Diversified Trader Index For December 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 Dec 2011 Min Inv Inception 208 Superfund Group Superfund Green Gold C (SPC) -20.19 100k 10/1/2005 207 Superfund Group Superfund Green Gold B (SPC) -17.86 50k 10/1/2005 206 Superfund Group Superfund Green Gold A (SPC) -15.96 5k 10/1/2005 205 Superfund Group Superfund Green Gold L.P. Series B-1 -15.33 5k 4/1/2009 204 Superfund Group Superfund Green Gold L.P. Series A-1 -14.04 5k 4/1/2009 203 Parizek Capital Futures Trading Program -10.73 500k 4/1/2000 202 Superfund Group Superfund Green Master -9.35 2,000k 5/1/2001 201 Superfund Group Superfund Blue SPC Class A (Gold) -7.64 50k 12/1/2007 200 Superfund Group Superfund Green GCT USD -7.45 15k 1/1/2000 199 Superfund Group Superfund Green L.P. Series B -7.15 5k 10/1/2002 198 Zoi Capital, LLC Telio Program (Client) -5.48 200k 4/1/2010 197 Superfund Group Superfund Green L.P. Series A -4.94 5k 10/1/2002 196 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -4.92 500k 4/1/2009 195 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -4.89 4,000k 2/1/2011 194 Revolution Capital Management Mosaic Program -4.79 10,000k 10/1/2006 193 Amplitude Capital International Limited Dynamic Strategy -4.47 6/1/2005 192 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.16 2,000k 7/1/1992 191 Liberty Funds Group, Inc Liberty Wealth Protection Fund -4.04 250k 10/1/2009 190 Superfund Group Superfund Green Q-AG -3.90 2k 3/1/1996 189 Ion Asset Architecture Ion Fund Program -3.63 10,000k 11/1/2007 188 Ion Asset Architecture (Fund Program) Ion Fund -3.63 100k 11/1/2007 187 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.53 1,000k 3/1/2003 186 Hawksbill Capital Management Global Diversified -3.44 5,000k 11/1/1988 185 Southwest Managed Investments, LLC Global Diversified -3.42 200k 1/1/2002 184 Mobius Asset Management Custom Trading Program -3.40 100k 1/1/2002 183 Auspice Capital Advisors Ltd Auspice Diversified Program -3.12 1,500k 4/1/2006 182 Quantitative Investment Management Quantitative Global Program -2.87 20,000k 10/1/2003 181 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.87 5,000k 6/1/2010 180 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.73 1,000k 9/1/2009 179 Wraith Capital LLP Wraith Dynamic Futures Fund -2.70 100k 1/1/2011 178 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -2.67 4,000k 11/1/2008 177 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.58 3,000k 10/1/1992 176 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.57 50k 10/1/2010 175 Global Domain Partners, LLC Global Domain Vector Fund - Series A -2.55 500k 1/1/2006 174 John Locke Investments JL Commodity Long Flat Program -2.50 5,000k 12/1/2007 173 DUNN Capital Management DUNN Combined Fund (DCF) -2.36 100k 5/1/1989 172 Clarke Capital Management Millennium -2.25 1,000k 1/1/1998 171 Gladius Asset Management Fulham Program -2.13 2,000k 1/1/2008 170 Claughton Capital ARP Institutional Program -2.12 1,000k 10/1/2005 169 DUNN Capital Management D'Best Futures Fund, L.P. -2.11 100k 6/1/1994 168 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.96 1,500k 1/1/2009 167 Futures Truth Company, FTC-CTA MS4 -1.93 250k 10/1/2007 166 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.93 3,000k 5/1/2010 165 Briarwood Capital Management, Inc. Diversified 2XL -1.85 250k 11/1/2004 164 Revolution Capital Management Mosaic Institutional Program -1.82 25,000k 9/1/2009 163 Amplitude Capital International Limited Klassik Strategy -1.78 1,000k 9/1/2009 162 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -1.72 100k 5/1/2011 161 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.64 100k 5/1/1999 160 White Indian Trading Co. STAIRS (Client) -1.61 250k 5/1/2009 159 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.51 10k 7/1/2005 158 Dreiss Research Corporation Diversified Program -1.49 1,000k 5/1/1991 157 IStar Capital B.V. IStar Systematic Fund -1.45 1,000k 9/1/2011 156 RAM Management Group MRTP Aggressive -1.44 1,000k 2/1/1998 155 EMC Capital Advisors, LLC Classic -1.40 5,000k 1/1/1985 154 Spectrum Asset Management LLC Global Diversified -1.33 2,000k 1/1/2001 153 FRP CAPITAL LLC FRP125+ -1.28 125k 1/1/2010 152 Mondiale Asset Management Mondiale Trading Program -1.20 0k 9/1/1997 151 Red Oak Commodity Advisors Investment Program -1.13 5,000k 12/1/1989 150 Clarke Capital Management Jupiter -1.11 3,000k 5/1/2005 149 Clarke Capital Management Global Basic -1.07 50k 2/1/1996 148 Estlander & Partners Alpha Trend II - Class P -1.04 100k 12/1/2008 147 Revolution Capital Management Alpha Program -1.01 5,000k 6/1/2007 146 Clarke Capital Management Worldwide -1.01 250k 1/1/1996 145 Romanesco Capital Management B.V Persistence Program -0.94 5,000k 9/1/2005 144 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.93 1,000k 5/1/2006 143 IDS Capital IDS F&F Systematic Trading -0.90 50k 7/1/2013 142 QCM Global Diversified Programme -0.90 500k 12/1/1995 141 Robinson-Langley Capital Management, LLC Managed Account Program -0.88 200k 1/1/2007 140 Superfund Group Superfund Blue SPC Class A (EUR) -0.86 50k 4/1/2005 139 Quantmetrics Capital Management LLP Directional 10V Strategy -0.80 10,000k 1/1/2007 138 Briarwood Capital Management, Inc. Diversified Trading Program -0.77 3,000k 7/1/2001 137 Somers Brothers Capital Diversified Futures Program #1 -0.71 100k 1/1/2005 136 Angle Capital Management LLC AIP Program -0.67 100k 1/1/2010 135 Kelly Angle Inc. Genesis Program -0.58 2,000k 4/1/2000 134 Conquest Capital Group Conquest Select -0.52 250k 6/1/2004 133 NuWave Investment Management, LLC NuWave Investment Partners LP -0.51 250k 6/1/2001 132 NuWave Investment Management, LLC Combined Futures Portfolio -0.48 5,000k 6/1/2001 131 RAM Management Group RAM MRTP 1X-Conservative -0.47 1,000k 9/1/1993 130 Tactical Investment Management Tactical Institutional Commodity Program -0.44 10,000k 4/1/1993 129 Robust Methods LLC Macro Managed Account -0.40 5,000k 1/1/2005 128 Xplor Capital Management, LLC Global CTA Program -0.39 1,500k 7/1/2004 127 Wavefront Global Asset Management IMFC Global Concentrated -0.34 500k 4/1/2009 126 Conquest Capital Group Conquest Macro -0.32 250k 5/1/1999 125 Estlander & Partners Alpha Trend -0.30 30,000k 10/1/1991 124 Mark J. Walsh Company Standard Program -0.28 2,000k 9/1/1985 123 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -0.18 25k 1/1/2011 122 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -0.17 50k 10/1/2011 121 Covenant Capital Management Original Program -0.16 5,000k 9/1/1999 120 Keck Capital Management LLC The Keck Program -0.16 2,000k 12/1/2003 119 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.11 100k 1/1/2005 118 Wimmer Horizon LLP Managed Account -0.10 5,000k 5/1/2005 117 Purple Valley Capital, Inc. Diversified Trend 1 -0.10 100k 8/1/2008 116 GT CAPITAL CTA GT CAPITAL CTA -0.02 150k 6/1/2009 115 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 114 Beryl Investment Group LLC Nominal Discretionary System -0.01 50k 7/1/2007 109 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 111 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 110 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 106 Mobius Asset Management Diversified Program 0.00 250k 3/1/2004 107 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 105 Eckhardt Trading Company Evolution Strategies 1.2X 0.00 10,000k 10/1/1991 113 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 