management Custom Trading Program 4.91 100k 1/1/2002 65 Saxon Investment Corporation Diversified Program 4.97 3,000k 9/1/1988 64 Di Tomasso Group Inc. Equilibrium Program 5.15 5,000k 1/1/2002 63 Rho Asset Management Rho Altius 1XL Program 5.24 5,000k 11/1/2007 62 Covenant Capital Management Aggressive Program 5.26 3,000k 2/1/2004 61 Revolution Capital Management Alpha Program 5.33 5,000k 6/1/2007 60 Estlander & Partners Global XL 5.44 5,000k 8/1/1991 59 Superfund Group Superfund Blue SPC Class A (EUR) 5.51 50k 4/1/2005 58 Revolution Capital Management Alpha Fund 5.56 50k 1/1/2005 57 Auspice Capital Advisors Ltd Auspice Diversified Program 5.60 1,500k 4/1/2006 56 Spectrum Asset Management LLC Global Diversified 5.60 2,000k 1/1/2001 55 Rotella Capital Management Rotella Orion (Short-Term) Program 5.62 10,000k 3/1/2006 54 Millburn Ridgefield Corporation Multi-Markets Program 5.72 25,000k 10/1/2004 53 Clarke Capital Management Global Magnum 5.77 100k 8/1/1997 52 Alee Capital Management, LLC Mistral Program 5.89 2,500k 1/1/1999 51 Clarke Capital Management Millennium 5.94 1,000k 1/1/1998 50 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 6.06 5,000k 1/1/2005 49 Superfund Group Superfund Green Gold B (SPC) 6.08 50k 10/1/2005 48 Sunrise Capital Partners Sunrise Expanded Diversified Program 6.14 1/1/1989 47 Lynx Asset Management AB Lynx Program 6.19 75k 5/1/2000 46 Abraham Trading Company Diversified Program 6.44 10,000k 1/1/1988 45 Quantica Capital AG Quantica Managed Futures 6.60 5,000k 1/1/2005 44 Drury Capital Diversified Trend-Following Program 6.78 5,000k 5/1/1997 43 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.81 200k 11/1/1999 42 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 7.06 1,000k 5/1/2006 41 Rivoli Fund Management Rivoli International Fund (E) 7.06 5,000k 10/1/1996 40 AllMountain Capital AG Mount Denali Global Trends 7.58 160k 7/1/2007 39 Superfund Group Superfund Green Gold A (SPC) 7.64 5k 10/1/2005 38 Robinson-Langley Capital Management, LLC Managed Account Program 7.80 200k 1/1/2007 37 Parizek Capital Futures Trading Program 7.82 500k 4/1/2000 36 Clarke Capital Management Global Basic 8.02 50k 2/1/1996 35 Tactical Investment Management Tactical Institutional Commodity Program 8.09 10,000k 4/1/1993 34 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 8.16 100k 1/1/2005 33 Clarke Capital Management Jupiter 8.24 3,000k 5/1/2005 32 Saxon Investment Corporation Aggressive Diversified Program 8.27 2,000k 11/1/1993 31 Estlander & Partners Alpha Trend 8.35 30,000k 10/1/1991 30 Future Trade AG Thales Swing Trading Programme 8.55 250k 6/1/2007 29 Alee Capital Management, LLC Poniente Program 9.07 2,500k 1/1/1999 28 QCM Global Diversified Programme 9.21 500k 12/1/1995 27 Blackwater Capital Management Global Program 9.29 5,000k 7/1/2005 26 Wimmer Horizon LLP Managed Account 9.67 5,000k 5/1/2005 25 AIS Capital Management, L.P. MAAP (2x-4x) Composite 9.71 3,000k 10/1/1992 24 Superfund Group Superfund Blue SPC Class A (Gold) 9.99 50k 12/1/2007 23 RAM Management Group RAM MRTP 1X-Conservative 11.10 1,000k 9/1/1993 22 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 11.76 10k 7/1/2005 21 Altradis Capital AG AlphAlgo 12.18 100k 5/1/2007 20 Manning & Napier MN Xenon Managed Futures (2x) Program 12.35 5,000k 6/1/2006 19 Clarke Capital Management FX Plus 12.65 1,000k 5/1/2004 18 Conquest Capital Group Conquest Macro 13.05 250k 5/1/1999 17 Hyman Beck and Company Global Portfolio 13.43 1,000k 3/1/1991 16 ISAM ISAM Systematic Trend Fund 13.85 1,000k 6/1/2001 15 Mark J. Walsh Company Standard Program 13.86 2,000k 9/1/1985 14 DUNN Capital Management DUNN Combined Fund (DCF) 14.75 100k 5/1/1989 13 AIS Capital Management, L.P. MAAP (3x-6x) Composite 14.76 2,000k 7/1/1992 12 DUNN Capital Management D'Best Futures Fund, L.P. 16.15 100k 6/1/1994 11 Dreiss Research Corporation Diversified Program 16.24 1,000k 5/1/1991 10 Red Rock Capital, LLC Systematic Global Macro 16.44 500k 9/1/2003 9 Keck Capital Management LLC The Keck Program 18.94 2,000k 12/1/2003 8 Claughton Capital ARP Institutional Program 19.01 1,000k 10/1/2005 7 DUNN Capital Management World Monetary and Agriculture Program (WMA) 19.94 100k 11/1/1984 6 Mulvaney Capital Management The Mulvaney Global Markets Fund 21.65 100k 5/1/1999 5 Hawksbill Capital Management Global Diversified 23.53 5,000k 11/1/1988 4 Somers Brothers Capital Diversified Futures Program #1 24.60 100k 1/1/2005 3 Kelly Angle Inc. Genesis Program 30.48 2,000k 4/1/2000 2 Emil van Essen Spread Trading Program 31.43 5,000k 12/1/2006 1 RAM Management Group MRTP Aggressive 34.37 1,000k 2/1/1998 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.