Diversified Trader Index For December 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 Dec 2008 Min Inv Inception 154 Non Correlated Capital Positive Theta Fund -14.55 50k 10/1/2007 153 AIS Capital Management, L.P. MAAP (3x-6x) Composite -13.84 2,000k 7/1/1992 152 Non Correlated Capital Positive Theta Program -12.03 250k 10/1/2007 151 Amplitude Capital International Limited Dynamic Strategy -11.60 6/1/2005 150 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.62 3,000k 10/1/1992 149 RAM Management Group MRTP Aggressive -4.59 1,000k 2/1/1998 148 Purple Valley Capital, Inc. Diversified Trend 1 -3.60 100k 8/1/2008 147 Crabel Capital Management Crabel Multi-Product -3.51 1,000k 3/1/1998 146 Quantum Leap Capital Management Managed Account Program -2.95 300k 8/1/2006 145 Claughton Capital ARP Institutional Program -2.87 1,000k 10/1/2005 144 Red Oak Commodity Advisors Investment Program -1.96 5,000k 12/1/1989 143 Rotella Capital Management Rotella Orion (Short-Term) Program -1.49 10,000k 3/1/2006 142 Superfund Group Superfund Blue SPC Class A (Gold) -1.46 50k 12/1/2007 141 Northfield Trading Diversified -1.30 2,000k 7/1/1989 140 RAM Management Group RAM MRTP 1X-Conservative -1.28 1,000k 9/1/1993 139 Endeavour Capital LLP Endeavour Pembroke -1.13 2,000k 7/1/2007 138 Ion Asset Architecture Ion Fund Program -0.97 10,000k 11/1/2007 137 Ion Asset Architecture (Fund Program) Ion Fund -0.97 100k 11/1/2007 136 Di Tomasso Group Inc. Equilibrium Program -0.87 5,000k 1/1/2002 135 Altradis Capital AG AlphAlgo -0.57 100k 5/1/2007 134 John Locke Investments JL Commodity Long Flat Program -0.33 5,000k 12/1/2007 133 Covenant Capital Management Original Program -0.27 5,000k 9/1/1999 132 Covenant Capital Management Aggressive Program -0.24 3,000k 2/1/2004 131 Molinero Capital Management LLP Global Markets Program -0.23 2,000k 7/1/2005 130 HB Capital Management Inc. Diversified Program -0.18 50k 3/1/2008 129 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.17 500k 1/1/2006 128 Romanesco Capital Management B.V Persistence Program -0.04 5,000k 9/1/2005 122 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 123 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 124 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 127 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 126 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 125 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.00 5,000k 11/1/2012 121 Haar Capital Management Discretionary Commodity Trading Program 0.04 250k 12/1/2005 120 Saxon Investment Corporation Diversified Program 0.18 3,000k 9/1/1988 119 Eckhardt Trading Company Evolution Strategies 1.2X 0.18 10,000k 10/1/1991 118 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.20 100k 1/1/2005 117 Estlander & Partners Global Markets 0.22 10,000k 8/1/1999 116 MERIT Alternative Investments GmbH Futures Portfolio 0.23 2,000k 6/1/1998 115 NuWave Investment Management, LLC Combined Futures Portfolio 0.26 5,000k 6/1/2001 114 Eckhardt Trading Company Evolution Strategies 0.26 20,000k 8/1/1991 113 Superfund Group Superfund Blue SPC Class A (EUR) 0.31 50k 4/1/2005 112 NuWave Investment Management, LLC NuWave Investment Partners LP 0.31 250k 6/1/2001 111 Saxon Investment Corporation Aggressive Diversified Program 0.33 2,000k 11/1/1993 110 Emil van Essen EvE Systematic Global Opportunities 0.37 1,000k 9/1/2007 109 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.40 1,000k 3/1/2003 108 Quantmetrics Capital Management LLP Directional 10V Strategy 0.44 10,000k 1/1/2007 107 Estlander & Partners Global XL 0.48 5,000k 8/1/1991 106 EMC Capital Advisors, LLC Classic 0.50 5,000k 1/1/1985 105 Jaguar Investments