Diversified Trader Index For October 2010 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 Oct 2010 Min Inv Inception 191 Insignia Managed Capital Medallion -9.69 50k 2/1/2009 190 Clarke Capital Management Global Magnum -8.10 100k 8/1/1997 189 HB Capital Management Inc. Diversified Program -7.39 50k 3/1/2008 188 Romanesco Capital Management B.V Persistence Program -5.65 5,000k 9/1/2005 187 Dominion Capital Sapphire Program -5.48 3,000k 5/1/2005 186 Clarke Capital Management Global Basic -5.03 50k 2/1/1996 185 RAM Management Group MRTP Aggressive -5.03 1,000k 2/1/1998 184 GT CAPITAL CTA GT CAPITAL CTA -4.74 150k 6/1/2009 183 Liberty Funds Group, Inc Liberty Diversified Option Strategy -4.73 750k 1/1/2009 182 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -4.41 25,000k 3/1/2010 181 AllMountain Capital AG Mount Denali Global Trends -3.42 160k 7/1/2007 180 Vergho Asset Management LLC Kinematics -2.95 1,000k 11/1/2008 179 Conquest Capital Group Conquest Macro -2.62 250k 5/1/1999 178 Ion Asset Architecture (Fund Program) Ion Fund -2.60 100k 11/1/2007 177 Ion Asset Architecture Ion Fund Program -2.60 10,000k 11/1/2007 176 Futures Truth Company, FTC-CTA 200K Options Strategy -2.08 200k 12/1/2009 175 Amplitude Capital International Limited Dynamic Strategy -2.02 6/1/2005 174 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.96 1,000k 5/1/2006 173 Insignia Managed Capital Epoch3 -1.93 20k 7/1/2009 172 RAM Management Group RAM MRTP 1X-Conservative -1.73 1,000k 9/1/1993 171 Mondiale Asset Management Mondiale Trading Program -1.43 0k 9/1/1997 170 Crabel Capital Management Crabel Multi-Product -1.08 1,000k 3/1/1998 169 Endeavour Capital LLP Endeavour Pembroke -0.93 2,000k 7/1/2007 168 Rotella Capital Management Rotella Orion (Short-Term) Program -0.86 10,000k 3/1/2006 167 Emil van Essen EvE Systematic Global Opportunities -0.79 1,000k 9/1/2007 166 FORT LP Fort Global Contrarian -0.72 2,000k 10/1/2002 165 Quantmetrics Capital Management LLP Directional 10V Strategy -0.54 10,000k 1/1/2007 164 Jaguar Investments Ltd Vario Capital Strategy -0.34 1,000k 5/1/2016 163 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.30 4,000k 11/1/2008 162 Northfield Trading Diversified -0.25 2,000k 7/1/1989 161 Robust Methods LLC Macro Managed Account -0.25 5,000k 1/1/2005 160 White Indian Trading Co. STAIRS - Futures Program (Client) -0.22 250k 10/1/2008 159 Emil van Essen Spread Trading Program -0.21 5,000k 12/1/2006 158 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.16 1,500k 1/1/2009 157 White Indian Trading Co. STAIRS (Client) -0.16 250k 5/1/2009 154 Superfund Group Superfund Blue SPC Class A (EUR) 0.00 50k 4/1/2005 155 Global Vista Advisors, LLC Global Vista Options ("GVO") 0.00 50k 10/1/2010 156 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 153 Beryl Investment Group LLC Nominal Discretionary System 0.03 50k 7/1/2007 152 Quantum Leap Capital Management Managed Account Program 0.09 300k 8/1/2006 151 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.30 1,000k 9/1/1997 150 Trigon Investment Advisors, LLC Discretionary Macro Program 0.32 10,000k 8/1/2007 149 FORT LP Fort Global Diversified 0.39 2,000k 10/1/1993 148 Clarke Capital Management FX Plus 0.44 1,000k 5/1/2004 147 IKOS The IKOS Hedge Fund 0.60 10,000k 7/1/1998 146 Futures Truth Company, FTC-CTA MS4 0.65 250k 10/1/2007 145 OptHedge Advisors LLC Diversified Options & Futures Program 0.66 250k 10/1/2008 