Diversified Trader Index For January 2009 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 Jan 2009 Min Inv Inception 158 AIS Capital Management, L.P. MAAP (3x-6x) Composite -12.39 2,000k 7/1/1992 157 Purple Valley Capital, Inc. Diversified Trend 1 -12.39 100k 8/1/2008 156 Estlander & Partners Alpha Trend II - Class P -9.53 100k 12/1/2008 155 RAM Management Group MRTP Aggressive -8.48 1,000k 2/1/1998 154 Clarke Capital Management FX Plus -8.03 1,000k 5/1/2004 153 Quantum Leap Capital Management Managed Account Program -8.00 300k 8/1/2006 152 Revolution Capital Management Mosaic Program -7.91 10,000k 10/1/2006 151 Future Trade AG Thales Swing Trading Programme -7.68 250k 6/1/2007 150 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.43 3,000k 10/1/1992 149 Kelly Angle Inc. Genesis Program -6.68 2,000k 4/1/2000 148 DUNN Capital Management D'Best Futures Fund, L.P. -6.27 100k 6/1/1994 147 QCM Global Diversified Programme -6.15 500k 12/1/1995 146 Southwest Managed Investments, LLC Global Diversified -5.54 200k 1/1/2002 145 Clarke Capital Management Millennium -5.20 1,000k 1/1/1998 144 Mark J. Walsh Company Standard Program -5.07 2,000k 9/1/1985 143 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.60 100k 3/1/2003 142 Alee Capital Management, LLC Poniente Program -4.49 2,500k 1/1/1999 141 DUNN Capital Management DUNN Combined Fund (DCF) -4.26 100k 5/1/1989 140 Clarke Capital Management Worldwide -4.22 250k 1/1/1996 139 Alee Capital Management, LLC Mistral Program -4.15 2,500k 1/1/1999 138 Eclipse Capital Management Global Monetary -3.82 5,000k 8/1/1990 137 Clarke Capital Management Jupiter -3.77 3,000k 5/1/2005 136 Claughton Capital ARP Institutional Program -3.77 1,000k 10/1/2005 135 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.60 100k 1/1/2005 134 Parizek Capital Futures Trading Program -3.53 500k 4/1/2000 133 Somers Brothers Capital Diversified Futures Program #1 -3.48 100k 1/1/2005 132 Di Tomasso Group Inc. Equilibrium Program -3.23 5,000k 1/1/2002 131 John Locke Investments JL Commodity Long Flat Program -3.21 5,000k 12/1/2007 130 Robust Methods LLC Macro Managed Account -3.09 5,000k 1/1/2005 129 Estlander & Partners Alpha Trend -3.02 30,000k 10/1/1991 128 RAM Management Group RAM MRTP 1X-Conservative -2.81 1,000k 9/1/1993 127 Xplor Capital Management, LLC Global CTA Program -2.49 1,500k 7/1/2004 126 FORT LP Fort Global Contrarian -2.48 2,000k 10/1/2002 125 Rho Asset Management Rho Altius 1XL Program -2.41 5,000k 11/1/2007 124 Conquest Capital Group Conquest Select -2.30 250k 6/1/2004 123 Welton Investment Partners Welton Global -2.30 10,000k 6/1/2004 122 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.25 5,000k 11/1/2012 121 Robinson-Langley Capital Management, LLC Managed Account Program -2.05 200k 1/1/2007 120 EMC Capital Advisors, LLC Classic -1.90 5,000k 1/1/1985 119 Lynx Asset Management AB Lynx Program -1.90 75k 5/1/2000 118 Drury Capital Diversified Trend-Following Program -1.82 5,000k 5/1/1997 117 Eckhardt Trading Company Evolution Strategies 1.2X -1.60 10,000k 10/1/1991 116 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.41 1/1/1989 115 Eckhardt Trading Company Evolution Strategies -1.38 20,000k 8/1/1991 114 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.28 200k 11/1/1999 113 Revolution Capital Management Alpha Program -1.27 5,000k 6/1/2007 112 ISAM ISAM Systematic Trend Fund -1.25 1,000k 6/1/2001 111 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.25 4,000k 11/1/2008 110 Ancile Capital Management Global Markets Program -1.23 2,000k 4/1/2005 109 Rabar Market Research Diversified Program -1.20 2,000k 1/1/1989 108 AllMountain Capital AG Mount Denali Global Trends -1.17 160k 7/1/2007 107 Jaguar Investments Ltd Vario Capital Strategy -1.14 1,000k 