108 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 112 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 104 Eckhardt Trading Company Evolution Strategies 0.03 20,000k 8/1/1991 103 John Locke Investments Cyril Systematic Program 0.03 8,000k 7/1/2000 102 Rho Asset Management Rho Altius 1XL Program 0.05 5,000k 11/1/2007 101 Estlander & Partners Freedom 0.08 20,000k 8/1/2010 100 ALFAKRAFT ALFA Commodity Fund 0.09 16k 6/1/2010 99 Adamah Capital LLC Asset Allocator Program 0.10 50k 3/1/2011 98 Millburn Ridgefield Corporation Commodity Program 0.11 25,000k 3/1/2005 97 Deep Field Capital AG SINGULARITY Fund 0.13 100k 9/1/2011 96 IKOS The IKOS Hedge Fund 0.23 10,000k 7/1/1998 95 M.S. Capital Management Global Diversified Program 0.31 2,000k 11/1/1998 94 Molinero Capital Management LLP Global Markets Program 0.34 2,000k 7/1/2005 93 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.35 1,000k 3/1/1998 92 Auctos Capital Management Auctos Global Diversified 0.37 3,000k 11/1/2007 91 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.38 100k 8/1/2009 90 Rabar Market Research Diversified Program 0.38 2,000k 1/1/1989 89 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.38 1/1/1989 88 Clarke Capital Management FX Plus 0.39 1,000k 5/1/2004 87 Crabel Capital Management Crabel Multi-Product 0.40 1,000k 3/1/1998 86 Stenger Capital Management, LLC Diversified Trading Program 0.40 200k 4/1/2010 85 Abraham Trading Company Diversified Program 0.41 10,000k 1/1/1988 84 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.45 5,000k 10/1/2007 83 MERIT Alternative Investments GmbH Futures Portfolio 0.53 2,000k 6/1/1998 82 Welton Investment Partners Welton Global 0.53 10,000k 6/1/2004 81 Haar Capital Management Discretionary Commodity Trading Program 0.55 250k 12/1/2005 80 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.57 5,000k 11/1/2012 79 Millburn Ridgefield Corporation Diversified Program 0.57 20,000k 2/1/1977 78 Estlander & Partners Global Markets 0.63 10,000k 8/1/1999 77 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.65 750k 1/1/2009 76 Trigon Investment Advisors, LLC Discretionary Macro Program 0.68 10,000k 8/1/2007 75 Rabar Market Research Short-Term Program 0.71 2,000k 11/1/2009 74 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.75 200k 11/1/1999 73 Red Rock Capital, LLC Systematic Global Macro 0.76 500k 9/1/2003 72 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.77 25,000k 3/1/2010 71 IKOS IKOS Futures Fund 0.80 1,000k 2/1/2010 70 White Indian Trading Co. SCS Program (Client) 0.83 250k 2/1/2011 69 Rotella Capital Management Rotella Orion (Short-Term) Program 0.84 10,000k 3/1/2006 68 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.85 1,000k 10/1/2006 67 Endeavour Capital LLP Endeavour Pembroke 0.87 2,000k 7/1/2007 66 Quantica Capital AG Quantica Managed Futures 0.88 5,000k 1/1/2005 65 Covenant Capital Management Aggressive Program 0.88 3,000k 2/1/2004 64 HB Capital Management Inc. Diversified Program 0.88 50k 3/1/2008 63 White Indian Trading Co. STAIRS - Futures Program (Client) 0.91 250k 10/1/2008 62 Blackwater Capital Management Global Program 0.92 5,000k 7/1/2005 61 Metolius Capital LLC Metolius Diversified 0.97 100k 6/1/2010 60 Millburn Ridgefield Corporation Multi-Markets Program 1.02 25,000k 10/1/2004 59 Chesapeake Capital Diversified (LV) 1.04 100k 2/1/1988 58 Emil van Essen EvE Systematic Global Opportunities 1.04 1,000k 9/1/2007 57 Northfield Trading Diversified 1.10 2,000k 7/1/1989 56 Transtrend B.V. DTP – Standard Risk (EUR) 1.11 10,000k 2/1/1999 55 ISAM ISAM Systematic Trend Fund 1.18 1,000k 6/1/2001 54 Wavefront Global Asset Management IMFC Global Investment Program 1.22 