Diversified Trader Index For July 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 Jul 2010 Min Inv Inception 189 Purple Valley Capital, Inc. Diversified Trend 1 -16.18 100k 8/1/2008 188 Superfund Group Superfund Blue SPC Class A (Gold) -12.91 50k 12/1/2007 187 Mulvaney Capital Management The Mulvaney Global Markets Fund -12.03 100k 5/1/1999 186 Superfund Group Superfund Green Gold L.P. Series B-1 -10.98 5k 4/1/2009 185 Conquest Capital Group Conquest Macro -9.09 250k 5/1/1999 184 Hyman Beck and Company Global Portfolio -8.85 1,000k 3/1/1991 183 Superfund Group Superfund Green Gold L.P. Series A-1 -8.60 5k 4/1/2009 182 Amplitude Capital International Limited Klassik Strategy -8.39 1,000k 9/1/2009 181 Superfund Group Superfund Green Gold C (SPC) -8.14 100k 10/1/2005 180 Superfund Group Superfund Green Gold B (SPC) -7.51 50k 10/1/2005 179 DUNN Capital Management DUNN Combined Fund (DCF) -7.06 100k 5/1/1989 178 Superfund Group Superfund Green Gold A (SPC) -6.99 5k 10/1/2005 177 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -6.75 1,000k 9/1/2009 176 Robinson-Langley Capital Management, LLC Managed Account Program -6.61 200k 1/1/2007 175 Dreiss Research Corporation Diversified Program -6.46 1,000k 5/1/1991 174 Revolution Capital Management Mosaic Program -6.46 10,000k 10/1/2006 173 Alee Capital Management, LLC Mistral Program -5.76 2,500k 1/1/1999 172 Drury Capital Diversified Trend-Following Program -4.88 5,000k 5/1/1997 171 Blackwater Capital Management Global Program -4.85 5,000k 7/1/2005 170 Wimmer Horizon LLP Managed Account -4.76 5,000k 5/1/2005 169 HB Capital Management Inc. Diversified Program -4.67 50k 3/1/2008 168 Clarke Capital Management Global Basic -4.62 50k 2/1/1996 167 IDS Capital IDS F&F Systematic Trading -4.43 50k 7/1/2013 166 Conquest Capital Group Conquest Select -4.41 250k 6/1/2004 165 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.39 100k 11/1/1984 164 Rotella Capital Management Rotella Polaris Program (Diversified) -3.90 10,000k 1/1/1991 163 Wavefront Global Asset Management IMFC Global Investment Program -3.88 2,000k 2/1/2007 162 DUNN Capital Management D'Best Futures Fund, L.P. -3.76 100k 6/1/1994 161 Superfund Group Superfund Green L.P. Series B -3.74 5k 10/1/2002 160 Rho Asset Management Rho Altius 1XL Program -3.57 5,000k 11/1/2007 159 ISAM ISAM Systematic Trend Fund -3.49 1,000k 6/1/2001 158 Superfund Group Superfund Green Master -3.41 2,000k 5/1/2001 157 Eclipse Capital Management Global Monetary -3.40 5,000k 8/1/1990 156 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.39 1/1/1989 155 Superfund Group Superfund Green GCT USD -3.20 15k 1/1/2000 154 Manning & Napier MN Xenon Managed Futures (2x) Program -3.16 5,000k 6/1/2006 153 Lynx Asset Management AB Lynx Program -3.04 75k 5/1/2000 152 Mobius Asset Management Custom Trading Program -2.99 100k 1/1/2002 151 Altradis Capital AG AlphAlgo -2.94 100k 5/1/2007 150 Covenant Capital Management Original Program -2.94 5,000k 9/1/1999 149 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -2.92 75k 6/1/2007 148 Red Rock Capital, LLC Systematic Global Macro -2.89 500k 9/1/2003 147 Millburn Ridgefield Corporation Commodity Program -2.87 25,000k 3/1/2005 146 Millburn Ridgefield Corporation Multi-Markets Program -2.85 25,000k 10/1/2004 145 Liberty Funds Group, Inc Liberty Diversified Option Strategy -2.84 750k 1/1/2009 144 Winton Capital Management