Diversified Trader Index For August 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 Aug 2010 Min Inv Inception 190 AIS Capital Management, L.P. MAAP (3x-6x) Composite -10.62 2,000k 7/1/1992 189 Insignia Managed Capital Epoch3 -9.61 20k 7/1/2009 188 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.10 3,000k 10/1/1992 187 White Indian Trading Co. STAIRS (Client) -5.89 250k 5/1/2009 186 White Indian Trading Co. STAIRS - Futures Program (Client) -5.22 250k 10/1/2008 185 Non Correlated Capital Positive Theta Fund -5.13 50k 10/1/2007 184 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.82 100k 10/1/2009 183 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.46 100k 3/1/2003 182 Tactical Investment Management Tactical Institutional Commodity Program -3.65 10,000k 4/1/1993 181 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -3.53 4,000k 11/1/2008 180 Non Correlated Capital Positive Theta Program -3.39 250k 10/1/2007 179 Liberty Funds Group, Inc Liberty Diversified Option Strategy -2.71 750k 1/1/2009 178 Gladius Asset Management Fulham Program -2.46 2,000k 1/1/2008 177 Southwest Managed Investments, LLC Global Diversified -1.86 200k 1/1/2002 176 Purple Valley Capital, Inc. Diversified Trend 1 -1.83 100k 8/1/2008 175 Red Oak Commodity Advisors Investment Program -1.82 5,000k 12/1/1989 174 Dendrich Ltd QEP -1.78 50k 12/1/2005 173 White River Group Diversified Option Writing Strategy -1.54 20k 11/1/2008 172 Trigon Investment Advisors, LLC Discretionary Macro Program -1.50 10,000k 8/1/2007 171 Di Tomasso Group Inc. Equilibrium Program -1.46 5,000k 1/1/2002 170 John Locke Investments JL Commodity Long Flat Program -1.31 5,000k 12/1/2007 169 Quantmetrics Capital Management LLP Directional 10V Strategy -0.87 10,000k 1/1/2007 168 Jaguar Investments Ltd Vario Capital Strategy -0.83 1,000k 5/1/2016 167 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.49 1,000k 5/1/2006 166 Millburn Ridgefield Corporation Commodity Program -0.48 25,000k 3/1/2005 165 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.40 5,000k 10/1/2007 164 Mondiale Asset Management Mondiale Trading Program -0.39 0k 9/1/1997 163 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.26 500k 4/1/2009 162 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.20 500k 1/1/2006 161 Robust Methods LLC Macro Managed Account -0.11 5,000k 1/1/2005 160 GT CAPITAL CTA GT CAPITAL CTA -0.04 150k 6/1/2009 158 Estlander & Partners Freedom 0.00 20,000k 8/1/2010 159 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 157 Blackwater Capital Management Global Program 0.04 5,000k 7/1/2005 156 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.06 1,000k 9/1/1997 155 OptHedge Advisors LLC Diversified Options & Futures Program 0.13 250k 10/1/2008 154 Saxon Investment Corporation Diversified Program 0.24 3,000k 9/1/1988 153 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.25 3,000k 5/1/2010 152 Superfund Group Superfund Blue SPC Class A (EUR) 0.29 50k 4/1/2005 151 Futures Truth Company, FTC-CTA 200K Options Strategy 0.38 200k 12/1/2009 150 IKOS The IKOS Hedge Fund 0.42 10,000k 7/1/1998 149 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.44 10,000k 8/1/2009 148 Stenger Capital Management, LLC Diversified Trading Program 0.59 200k 4/1/2010 147 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.63 10,000k 8/1/2009 146 Ion Asset Architecture Ion Fund Program 0.79 10,000k 