Diversified Trader Index For March 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 Mar 2011 Min Inv Inception 198 Kelly Angle Inc. Genesis Program -12.49 2,000k 4/1/2000 197 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.06 100k 11/1/1984 196 DUNN Capital Management DUNN Combined Fund (DCF) -10.49 100k 5/1/1989 195 DUNN Capital Management D'Best Futures Fund, L.P. -10.44 100k 6/1/1994 194 Clarke Capital Management Worldwide -9.13 250k 1/1/1996 193 Rho Asset Management Rho Altius 1XL Program -8.51 5,000k 11/1/2007 192 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -7.78 5,000k 11/1/2012 191 Angle Capital Management LLC AIP Program -7.75 100k 1/1/2010 190 Tactical Investment Management Tactical Institutional Commodity Program -7.71 10,000k 4/1/1993 189 Liberty Funds Group, Inc Liberty Diversified Option Strategy -7.34 750k 1/1/2009 188 Parizek Capital Futures Trading Program -7.07 500k 4/1/2000 187 Drury Capital Diversified Trend-Following Program -7.05 5,000k 5/1/1997 186 Rivoli Fund Management Rivoli International Fund (E) -7.05 5,000k 10/1/1996 185 Abraham Trading Company Diversified Program -6.78 10,000k 1/1/1988 184 Clarke Capital Management FX Plus -6.77 1,000k 5/1/2004 183 Somers Brothers Capital Diversified Futures Program #1 -6.47 100k 1/1/2005 182 Clarke Capital Management Jupiter -6.08 3,000k 5/1/2005 181 Liberty Funds Group, Inc Liberty Wealth Protection Fund -6.03 250k 10/1/2009 180 Lynx Asset Management AB Lynx Program -5.76 75k 5/1/2000 179 Rabar Market Research Short-Term Program -5.40 2,000k 11/1/2009 178 Clarke Capital Management Millennium -5.32 1,000k 1/1/1998 177 Altradis Capital AG AlphAlgo -5.17 100k 5/1/2007 176 Southwest Managed Investments, LLC Global Diversified -4.99 200k 1/1/2002 175 Endeavour Capital LLP Endeavour Pembroke -4.97 2,000k 7/1/2007 174 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -4.90 75k 6/1/2007 173 Rivoli Fund Management Rivoli International Fund (V9) -4.64 5,000k 1/1/2002 172 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.62 100k 5/1/1999 171 Hawksbill Capital Management Global Diversified -4.38 5,000k 11/1/1988 170 John Locke Investments Cyril Systematic Program -4.35 8,000k 7/1/2000 169 Revolution Capital Management Mosaic Program -4.32 10,000k 10/1/2006 168 EMC Capital Advisors, LLC Classic -4.32 5,000k 1/1/1985 167 Eclipse Capital Management Global Monetary -4.27 5,000k 8/1/1990 166 Mark J. Walsh Company Standard Program -4.20 2,000k 9/1/1985 165 Mobius Asset Management Custom Trading Program -4.03 100k 1/1/2002 164 Conquest Capital Group Conquest Select -4.03 250k 6/1/2004 163 Gladius Asset Management Fulham Program -4.01 2,000k 1/1/2008 162 ISAM ISAM Systematic Trend Fund -3.73 1,000k 6/1/2001 161 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.63 100k 1/1/2005 160 Crabel Capital Management WPD Crabel Futures Program -3.53 1,000k 7/1/2008 159 Rosetta Capital Management Macro Program -3.48 50k 1/1/2009 158 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.43 3,000k 5/1/2010 157 Dreiss Research Corporation Diversified Program -3.29 1,000k 5/1/1991 156 Welton Investment Partners Welton Global -3.25 10,000k 6/1/2004 155 Hyman Beck and Company Global Portfolio -3.24 1,000k 3/1/1991 154 M.S. Capital Management Global Diversified Program -3.18 2,000k 11/1/1998 153 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -3.06 1,500k 1/1/2009 152 Alee Capital Management, LLC Mistral Program -3.03 2,500k 1/1/1999 151 Millburn Ridgefield Corporation Multi-Markets Program -2.99 25,000k 10/1/2004 150 Amplitude