Diversified Trader Index For September 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 Sep 2008 Min Inv Inception 147 Dendrich Ltd QEP -29.04 50k 12/1/2005 146 AIS Capital Management, L.P. MAAP (3x-6x) Composite -20.05 2,000k 7/1/1992 145 AIS Capital Management, L.P. MAAP (2x-4x) Composite -12.81 3,000k 10/1/1992 144 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -11.64 10k 7/1/2005 143 Rotella Capital Management Rotella Polaris Program (Diversified) -10.81 10,000k 1/1/1991 142 IKOS The IKOS Hedge Fund -9.17 10,000k 7/1/1998 141 QCM Global Diversified Programme -8.43 500k 12/1/1995 140 Rotella Capital Management Rotella Orion (Short-Term) Program -7.70 10,000k 3/1/2006 139 Chesapeake Capital Diversified (LV) -7.20 100k 2/1/1988 138 Non Correlated Capital Positive Theta Fund -5.01 50k 10/1/2007 137 Non Correlated Capital Positive Theta Program -4.18 250k 10/1/2007 136 Estlander & Partners Alpha Trend -3.74 30,000k 10/1/1991 135 Haar Capital Management Discretionary Commodity Trading Program -3.34 250k 12/1/2005 134 Endeavour Capital LLP Endeavour Pembroke -3.30 2,000k 7/1/2007 133 Emil van Essen EvE Systematic Global Opportunities -3.08 1,000k 9/1/2007 132 Auctos Capital Management Auctos Global Diversified -2.97 3,000k 11/1/2007 131 Estlander & Partners Global XL -2.42 5,000k 8/1/1991 130 Quantmetrics Capital Management LLP Directional 10V Strategy -2.24 10,000k 1/1/2007 129 Di Tomasso Group Inc. Equilibrium Program -2.22 5,000k 1/1/2002 128 Rabar Market Research Diversified Program -2.03 2,000k 1/1/1989 127 Claughton Capital ARP Institutional Program -2.01 1,000k 10/1/2005 126 Altradis Capital AG AlphAlgo -1.96 100k 5/1/2007 125 Mark J. Walsh Company Standard Program -1.71 2,000k 9/1/1985 124 John Locke Investments JL Commodity Long Flat Program -1.65 5,000k 12/1/2007 123 Beryl Investment Group LLC Nominal Discretionary System -1.59 50k 7/1/2007 122 Mobius Asset Management Diversified Program -1.56 250k 3/1/2004 121 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.45 100k 3/1/2003 120 Rho Asset Management Rho Altius 1XL Program -1.37 5,000k 11/1/2007 119 Ancile Capital Management Global Markets Program -1.26 2,000k 4/1/2005 118 Mobius Asset Management Custom Trading Program -1.24 100k 1/1/2002 117 Kelly Angle Inc. Genesis Program -1.19 2,000k 4/1/2000 116 Tactical Investment Management Tactical Institutional Commodity Program -1.15 10,000k 4/1/1993 115 Estlander & Partners Global Markets -1.14 10,000k 8/1/1999 114 Spectrum Asset Management LLC Global Diversified -1.09 2,000k 1/1/2001 113 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.08 1,000k 10/1/2006 112 Jaguar Investments Ltd Vario Capital Strategy -1.03 1,000k 5/1/2016 111 Quantica Capital AG Quantica Managed Futures -1.00 10,000k 1/1/2005 110 Saxon Investment Corporation Aggressive Diversified Program -0.76 2,000k 11/1/1993 109 Conquest Capital Group Conquest Select -0.55 250k 6/1/2004 108 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.54 1,000k 3/1/1998 107 John Locke Investments Cyril Systematic Program -0.51 8,000k 7/1/2000 106 AllMountain Capital AG Mount Denali Global Trends -0.48 160k 7/1/2007 105 Winton Capital Management Diversified -0.41 50,000k 10/1/1997 104 Saxon Investment Corporation Diversified Program -0.34 3,000k 9/1/1988 103 Xplor Capital Management, LLC Global CTA Program -0.31 1,500k 7/1/2004 102 HB Capital Management Inc. Diversified Program -0.17 50k 3/1/2008 101 RAM Management Group MRTP Aggressive -0.13 1,000k 2/1/1998 100 Northfield