Diversified Trader Index For November 2009 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 Nov 2009 Min Inv Inception 177 Amplitude Capital International Limited Dynamic Strategy -8.53 6/1/2005 176 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -5.50 10k 7/1/2005 175 White Indian Trading Co. STAIRS (Client) -4.87 250k 5/1/2009 174 White Indian Trading Co. STAIRS - Futures Program (Client) -4.64 250k 10/1/2008 173 Haar Capital Management Discretionary Commodity Trading Program -3.72 250k 12/1/2005 172 Ion Asset Architecture Ion Fund Program -3.51 10,000k 11/1/2007 171 Ion Asset Architecture (Fund Program) Ion Fund -3.51 100k 11/1/2007 170 Claughton Capital ARP Institutional Program -2.72 1,000k 10/1/2005 169 Robust Methods LLC Macro Managed Account -2.60 5,000k 1/1/2005 168 Rosetta Capital Management Macro Program -2.46 50k 1/1/2009 167 Quantum Leap Capital Management Managed Account Program -2.32 300k 8/1/2006 166 Rotella Capital Management Rotella Orion (Short-Term) Program -1.89 10,000k 3/1/2006 165 Conquest Capital Group Conquest Macro -1.60 250k 5/1/1999 164 Crabel Capital Management Crabel Multi-Product -1.59 1,000k 3/1/1998 163 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.20 1,000k 9/1/1997 162 Jaguar Investments Ltd Vario Capital Strategy -1.12 1,000k 5/1/2016 161 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.02 1,000k 3/1/2003 160 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.01 10,000k 8/1/2009 159 AllMountain Capital AG Mount Denali Global Trends -0.92 160k 7/1/2007 158 Romanesco Capital Management B.V Persistence Program -0.87 5,000k 9/1/2005 157 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.45 4,000k 11/1/2008 156 Northfield Trading Diversified -0.12 2,000k 7/1/1989 154 Rabar Market Research Short-Term Program 0.00 2,000k 11/1/2009 155 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 153 Dominion Capital Sapphire Program 0.06 3,000k 5/1/2005 152 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.17 1,000k 9/1/2009 151 Futures Truth Company, FTC-CTA MS4 0.18 250k 10/1/2007 150 Quantmetrics Capital Management LLP Directional 10V Strategy 0.19 10,000k 1/1/2007 149 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.31 1,000k 5/1/2006 148 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 0.31 100k 10/1/2009 147 Mondiale Asset Management Mondiale Trading Program 0.42 0k 9/1/1997 146 Emil van Essen EvE Systematic Global Opportunities 0.43 1,000k 9/1/2007 145 HB Capital Management Inc. Diversified Program 0.47 50k 3/1/2008 144 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.59 100k 3/1/2003 143 Vergho Asset Management LLC Kinematics 0.82 1,000k 11/1/2008 142 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.89 75k 6/1/2007 141 Trigon Investment Advisors, LLC Discretionary Macro Program 0.90 10,000k 8/1/2007 140 OptHedge Advisors LLC Diversified Options & Futures Program 0.93 250k 10/1/2008 139 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.01 1,000k 3/1/1998 138 Superfund Group Superfund Blue SPC Class A (EUR) 1.31 50k 4/1/2005 137 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.32 500k 1/1/2006 136 Transtrend B.V. DTP – Standard Risk (EUR) 1.38 10,000k 2/1/1999 135 Conquest Capital Group Conquest Select 1.43 250k 6/1/2004 134 Estlander & Partners Global Markets 1.46 10,000k 8/1/1999 133 Ancile Capital Management Global Markets Program 1.51 2,000k 4/1/2005 132 Abraham Trading Company Diversified Program 1.55 10,000k 1/1/1988 131 Mobius Asset Management Diversified Program 1.56 250k 3/1/2004 130 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.56 10,000k 8/1/2009 129 Altradis Capital AG AlphAlgo 1.62 100k 5/1/2007 128 Gladius Asset Management Fulham Program 1.83 2,000k 1/1/2008 127 Revolution Capital Management Mosaic Institutional Program 1.88 25,000k 9/1/2009 126 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.03 1k 10/1/2006 125 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.05 1,000k 10/1/2006 124 Transtrend B.V. DTP – Enhanced Risk (USD) 2.11 10,000k 1/1/1995 123 John Locke Investments JL Commodity Long Flat Program 2.12 5,000k 12/1/2007 122 Quantitative Investment Management Quantitative Global Program 2.18 20,000k 10/1/2003 121 Eclipse Capital Management Global Monetary 