144 Mobius Asset Management Diversified Program 0.78 250k 3/1/2004 143 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.80 100k 2/1/2010 142 MERIT Alternative Investments GmbH Futures Portfolio 0.85 2,000k 6/1/1998 141 Liberty Funds Group, Inc Liberty Wealth Protection Fund 0.93 250k 10/1/2009 140 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.05 5,000k 6/1/2010 139 Blackwater Capital Management Global Program 1.17 5,000k 7/1/2005 138 Di Tomasso Group Inc. Equilibrium Program 1.20 5,000k 1/1/2002 137 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.32 1k 10/1/2006 136 GLOBIVEST LLC Alpha Program 1.33 50k 4/1/2009 135 IKOS IKOS Futures Fund 1.34 1,000k 2/1/2010 134 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.50 500k 1/1/2006 133 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.54 10,000k 8/1/2009 132 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.66 1,000k 3/1/1998 131 Rivoli Fund Management Rivoli International Fund (V9) 1.79 5,000k 1/1/2002 130 Quantica Capital AG Quantica Managed Futures 1.80 5,000k 1/1/2005 129 Mobius Asset Management Custom Trading Program 1.94 100k 1/1/2002 128 Non Correlated Capital Positive Theta Fund 2.00 50k 10/1/2007 127 Estlander & Partners Global Markets 2.16 10,000k 8/1/1999 126 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.17 1,000k 3/1/2003 125 Briarwood Capital Management, Inc. Diversified Trading Program 2.18 3,000k 7/1/2001 124 Metolius Capital LLC Metolius Diversified 2.22 100k 6/1/2010 123 Transtrend B.V. DTP – Standard Risk (EUR) 2.41 10,000k 2/1/1999 122 Non Correlated Capital Positive Theta Program 2.46 250k 10/1/2007 121 Superfund Group Superfund Blue SPC Class A (Gold) 2.47 50k 12/1/2007 120 Quantitative Investment Management Quantitative Global Program 2.50 20,000k 10/1/2003 119 Winton Capital Management Diversified 2.51 50,000k 10/1/1997 118 Future Trade AG Thales Swing Trading Programme 2.52 250k 6/1/2007 117 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.56 1,000k 9/1/2009 116 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.64 5,000k 11/1/2012 115 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.67 10,000k 8/1/2009 114 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.68 3,000k 5/1/2010 113 Millburn Ridgefield Corporation Diversified Program 2.71 20,000k 2/1/1977 112 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.74 10k 7/1/2005 111 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.79 1,000k 10/1/2006 110 NuWave Investment Management, LLC Combined Futures Portfolio 2.79 5,000k 6/1/2001 109 Millburn Ridgefield Corporation Multi-Markets Program 2.82 25,000k 10/1/2004 108 Dendrich Ltd QEP 2.83 50k 12/1/2005 107 Gladius Asset Management Fulham Program 2.84 2,000k 1/1/2008 106 John Locke Investments Cyril Systematic Program 2.87 8,000k 7/1/2000 105 Molinero Capital Management LLP Global Markets Program 2.89 2,000k 7/1/2005 104 Rivoli Fund Management Rivoli International Fund (E) 2.89 5,000k 10/1/1996 103 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.94 500k 4/1/2009 102 Xplor Capital Management, LLC Global CTA Program 2.94 1,500k 7/1/2004 101 Saxon Investment Corporation Diversified Program 2.96 3,000k 9/1/1988 100 Claughton Capital ARP Institutional Program 3.05 1,000k 10/1/2005 99 NuWave Investment Management, LLC NuWave Investment Partners LP 3.19 250k 6/1/2001 98 Conquest Capital Group Conquest Select 3.29 250k 6/1/2004 97 Quantis