Diversified Trader Index For May 2008 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 May 2008 Min Inv Inception 145 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.74 100k 3/1/2003 144 RAM Management Group MRTP Aggressive -8.39 1,000k 2/1/1998 143 Alee Capital Management, LLC Mistral Program -7.21 2,500k 1/1/1999 142 Conquest Capital Group Conquest Macro -5.64 250k 5/1/1999 141 Claughton Capital ARP Institutional Program -4.99 1,000k 10/1/2005 140 NuWave Investment Management, LLC NuWave Investment Partners LP -4.57 250k 6/1/2001 139 NuWave Investment Management, LLC Combined Futures Portfolio -4.50 5,000k 6/1/2001 138 Clarke Capital Management FX Plus -4.46 1,000k 5/1/2004 137 Southwest Managed Investments, LLC Global Diversified -3.54 200k 1/1/2002 136 Ion Asset Architecture Ion Fund Program -3.47 10,000k 11/1/2007 135 Ion Asset Architecture (Fund Program) Ion Fund -3.47 100k 11/1/2007 134 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.21 10k 7/1/2005 133 RAM Management Group RAM MRTP 1X-Conservative -2.95 1,000k 9/1/1993 132 Quantum Leap Capital Management Managed Account Program -2.86 300k 8/1/2006 131 Red Oak Commodity Advisors Investment Program -2.69 5,000k 12/1/1989 130 Di Tomasso Group Inc. Equilibrium Program -2.25 5,000k 1/1/2002 129 FORT LP Fort Global Contrarian -1.88 2,000k 10/1/2002 128 Briarwood Capital Management, Inc. Diversified 2XL -1.86 250k 11/1/2004 127 Eclipse Capital Management Global Monetary -1.80 5,000k 8/1/1990 126 Mobius Asset Management Custom Trading Program -1.61 100k 1/1/2002 125 Jaguar Investments Ltd Vario Capital Strategy -1.47 1,000k 5/1/2016 124 Estlander & Partners Global XL -1.33 5,000k 8/1/1991 123 Ancile Capital Management Global Markets Program -1.09 2,000k 4/1/2005 122 Abraham Trading Company Diversified Program -0.94 10,000k 1/1/1988 121 Briarwood Capital Management, Inc. Diversified Trading Program -0.85 3,000k 7/1/2001 120 Robust Methods LLC Macro Managed Account -0.79 5,000k 1/1/2005 119 Clarke Capital Management Global Basic -0.71 50k 2/1/1996 118 Estlander & Partners Global Markets -0.66 10,000k 8/1/1999 117 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.55 10,000k 3/1/2003 116 Clarke Capital Management Global Magnum -0.47 100k 8/1/1997 115 Dreiss Research Corporation Diversified Program -0.47 1,000k 5/1/1991 114 MERIT Alternative Investments GmbH Futures Portfolio -0.31 2,000k 6/1/1998 113 Altradis Capital AG AlphAlgo -0.31 100k 5/1/2007 112 Hyman Beck and Company Global Portfolio -0.20 1,000k 3/1/1991 111 Trigon Investment Advisors, LLC Discretionary Macro Program -0.10 10,000k 8/1/2007 109 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 108 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 107 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 110 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 106 Mobius Asset Management Diversified Program 0.01 250k 3/1/2004 105 Robinson-Langley Capital Management, LLC Managed Account Program 0.03 200k 1/1/2007 104 Molinero Capital Management LLP Global Markets Program 0.05 2,000k 7/1/2005 103 Keck Capital Management LLC The Keck Program 0.19 2,000k 12/1/2003 102 Red Rock Capital, LLC Systematic Global Macro 0.20 500k 9/1/2003 101 Rivoli Fund Management Rivoli International Fund (E) 0.25 5,000k 10/1/1996 100 Rivoli Fund Management Rivoli International Fund (V9) 0.30 5,000k 1/1/2002 99 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.33 200k 11/1/1999 