Diversified Trader Index For November 2011 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 2011 Min Inv Inception 208 Estlander & Partners Alpha Trend II - Class P -16.46 100k 12/1/2008 207 Superfund Group Superfund Green GCT USD -15.34 15k 1/1/2000 206 Future Trade AG Thales Swing Trading Programme -11.87 250k 6/1/2007 205 White Indian Trading Co. STAIRS - Futures Program (Client) -9.92 250k 10/1/2008 204 White Indian Trading Co. STAIRS (Client) -7.68 250k 5/1/2009 203 Tactical Investment Management Tactical Institutional Commodity Program -6.77 10,000k 4/1/1993 202 Crabel Capital Management WPD Crabel Futures Program -6.59 1,000k 7/1/2008 201 Di Tomasso Group Inc. Equilibrium Program -6.49 5,000k 1/1/2002 200 Superfund Group Superfund Green Master -6.16 2,000k 5/1/2001 199 Estlander & Partners Alpha Trend -5.39 30,000k 10/1/1991 198 Rho Asset Management Rho Altius 1XL Program -5.30 5,000k 11/1/2007 197 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -4.99 1,000k 9/1/2009 196 Futures Truth Company, FTC-CTA 200K Options Strategy -4.88 200k 12/1/2009 195 Amplitude Capital International Limited Klassik Strategy -4.86 1,000k 9/1/2009 194 ALFAKRAFT ALFA Commodity Fund -4.78 16k 6/1/2010 193 Superfund Group Superfund Green L.P. Series B -4.76 5k 10/1/2002 192 Amplitude Capital International Limited Dynamic Strategy -4.71 6/1/2005 191 Crabel Capital Management Crabel Multi-Product -4.58 1,000k 3/1/1998 190 Superfund Group Superfund Green Gold C (SPC) -4.47 100k 10/1/2005 189 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.44 2,000k 7/1/1992 188 Estlander & Partners Freedom -4.03 20,000k 8/1/2010 187 Robinson-Langley Capital Management, LLC Managed Account Program -4.02 200k 1/1/2007 186 QCM Global Diversified Programme -4.00 500k 12/1/1995 185 Hawksbill Capital Management Global Diversified -3.99 5,000k 11/1/1988 184 Superfund Group Superfund Green Q-AG -3.80 2k 3/1/1996 183 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -3.64 25,000k 3/1/2010 182 Dominion Capital Sapphire Program -3.62 3,000k 5/1/2005 181 Quantis Asset Management PFM Systematic -3.60 15k 5/1/2010 180 Blackwater Capital Management Global Program -3.57 5,000k 7/1/2005 179 Eclipse Capital Management Global Monetary -3.56 5,000k 8/1/1990 178 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.26 3,000k 5/1/2010 177 Superfund Group Superfund Green Gold B (SPC) -3.10 50k 10/1/2005 176 Superfund Group Superfund Green L.P. Series A -3.04 5k 10/1/2002 175 AIS Capital Management, L.P. MAAP (2x-4x) Composite -3.02 3,000k 10/1/1992 174 Eckhardt Trading Company Evolution Strategies 1.2X -2.85 10,000k 10/1/1991 173 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.82 1,000k 10/1/2006 172 Eckhardt Trading Company Evolution Strategies -2.53 20,000k 8/1/1991 171 Molinero Capital Management LLP Global Markets Program -2.53 2,000k 7/1/2005 170 Deep Field Capital AG SINGULARITY Fund -2.41 100k 9/1/2011 169 Ion Asset Architecture Ion Fund Program -2.33 10,000k 11/1/2007 168 Ion Asset Architecture (Fund Program) Ion Fund -2.33 100k 11/1/2007 167 John Locke Investments Cyril Systematic Program -2.08 8,000k 7/1/2000 166 Clarke Capital Management Global Magnum -2.06 100k 8/1/1997 165 Briarwood Capital Management, Inc. Diversified 2XL -1.90 250k 11/1/2004 164 Revolution Capital Management Alpha Program -1.86 5,000k 6/1/2007 163 Jaguar Investments Ltd Vario Capital Strategy -1.86 1,000k 5/1/2016 162 Rivoli Fund Management Rivoli International Fund (E) -1.83 5,000k 10/1/1996 161 Welton Investment Partners Welton Global -1.76 10,000k 6/1/2004 160 Futures Truth Company, FTC-CTA MS4 -1.71 250k 10/1/2007 159 Superfund Group Superfund Green Gold A (SPC) -1.57 5k 10/1/2005 158 