11/1/2007 145 Saxon Investment Corporation Aggressive Diversified Program 0.79 2,000k 11/1/1993 144 Ion Asset Architecture (Fund Program) Ion Fund 0.79 100k 11/1/2007 143 EMC Capital Advisors, LLC Classic 0.80 5,000k 1/1/1985 142 Metolius Capital LLC Metolius Diversified 0.81 100k 6/1/2010 141 Mobius Asset Management Diversified Program 0.82 250k 3/1/2004 140 Beryl Investment Group LLC Nominal Discretionary System 0.84 50k 7/1/2007 139 Briarwood Capital Management, Inc. Diversified Trading Program 0.86 3,000k 7/1/2001 138 Red Rock Capital, LLC Systematic Global Macro 0.90 500k 9/1/2003 137 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.95 1,500k 1/1/2009 136 Dominion Capital Sapphire Program 1.06 3,000k 5/1/2005 135 RAM Management Group RAM MRTP 1X-Conservative 1.12 1,000k 9/1/1993 134 Auspice Capital Advisors Ltd Auspice Diversified Program 1.16 1,500k 4/1/2006 133 Quantis Asset Management PFM Systematic 1.33 15k 5/1/2010 132 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.37 1k 10/1/2006 131 Quantitative Investment Management Quantitative Global Program 1.39 20,000k 10/1/2003 130 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.41 1,000k 3/1/2003 129 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.46 5,000k 11/1/2012 128 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.50 1/1/1989 127 Auctos Capital Management Auctos Global Diversified 1.54 3,000k 11/1/2007 126 Estlander & Partners Global Markets 1.63 10,000k 8/1/1999 125 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.65 1,000k 9/1/2009 124 Briarwood Capital Management, Inc. Diversified 2XL 1.65 250k 11/1/2004 123 GLOBIVEST LLC Alpha Program 1.67 50k 4/1/2009 122 Amplitude Capital International Limited Dynamic Strategy 1.69 6/1/2005 121 IKOS IKOS Futures Fund 1.72 1,000k 2/1/2010 120 Transtrend B.V. DTP – Standard Risk (EUR) 1.73 10,000k 2/1/1999 119 Covenant Capital Management Aggressive Program 1.76 3,000k 2/1/2004 118 FRP CAPITAL LLC FRP125+ 1.79 125k 1/1/2010 117 Amplitude Capital International Limited Klassik Strategy 1.89 1,000k 9/1/2009 116 Molinero Capital Management LLP Global Markets Program 1.97 2,000k 7/1/2005 115 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.01 1,000k 3/1/1998 114 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 2.14 100k 2/1/2010 113 Parizek Capital Futures Trading Program 2.22 500k 4/1/2000 112 Altradis Capital AG AlphAlgo 2.25 100k 5/1/2007 111 Revolution Capital Management Alpha Fund 2.28 50k 1/1/2005 110 MERIT Alternative Investments GmbH Futures Portfolio 2.35 2,000k 6/1/1998 109 Robinson-Langley Capital Management, LLC Managed Account Program 2.38 200k 1/1/2007 108 HB Capital Management Inc. Diversified Program 2.43 50k 3/1/2008 107 Welton Investment Partners Welton Global 2.46 10,000k 6/1/2004 106 Revolution Capital Management Mosaic Institutional Program 2.47 25,000k 9/1/2009 105 Insignia Managed Capital Medallion 2.49 50k 2/1/2009 104 IDS Capital IDS F&F Systematic Trading 2.57 50k 7/1/2013 103 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.63 5,000k 6/1/2010 102 Revolution Capital Management Alpha Program 2.65 5,000k 6/1/2007 101 Drury Capital Diversified Trend-Following Program 2.66 5,000k 5/1/1997 100 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.66 10,000k 8/1/2004 99 Estlander & Partners Alpha Trend 2.68 30,000k 10/1/1991 98 Future Trade AG Thales Swing Trading Programme 2.74 