5/1/2016 106 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.10 75k 6/1/2007 105 Gladius Asset Management Fulham Program -1.07 2,000k 1/1/2008 104 FORT LP Fort Global Diversified -1.00 2,000k 3/1/2002 103 John Locke Investments Cyril Systematic Program -0.96 8,000k 7/1/2000 102 Wavefront Global Asset Management IMFC Global Investment Program -0.88 2,000k 2/1/2007 101 MERIT Alternative Investments GmbH Futures Portfolio -0.82 2,000k 6/1/1998 100 Mobius Asset Management Custom Trading Program -0.79 100k 1/1/2002 99 Dreiss Research Corporation Diversified Program -0.76 1,000k 5/1/1991 98 Quantica Capital AG Quantica Managed Futures -0.74 10,000k 1/1/2005 97 Abraham Trading Company Diversified Program -0.74 10,000k 1/1/1988 96 Trigon Investment Advisors, LLC Discretionary Macro Program -0.69 10,000k 8/1/2007 95 Blackwater Capital Management Global Program -0.67 5,000k 7/1/2005 94 Revolution Capital Management Alpha Fund -0.62 50k 1/1/2005 93 Auspice Auspice Diversified Program -0.61 1,500k 6/1/2007 92 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.58 1k 10/1/2006 91 Hawksbill Capital Management Global Diversified -0.53 5,000k 11/1/1988 90 Briarwood Capital Management, Inc. Diversified 2XL -0.50 250k 11/1/2004 89 Haar Capital Management Discretionary Commodity Trading Program -0.42 250k 12/1/2005 88 Millburn Ridgefield Corporation Commodity Program -0.42 25,000k 3/1/2005 87 Briarwood Capital Management, Inc. Diversified Trading Program -0.29 3,000k 7/1/2001 86 Transtrend B.V. DTP – Enhanced Risk (USD) -0.27 10,000k 1/1/1995 85 Quantmetrics Capital Management LLP Directional 10V Strategy -0.27 10,000k 1/1/2007 84 Superfund Group Superfund Blue SPC Class A (EUR) -0.24 50k 4/1/2005 83 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.24 10,000k 8/1/1999 82 Transtrend B.V. DTP – Standard Risk (EUR) -0.21 10,000k 2/1/1999 81 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.18 10,000k 8/1/2004 80 Spectrum Asset Management LLC Global Diversified -0.13 2,000k 1/1/2001 79 NuWave Investment Management, LLC NuWave Investment Partners LP -0.06 250k 6/1/2001 78 Vergho Asset Management LLC Kinematics -0.05 1,000k 11/1/2008 77 Rivoli Fund Management Rivoli International Fund (E) -0.05 5,000k 10/1/1996 76 NuWave Investment Management, LLC Combined Futures Portfolio -0.02 5,000k 6/1/2001 69 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 68 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 72 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 70 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 71 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.00 750k 1/1/2009 73 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.00 1,500k 1/1/2009 75 FRP CAPITAL LLC FRP125+ 0.00 125k 1/1/2010 74 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 67 Rivoli Fund Management Rivoli International Fund (V9) 0.04 5,000k 1/1/2002 66 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.04 5,000k 10/1/2007 65 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.09 10,000k 3/1/2003 64 Hyman Beck and Company Global Portfolio 0.15 1,000k 3/1/1991 63 Millburn Ridgefield Corporation Multi-Markets Program 0.20 25,000k 10/1/2004 62 Rotella Capital Management Rotella Polaris Program (Diversified) 0.20 10,000k 1/1/1991 61 Millburn Ridgefield Corporation Diversified Program 0.20 20,000k 2/1/1977 60 Tactical Investment Management Tactical Institutional Commodity Program 0.30 10,000k 4/1/1993 59 Superfund Group Superfund Green L.P. Series A 0.35 5k 10/1/2002 58 Clarke Capital Management Global Magnum 0.41 100k 8/1/1997 57 Northfield Trading Diversified 0.50 2,000k 7/1/1989 56 Chesapeake Capital Diversified (LV) 0.50 100k 2/1/1988 55 Endeavour Capital LLP Endeavour Pembroke 0.50 2,000k 7/1/2007 54 Auctos