Red Oak Commodity Advisors Investment Program -1.56 5,000k 12/1/1989 157 Northfield Trading Diversified -1.56 2,000k 7/1/1989 156 Robust Methods LLC Macro Managed Account -1.51 5,000k 1/1/2005 155 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.51 1,000k 3/1/1998 154 Revolution Capital Management Mosaic Program -1.45 10,000k 10/1/2006 153 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.43 250k 10/1/2009 152 Mondiale Asset Management Mondiale Trading Program -1.43 0k 9/1/1997 151 Estlander & Partners Global XL -1.36 5,000k 8/1/1991 150 Superfund Group Superfund Blue SPC Class A (EUR) -1.35 50k 4/1/2005 149 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.32 1,000k 3/1/2003 148 Rabar Market Research Diversified Program -1.29 2,000k 1/1/1989 147 IStar Capital B.V. IStar Systematic Fund -1.29 1,000k 9/1/2011 146 Superfund Group Superfund Green Gold L.P. Series B-1 -1.25 5k 4/1/2009 145 Metolius Capital LLC Metolius Diversified -1.15 100k 6/1/2010 144 Rivoli Fund Management Rivoli International Fund (V9) -1.10 5,000k 1/1/2002 143 IKOS The IKOS Hedge Fund -0.99 10,000k 7/1/1998 142 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.99 1,000k 9/1/1997 141 Vergho Asset Management LLC Kinematics -0.93 1,000k 11/1/2008 140 Trigon Investment Advisors, LLC Discretionary Macro Program -0.93 10,000k 8/1/2007 139 IKOS IKOS Futures Fund -0.87 1,000k 2/1/2010 138 Briarwood Capital Management, Inc. Diversified Trading Program -0.86 3,000k 7/1/2001 137 Conquest Capital Group Conquest Select -0.84 250k 6/1/2004 136 Mobius Asset Management Custom Trading Program -0.80 100k 1/1/2002 135 HB Capital Management Inc. Diversified Program -0.75 50k 3/1/2008 134 Rabar Market Research Short-Term Program -0.68 2,000k 11/1/2009 133 Estlander & Partners Global Markets -0.67 10,000k 8/1/1999 132 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.66 5,000k 11/1/2012 131 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.60 150k 1/1/2011 130 Quantum Leap Capital Management Managed Account Program -0.60 300k 8/1/2006 129 Haar Capital Management Discretionary Commodity Trading Program -0.59 250k 12/1/2005 128 Superfund Group Superfund Green Gold L.P. Series A-1 -0.58 5k 4/1/2009 127 Emil van Essen EvE Systematic Global Opportunities -0.57 1,000k 9/1/2007 126 Revolution Capital Management Mosaic Institutional Program -0.56 25,000k 9/1/2009 125 Endeavour Capital LLP Endeavour Pembroke -0.56 2,000k 7/1/2007 124 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.50 1,500k 1/1/2009 123 RAM Management Group MRTP Aggressive -0.40 1,000k 2/1/1998 122 Stenger Capital Management, LLC Diversified Trading Program -0.39 200k 4/1/2010 121 Clarke Capital Management Global Basic -0.38 50k 2/1/1996 120 Emil van Essen Spread Trading Program -0.38 5,000k 12/1/2006 119 Gladius Asset Management Fulham Program -0.18 2,000k 1/1/2008 118 GT CAPITAL CTA GT CAPITAL CTA -0.17 150k 6/1/2009 117 Millburn Ridgefield Corporation Diversified Program -0.14 20,000k 2/1/1977 116 Southwest Managed Investments, LLC Global Diversified -0.13 200k 1/1/2002 115 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.12 100k 1/1/2005 114 Mark J. Walsh Company Standard Program -0.09 2,000k 9/1/1985 113 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 112 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 104 Quantica Capital AG Quantica Managed Futures 0.00 5,000k 1/1/2005 103 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 102 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 101 RAM Management Group RAM MRTP 1X-Conservative 0.00 1,000k 9/1/1993 99 Clarke Capital Management FX Plus 0.00 1,000k 5/1/2004 100 Claughton Capital ARP Institutional Program 0.00 1,000k 10/1/2005 