Diversified -2.78 50,000k 10/1/1997 143 M.S. Capital Management Global Diversified Program -2.70 2,000k 11/1/1998 142 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.70 1,000k 10/1/2006 141 NuWave Investment Management, LLC Combined Futures Portfolio -2.66 5,000k 6/1/2001 140 NuWave Investment Management, LLC NuWave Investment Partners LP -2.66 250k 6/1/2001 139 Superfund Group Superfund Green L.P. Series A -2.55 5k 10/1/2002 138 Eckhardt Trading Company Evolution Strategies 1.2X -2.37 10,000k 10/1/1991 137 Superfund Group Superfund Green Q-AG -2.29 2k 3/1/1996 136 Estlander & Partners Alpha Trend II - Class P -2.27 100k 12/1/2008 135 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.14 5,000k 10/1/2007 134 Amplitude Capital International Limited Dynamic Strategy -2.14 6/1/2005 133 Emil van Essen EvE Systematic Global Opportunities -2.14 1,000k 9/1/2007 132 Revolution Capital Management Mosaic Institutional Program -2.13 25,000k 9/1/2009 131 Mobius Asset Management Diversified Program -1.98 250k 3/1/2004 130 Abraham Trading Company Diversified Program -1.92 10,000k 1/1/1988 129 Claughton Capital ARP Institutional Program -1.92 1,000k 10/1/2005 128 Eckhardt Trading Company Evolution Strategies -1.87 20,000k 8/1/1991 127 Haar Capital Management Discretionary Commodity Trading Program -1.69 250k 12/1/2005 126 Somers Brothers Capital Diversified Futures Program #1 -1.68 100k 1/1/2005 125 MERIT Alternative Investments GmbH Futures Portfolio -1.60 2,000k 6/1/1998 124 Chesapeake Capital Diversified (LV) -1.54 100k 2/1/1988 123 Wavefront Global Asset Management IMFC Global Concentrated -1.45 500k 4/1/2009 122 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.45 1,000k 3/1/1998 121 AllMountain Capital AG Mount Denali Global Trends -1.41 160k 7/1/2007 120 John Locke Investments Cyril Systematic Program -1.35 8,000k 7/1/2000 119 Superfund Group Superfund Blue SPC Class A (EUR) -1.30 50k 4/1/2005 118 Quantum Leap Capital Management Managed Account Program -1.27 300k 8/1/2006 117 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.25 10k 7/1/2005 116 Alee Capital Management, LLC Poniente Program -1.19 2,500k 1/1/1999 115 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.14 100k 1/1/2005 114 Quantica Capital AG Quantica Managed Futures -1.10 5,000k 1/1/2005 113 Endeavour Capital LLP Endeavour Pembroke -1.08 2,000k 7/1/2007 112 Auspice Capital Advisors Ltd Auspice Diversified Program -1.02 1,500k 4/1/2006 111 Keck Capital Management LLC The Keck Program -0.94 2,000k 12/1/2003 110 Estlander & Partners Alpha Trend -0.89 30,000k 10/1/1991 109 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -0.88 10,000k 8/1/2009 108 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.87 1,000k 3/1/2003 107 Ancile Capital Management Global Markets Program -0.86 2,000k 4/1/2005 106 Transtrend B.V. DTP – Enhanced Risk (USD) -0.86 10,000k 1/1/1995 105 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.86 10,000k 8/1/1999 104 Jaguar Investments Ltd Vario Capital Strategy -0.81 1,000k 5/1/2016 103 Quantitative Investment Management Quantitative Global Program -0.77 20,000k 10/1/2003 102 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.74 10,000k 8/1/2004 101 Transtrend B.V. DTP – Standard Risk (EUR) -0.65 10,000k 2/1/1999 100 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.62 100k 2/1/2010 99 EMC Capital Advisors, LLC Classic -0.60 5,000k 