Diversified Trader Index For May 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 May 2011 Min Inv Inception 202 Estlander & Partners Alpha Trend II - Class P -24.70 100k 12/1/2008 201 Superfund Group Superfund Green Gold C (SPC) -18.10 100k 10/1/2005 200 Superfund Group Superfund Green Master -17.72 2,000k 5/1/2001 199 Purple Valley Capital, Inc. Diversified Trend 1 -17.32 100k 8/1/2008 198 Tactical Investment Management Tactical Institutional Commodity Program -15.31 10,000k 4/1/1993 197 Claughton Capital ARP Institutional Program -14.00 1,000k 10/1/2005 196 Superfund Group Superfund Green Gold B (SPC) -13.96 50k 10/1/2005 195 Zoi Capital, LLC Telio Program (Client) -13.83 200k 4/1/2010 194 AIS Capital Management, L.P. MAAP (3x-6x) Composite -13.61 2,000k 7/1/1992 193 Superfund Group Superfund Green L.P. Series B -13.28 5k 10/1/2002 192 Superfund Group Superfund Green Gold L.P. Series B-1 -13.01 5k 4/1/2009 191 M.S. Capital Management Global Diversified Program -12.90 2,000k 11/1/1998 190 Superfund Group Superfund Green GCT USD -12.54 15k 1/1/2000 189 Mulvaney Capital Management The Mulvaney Global Markets Fund -11.82 100k 5/1/1999 188 Commodity Strategies AG CSAG Active Long Short Commodity Program -11.73 5,000k 10/1/2007 187 Rivoli Fund Management Rivoli International Fund (E) -10.63 5,000k 10/1/1996 186 White River Group Diversified Option Writing Strategy -10.36 20k 11/1/2008 185 Future Trade AG Thales Swing Trading Programme -10.33 250k 6/1/2007 184 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.05 100k 11/1/1984 183 Superfund Group Superfund Green Gold A (SPC) -9.94 5k 10/1/2005 182 EMC Capital Advisors, LLC Classic -9.80 5,000k 1/1/1985 181 Alee Capital Management, LLC Poniente Program -9.63 2,500k 1/1/1999 180 Alee Capital Management, LLC Mistral Program -9.60 2,500k 1/1/1999 179 Keck Capital Management LLC The Keck Program -9.56 2,000k 12/1/2003 178 Dreiss Research Corporation Diversified Program -9.48 1,000k 5/1/1991 177 Drury Capital Diversified Trend-Following Program -9.48 5,000k 5/1/1997 176 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.34 100k 3/1/2003 175 Chesapeake Capital Diversified (LV) -9.27 100k 2/1/1988 174 AIS Capital Management, L.P. MAAP (2x-4x) Composite -9.19 3,000k 10/1/1992 173 Superfund Group Superfund Green Gold L.P. Series A-1 -9.19 5k 4/1/2009 172 Rho Asset Management Rho Altius 1XL Program -9.06 5,000k 11/1/2007 171 Melissinos Trading Eupatrid Global Trends -9.06 50k 1/1/2011 170 Mark J. Walsh Company Standard Program -9.04 2,000k 9/1/1985 169 Superfund Group Superfund Green Q-AG -8.97 2k 3/1/1996 168 Welton Investment Partners Welton Global -8.86 10,000k 6/1/2004 167 Superfund Group Superfund Green L.P. Series A -8.84 5k 10/1/2002 166 Clarke Capital Management Millennium -8.80 1,000k 1/1/1998 165 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -8.80 100k 10/1/2009 164 Clarke Capital Management Worldwide -8.49 250k 1/1/1996 163 Estlander & Partners Global XL -8.27 5,000k 8/1/1991 162 Estlander & Partners Alpha Trend -8.13 30,000k 10/1/1991 161 Estlander & Partners Freedom -8.08 20,000k 8/1/2010 160 Hyman Beck and Company Global Portfolio -7.89 1,000k 3/1/1991 159 Angle Capital Management LLC AIP Program -7.73 100k 1/1/2010 158 Altradis Capital AG AlphAlgo -7.72 100k 5/1/2007 157 IKOS IKOS Futures Fund -7.70 1,000k 2/1/2010 156 Rabar Market Research Diversified Program -7.44 2,000k 1/1/1989 155 Parizek Capital Futures Trading Program -7.43 500k 4/1/2000 154 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.36 100k 1/1/2005 153 Amplitude Capital International Limited Dynamic Strategy -7.36 6/1/2005 152 Covenant Capital