Trading Diversified -0.10 2,000k 7/1/1989 99 RAM Management Group RAM MRTP 1X-Conservative -0.07 1,000k 9/1/1993 98 Superfund Group Superfund Green L.P. Series A -0.07 5k 10/1/2002 97 Gladius Asset Management Fulham Program -0.02 2,000k 1/1/2008 96 Clarke Capital Management FX Plus -0.02 1,000k 5/1/2004 94 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 93 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 95 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 92 Covenant Capital Management Original Program 0.09 5,000k 9/1/1999 91 Briarwood Capital Management, Inc. Diversified Trading Program 0.25 3,000k 7/1/2001 90 Robust Methods LLC Macro Managed Account 0.42 5,000k 1/1/2005 89 Superfund Group Superfund Green L.P. Series B 0.46 5k 10/1/2002 88 Molinero Capital Management LLP Global Markets Program 0.51 2,000k 7/1/2005 87 Briarwood Capital Management, Inc. Diversified 2XL 0.58 250k 11/1/2004 86 Red Oak Commodity Advisors Investment Program 0.62 5,000k 12/1/1989 85 FORT LP Fort Global Diversified 0.63 2,000k 3/1/2002 84 Purple Valley Capital, Inc. Diversified Trend 1 0.78 100k 8/1/2008 83 Covenant Capital Management Aggressive Program 0.80 3,000k 2/1/2004 82 Superfund Group Superfund Blue SPC Class A (EUR) 0.81 50k 4/1/2005 81 Robinson-Langley Capital Management, LLC Managed Account Program 0.90 200k 1/1/2007 80 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.02 100k 11/1/1984 79 Welton Investment Partners Welton Global 1.05 10,000k 6/1/2004 78 Trigon Investment Advisors, LLC Discretionary Macro Program 1.24 10,000k 8/1/2007 77 Clarke Capital Management Global Magnum 1.53 100k 8/1/1997 76 FORT LP Fort Global Contrarian 1.62 2,000k 10/1/2002 75 Rivoli Fund Management Rivoli International Fund (V9) 1.78 5,000k 1/1/2002 74 Manning & Napier MN Xenon Managed Futures (2x) Program 1.84 5,000k 6/1/2006 73 Ion Asset Architecture Ion Fund Program 1.90 10,000k 11/1/2007 72 Ion Asset Architecture (Fund Program) Ion Fund 1.93 100k 11/1/2007 71 Millburn Ridgefield Corporation Commodity Program 1.93 25,000k 3/1/2005 70 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.97 1,000k 5/1/2006 69 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.07 1/1/1989 68 Rivoli Fund Management Rivoli International Fund (E) 2.24 5,000k 10/1/1996 67 MERIT Alternative Investments GmbH Futures Portfolio 2.45 2,000k 6/1/1998 66 Revolution Capital Management Alpha Program 2.51 5,000k 6/1/2007 65 Dominion Capital Sapphire Program 2.51 3,000k 5/1/2005 64 Revolution Capital Management Alpha Fund 2.58 50k 1/1/2005 63 Superfund Group Superfund Green Q-AG 2.59 2k 3/1/1996 62 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.68 1k 10/1/2006 61 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 60 Lynx Asset Management AB Lynx Program 2.71 75k 5/1/2000 59 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.74 1,000k 9/1/1997 58 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.94 500k 1/1/2006 57 Romanesco Capital Management B.V Persistence Program 2.98 5,000k 9/1/2005 56 Eckhardt Trading Company Evolution Strategies 1.2X 3.09 10,000k 10/1/1991 55 Quantitative Investment Management Quantitative Global Program 3.10 20,000k 10/1/2003 54 Millburn Ridgefield Corporation Diversified Program 3.20 20,000k 2/1/1977 53 Red Rock Capital, LLC Systematic Global Macro 3.23 500k 9/1/2003 52 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.38 75k 6/1/2007 51 Alee Capital Management, LLC Mistral Program 3.73 2,500k 1/1/1999 50 Emil van Essen Spread Trading