1/1/1985 98 Tactical Investment Management Tactical Institutional Commodity Program -0.54 10,000k 4/1/1993 97 Millburn Ridgefield Corporation Diversified Program -0.52 20,000k 2/1/1977 96 Stenger Capital Management, LLC Diversified Trading Program -0.50 200k 4/1/2010 95 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.39 1k 10/1/2006 94 Clarke Capital Management Global Magnum -0.39 100k 8/1/1997 93 Covenant Capital Management Aggressive Program -0.34 3,000k 2/1/2004 92 Clarke Capital Management Jupiter -0.31 3,000k 5/1/2005 91 Estlander & Partners Global XL -0.20 5,000k 8/1/1991 90 Robust Methods LLC Macro Managed Account -0.18 5,000k 1/1/2005 89 Estlander & Partners Global Markets -0.09 10,000k 8/1/1999 88 Quantmetrics Capital Management LLP Directional 10V Strategy -0.07 10,000k 1/1/2007 87 Trigon Investment Advisors, LLC Discretionary Macro Program -0.05 10,000k 8/1/2007 86 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 85 Saxon Investment Corporation Diversified Program 0.10 3,000k 9/1/1988 84 Southwest Managed Investments, LLC Global Diversified 0.12 200k 1/1/2002 83 Spectrum Asset Management LLC Global Diversified 0.20 2,000k 1/1/2001 82 Futures Truth Company, FTC-CTA MS4 0.22 250k 10/1/2007 81 Northfield Trading Diversified 0.24 2,000k 7/1/1989 80 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.30 1,000k 5/1/2006 79 Metolius Capital LLC Metolius Diversified 0.37 100k 6/1/2010 78 Rivoli Fund Management Rivoli International Fund (V9) 0.39 5,000k 1/1/2002 77 Angle Capital Management LLC AIP Program 0.43 100k 1/1/2010 76 Saxon Investment Corporation Aggressive Diversified Program 0.52 2,000k 11/1/1993 75 Emil van Essen Spread Trading Program 0.57 5,000k 12/1/2006 74 Briarwood Capital Management, Inc. Diversified Trading Program 0.58 3,000k 7/1/2001 73 Xplor Capital Management, LLC Global CTA Program 0.62 1,500k 7/1/2004 72 Red Oak Commodity Advisors Investment Program 0.63 5,000k 12/1/1989 71 Rivoli Fund Management Rivoli International Fund (E) 0.73 5,000k 10/1/1996 70 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.76 5,000k 6/1/2010 69 Rosetta Capital Management Macro Program 0.83 50k 1/1/2009 68 Briarwood Capital Management, Inc. Diversified 2XL 0.86 250k 11/1/2004 67 IKOS The IKOS Hedge Fund 1.01 10,000k 7/1/1998 66 GT CAPITAL CTA GT CAPITAL CTA 1.04 150k 6/1/2009 65 Welton Investment Partners Welton Global 1.07 10,000k 6/1/2004 64 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.11 1,500k 1/1/2009 63 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.22 1,000k 9/1/1997 62 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.36 100k 8/1/2009 61 Parizek Capital Futures Trading Program 1.37 500k 4/1/2000 60 Rabar Market Research Short-Term Program 1.41 2,000k 11/1/2009 59 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.47 4,000k 11/1/2008 58 FORT LP Fort Global Diversified 1.47 2,000k 10/1/1993 57 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.59 10,000k 8/1/2009 56 Clarke Capital Management FX Plus 1.64 1,000k 5/1/2004 55 Molinero Capital Management LLP Global Markets Program 1.65 2,000k 7/1/2005 54 Crabel Capital Management Crabel Multi-Product 1.76 1,000k 3/1/1998 53 Kelly Angle Inc. Genesis Program 1.80 2,000k 4/1/2000 52 Revolution Capital Management Alpha Program 1.83 5,000k 6/1/2007 51 Beryl Investment Group LLC Nominal Discretionary System 1.84 50k 7/1/2007 50 QCM Global