Ltd Vario Capital Strategy 0.53 1,000k 5/1/2016 104 Conquest Capital Group Conquest Macro 0.78 250k 5/1/1999 103 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.82 1/1/1989 102 Red Rock Capital, LLC Systematic Global Macro 0.90 500k 9/1/2003 101 Quantitative Investment Management Quantitative Global Program 0.90 20,000k 10/1/2003 100 Hyman Beck and Company Global Portfolio 0.91 1,000k 3/1/1991 99 Spectrum Asset Management LLC Global Diversified 1.01 2,000k 1/1/2001 98 Blackwater Capital Management Global Program 1.02 5,000k 7/1/2005 97 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.02 5,000k 10/1/2007 96 Robinson-Langley Capital Management, LLC Managed Account Program 1.07 200k 1/1/2007 95 Rivoli Fund Management Rivoli International Fund (V9) 1.10 5,000k 1/1/2002 94 Xplor Capital Management, LLC Global CTA Program 1.12 1,500k 7/1/2004 93 Millburn Ridgefield Corporation Diversified Program 1.20 20,000k 2/1/1977 92 Millburn Ridgefield Corporation Multi-Markets Program 1.21 25,000k 10/1/2004 91 Rotella Capital Management Rotella Polaris Program (Diversified) 1.23 10,000k 1/1/1991 90 Transtrend B.V. DTP – Standard Risk (EUR) 1.28 10,000k 2/1/1999 89 Superfund Group Superfund Green L.P. Series A 1.32 5k 10/1/2002 88 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.33 1k 10/1/2006 87 Millburn Ridgefield Corporation Commodity Program 1.36 25,000k 3/1/2005 86 Clarke Capital Management Global Magnum 1.36 100k 8/1/1997 85 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.37 1,000k 5/1/2006 84 Clarke Capital Management Global Basic 1.51 50k 2/1/1996 83 Rivoli Fund Management Rivoli International Fund (E) 1.53 5,000k 10/1/1996 82 Crabel Capital Management WPD Crabel Futures Program 1.53 1,000k 7/1/2008 81 Briarwood Capital Management, Inc. Diversified Trading Program 1.57 3,000k 7/1/2001 80 Southwest Managed Investments, LLC Global Diversified 1.59 200k 1/1/2002 79 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.60 1,000k 3/1/1998 78 Trigon Investment Advisors, LLC Discretionary Macro Program 1.61 10,000k 8/1/2007 77 Superfund Group Superfund Green Q-AG 1.81 2k 3/1/1996 76 Superfund Group Superfund Green GCT USD 1.90 15k 1/1/2000 75 Rho Asset Management Rho Altius 1XL Program 1.94 5,000k 11/1/2007 74 John Locke Investments Cyril Systematic Program 1.94 8,000k 7/1/2000 73 Rabar Market Research Diversified Program 1.95 2,000k 1/1/1989 72 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.95 10,000k 8/1/2004 71 Tactical Investment Management Tactical Institutional Commodity Program 1.98 10,000k 4/1/1993 70 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 2.00 75k 6/1/2007 69 Quantica Capital AG Quantica Managed Futures 2.00 5,000k 1/1/2005 68 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.04 10,000k 8/1/1999 67 Winton Capital Management Diversified 2.10 50,000k 10/1/1997 66 OptHedge Advisors LLC Diversified Options & Futures Program 2.17 250k 10/1/2008 65 Clarke Capital Management Millennium 2.23 1,000k 1/1/1998 64 Wavefront Global Asset Management IMFC Global Investment Program 2.24 2,000k 2/1/2007 63 Auctos Capital Management Auctos Global Diversified 2.28 3,000k 11/1/2007 62 Transtrend B.V. DTP – Enhanced Risk (USD) 2.29 10,000k 1/1/1995 61 Dominion Capital Sapphire Program 2.34 3,000k 5/1/2005 60 Mark J. Walsh Company Standard Program 2.35 2,000k 9/1/1985 59 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.41 1,000k 9/1/1997 58 Eclipse Capital Management Global Monetary 2.44 5,000k 8/1/1990 57 Lynx Asset Management AB Lynx Program 2.48 75k 5/1/2000 56 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.52 4,000k 11/1/2008 55 Superfund Group Superfund Green L.P. Series