98 Quantica Capital AG Quantica Managed Futures 0.40 10,000k 1/1/2005 97 Romanesco Capital Management B.V Persistence Program 0.46 5,000k 9/1/2005 96 Crabel Capital Management Crabel Multi-Product 0.56 1,000k 3/1/1998 95 Spectrum Asset Management LLC Global Diversified 0.57 2,000k 1/1/2001 94 Auspice Capital Advisors Ltd Auspice Diversified Program 0.71 1,500k 6/1/2007 93 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.72 1,000k 9/1/1997 92 FORT LP Fort Global Diversified 0.76 2,000k 3/1/2002 91 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.79 1k 10/1/2006 90 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.03 1,000k 3/1/1998 89 Wavefront Global Asset Management IMFC Global Investment Program 1.07 2,000k 2/1/2007 88 Manning & Napier MN Xenon Managed Futures (2x) Program 1.15 5,000k 6/1/2006 87 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.28 75k 6/1/2007 86 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.30 1,000k 5/1/2006 85 Future Trade AG Thales Swing Trading Programme 1.33 250k 6/1/2007 84 Gladius Asset Management Fulham Program 1.42 2,000k 1/1/2008 83 Millburn Ridgefield Corporation Diversified Program 1.43 20,000k 2/1/1977 82 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.49 500k 1/1/2006 81 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.61 100k 1/1/2005 80 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.67 100k 11/1/1984 79 EMC Capital Advisors, LLC Classic 1.70 5,000k 1/1/1985 78 Eckhardt Trading Company Evolution Strategies 1.70 20,000k 8/1/1991 77 Quantmetrics Capital Management LLP Directional 10V Strategy 1.77 10,000k 1/1/2007 76 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.90 1,000k 10/1/2006 75 Haar Capital Management Discretionary Commodity Trading Program 1.92 250k 12/1/2005 74 Eckhardt Trading Company Evolution Strategies 1.2X 1.96 10,000k 10/1/1991 73 Winton Capital Management Diversified 1.99 50,000k 10/1/1997 72 QCM Global Diversified Programme 2.00 500k 12/1/1995 71 Estlander & Partners Alpha Trend 2.02 30,000k 10/1/1991 70 Tactical Investment Management Tactical Institutional Commodity Program 2.05 10,000k 4/1/1993 69 Transtrend B.V. DTP – Standard Risk (EUR) 2.05 10,000k 2/1/1999 68 Chesapeake Capital Diversified (LV) 2.07 100k 2/1/1988 67 IKOS The IKOS Hedge Fund 2.09 10,000k 7/1/1998 66 Auctos Capital Management Auctos Global Diversified 2.10 3,000k 11/1/2007 65 Blackwater Capital Management Global Program 2.14 5,000k 7/1/2005 64 Millburn Ridgefield Corporation Multi-Markets Program 2.31 25,000k 10/1/2004 63 Saxon Investment Corporation Diversified Program 2.33 3,000k 9/1/1988 62 HB Capital Management Inc. Diversified Program 2.34 50k 3/1/2008 61 John Locke Investments Cyril Systematic Program 2.44 8,000k 7/1/2000 60 Northfield Trading Diversified 2.54 2,000k 7/1/1989 59 Wimmer Horizon LLP Managed Account 2.60 5,000k 5/1/2005 58 ISAM ISAM Systematic Trend Fund 2.63 1,000k 6/1/2001 57 Xplor Capital Management, LLC Global CTA Program 2.65 1,500k 7/1/2004 56 Rotella Capital Management Rotella Orion (Short-Term) Program 2.80 10,000k 3/1/2006 55 Covenant Capital Management Original Program 2.84 5,000k 9/1/1999 54 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.95 1/1/1989 53 Beryl Investment Group LLC Nominal Discretionary System 3.02 50k 7/1/2007 52 Endeavour Capital LLP Endeavour Pembroke 3.14 2,000k 7/1/2007 51 Millburn Ridgefield Corporation Commodity Program 3.22 25,000k 3/1/2005 50 Alee Capital