Diversified Programme 1.90 500k 12/1/1995 49 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 1.99 200k 11/1/1999 48 Ion Asset Architecture Ion Fund Program 2.01 10,000k 11/1/2007 47 Ion Asset Architecture (Fund Program) Ion Fund 2.01 100k 11/1/2007 46 ALFAKRAFT ALFA Commodity Fund 2.01 16k 6/1/2010 45 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.05 5,000k 11/1/2012 44 Gladius Asset Management Fulham Program 2.05 2,000k 1/1/2008 43 Romanesco Capital Management B.V Persistence Program 2.16 5,000k 9/1/2005 42 Revolution Capital Management Alpha Fund 2.19 50k 1/1/2005 41 Vergho Asset Management LLC Kinematics 2.25 1,000k 11/1/2008 40 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.30 3,000k 5/1/2010 39 FORT LP Fort Global Contrarian 2.34 2,000k 10/1/2002 38 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.36 25,000k 3/1/2010 37 Quantis Asset Management PFM Systematic 2.37 15k 5/1/2010 36 Mark J. Walsh Company Standard Program 2.38 2,000k 9/1/1985 35 Auctos Capital Management Auctos Global Diversified 2.41 3,000k 11/1/2007 34 John Locke Investments JL Commodity Long Flat Program 2.50 5,000k 12/1/2007 33 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.51 500k 1/1/2006 32 Rotella Capital Management Rotella Orion (Short-Term) Program 2.51 10,000k 3/1/2006 31 Clarke Capital Management Millennium 2.63 1,000k 1/1/1998 30 FRP CAPITAL LLC FRP125+ 2.71 125k 1/1/2010 29 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.79 250k 10/1/2009 28 Mondiale Asset Management Mondiale Trading Program 2.81 0k 9/1/1997 27 Clarke Capital Management Worldwide 2.86 250k 1/1/1996 26 IKOS IKOS Futures Fund 2.92 1,000k 2/1/2010 25 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 3.13 100k 10/1/2009 24 GLOBIVEST LLC Alpha Program 3.16 50k 4/1/2009 23 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.30 100k 3/1/2003 22 OptHedge Advisors LLC Diversified Options & Futures Program 3.66 250k 10/1/2008 21 RAM Management Group RAM MRTP 1X-Conservative 4.05 1,000k 9/1/1993 20 Dominion Capital Sapphire Program 4.11 3,000k 5/1/2005 19 Insignia Managed Capital Epoch3 4.12 20k 7/1/2009 18 White River Group Diversified Option Writing Strategy 4.31 20k 11/1/2008 17 Non Correlated Capital Positive Theta Fund 4.51 50k 10/1/2007 16 Futures Truth Company, FTC-CTA 200K Options Strategy 4.76 200k 12/1/2009 15 Non Correlated Capital Positive Theta Program 4.79 250k 10/1/2007 14 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 4.85 500k 4/1/2009 13 Di Tomasso Group Inc. Equilibrium Program 5.42 5,000k 1/1/2002 12 Rabar Market Research Diversified Program 5.47 2,000k 1/1/1989 11 Hawksbill Capital Management Global Diversified 5.68 5,000k 11/1/1988 10 Crabel Capital Management WPD Crabel Futures Program 6.10 1,000k 7/1/2008 9 Insignia Managed Capital Medallion 6.10 50k 2/1/2009 8 Zoi Capital, LLC Telio Program (Client) 7.22 200k 4/1/2010 7 White Indian Trading Co. STAIRS (Client) 9.03 250k 5/1/2009 6 AIS Capital Management, L.P. MAAP (2x-4x) Composite 9.50 3,000k 10/1/1992 5 Future Trade AG Thales Swing Trading Programme 10.91 250k 6/1/2007 4 White Indian Trading Co. STAIRS - Futures Program (Client) 11.12 250k 10/1/2008 3 Dendrich Ltd QEP 11.50 50k 12/1/2005 2 RAM Management Group MRTP Aggressive 12.79 1,000k 2/1/1998 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 14.20 2,000k 7/1/1992 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.