Asset Management PFM Systematic 3.46 15k 5/1/2010 96 Eckhardt Trading Company Evolution Strategies 3.62 20,000k 8/1/1991 95 Ancile Capital Management Global Markets Program 3.64 2,000k 4/1/2005 94 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.65 10,000k 8/1/1999 93 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.78 10,000k 8/1/2004 92 Lynx Asset Management AB Lynx Program 3.78 75k 5/1/2000 91 Abraham Trading Company Diversified Program 3.80 10,000k 1/1/1988 90 Briarwood Capital Management, Inc. Diversified 2XL 3.84 250k 11/1/2004 89 FRP CAPITAL LLC FRP125+ 3.87 125k 1/1/2010 88 Manning & Napier MN Xenon Managed Futures (2x) Program 3.87 5,000k 6/1/2006 87 Transtrend B.V. DTP – Enhanced Risk (USD) 3.91 10,000k 1/1/1995 86 Red Rock Capital, LLC Systematic Global Macro 3.98 500k 9/1/2003 85 Rabar Market Research Short-Term Program 4.01 2,000k 11/1/2009 84 Drury Capital Diversified Trend-Following Program 4.12 5,000k 5/1/1997 83 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.18 100k 10/1/2009 82 White River Group Diversified Option Writing Strategy 4.21 20k 11/1/2008 81 Clarke Capital Management Worldwide 4.24 250k 1/1/1996 80 Estlander & Partners Global XL 4.30 5,000k 8/1/1991 79 Rotella Capital Management Rotella Polaris Program (Diversified) 4.35 10,000k 1/1/1991 78 Eckhardt Trading Company Evolution Strategies 1.2X 4.37 10,000k 10/1/1991 77 Estlander & Partners Freedom 4.46 20,000k 8/1/2010 76 Red Oak Commodity Advisors Investment Program 4.51 5,000k 12/1/1989 75 ALFAKRAFT ALFA Commodity Fund 4.51 16k 6/1/2010 74 Welton Investment Partners Welton Global 4.58 10,000k 6/1/2004 73 Eclipse Capital Management Global Monetary 4.63 5,000k 8/1/1990 72 Amplitude Capital International Limited Klassik Strategy 4.65 1,000k 9/1/2009 71 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.71 100k 8/1/2009 70 Commodity Strategies AG CSAG Active Long Short Commodity Program 4.79 5,000k 10/1/2007 69 Millburn Ridgefield Corporation Commodity Program 4.89 25,000k 3/1/2005 68 Rho Asset Management Rho Altius 1XL Program 4.91 5,000k 11/1/2007 67 Auctos Capital Management Auctos Global Diversified 4.92 3,000k 11/1/2007 66 John Locke Investments JL Commodity Long Flat Program 4.96 5,000k 12/1/2007 65 ISAM ISAM Systematic Trend Fund 4.98 1,000k 6/1/2001 64 IDS Capital IDS F&F Systematic Trading 5.07 50k 7/1/2013 63 Saxon Investment Corporation Aggressive Diversified Program 5.08 2,000k 11/1/1993 62 Altradis Capital AG AlphAlgo 5.17 100k 5/1/2007 61 Hawksbill Capital Management Global Diversified 5.17 5,000k 11/1/1988 60 Rabar Market Research Diversified Program 5.20 2,000k 1/1/1989 59 Covenant Capital Management Original Program 5.21 5,000k 9/1/1999 58 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.22 200k 11/1/1999 57 Southwest Managed Investments, LLC Global Diversified 5.29 200k 1/1/2002 56 Estlander & Partners Alpha Trend 5.30 30,000k 10/1/1991 55 Kelly Angle Inc. Genesis Program 5.40 2,000k 4/1/2000 54 Wavefront Global Asset Management IMFC Global Concentrated 5.41 500k 4/1/2009 53 Revolution Capital Management Mosaic Institutional Program 5.45 25,000k 9/1/2009 52 Superfund Group Superfund Green Q-AG 5.49 2k 3/1/1996 51 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 5.52 75k 6/1/2007 50 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 5.54 100k 3/1/2003 49 Wavefront Global Asset Management IMFC Global Investment Program 5.63 2,000k 2/1/2007 48 