110 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 111 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 106 White Indian Trading Co. SCS Program (Client) 0.00 250k 2/1/2011 109 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 107 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 108 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 105 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 98 Altradis Capital AG AlphAlgo 0.02 100k 5/1/2007 97 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.05 50k 10/1/2011 96 Auctos Capital Management Auctos Global Diversified 0.15 3,000k 11/1/2007 95 John Locke Investments JL Commodity Long Flat Program 0.16 5,000k 12/1/2007 94 Transtrend B.V. DTP – Standard Risk (EUR) 0.18 10,000k 2/1/1999 93 Somers Brothers Capital Diversified Futures Program #1 0.18 100k 1/1/2005 92 IDS Capital IDS F&F Systematic Trading 0.20 50k 7/1/2013 91 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.21 5,000k 6/1/2010 90 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.27 100k 2/1/2010 89 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.29 10,000k 8/1/1999 88 Rosetta Capital Management Macro Program 0.32 50k 1/1/2009 87 Wavefront Global Asset Management IMFC Global Concentrated 0.48 500k 4/1/2009 86 Transtrend B.V. DTP – Enhanced Risk (USD) 0.48 10,000k 1/1/1995 85 Rotella Capital Management Rotella Polaris Program (Diversified) 0.49 10,000k 1/1/1991 84 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.51 10,000k 8/1/2004 83 Manning & Napier MN Xenon Managed Futures (2x) Program 0.55 5,000k 6/1/2006 82 Romanesco Capital Management B.V Persistence Program 0.59 5,000k 9/1/2005 81 Wraith Capital LLP Wraith Dynamic Futures Fund 0.61 100k 1/1/2011 80 Covenant Capital Management Original Program 0.61 5,000k 9/1/1999 79 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.63 10k 7/1/2005 78 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.63 100k 3/1/2003 77 Wavefront Global Asset Management IMFC Global Investment Program 0.68 2,000k 2/1/2007 76 Adamah Capital LLC Asset Allocator Program 0.70 50k 3/1/2011 75 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.71 10,000k 8/1/2009 74 Xplor Capital Management, LLC Global CTA Program 0.72 1,500k 7/1/2004 73 Rotella Capital Management Rotella Orion (Short-Term) Program 0.77 10,000k 3/1/2006 72 Beryl Investment Group LLC Nominal Discretionary System 0.83 50k 7/1/2007 71 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.85 1k 10/1/2006 70 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.86 25k 1/1/2011 69 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.90 10,000k 8/1/2009 68 Lynx Asset Management AB Lynx Program 0.91 75k 5/1/2000 67 OptHedge Advisors LLC Diversified Options & Futures Program 0.91 250k 10/1/2008 66 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.95 75k 6/1/2007 65 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 0.95 100k 10/1/2009 64 Winton Capital Management Diversified 0.97 50,000k 10/1/1997 63 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.99 200k 11/1/1999 62 Covenant Capital Management Aggressive Program 1.14 3,000k 2/1/2004 61 Auspice Capital Advisors Ltd Auspice Diversified Program 1.17 1,500k 4/1/2006 60 Millburn Ridgefield Corporation Multi-Markets Program 1.30 25,000k 10/1/2004 59 AllMountain Capital AG Mount Denali Global Trends 1.32 160k 7/1/2007 58 Abraham Trading Company Diversified Program 1.35 10,000k 1/1/1988 57 Drury Capital Diversified Trend-Following Program 1.38 5,000k 5/1/1997 56 Purple Valley Capital, Inc. Diversified Trend 1 1.42 100k 8/1/2008 55 DUNN Capital Management D'Best Futures Fund, L.P. 1.44 100k 6/1/1994 54 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.53 