B 2.60 5k 10/1/2002 54 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.60 100k 11/1/1984 53 Somers Brothers Capital Diversified Futures Program #1 2.61 100k 1/1/2005 52 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.67 100k 3/1/2003 51 Vergho Asset Management LLC Kinematics 2.73 1,000k 11/1/2008 50 Auspice Capital Advisors Ltd Auspice Diversified Program 2.73 1,500k 4/1/2006 49 Welton Investment Partners Welton Global 2.76 10,000k 6/1/2004 48 Mobius Asset Management Diversified Program 2.81 250k 3/1/2004 47 Briarwood Capital Management, Inc. Diversified 2XL 2.85 250k 11/1/2004 46 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.04 1,000k 10/1/2006 45 White River Group Diversified Option Writing Strategy 3.07 20k 11/1/2008 44 Robust Methods LLC Macro Managed Account 3.14 5,000k 1/1/2005 43 IKOS The IKOS Hedge Fund 3.33 10,000k 7/1/1998 42 Alee Capital Management, LLC Mistral Program 3.46 2,500k 1/1/1999 41 Keck Capital Management LLC The Keck Program 3.58 2,000k 12/1/2003 40 Manning & Napier MN Xenon Managed Futures (2x) Program 3.63 5,000k 6/1/2006 39 Abraham Trading Company Diversified Program 3.76 10,000k 1/1/1988 38 Conquest Capital Group Conquest Select 3.78 250k 6/1/2004 37 Beryl Investment Group LLC Nominal Discretionary System 3.78 50k 7/1/2007 36 Ancile Capital Management Global Markets Program 3.98 2,000k 4/1/2005 35 Emil van Essen Spread Trading Program 4.14 5,000k 12/1/2006 34 Chesapeake Capital Diversified (LV) 4.14 100k 2/1/1988 33 Revolution Capital Management Alpha Program 4.35 5,000k 6/1/2007 32 Revolution Capital Management Alpha Fund 4.53 50k 1/1/2005 31 Estlander & Partners Alpha Trend 4.55 30,000k 10/1/1991 30 Wimmer Horizon LLP Managed Account 4.67 5,000k 5/1/2005 29 Gladius Asset Management Fulham Program 4.83 2,000k 1/1/2008 28 Dreiss Research Corporation Diversified Program 4.93 1,000k 5/1/1991 27 Superfund Group Superfund Green Master 4.96 2,000k 5/1/2001 26 Drury Capital Diversified Trend-Following Program 5.15 5,000k 5/1/1997 25 Parizek Capital Futures Trading Program 5.23 500k 4/1/2000 24 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.30 100k 5/1/1999 23 FORT LP Fort Global Contrarian 5.36 2,000k 10/1/2002 22 Clarke Capital Management Jupiter 5.44 3,000k 5/1/2005 21 Hawksbill Capital Management Global Diversified 6.03 5,000k 11/1/1988 20 ISAM ISAM Systematic Trend Fund 6.11 1,000k 6/1/2001 19 Revolution Capital Management Mosaic Program 6.19 10,000k 10/1/2006 18 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.20 200k 11/1/1999 17 DUNN Capital Management DUNN Combined Fund (DCF) 6.60 100k 5/1/1989 16 Clarke Capital Management Worldwide 7.04 250k 1/1/1996 15 DUNN Capital Management D'Best Futures Fund, L.P. 7.28 100k 6/1/1994 14 Future Trade AG Thales Swing Trading Programme 7.69 250k 6/1/2007 13 White Indian Trading Co. STAIRS - Futures Program (Client) 7.76 250k 10/1/2008 12 Alee Capital Management, LLC Poniente Program 7.82 2,500k 1/1/1999 11 AllMountain Capital AG Mount Denali Global Trends 8.47 160k 7/1/2007 10 Mobius Asset Management Custom Trading Program 9.15 100k 1/1/2002 9 FORT LP Fort Global Diversified 9.25 2,000k 10/1/1993 8 Superfund Group Superfund Green Gold A (SPC) 9.45 5k 10/1/2005 7 Superfund Group Superfund Green Gold B (SPC) 10.81 50k 10/1/2005 6 Superfund Group Superfund Green Gold C (SPC) 11.80 100k 10/1/2005 5 Kelly Angle Inc. Genesis Program 12.37 2,000k 4/1/2000 4 QCM Global Diversified Programme 12.76 500k 12/1/1995 3 Clarke Capital Management FX Plus 13.34 1,000k 5/1/2004 2 Dendrich Ltd QEP 13.97 50k 12/1/2005 1 Futures Truth Company, FTC-CTA MS4 15.60 250k 10/1/2007 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.