Capital Management Auctos Global Diversified 0.52 3,000k 11/1/2007 53 Saxon Investment Corporation Diversified Program 0.55 3,000k 9/1/1988 52 Keck Capital Management LLC The Keck Program 0.55 2,000k 12/1/2003 51 OptHedge Advisors LLC Diversified Options & Futures Program 0.63 250k 10/1/2008 50 Wimmer Horizon LLP Managed Account 0.66 5,000k 5/1/2005 49 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.74 1,000k 9/1/1997 48 Superfund Group Superfund Green GCT USD 0.76 15k 1/1/2000 47 Mobius Asset Management Diversified Program 0.80 250k 3/1/2004 46 Superfund Group Superfund Green Q-AG 0.82 2k 3/1/1996 45 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.89 100k 11/1/1984 44 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.92 1,000k 3/1/1998 43 Winton Capital Management Diversified 0.99 50,000k 10/1/1997 42 Estlander & Partners Global Markets 0.99 10,000k 8/1/1999 41 Superfund Group Superfund Green L.P. Series B 1.01 5k 10/1/2002 40 Molinero Capital Management LLP Global Markets Program 1.02 2,000k 7/1/2005 39 Saxon Investment Corporation Aggressive Diversified Program 1.08 2,000k 11/1/1993 38 Clarke Capital Management Global Basic 1.11 50k 2/1/1996 37 Superfund Group Superfund Green Master 1.35 2,000k 5/1/2001 36 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.58 1,000k 10/1/2006 35 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.60 100k 5/1/1999 34 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.72 1,000k 5/1/2006 33 Manning & Napier MN Xenon Managed Futures (2x) Program 1.78 5,000k 6/1/2006 32 Red Rock Capital, LLC Systematic Global Macro 1.88 500k 9/1/2003 31 Covenant Capital Management Original Program 1.93 5,000k 9/1/1999 30 Estlander & Partners Global XL 1.97 5,000k 8/1/1991 29 Altradis Capital AG AlphAlgo 2.03 100k 5/1/2007 28 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.08 500k 1/1/2006 27 Red Oak Commodity Advisors Investment Program 2.25 5,000k 12/1/1989 26 Amplitude Capital International Limited Dynamic Strategy 2.35 6/1/2005 25 Rotella Capital Management Rotella Orion (Short-Term) Program 2.35 10,000k 3/1/2006 24 White River Group Diversified Option Writing Strategy 2.60 20k 11/1/2008 23 Crabel Capital Management Crabel Multi-Product 2.74 1,000k 3/1/1998 22 Emil van Essen EvE Systematic Global Opportunities 2.90 1,000k 9/1/2007 21 Ion Asset Architecture (Fund Program) Ion Fund 3.10 100k 11/1/2007 20 Ion Asset Architecture Ion Fund Program 3.10 10,000k 11/1/2007 19 IKOS The IKOS Hedge Fund 3.25 10,000k 7/1/1998 18 Covenant Capital Management Aggressive Program 3.27 3,000k 2/1/2004 17 Futures Truth Company, FTC-CTA MS4 3.48 250k 10/1/2007 16 Beryl Investment Group LLC Nominal Discretionary System 3.52 50k 7/1/2007 15 Crabel Capital Management WPD Crabel Futures Program 3.87 1,000k 7/1/2008 14 HB Capital Management Inc. Diversified Program 4.11 50k 3/1/2008 13 Dominion Capital Sapphire Program 4.85 3,000k 5/1/2005 12 Superfund Group Superfund Green Gold A (SPC) 4.98 5k 10/1/2005 11 Romanesco Capital Management B.V Persistence Program 5.01 5,000k 9/1/2005 10 Dendrich Ltd QEP 5.16 50k 12/1/2005 9 Superfund Group Superfund Green Gold B (SPC) 5.32 50k 10/1/2005 8 Superfund Group Superfund Green Gold C (SPC) 5.62 100k 10/1/2005 7 Quantitative Investment Management Quantitative Global Program 5.99 20,000k 10/1/2003 6 Conquest Capital Group Conquest Macro 6.20 250k 5/1/1999 5 Emil van Essen Spread Trading Program 9.33 5,000k 12/1/2006 4 Superfund Group Superfund Blue SPC Class A (Gold) 13.85 50k 12/1/2007 3 Non Correlated Capital Positive Theta Program 18.40 250k 10/1/2007 2 White Indian Trading Co. STAIRS - Futures Program (Client) 19.02 250k 10/1/2008 1 Non Correlated Capital Positive Theta Fund 22.89 50k 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.