Capital International Limited Klassik Strategy -2.98 1,000k 9/1/2009 149 Northfield Trading Diversified -2.95 2,000k 7/1/1989 148 Robinson-Langley Capital Management, LLC Managed Account Program -2.94 200k 1/1/2007 147 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.93 1,000k 10/1/2006 146 QCM Global Diversified Programme -2.85 500k 12/1/1995 145 Revolution Capital Management Alpha Fund -2.80 50k 1/1/2005 144 Estlander & Partners Global XL -2.79 5,000k 8/1/1991 143 Quantica Capital AG Quantica Managed Futures -2.76 5,000k 1/1/2005 142 Ancile Capital Management Global Markets Program -2.72 2,000k 4/1/2005 141 Mondiale Asset Management Mondiale Trading Program -2.72 0k 9/1/1997 140 Millburn Ridgefield Corporation Diversified Program -2.55 20,000k 2/1/1977 139 Rabar Market Research Diversified Program -2.55 2,000k 1/1/1989 138 Wimmer Horizon LLP Managed Account -2.53 5,000k 5/1/2005 137 Beryl Investment Group LLC Nominal Discretionary System -2.49 50k 7/1/2007 136 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.46 1k 10/1/2006 135 Red Oak Commodity Advisors Investment Program -2.34 5,000k 12/1/1989 134 FRP CAPITAL LLC FRP125+ -2.25 125k 1/1/2010 133 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.24 5,000k 10/1/2007 132 Wavefront Global Asset Management IMFC Global Concentrated -2.23 500k 4/1/2009 131 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.23 10,000k 8/1/2009 130 White Indian Trading Co. STAIRS - Futures Program (Client) -2.20 250k 10/1/2008 129 White Indian Trading Co. STAIRS (Client) -2.17 250k 5/1/2009 128 Quantis Asset Management PFM Systematic -2.15 15k 5/1/2010 127 Transtrend B.V. DTP – Enhanced Risk (USD) -2.14 10,000k 1/1/1995 126 Red Rock Capital, LLC Systematic Global Macro -2.11 500k 9/1/2003 125 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.10 10,000k 8/1/1999 124 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -2.09 25,000k 3/1/2010 123 Revolution Capital Management Alpha Program -1.99 5,000k 6/1/2007 122 Di Tomasso Group Inc. Equilibrium Program -1.92 5,000k 1/1/2002 121 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.91 10,000k 8/1/2004 120 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.85 1,000k 9/1/2009 119 HB Capital Management Inc. Diversified Program -1.85 50k 3/1/2008 118 Rotella Capital Management Rotella Polaris Program (Diversified) -1.84 10,000k 1/1/1991 117 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.81 10k 7/1/2005 116 Conquest Capital Group Conquest Macro -1.79 250k 5/1/1999 115 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.74 100k 2/1/2010 114 Eckhardt Trading Company Evolution Strategies 1.2X -1.72 10,000k 10/1/1991 113 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.66 100k 8/1/2009 112 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.58 1,000k 3/1/1998 111 Transtrend B.V. DTP – Standard Risk (EUR) -1.55 10,000k 2/1/1999 110 Rotella Capital Management Rotella Orion (Short-Term) Program -1.50 10,000k 3/1/2006 109 Revolution Capital Management Mosaic Institutional Program -1.49 25,000k 9/1/2009 108 Eckhardt Trading Company Evolution Strategies -1.48 20,000k 8/1/1991 107 Crabel Capital Management Crabel Multi-Product -1.46 1,000k 3/1/1998 106 FORT LP Fort Global Diversified -1.45 2,000k 10/1/1993 105 Ion Asset Architecture (Fund Program) Ion Fund -1.43 100k 11/1/2007 104 Wavefront Global Asset Management IMFC Global Investment Program -1.43 2,000k 2/1/2007 103 Ion Asset Architecture Ion Fund Program -1.43 10,000k 11/1/2007 102 Estlander & Partners Global Markets -1.35 10,000k 