2,000k 2/1/2007 53 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.25 100k 11/1/1984 52 Estlander & Partners Global XL 1.25 5,000k 8/1/1991 51 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.25 75k 6/1/2007 50 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.33 100k 2/1/2010 49 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 1.33 10,000k 8/1/2009 48 Clarke Capital Management Global Magnum 1.37 100k 8/1/1997 47 Hyman Beck and Company Global Portfolio 1.38 1,000k 3/1/1991 46 ROW Asset Managment Row Diversified Fund, L.P. 1.46 1,000k 11/1/2011 45 Transtrend B.V. DTP – Enhanced Risk (USD) 1.58 10,000k 1/1/1995 44 Manning & Napier MN Xenon Managed Futures (2x) Program 1.62 5,000k 6/1/2006 43 Eclipse Capital Management Global Monetary 1.64 5,000k 8/1/1990 42 Winton Capital Management Diversified 1.65 50,000k 10/1/1997 41 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.69 10,000k 8/1/2004 40 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.70 10,000k 8/1/2009 39 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.76 10,000k 8/1/1999 38 Rotella Capital Management Rotella Polaris Program (Diversified) 1.88 10,000k 1/1/1991 37 Vergho Asset Management LLC Kinematics 2.00 1,000k 11/1/2008 36 Altradis Capital AG AlphAlgo 2.03 100k 5/1/2007 35 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.12 100k 10/1/2009 34 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.23 1,000k 9/1/1997 33 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.25 1k 10/1/2006 32 Jaguar Investments Ltd Vario Capital Strategy 2.30 1,000k 5/1/2016 31 Drury Capital Diversified Trend-Following Program 2.30 5,000k 5/1/1997 30 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.40 100k 3/1/2003 29 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 2.43 150k 1/1/2011 28 Di Tomasso Group Inc. Equilibrium Program 2.57 5,000k 1/1/2002 27 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.86 250k 5/1/2011 26 Non Correlated Capital Positive Theta Program 2.86 250k 10/1/2007 25 Non Correlated Capital Positive Theta Fund 2.88 50k 10/1/2007 24 White River Group Diversified Option Writing Strategy 2.97 20k 11/1/2008 23 Quantis Asset Management PFM Systematic 3.00 15k 5/1/2010 22 Lynx Asset Management AB Lynx Program 3.06 75k 5/1/2000 21 Sharp Mountain Advisors, LLC Diversified Managed Futures 3.12 250k 8/1/2011 20 Rivoli Fund Management Rivoli International Fund (V9) 3.13 5,000k 1/1/2002 19 Emil van Essen Spread Trading Program 3.18 5,000k 12/1/2006 18 Ancile Capital Management Global Markets Program 3.72 2,000k 4/1/2005 17 Dominion Capital Sapphire Program 3.86 3,000k 5/1/2005 16 AllMountain Capital AG Mount Denali Global Trends 4.03 160k 7/1/2007 15 Quantum Leap Capital Management Managed Account Program 4.20 300k 8/1/2006 14 Insignia Managed Capital Epoch3 4.52 20k 7/1/2009 13 Rivoli Fund Management Rivoli International Fund (E) 4.54 5,000k 10/1/1996 12 GLOBIVEST LLC Alpha Program 4.56 50k 4/1/2009 11 FORT LP Fort Global Contrarian 4.69 2,000k 10/1/2002 10 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 4.86 100k 7/1/2011 9 Option Capital Advisory OCA Premium 4.92 100k 5/1/2011 8 Insignia Managed Capital Medallion 5.22 50k 2/1/2009 7 FORT LP Fort Global Diversified 5.90 2,000k 10/1/1993 6 Rosetta Capital Management Macro Program 8.14 50k 1/1/2009 5 OptHedge Advisors LLC Diversified Options & Futures Program 8.35 250k 10/1/2008 4 Future Trade AG Thales Swing Trading Programme 8.39 250k 6/1/2007 3 Crabel Capital Management WPD Crabel Futures Program 9.85 1,000k 7/1/2008 2 Dendrich Ltd QEP 11.87 50k 12/1/2005 1 Futures Truth Company, FTC-CTA 200K Options Strategy 13.60 200k 12/1/2009 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.