100k 8/1/2009 53 MERIT Alternative Investments GmbH Futures Portfolio 1.61 2,000k 6/1/1998 52 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.85 500k 1/1/2006 51 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.87 50k 10/1/2010 50 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.94 5,000k 10/1/2007 49 Kelly Angle Inc. Genesis Program 2.00 2,000k 4/1/2000 48 Hyman Beck and Company Global Portfolio 2.06 1,000k 3/1/1991 47 Clarke Capital Management Worldwide 2.07 250k 1/1/1996 46 Red Rock Capital, LLC Systematic Global Macro 2.08 500k 9/1/2003 45 FORT LP Fort Global Diversified 2.08 2,000k 10/1/1993 44 Conquest Capital Group Conquest Macro 2.09 250k 5/1/1999 43 EMC Capital Advisors, LLC Classic 2.10 5,000k 1/1/1985 42 Sharp Mountain Advisors, LLC Diversified Managed Futures 2.27 250k 8/1/2011 41 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.29 1/1/1989 40 Insignia Managed Capital Medallion 2.33 50k 2/1/2009 39 DUNN Capital Management DUNN Combined Fund (DCF) 2.35 100k 5/1/1989 38 Millburn Ridgefield Corporation Commodity Program 2.41 25,000k 3/1/2005 37 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 2.47 100k 7/1/2011 36 Insignia Managed Capital Epoch3 2.47 20k 7/1/2009 35 Quantmetrics Capital Management LLP Directional 10V Strategy 2.67 10,000k 1/1/2007 34 Liberty Funds Group, Inc Liberty Diversified Option Strategy 2.68 750k 1/1/2009 33 NuWave Investment Management, LLC NuWave Investment Partners LP 2.96 250k 6/1/2001 32 NuWave Investment Management, LLC Combined Futures Portfolio 3.05 5,000k 6/1/2001 31 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 3.37 100k 5/1/2011 30 FORT LP Fort Global Contrarian 3.42 2,000k 10/1/2002 29 Superfund Group Superfund Blue SPC Class A (Gold) 3.42 50k 12/1/2007 28 Zoi Capital, LLC Telio Program (Client) 3.45 200k 4/1/2010 27 Spectrum Asset Management LLC Global Diversified 3.49 2,000k 1/1/2001 26 Wimmer Horizon LLP Managed Account 3.59 5,000k 5/1/2005 25 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.66 1,000k 5/1/2006 24 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 3.93 500k 4/1/2009 23 ISAM ISAM Systematic Trend Fund 4.11 1,000k 6/1/2001 22 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 4.16 4,000k 11/1/2008 21 Dendrich Ltd QEP 4.32 50k 12/1/2005 20 Quantitative Investment Management Quantitative Global Program 4.36 20,000k 10/1/2003 19 Angle Capital Management LLC AIP Program 4.84 100k 1/1/2010 18 Keck Capital Management LLC The Keck Program 4.90 2,000k 12/1/2003 17 Non Correlated Capital Positive Theta Fund 5.24 50k 10/1/2007 16 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.26 100k 11/1/1984 15 Non Correlated Capital Positive Theta Program 5.29 250k 10/1/2007 14 Chesapeake Capital Diversified (LV) 5.58 100k 2/1/1988 13 Clarke Capital Management Jupiter 5.92 3,000k 5/1/2005 12 GLOBIVEST LLC Alpha Program 6.05 50k 4/1/2009 11 Dixon Midland Company LLC Dixon Midland Diversified LLC 6.06 250k 5/1/2011 10 Ancile Capital Management Global Markets Program 6.25 2,000k 4/1/2005 9 M.S. Capital Management Global Diversified Program 6.50 2,000k 11/1/1998 8 Option Capital Advisory OCA Premium 6.68 100k 5/1/2011 7 White River Group Diversified Option Writing Strategy 7.80 20k 11/1/2008 6 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 11.82 4,000k 2/1/2011 5 Mulvaney Capital Management The Mulvaney Global Markets Fund 12.05 100k 5/1/1999 4 FRP CAPITAL LLC FRP125+ 13.34 125k 1/1/2010 3 Clarke Capital Management Millennium 15.80 1,000k 1/1/1998 2 Dreiss Research Corporation Diversified Program 17.95 1,000k 5/1/1991 1 Parizek Capital Futures Trading Program 19.73 500k 4/1/2000 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.