8/1/1999 101 FORT LP Fort Global Contrarian -1.32 2,000k 10/1/2002 100 Manning & Napier MN Xenon Managed Futures (2x) Program -1.21 5,000k 6/1/2006 99 Auspice Capital Advisors Ltd Auspice Diversified Program -1.17 1,500k 4/1/2006 98 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.14 1/1/1989 97 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.13 10,000k 8/1/2009 96 MERIT Alternative Investments GmbH Futures Portfolio -1.12 2,000k 6/1/1998 95 Estlander & Partners Freedom -1.07 20,000k 8/1/2010 94 Trigon Investment Advisors, LLC Discretionary Macro Program -1.05 10,000k 8/1/2007 93 Blackwater Capital Management Global Program -1.05 5,000k 7/1/2005 92 Superfund Group Superfund Green L.P. Series B -1.01 5k 10/1/2002 91 Covenant Capital Management Aggressive Program -0.89 3,000k 2/1/2004 90 Molinero Capital Management LLP Global Markets Program -0.84 2,000k 7/1/2005 89 Spectrum Asset Management LLC Global Diversified -0.82 2,000k 1/1/2001 88 Keck Capital Management LLC The Keck Program -0.68 2,000k 12/1/2003 87 Purple Valley Capital, Inc. Diversified Trend 1 -0.64 100k 8/1/2008 86 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.63 1,000k 3/1/2003 85 Auctos Capital Management Auctos Global Diversified -0.62 3,000k 11/1/2007 84 Superfund Group Superfund Green L.P. Series A -0.60 5k 10/1/2002 83 Superfund Group Superfund Green GCT USD -0.59 15k 1/1/2000 82 Superfund Group Superfund Green Q-AG -0.55 2k 3/1/1996 81 Alee Capital Management, LLC Poniente Program -0.43 2,500k 1/1/1999 80 Superfund Group Superfund Green Master -0.42 2,000k 5/1/2001 79 Quantitative Investment Management Quantitative Global Program -0.41 20,000k 10/1/2003 78 Millburn Ridgefield Corporation Commodity Program -0.38 25,000k 3/1/2005 77 Vergho Asset Management LLC Kinematics -0.36 1,000k 11/1/2008 76 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -0.35 4,000k 2/1/2011 75 Clarke Capital Management Global Basic -0.23 50k 2/1/1996 74 Superfund Group Superfund Blue SPC Class A (Gold) -0.23 50k 12/1/2007 73 Haar Capital Management Discretionary Commodity Trading Program -0.17 250k 12/1/2005 72 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.14 4,000k 11/1/2008 71 Briarwood Capital Management, Inc. Diversified 2XL -0.12 250k 11/1/2004 70 Mobius Asset Management Diversified Program -0.11 250k 3/1/2004 69 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.10 1,000k 5/1/2006 68 Saxon Investment Corporation Aggressive Diversified Program -0.09 2,000k 11/1/1993 67 Saxon Investment Corporation Diversified Program -0.06 3,000k 9/1/1988 66 Briarwood Capital Management, Inc. Diversified Trading Program -0.03 3,000k 7/1/2001 65 Emil van Essen EvE Systematic Global Opportunities -0.02 1,000k 9/1/2007 64 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.00 5,000k 6/1/2010 62 Adamah Capital LLC Asset Allocator Program 0.00 50k 3/1/2011 63 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 61 Estlander & Partners Alpha Trend II - Class P 0.02 100k 12/1/2008 60 IDS Capital IDS F&F Systematic Trading 0.05 50k 7/1/2013 59 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.10 100k 3/1/2003 58 Estlander & Partners Alpha Trend 0.14 30,000k 10/1/1991 57 Metolius Capital LLC Metolius Diversified 0.17 100k 6/1/2010 56 John Locke Investments JL Commodity Long Flat Program 0.24 5,000k 12/1/2007 55 Winton Capital Management Diversified 0.25 50,000k 10/1/1997 54 Clarke Capital Management Global Magnum 0.38 100k 8/1/1997 53 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 0.38 150k 1/1/2011 52 White Indian Trading