Management Original Program -7.11 5,000k 9/1/1999 151 Clarke Capital Management Jupiter -6.91 3,000k 5/1/2005 150 RAM Management Group MRTP Aggressive -6.80 1,000k 2/1/1998 149 Rivoli Fund Management Rivoli International Fund (V9) -6.78 5,000k 1/1/2002 148 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -6.70 1,000k 9/1/2009 147 Robinson-Langley Capital Management, LLC Managed Account Program -6.67 200k 1/1/2007 146 Insignia Managed Capital Medallion -6.38 50k 2/1/2009 145 Non Correlated Capital Positive Theta Program -6.29 250k 10/1/2007 144 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.28 75k 6/1/2007 143 Amplitude Capital International Limited Klassik Strategy -6.20 1,000k 9/1/2009 142 Eclipse Capital Management Global Monetary -6.14 5,000k 8/1/1990 141 ALFAKRAFT ALFA Commodity Fund -6.08 16k 6/1/2010 140 Non Correlated Capital Positive Theta Fund -6.04 50k 10/1/2007 139 Lynx Asset Management AB Lynx Program -5.90 75k 5/1/2000 138 Conquest Capital Group Conquest Select -5.87 250k 6/1/2004 137 Somers Brothers Capital Diversified Futures Program #1 -5.84 100k 1/1/2005 136 DUNN Capital Management D'Best Futures Fund, L.P. -5.81 100k 6/1/1994 135 Rotella Capital Management Rotella Polaris Program (Diversified) -5.65 10,000k 1/1/1991 134 Briarwood Capital Management, Inc. Diversified 2XL -5.60 250k 11/1/2004 133 Sunrise Capital Partners Sunrise Expanded Diversified Program -5.47 1/1/1989 132 Blackwater Capital Management Global Program -5.40 5,000k 7/1/2005 131 IDS Capital IDS F&F Systematic Trading -5.25 50k 7/1/2013 130 Eckhardt Trading Company Evolution Strategies 1.2X -5.23 10,000k 10/1/1991 129 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -5.10 10,000k 8/1/2009 128 Millburn Ridgefield Corporation Commodity Program -5.07 25,000k 3/1/2005 127 Robust Methods LLC Macro Managed Account -4.95 5,000k 1/1/2005 126 QCM Global Diversified Programme -4.94 500k 12/1/1995 125 Wimmer Horizon LLP Managed Account -4.93 5,000k 5/1/2005 124 Covenant Capital Management Aggressive Program -4.88 3,000k 2/1/2004 123 ISAM ISAM Systematic Trend Fund -4.74 1,000k 6/1/2001 122 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.48 10,000k 8/1/2004 121 Transtrend B.V. DTP – Enhanced Risk (USD) -4.46 10,000k 1/1/1995 120 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.46 10,000k 8/1/1999 119 Millburn Ridgefield Corporation Multi-Markets Program -4.46 25,000k 10/1/2004 118 Millburn Ridgefield Corporation Diversified Program -4.41 20,000k 2/1/1977 117 John Locke Investments Cyril Systematic Program -4.38 8,000k 7/1/2000 116 Wraith Capital LLP Wraith Dynamic Futures Fund -4.37 100k 1/1/2011 115 DUNN Capital Management DUNN Combined Fund (DCF) -4.31 100k 5/1/1989 114 MERIT Alternative Investments GmbH Futures Portfolio -4.28 2,000k 6/1/1998 113 Eckhardt Trading Company Evolution Strategies -4.26 20,000k 8/1/1991 112 Red Oak Commodity Advisors Investment Program -4.11 5,000k 12/1/1989 111 Estlander & Partners Global Markets -4.10 10,000k 8/1/1999 110 John Locke Investments JL Commodity Long Flat Program -3.99 5,000k 12/1/2007 109 Spectrum Asset Management LLC Global Diversified -3.97 2,000k 1/1/2001 108 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.91 1,000k 3/1/2003 107 IKOS The IKOS Hedge Fund -3.89 10,000k 7/1/1998 106 Auctos Capital Management Auctos Global Diversified -3.75 3,000k 11/1/2007 105 Abraham Trading Company Diversified Program -3.68 10,000k 1/1/1988 104 Molinero Capital Management LLP Global Markets Program -3.61 2,000k 7/1/2005 103 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.60 5,000k 11/1/2012 102 Quantitative Investment Management Quantitative