Management, LLC Poniente Program 3.26 2,500k 1/1/1999 49 Transtrend B.V. DTP – Enhanced Risk (USD) 3.28 10,000k 1/1/1995 48 Revolution Capital Management Alpha Fund 3.33 50k 1/1/2005 47 Revolution Capital Management Alpha Program 3.34 5,000k 6/1/2007 46 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.41 10,000k 8/1/2004 45 Lynx Asset Management AB Lynx Program 3.45 75k 5/1/2000 44 Rho Asset Management Rho Altius 1XL Program 3.51 5,000k 11/1/2007 43 Amplitude Capital International Limited Dynamic Strategy 3.51 6/1/2005 42 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.54 10,000k 8/1/1999 41 Emil van Essen EvE Systematic Global Opportunities 3.56 1,000k 9/1/2007 40 Rotella Capital Management Rotella Polaris Program (Diversified) 3.57 10,000k 1/1/1991 39 Conquest Capital Group Conquest Select 3.62 250k 6/1/2004 38 AllMountain Capital AG Mount Denali Global Trends 3.70 160k 7/1/2007 37 Non Correlated Capital Positive Theta Program 3.75 250k 10/1/2007 36 John Locke Investments JL Commodity Long Flat Program 3.77 5,000k 12/1/2007 35 Covenant Capital Management Aggressive Program 3.83 3,000k 2/1/2004 34 Saxon Investment Corporation Aggressive Diversified Program 3.93 2,000k 11/1/1993 33 Mark J. Walsh Company Standard Program 3.98 2,000k 9/1/1985 32 Welton Investment Partners Welton Global 4.02 10,000k 6/1/2004 31 Non Correlated Capital Positive Theta Fund 4.11 50k 10/1/2007 30 Rabar Market Research Diversified Program 4.42 2,000k 1/1/1989 29 Hawksbill Capital Management Global Diversified 4.57 5,000k 11/1/1988 28 Somers Brothers Capital Diversified Futures Program #1 4.72 100k 1/1/2005 27 Futures Truth Company, FTC-CTA MS4 4.82 250k 10/1/2007 26 Dendrich Ltd QEP 4.87 50k 12/1/2005 25 Commodity Strategies AG CSAG Active Long Short Commodity Program 5.15 5,000k 10/1/2007 24 Superfund Group Superfund Green L.P. Series A 5.21 5k 10/1/2002 23 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.35 100k 5/1/1999 22 Superfund Group Superfund Blue SPC Class A (Gold) 5.38 50k 12/1/2007 21 Clarke Capital Management Worldwide 5.42 250k 1/1/1996 20 Superfund Group Superfund Blue SPC Class A (EUR) 5.75 50k 4/1/2005 19 Quantitative Investment Management Quantitative Global Program 5.78 20,000k 10/1/2003 18 Kelly Angle Inc. Genesis Program 6.22 2,000k 4/1/2000 17 Superfund Group Superfund Green Q-AG 6.52 2k 3/1/1996 16 Superfund Group Superfund Green L.P. Series B 7.33 5k 10/1/2002 15 Parizek Capital Futures Trading Program 7.35 500k 4/1/2000 14 DUNN Capital Management D'Best Futures Fund, L.P. 7.36 100k 6/1/1994 13 Drury Capital Diversified Trend-Following Program 7.44 5,000k 5/1/1997 12 Clarke Capital Management Jupiter 7.67 3,000k 5/1/2005 11 Dominion Capital Sapphire Program 7.80 3,000k 5/1/2005 10 AIS Capital Management, L.P. MAAP (2x-4x) Composite 8.17 3,000k 10/1/1992 9 Superfund Group Superfund Green Gold A (SPC) 9.03 5k 10/1/2005 8 Superfund Group Superfund Green GCT USD 9.51 15k 1/1/2000 7 Clarke Capital Management Millennium 11.93 1,000k 1/1/1998 6 AIS Capital Management, L.P. MAAP (3x-6x) Composite 11.96 2,000k 7/1/1992 5 Emil van Essen Spread Trading Program 12.30 5,000k 12/1/2006 4 Superfund Group Superfund Green Gold B (SPC) 12.52 50k 10/1/2005 3 Revolution Capital Management Mosaic Program 12.66 10,000k 10/1/2006 2 Superfund Group Superfund Green Master 16.29 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 16.53 100k 10/1/2005 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.