2.18 5,000k 8/1/1990 120 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.18 10,000k 8/1/2004 119 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.25 10,000k 8/1/1999 118 Molinero Capital Management LLP Global Markets Program 2.33 2,000k 7/1/2005 117 Xplor Capital Management, LLC Global CTA Program 2.35 1,500k 7/1/2004 116 Saxon Investment Corporation Diversified Program 2.38 3,000k 9/1/1988 115 Hyman Beck and Company Global Portfolio 2.47 1,000k 3/1/1991 114 Millburn Ridgefield Corporation Commodity Program 2.47 25,000k 3/1/2005 113 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.51 500k 4/1/2009 112 RAM Management Group RAM MRTP 1X-Conservative 2.52 1,000k 9/1/1993 111 NuWave Investment Management, LLC NuWave Investment Partners LP 2.62 250k 6/1/2001 110 NuWave Investment Management, LLC Combined Futures Portfolio 2.64 5,000k 6/1/2001 109 Emil van Essen Spread Trading Program 2.74 5,000k 12/1/2006 108 IKOS The IKOS Hedge Fund 2.81 10,000k 7/1/1998 107 Estlander & Partners Global XL 2.83 5,000k 8/1/1991 106 IDS Capital IDS F&F Systematic Trading 2.84 50k 7/1/2013 105 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 2.91 1,500k 1/1/2009 104 Beryl Investment Group LLC Nominal Discretionary System 3.00 50k 7/1/2007 103 Robinson-Langley Capital Management, LLC Managed Account Program 3.02 200k 1/1/2007 102 Revolution Capital Management Alpha Fund 3.05 50k 1/1/2005 101 Revolution Capital Management Alpha Program 3.07 5,000k 6/1/2007 100 MERIT Alternative Investments GmbH Futures Portfolio 3.19 2,000k 6/1/1998 99 Estlander & Partners Alpha Trend 3.26 30,000k 10/1/1991 98 Rotella Capital Management Rotella Polaris Program (Diversified) 3.37 10,000k 1/1/1991 97 GT CAPITAL CTA GT CAPITAL CTA 3.44 150k 6/1/2009 96 Manning & Napier MN Xenon Managed Futures (2x) Program 3.51 5,000k 6/1/2006 95 Mobius Asset Management Custom Trading Program 3.66 100k 1/1/2002 94 Endeavour Capital LLP Endeavour Pembroke 3.67 2,000k 7/1/2007 93 EMC Capital Advisors, LLC Classic 3.83 5,000k 1/1/1985 92 Liberty Funds Group, Inc Liberty Wealth Protection Fund 3.93 250k 10/1/2009 91 John Locke Investments Cyril Systematic Program 3.95 8,000k 7/1/2000 90 Red Oak Commodity Advisors Investment Program 4.01 5,000k 12/1/1989 89 Saxon Investment Corporation Aggressive Diversified Program 4.03 2,000k 11/1/1993 88 Rivoli Fund Management Rivoli International Fund (V9) 4.03 5,000k 1/1/2002 87 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.12 100k 8/1/2009 86 Chesapeake Capital Diversified (LV) 4.15 100k 2/1/1988 85 Liberty Funds Group, Inc Liberty Diversified Option Strategy 4.31 750k 1/1/2009 84 Rho Asset Management Rho Altius 1XL Program 4.46 5,000k 11/1/2007 83 Sunrise Capital Partners Sunrise Expanded Diversified Program 4.49 1/1/1989 82 Quantica Capital AG Quantica Managed Futures 4.51 5,000k 1/1/2005 81 Red Rock Capital, LLC Systematic Global Macro 4.54 500k 9/1/2003 80 Amplitude Capital International Limited Klassik Strategy 4.55 1,000k 9/1/2009 79 Millburn Ridgefield Corporation Multi-Markets Program 4.64 25,000k 10/1/2004 78 Commodity Strategies AG CSAG Active Long Short Commodity Program 4.70 5,000k 10/1/2007 77 Revolution Capital Management Mosaic Program 4.75 10,000k 10/1/2006 76 Auctos Capital Management Auctos Global Diversified 4.76 3,000k 11/1/2007 75 Auspice Capital Advisors Ltd Auspice Diversified Program 4.85 1,500k 4/1/2006 74 Welton Investment Partners Welton Global 5.06 10,000k 6/1/2004 73 Millburn Ridgefield Corporation Diversified Program 5.07 20,000k 2/1/1977 72 Winton Capital Management Diversified 5.12 50,000k 10/1/1997 71 GLOBIVEST LLC Alpha Program 5.16 50k 4/1/2009 70 ISAM ISAM Systematic Trend Fund 5.29 1,000k 6/1/2001 69 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 5.32 5,000k 11/1/2012 68 Blackwater Capital Management Global Program 5.48 5,000k 7/1/2005 67 Southwest Managed Investments, LLC Global Diversified 5.58 200k 1/1/2002 66 Spectrum Asset Management LLC Global Diversified 5.87 2,000k 1/1/2001 65 White River Group Diversified Option Writing Strategy 5.88 20k 11/1/2008 64 Rivoli Fund Management Rivoli International Fund (E) 6.14 5,000k 10/1/1996 63 M.S. Capital Management Global Diversified Program 6.21 2,000k 11/1/1998 62 Mark J. Walsh Company