Global Program -3.22 20,000k 10/1/2003 101 Red Rock Capital, LLC Systematic Global Macro -3.21 500k 9/1/2003 100 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.09 1,000k 10/1/2006 99 Rabar Market Research Short-Term Program -3.07 2,000k 11/1/2009 98 Quantica Capital AG Quantica Managed Futures -3.02 5,000k 1/1/2005 97 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.02 10k 7/1/2005 96 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.96 500k 4/1/2009 95 Transtrend B.V. DTP – Standard Risk (EUR) -2.96 10,000k 2/1/1999 94 Wavefront Global Asset Management IMFC Global Investment Program -2.92 2,000k 2/1/2007 93 Metolius Capital LLC Metolius Diversified -2.85 100k 6/1/2010 92 Emil van Essen EvE Systematic Global Opportunities -2.83 1,000k 9/1/2007 91 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.81 200k 11/1/1999 90 Briarwood Capital Management, Inc. Diversified Trading Program -2.78 3,000k 7/1/2001 89 Rotella Capital Management Rotella Orion (Short-Term) Program -2.73 10,000k 3/1/2006 88 Northfield Trading Diversified -2.67 2,000k 7/1/1989 87 Quantmetrics Capital Management LLP Directional 10V Strategy -2.53 10,000k 1/1/2007 86 RAM Management Group RAM MRTP 1X-Conservative -2.28 1,000k 9/1/1993 85 Hawksbill Capital Management Global Diversified -2.21 5,000k 11/1/1988 84 Kelly Angle Inc. Genesis Program -2.16 2,000k 4/1/2000 83 Winton Capital Management Diversified -2.16 50,000k 10/1/1997 82 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -2.15 150k 1/1/2011 81 Clarke Capital Management FX Plus -2.12 1,000k 5/1/2004 80 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.04 1k 10/1/2006 79 Saxon Investment Corporation Aggressive Diversified Program -1.98 2,000k 11/1/1993 78 Revolution Capital Management Alpha Program -1.88 5,000k 6/1/2007 77 Mobius Asset Management Custom Trading Program -1.83 100k 1/1/2002 76 Revolution Capital Management Alpha Fund -1.82 50k 1/1/2005 75 Southwest Managed Investments, LLC Global Diversified -1.79 200k 1/1/2002 74 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.67 1,000k 5/1/2006 73 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.65 1,000k 3/1/1998 72 Wavefront Global Asset Management IMFC Global Concentrated -1.58 500k 4/1/2009 71 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.51 500k 1/1/2006 70 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.48 4,000k 2/1/2011 69 Auspice Capital Advisors Ltd Auspice Diversified Program -1.44 1,500k 4/1/2006 68 Manning & Napier MN Xenon Managed Futures (2x) Program -1.43 5,000k 6/1/2006 67 Saxon Investment Corporation Diversified Program -1.31 3,000k 9/1/1988 66 Gladius Asset Management Fulham Program -1.30 2,000k 1/1/2008 65 Clarke Capital Management Global Basic -1.28 50k 2/1/1996 64 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.26 3,000k 5/1/2010 63 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.02 1,000k 9/1/1997 62 Insignia Managed Capital Epoch3 -0.98 20k 7/1/2009 61 Vergho Asset Management LLC Kinematics -0.90 1,000k 11/1/2008 60 Beryl Investment Group LLC Nominal Discretionary System -0.87 50k 7/1/2007 59 Futures Truth Company, FTC-CTA MS4 -0.77 250k 10/1/2007 58 Quantis Asset Management PFM Systematic -0.69 15k 5/1/2010 57 FRP CAPITAL LLC FRP125+ -0.68 125k 1/1/2010 56 Ion Asset Architecture (Fund Program) Ion Fund -0.64 100k 11/1/2007 55 Ion Asset Architecture Ion Fund Program -0.64 10,000k 11/1/2007 54 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.62 4,000k 11/1/2008 53 Mobius Asset Management Diversified Program -0.59 250k 3/1/2004 52 Xplor Capital Management, LLC Global CTA Program -0.57 1,500k 7/1/2004 51 