Program 3.75 5,000k 12/1/2006 49 Commodity Strategies AG CSAG Active Long Short Commodity Program 3.80 5,000k 10/1/2007 48 Transtrend B.V. DTP – Standard Risk (EUR) 3.82 10,000k 2/1/1999 47 Futures Truth Company, FTC-CTA MS4 4.07 250k 10/1/2007 46 Wavefront Global Asset Management IMFC Global Investment Program 4.26 2,000k 2/1/2007 45 Clarke Capital Management Global Basic 4.26 50k 2/1/1996 44 Millburn Ridgefield Corporation Multi-Markets Program 4.35 25,000k 10/1/2004 43 Eclipse Capital Management Global Monetary 4.38 5,000k 8/1/1990 42 Crabel Capital Management Crabel Multi-Product 4.75 1,000k 3/1/1998 41 Transtrend B.V. DTP – Enhanced Risk (JPY) 4.77 10,000k 8/1/2004 40 DUNN Capital Management D'Best Futures Fund, L.P. 4.85 100k 6/1/1994 39 Superfund Group Superfund Green GCT USD 4.87 15k 1/1/2000 38 Transtrend B.V. DTP – Enhanced Risk (USD) 4.95 10,000k 1/1/1995 37 Dreiss Research Corporation Diversified Program 5.00 1,000k 5/1/1991 36 Clarke Capital Management Millennium 5.01 1,000k 1/1/1998 35 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.11 100k 1/1/2005 34 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.35 10,000k 8/1/1999 33 Clarke Capital Management Jupiter 5.53 3,000k 5/1/2005 32 Abraham Trading Company Diversified Program 5.55 10,000k 1/1/1988 31 Superfund Group Superfund Green Gold A (SPC) 5.58 5k 10/1/2005 30 Alee Capital Management, LLC Poniente Program 5.74 2,500k 1/1/1999 29 EMC Capital Advisors, LLC Classic 5.80 5,000k 1/1/1985 28 Superfund Group Superfund Green Gold B (SPC) 6.06 50k 10/1/2005 27 Hawksbill Capital Management Global Diversified 6.11 5,000k 11/1/1988 26 DUNN Capital Management DUNN Combined Fund (DCF) 6.31 100k 5/1/1989 25 Superfund Group Superfund Green Gold C (SPC) 6.70 100k 10/1/2005 24 Wimmer Horizon LLP Managed Account 6.84 5,000k 5/1/2005 23 Auspice Auspice Diversified Program 6.86 1,500k 6/1/2007 22 Revolution Capital Management Mosaic Program 6.97 10,000k 10/1/2006 21 Blackwater Capital Management Global Program 8.23 5,000k 7/1/2005 20 Conquest Capital Group Conquest Macro 8.50 250k 5/1/1999 19 Superfund Group Superfund Green Master 8.93 2,000k 5/1/2001 18 Superfund Group Superfund Blue SPC Class A (Gold) 8.97 50k 12/1/2007 17 Clarke Capital Management Worldwide 9.15 250k 1/1/1996 16 ISAM ISAM Systematic Trend Fund 9.63 1,000k 6/1/2001 15 Southwest Managed Investments, LLC Global Diversified 9.74 200k 1/1/2002 14 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 9.96 200k 11/1/1999 13 Keck Capital Management LLC The Keck Program 10.26 2,000k 12/1/2003 12 NuWave Investment Management, LLC NuWave Investment Partners LP 10.75 250k 6/1/2001 11 NuWave Investment Management, LLC Combined Futures Portfolio 10.87 5,000k 6/1/2001 10 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 10.99 10,000k 3/1/2003 9 Quantum Leap Capital Management Managed Account Program 11.19 300k 8/1/2006 8 Hyman Beck and Company Global Portfolio 11.52 1,000k 3/1/1991 7 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.58 100k 5/1/1999 6 Crabel Capital Management WPD Crabel Futures Program 12.93 1,000k 7/1/2008 5 Amplitude Capital International Limited Dynamic Strategy 14.48 6/1/2005 4 Parizek Capital Futures Trading Program 14.68 500k 4/1/2000 3 Somers Brothers Capital Diversified Futures Program #1 15.01 100k 1/1/2005 2 Future Trade AG Thales Swing Trading Programme 15.41 250k 6/1/2007 1 Drury Capital Diversified Trend-Following Program 16.95 5,000k 5/1/1997 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.