Standard Program 6.42 2,000k 9/1/1985 61 Drury Capital Diversified Trend-Following Program 6.48 5,000k 5/1/1997 60 Crabel Capital Management WPD Crabel Futures Program 6.49 1,000k 7/1/2008 59 FORT LP Fort Global Contrarian 6.54 2,000k 10/1/2002 58 Di Tomasso Group Inc. Equilibrium Program 6.62 5,000k 1/1/2002 57 Eckhardt Trading Company Evolution Strategies 6.74 20,000k 8/1/1991 56 Clarke Capital Management Worldwide 6.90 250k 1/1/1996 55 Rabar Market Research Diversified Program 7.03 2,000k 1/1/1989 54 RAM Management Group MRTP Aggressive 7.26 1,000k 2/1/1998 53 Clarke Capital Management FX Plus 7.27 1,000k 5/1/2004 52 Parizek Capital Futures Trading Program 7.35 500k 4/1/2000 51 Wavefront Global Asset Management IMFC Global Concentrated 7.44 500k 4/1/2009 50 Wimmer Horizon LLP Managed Account 7.62 5,000k 5/1/2005 49 Lynx Asset Management AB Lynx Program 7.71 75k 5/1/2000 48 Alee Capital Management, LLC Mistral Program 7.79 2,500k 1/1/1999 47 Clarke Capital Management Millennium 8.08 1,000k 1/1/1998 46 Eckhardt Trading Company Evolution Strategies 1.2X 8.14 10,000k 10/1/1991 45 Covenant Capital Management Original Program 8.14 5,000k 9/1/1999 44 Dendrich Ltd QEP 8.28 50k 12/1/2005 43 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 8.43 100k 1/1/2005 42 Dreiss Research Corporation Diversified Program 8.47 1,000k 5/1/1991 41 QCM Global Diversified Programme 8.71 500k 12/1/1995 40 Wavefront Global Asset Management IMFC Global Investment Program 8.77 2,000k 2/1/2007 39 FORT LP Fort Global Diversified 8.80 2,000k 10/1/1993 38 Briarwood Capital Management, Inc. Diversified Trading Program 8.87 3,000k 7/1/2001 37 Future Trade AG Thales Swing Trading Programme 9.09 250k 6/1/2007 36 Insignia Managed Capital Medallion 9.25 50k 2/1/2009 35 Non Correlated Capital Positive Theta Program 10.30 250k 10/1/2007 34 Estlander & Partners Alpha Trend II - Class P 10.36 100k 12/1/2008 33 Tactical Investment Management Tactical Institutional Commodity Program 10.46 10,000k 4/1/1993 32 DUNN Capital Management DUNN Combined Fund (DCF) 10.68 100k 5/1/1989 31 Mulvaney Capital Management The Mulvaney Global Markets Fund 10.70 100k 5/1/1999 30 FRP CAPITAL LLC FRP125+ 10.84 125k 1/1/2010 29 DUNN Capital Management World Monetary and Agriculture Program (WMA) 11.00 100k 11/1/1984 28 DUNN Capital Management D'Best Futures Fund, L.P. 11.12 100k 6/1/1994 27 Insignia Managed Capital Epoch3 11.25 20k 7/1/2009 26 Covenant Capital Management Aggressive Program 12.29 3,000k 2/1/2004 25 Keck Capital Management LLC The Keck Program 12.42 2,000k 12/1/2003 24 Non Correlated Capital Positive Theta Fund 12.59 50k 10/1/2007 23 Clarke Capital Management Jupiter 12.94 3,000k 5/1/2005 22 Superfund Group Superfund Blue SPC Class A (Gold) 13.00 50k 12/1/2007 21 Somers Brothers Capital Diversified Futures Program #1 13.07 100k 1/1/2005 20 Clarke Capital Management Global Basic 13.46 50k 2/1/1996 19 Superfund Group Superfund Green L.P. Series A 13.93 5k 10/1/2002 18 Alee Capital Management, LLC Poniente Program 14.03 2,500k 1/1/1999 17 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 14.38 200k 11/1/1999 16 AIS Capital Management, L.P. MAAP (2x-4x) Composite 14.61 3,000k 10/1/1992 15 Superfund Group Superfund Green Q-AG 14.99 2k 3/1/1996 14 Kelly Angle Inc. Genesis Program 15.24 2,000k 4/1/2000 13 Briarwood Capital Management, Inc. Diversified 2XL 17.21 250k 11/1/2004 12 Clarke Capital Management Global Magnum 19.06 100k 8/1/1997 11 Superfund Group Superfund Green Gold L.P. Series A-1 20.03 5k 4/1/2009 10 Hawksbill Capital Management Global Diversified 20.91 5,000k 11/1/1988 9 Superfund Group Superfund Green GCT USD 22.02 15k 1/1/2000 8 Superfund Group Superfund Green L.P. Series B 22.10 5k 10/1/2002 7 AIS Capital Management, L.P. MAAP (3x-6x) Composite 22.96 2,000k 7/1/1992 6 Superfund Group Superfund Green Gold A (SPC) 26.74 5k 10/1/2005 5 Purple Valley Capital, Inc. Diversified Trend 1 27.13 100k 8/1/2008 4 Superfund Group Superfund Green Master 27.97 2,000k 5/1/2001 3 Superfund Group Superfund Green Gold B (SPC) 33.20 50k 10/1/2005 2 Superfund Group Superfund Green Gold L.P. Series B-1 33.75 5k 4/1/2009 1 Superfund Group Superfund Green Gold C (SPC) 39.77 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.