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.51 100k 2/1/2010 50 HB Capital Management Inc. Diversified Program -0.47 50k 3/1/2008 49 Dominion Capital Sapphire Program -0.40 3,000k 5/1/2005 48 Liberty Funds Group, Inc Liberty Wealth Protection Fund -0.37 250k 10/1/2009 47 NuWave Investment Management, LLC Combined Futures Portfolio -0.30 5,000k 6/1/2001 46 Dendrich Ltd QEP -0.30 50k 12/1/2005 45 NuWave Investment Management, LLC NuWave Investment Partners LP -0.28 250k 6/1/2001 44 Mondiale Asset Management Mondiale Trading Program -0.19 0k 9/1/1997 43 White Indian Trading Co. STAIRS (Client) -0.15 250k 5/1/2009 42 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.04 10,000k 8/1/2009 38 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.00 250k 5/1/2011 37 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 0.00 100k 5/1/2011 39 Adamah Capital LLC Asset Allocator Program 0.00 50k 3/1/2011 40 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 41 Option Capital Advisory OCA Premium 0.00 100k 5/1/2011 36 Ancile Capital Management Global Markets Program 0.15 2,000k 4/1/2005 35 AllMountain Capital AG Mount Denali Global Trends 0.21 160k 7/1/2007 34 Stenger Capital Management, LLC Diversified Trading Program 0.38 200k 4/1/2010 33 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.39 1,500k 1/1/2009 32 Endeavour Capital LLP Endeavour Pembroke 0.45 2,000k 7/1/2007 31 Conquest Capital Group Conquest Macro 0.63 250k 5/1/1999 30 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.84 5,000k 6/1/2010 29 GLOBIVEST LLC Alpha Program 0.88 50k 4/1/2009 28 Trigon Investment Advisors, LLC Discretionary Macro Program 0.97 10,000k 8/1/2007 27 FORT LP Fort Global Contrarian 0.98 2,000k 10/1/2002 26 Di Tomasso Group Inc. Equilibrium Program 1.20 5,000k 1/1/2002 25 FORT LP Fort Global Diversified 1.26 2,000k 10/1/1993 24 Romanesco Capital Management B.V Persistence Program 1.34 5,000k 9/1/2005 23 Revolution Capital Management Mosaic Institutional Program 1.37 25,000k 9/1/2009 22 OptHedge Advisors LLC Diversified Options & Futures Program 1.94 250k 10/1/2008 21 Superfund Group Superfund Blue SPC Class A (EUR) 2.11 50k 4/1/2005 20 Crabel Capital Management WPD Crabel Futures Program 2.21 1,000k 7/1/2008 19 Haar Capital Management Discretionary Commodity Trading Program 2.23 250k 12/1/2005 18 Crabel Capital Management Crabel Multi-Product 2.40 1,000k 3/1/1998 17 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.59 25,000k 3/1/2010 16 Jaguar Investments Ltd Vario Capital Strategy 2.82 1,000k 5/1/2016 15 JLC Futures Management Company JLC Managed Futures Fund I, LP. 2.85 100k 8/1/2009 14 Liberty Funds Group, Inc Liberty Diversified Option Strategy 3.15 750k 1/1/2009 13 Revolution Capital Management Mosaic Program 3.39 10,000k 10/1/2006 12 White Indian Trading Co. SCS Program (Client) 3.64 250k 2/1/2011 11 White Indian Trading Co. STAIRS - Futures Program (Client) 3.85 250k 10/1/2008 10 Clarke Capital Management Global Magnum 4.15 100k 8/1/1997 9 Superfund Group Superfund Blue SPC Class A (Gold) 4.74 50k 12/1/2007 8 Rosetta Capital Management Macro Program 4.92 50k 1/1/2009 7 Quantum Leap Capital Management Managed Account Program 5.40 300k 8/1/2006 6 Global Vista Advisors, LLC Global Vista Options ("GVO") 5.88 50k 10/1/2010 5 Emil van Essen Spread Trading Program 6.50 5,000k 12/1/2006 4 Futures Truth Company, FTC-CTA 200K Options Strategy 7.83 200k 12/1/2009 3 GT CAPITAL CTA GT CAPITAL CTA 18.18 150k 6/1/2009 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 18.97 25k 1/1/2011 1 Serac, LLC Diversified Reversal Program 47.27 200k 4/1/2011 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.