Co. SCS Program (Client) 0.51 250k 2/1/2011 51 Xplor Capital Management, LLC Global CTA Program 0.59 1,500k 7/1/2004 50 Wraith Capital LLP Wraith Dynamic Futures Fund 0.63 100k 1/1/2011 49 Covenant Capital Management Original Program 0.64 5,000k 9/1/1999 48 Superfund Group Superfund Green Gold L.P. Series A-1 0.65 5k 4/1/2009 47 Quantmetrics Capital Management LLP Directional 10V Strategy 0.66 10,000k 1/1/2007 46 ALFAKRAFT ALFA Commodity Fund 0.67 16k 6/1/2010 45 Futures Truth Company, FTC-CTA 200K Options Strategy 0.70 200k 12/1/2009 44 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.71 500k 1/1/2006 43 Superfund Group Superfund Blue SPC Class A (EUR) 0.76 50k 4/1/2005 42 Chesapeake Capital Diversified (LV) 0.77 100k 2/1/1988 41 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.80 200k 11/1/1999 40 Robust Methods LLC Macro Managed Account 0.83 5,000k 1/1/2005 39 GLOBIVEST LLC Alpha Program 0.85 50k 4/1/2009 38 Superfund Group Superfund Green Gold L.P. Series B-1 1.01 5k 4/1/2009 37 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.08 100k 10/1/2009 36 Futures Truth Company, FTC-CTA MS4 1.09 250k 10/1/2007 35 Insignia Managed Capital Epoch3 1.12 20k 7/1/2009 34 Superfund Group Superfund Green Gold C (SPC) 1.13 100k 10/1/2005 33 Jaguar Investments Ltd Vario Capital Strategy 1.16 1,000k 5/1/2016 32 Superfund Group Superfund Green Gold B (SPC) 1.26 50k 10/1/2005 31 Superfund Group Superfund Green Gold A (SPC) 1.30 5k 10/1/2005 30 Dominion Capital Sapphire Program 1.30 3,000k 5/1/2005 29 Amplitude Capital International Limited Dynamic Strategy 1.45 6/1/2005 28 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.47 500k 4/1/2009 27 Romanesco Capital Management B.V Persistence Program 1.54 5,000k 9/1/2005 26 Stenger Capital Management, LLC Diversified Trading Program 1.96 200k 4/1/2010 25 OptHedge Advisors LLC Diversified Options & Futures Program 1.98 250k 10/1/2008 24 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 2.02 25k 1/1/2011 23 AllMountain Capital AG Mount Denali Global Trends 2.15 160k 7/1/2007 22 Emil van Essen Spread Trading Program 2.25 5,000k 12/1/2006 21 RAM Management Group RAM MRTP 1X-Conservative 2.36 1,000k 9/1/1993 20 Global Vista Advisors, LLC Global Vista Options ("GVO") 2.53 50k 10/1/2010 19 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.64 1,000k 9/1/1997 18 Claughton Capital ARP Institutional Program 3.02 1,000k 10/1/2005 17 Insignia Managed Capital Medallion 3.25 50k 2/1/2009 16 Non Correlated Capital Positive Theta Fund 3.63 50k 10/1/2007 15 Non Correlated Capital Positive Theta Program 3.66 250k 10/1/2007 14 IKOS The IKOS Hedge Fund 4.28 10,000k 7/1/1998 13 IKOS IKOS Futures Fund 4.46 1,000k 2/1/2010 12 Future Trade AG Thales Swing Trading Programme 4.48 250k 6/1/2007 11 NuWave Investment Management, LLC Combined Futures Portfolio 4.95 5,000k 6/1/2001 10 NuWave Investment Management, LLC NuWave Investment Partners LP 5.07 250k 6/1/2001 9 Dendrich Ltd QEP 5.88 50k 12/1/2005 8 White River Group Diversified Option Writing Strategy 5.89 20k 11/1/2008 7 RAM Management Group MRTP Aggressive 7.24 1,000k 2/1/1998 6 AIS Capital Management, L.P. MAAP (2x-4x) Composite 8.17 3,000k 10/1/1992 5 Melissinos Trading Eupatrid Global Trends 8.20 50k 1/1/2011 4 Zoi Capital, LLC Telio Program (Client) 11.00 200k 4/1/2010 3 Quantum Leap Capital Management Managed Account Program 11.36 300k 8/1/2006 2 GT CAPITAL CTA GT CAPITAL CTA 11.70 150k 6/1/2009 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 12.61 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.