Superfund Group Superfund Green L.P. Series A 5.70 5k 10/1/2002 47 Sunrise Capital Partners Sunrise Expanded Diversified Program 5.81 1/1/1989 46 Hyman Beck and Company Global Portfolio 5.89 1,000k 3/1/1991 45 Revolution Capital Management Alpha Program 5.92 5,000k 6/1/2007 44 Revolution Capital Management Alpha Fund 5.93 50k 1/1/2005 43 QCM Global Diversified Programme 6.38 500k 12/1/1995 42 Angle Capital Management LLC AIP Program 6.38 100k 1/1/2010 41 Keck Capital Management LLC The Keck Program 6.66 2,000k 12/1/2003 40 EMC Capital Advisors, LLC Classic 6.80 5,000k 1/1/1985 39 Covenant Capital Management Aggressive Program 6.82 3,000k 2/1/2004 38 Spectrum Asset Management LLC Global Diversified 6.89 2,000k 1/1/2001 37 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.11 100k 1/1/2005 36 Crabel Capital Management WPD Crabel Futures Program 7.63 1,000k 7/1/2008 35 Auspice Capital Advisors Ltd Auspice Diversified Program 7.75 1,500k 4/1/2006 34 Wimmer Horizon LLP Managed Account 7.82 5,000k 5/1/2005 33 Superfund Group Superfund Green Gold L.P. Series A-1 7.83 5k 4/1/2009 32 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.22 100k 11/1/1984 31 Superfund Group Superfund Green L.P. Series B 8.34 5k 10/1/2002 30 Superfund Group Superfund Green GCT USD 8.53 15k 1/1/2000 29 Superfund Group Superfund Green Gold A (SPC) 8.75 5k 10/1/2005 28 Haar Capital Management Discretionary Commodity Trading Program 8.95 250k 12/1/2005 27 Stenger Capital Management, LLC Diversified Trading Program 9.53 200k 4/1/2010 26 Rosetta Capital Management Macro Program 9.92 50k 1/1/2009 25 Mark J. Walsh Company Standard Program 10.08 2,000k 9/1/1985 24 Robinson-Langley Capital Management, LLC Managed Account Program 10.22 200k 1/1/2007 23 M.S. Capital Management Global Diversified Program 10.69 2,000k 11/1/1998 22 Alee Capital Management, LLC Poniente Program 10.85 2,500k 1/1/1999 21 Chesapeake Capital Diversified (LV) 10.93 100k 2/1/1988 20 Superfund Group Superfund Green Gold B (SPC) 11.01 50k 10/1/2005 19 Clarke Capital Management Millennium 11.01 1,000k 1/1/1998 18 Alee Capital Management, LLC Mistral Program 11.71 2,500k 1/1/1999 17 AIS Capital Management, L.P. MAAP (2x-4x) Composite 11.94 3,000k 10/1/1992 16 Superfund Group Superfund Green Master 12.03 2,000k 5/1/2001 15 Superfund Group Superfund Green Gold L.P. Series B-1 12.17 5k 4/1/2009 14 Clarke Capital Management Jupiter 12.51 3,000k 5/1/2005 13 Parizek Capital Futures Trading Program 12.91 500k 4/1/2000 12 Superfund Group Superfund Green Gold C (SPC) 14.15 100k 10/1/2005 11 Somers Brothers Capital Diversified Futures Program #1 14.18 100k 1/1/2005 10 DUNN Capital Management D'Best Futures Fund, L.P. 14.99 100k 6/1/1994 9 Dreiss Research Corporation Diversified Program 17.71 1,000k 5/1/1991 8 AIS Capital Management, L.P. MAAP (3x-6x) Composite 17.97 2,000k 7/1/1992 7 DUNN Capital Management DUNN Combined Fund (DCF) 18.01 100k 5/1/1989 6 Tactical Investment Management Tactical Institutional Commodity Program 18.27 10,000k 4/1/1993 5 Revolution Capital Management Mosaic Program 18.36 10,000k 10/1/2006 4 Estlander & Partners Alpha Trend II - Class P 18.42 100k 12/1/2008 3 Zoi Capital, LLC Telio Program (Client) 22.17 200k 4/1/2010 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 22.29 100k 5/1/1999 1 Purple Valley Capital, Inc. Diversified Trend 1 25.77 100k 8/1/2008 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.