250k 6/1/2007 97 Transtrend B.V. DTP – Enhanced Risk (USD) 2.75 10,000k 1/1/1995 96 AllMountain Capital AG Mount Denali Global Trends 2.78 160k 7/1/2007 95 ALFAKRAFT ALFA Commodity Fund 2.79 16k 6/1/2010 94 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.85 10,000k 8/1/1999 93 Eclipse Capital Management Global Monetary 2.90 5,000k 8/1/1990 92 Rotella Capital Management Rotella Orion (Short-Term) Program 2.97 10,000k 3/1/2006 91 NuWave Investment Management, LLC Combined Futures Portfolio 2.97 5,000k 6/1/2001 90 NuWave Investment Management, LLC NuWave Investment Partners LP 3.00 250k 6/1/2001 89 Haar Capital Management Discretionary Commodity Trading Program 3.09 250k 12/1/2005 88 Rotella Capital Management Rotella Polaris Program (Diversified) 3.11 10,000k 1/1/1991 87 Crabel Capital Management Crabel Multi-Product 3.15 1,000k 3/1/1998 86 Ancile Capital Management Global Markets Program 3.19 2,000k 4/1/2005 85 Estlander & Partners Global XL 3.27 5,000k 8/1/1991 84 Liberty Funds Group, Inc Liberty Wealth Protection Fund 3.39 250k 10/1/2009 83 Millburn Ridgefield Corporation Diversified Program 3.48 20,000k 2/1/1977 82 Chesapeake Capital Diversified (LV) 3.50 100k 2/1/1988 81 RAM Management Group MRTP Aggressive 3.51 1,000k 2/1/1998 80 Hyman Beck and Company Global Portfolio 3.55 1,000k 3/1/1991 79 Futures Truth Company, FTC-CTA MS4 3.57 250k 10/1/2007 78 Rivoli Fund Management Rivoli International Fund (V9) 3.58 5,000k 1/1/2002 77 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.58 1,000k 10/1/2006 76 Eckhardt Trading Company Evolution Strategies 3.63 20,000k 8/1/1991 75 Abraham Trading Company Diversified Program 3.70 10,000k 1/1/1988 74 Romanesco Capital Management B.V Persistence Program 3.71 5,000k 9/1/2005 73 Rabar Market Research Short-Term Program 3.84 2,000k 11/1/2009 72 Northfield Trading Diversified 3.90 2,000k 7/1/1989 71 Vergho Asset Management LLC Kinematics 3.94 1,000k 11/1/2008 70 JLC Futures Management Company JLC Managed Futures Fund I, LP. 3.96 100k 8/1/2009 69 Wimmer Horizon LLP Managed Account 4.04 5,000k 5/1/2005 68 Superfund Group Superfund Green Q-AG 4.10 2k 3/1/1996 67 Superfund Group Superfund Green L.P. Series A 4.15 5k 10/1/2002 66 Mobius Asset Management Custom Trading Program 4.30 100k 1/1/2002 65 Alee Capital Management, LLC Poniente Program 4.30 2,500k 1/1/1999 64 Eckhardt Trading Company Evolution Strategies 1.2X 4.31 10,000k 10/1/1991 63 Emil van Essen Spread Trading Program 4.40 5,000k 12/1/2006 62 Millburn Ridgefield Corporation Multi-Markets Program 4.49 25,000k 10/1/2004 61 Endeavour Capital LLP Endeavour Pembroke 4.49 2,000k 7/1/2007 60 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.50 100k 1/1/2005 59 Spectrum Asset Management LLC Global Diversified 4.57 2,000k 1/1/2001 58 Alee Capital Management, LLC Mistral Program 4.64 2,500k 1/1/1999 57 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 4.69 75k 6/1/2007 56 Quantica Capital AG Quantica Managed Futures 4.70 5,000k 1/1/2005 55 Xplor Capital Management, LLC Global CTA Program 4.76 1,500k 7/1/2004 54 Winton Capital Management Diversified 4.78 50,000k 10/1/1997 53 Rabar Market Research Diversified Program 4.87 2,000k 1/1/1989 52 Mark J. Walsh Company Standard Program 4.92 2,000k 9/1/1985 51 Covenant Capital Management Original Program 4.97 5,000k 9/1/1999 50 Quantum Leap Capital Management Managed Account Program 5.51 300k 8/1/2006 49 Manning & Napier MN Xenon Managed Futures (2x) Program 5.51 5,000k 6/1/2006 48 Somers Brothers Capital Diversified Futures Program #1 5.52 100k 1/1/2005 47 John Locke Investments Cyril Systematic Program 5.54 8,000k 7/1/2000 46 QCM Global Diversified Programme 5.61 500k 12/1/1995 45 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 5.84 10k 7/1/2005 44 Rivoli Fund Management Rivoli International Fund (E) 5.90 5,000k 10/1/1996 43 Conquest Capital Group Conquest Select 5.96 250k 6/1/2004 42 Superfund Group Superfund Green GCT USD 6.21 15k 1/1/2000 41 Superfund Group Superfund Green L.P. Series B 6.43 5k 10/1/2002 40 Hawksbill Capital Management Global Diversified 6.52 5,000k 11/1/1988 39 Rho Asset Management Rho Altius 1XL Program 6.54 5,000k 11/1/2007 38 Emil van Essen EvE Systematic Global Opportunities 6.75 1,000k 9/1/2007 37 ISAM ISAM Systematic Trend Fund 6.80 1,000k 6/1/2001 36 Zoi Capital, LLC Telio Program (Client) 7.28 200k 4/1/2010 35 Revolution Capital Management Mosaic Program 7.31 10,000k 10/1/2006 34 M.S. Capital Management Global Diversified Program 7.51 2,000k 11/1/1998 33 Wavefront Global Asset Management IMFC Global Concentrated 7.59 500k 4/1/2009 32 FORT LP Fort Global Contrarian 7.92 2,000k 10/1/2002 31 Kelly Angle Inc. Genesis Program 8.03 2,000k 4/1/2000 30 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.19 200k 11/1/1999 29 Claughton Capital ARP Institutional Program 8.28 1,000k 10/1/2005 28 Estlander & Partners Alpha Trend II - Class P 8.47 100k 12/1/2008 27 Angle Capital Management LLC AIP Program 8.50 100k 1/1/2010 26 Superfund Group Superfund Green Gold A (SPC) 8.63 5k 10/1/2005 25 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 8.96 25,000k 3/1/2010 24 Superfund Group Superfund Green Master 9.06 2,000k 5/1/2001 23 Superfund Group Superfund Blue SPC Class A (Gold) 9.12 50k 12/1/2007 22 Clarke Capital Management Worldwide 9.15 250k 1/1/1996 21 Keck Capital Management LLC The Keck Program 9.27 2,000k 12/1/2003 20 Rosetta Capital Management Macro Program 9.28 50k 1/1/2009 19 Wavefront Global Asset Management IMFC Global Investment Program 9.37 2,000k 2/1/2007 18 FORT LP Fort Global Diversified 10.06 2,000k 10/1/1993 17 Conquest Capital Group Conquest Macro 10.24 250k 5/1/1999 16 Lynx Asset Management AB Lynx Program 10.38 75k 5/1/2000 15 Superfund Group Superfund Green Gold B (SPC) 10.45 50k 10/1/2005 14 Superfund Group Superfund Green Gold L.P. Series A-1 10.47 5k 4/1/2009 13 Dreiss Research Corporation Diversified Program 11.31 1,000k 5/1/1991 12 Crabel Capital Management WPD Crabel Futures Program 11.44 1,000k 7/1/2008 11 Superfund Group Superfund Green Gold C (SPC) 12.30 100k 10/1/2005 10 Superfund Group Superfund Green Gold L.P. Series B-1 12.36 5k 4/1/2009 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 14.59 100k 5/1/1999 8 Clarke Capital Management FX Plus 14.73 1,000k 5/1/2004 7 DUNN Capital Management D'Best Futures Fund, L.P. 15.56 100k 6/1/1994 6 DUNN Capital Management DUNN Combined Fund (DCF) 15.77 100k 5/1/1989 5 Clarke Capital Management Global Magnum 16.56 100k 8/1/1997 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.96 100k 11/1/1984 3 Clarke Capital Management Millennium 17.27 1,000k 1/1/1998 2 Clarke Capital Management Jupiter 21.26 3,000k 5/1/2005 1 Clarke Capital Management Global Basic 24.30 50k 2/1/1996 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.