Diversified Trader Index For June 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 Jun 2011 Min Inv Inception 202 White Indian Trading Co. STAIRS - Futures Program (Client) -18.00 250k 10/1/2008 201 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.59 100k 11/1/1984 200 Purple Valley Capital, Inc. Diversified Trend 1 -12.17 100k 8/1/2008 199 AIS Capital Management, L.P. MAAP (3x-6x) Composite -11.65 2,000k 7/1/1992 198 M.S. Capital Management Global Diversified Program -10.08 2,000k 11/1/1998 197 Parizek Capital Futures Trading Program -9.13 500k 4/1/2000 196 White Indian Trading Co. STAIRS (Client) -8.99 250k 5/1/2009 195 Chesapeake Capital Diversified (LV) -8.15 100k 2/1/1988 194 Futures Truth Company, FTC-CTA 200K Options Strategy -7.82 200k 12/1/2009 193 Dreiss Research Corporation Diversified Program -7.63 1,000k 5/1/1991 192 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.61 3,000k 10/1/1992 191 Tactical Investment Management Tactical Institutional Commodity Program -7.43 10,000k 4/1/1993 190 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.41 100k 5/1/1999 189 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -7.01 10k 7/1/2005 188 Drury Capital Diversified Trend-Following Program -7.00 5,000k 5/1/1997 187 Commodity Strategies AG CSAG Active Long Short Commodity Program -6.91 5,000k 10/1/2007 186 Clarke Capital Management Millennium -6.83 1,000k 1/1/1998 185 Altradis Capital AG AlphAlgo -6.63 100k 5/1/2007 184 Superfund Group Superfund Green Gold C (SPC) -6.48 100k 10/1/2005 183 Alee Capital Management, LLC Mistral Program -6.32 2,500k 1/1/1999 182 Eckhardt Trading Company Evolution Strategies 1.2X -6.04 10,000k 10/1/1991 181 Rabar Market Research Diversified Program -5.86 2,000k 1/1/1989 180 Estlander & Partners Global XL -5.78 5,000k 8/1/1991 179 Rosetta Capital Management Macro Program -5.51 50k 1/1/2009 178 Superfund Group Superfund Green Gold B (SPC) -5.50 50k 10/1/2005 177 Abraham Trading Company Diversified Program -5.49 10,000k 1/1/1988 176 Alee Capital Management, LLC Poniente Program -5.44 2,500k 1/1/1999 175 Clarke Capital Management Jupiter -5.44 3,000k 5/1/2005 174 Millburn Ridgefield Corporation Commodity Program -5.43 25,000k 3/1/2005 173 EMC Capital Advisors, LLC Classic -5.30 5,000k 1/1/1985 172 Rabar Market Research Short-Term Program -5.26 2,000k 11/1/2009 171 Millburn Ridgefield Corporation Multi-Markets Program -5.13 25,000k 10/1/2004 170 Rivoli Fund Management Rivoli International Fund (E) -5.05 5,000k 10/1/1996 169 Eckhardt Trading Company Evolution Strategies -5.00 20,000k 8/1/1991 168 Clarke Capital Management FX Plus -4.95 1,000k 5/1/2004 167 Hyman Beck and Company Global Portfolio -4.92 1,000k 3/1/1991 166 ISAM ISAM Systematic Trend Fund -4.80 1,000k 6/1/2001 165 Jaguar Investments Ltd Vario Capital Strategy -4.78 1,000k 5/1/2016 164 Superfund Group Superfund Green Gold A (SPC) -4.53 5k 10/1/2005 163 Blackwater Capital Management Global Program -4.47 5,000k 7/1/2005 162 Millburn Ridgefield Corporation Diversified Program -4.22 20,000k 2/1/1977 161 Conquest Capital Group Conquest Select -4.11 250k 6/1/2004 160 Lynx Asset Management AB Lynx Program -4.10 75k 5/1/2000 159 Rho Asset Management Rho Altius 1XL Program -4.07 5,000k 11/1/2007 158 Wimmer Horizon LLP Managed Account -4.03 5,000k 5/1/2005 157 QCM Global Diversified Programme -3.98 500k 12/1/1995 156 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.91 100k 1/1/2005 155 Robinson-Langley Capital Management, LLC Managed Account Program -3.86 200k 1/1/2007 154 Superfund Group Superfund Green Master -3.75 2,000k 5/1/2001 153 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.75 10,000k 3/1/2003 152 Eclipse Capital Management Global Monetary -3.73 5,000k 8/1/1990 151 Kelly Angle Inc. Genesis Program -3.72 2,000k 4/1/2000 150 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.67 200k 11/1/1999 149 Mobius Asset Management Custom Trading Program -3.65 100k 1/1/2002 148 Conquest Capital Group Conquest Macro -3.62 250k 5/1/1999 147 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -3.57 75k 6/1/2007 146 FRP CAPITAL LLC FRP125+ -3.57 125k 1/1/2010 145 Southwest Managed Investments, LLC Global Diversified -3.38 200k 1/1/2002 144 Rivoli Fund Management Rivoli International Fund (V9) -3.34 5,000k 1/1/2002 143 Superfund Group Superfund Blue SPC Class A (Gold) -3.31 50k 12/1/2007 142 Superfund Group Superfund Green GCT USD -3.27 15k 1/1/2000 141 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.26 5,000k 11/1/2012 140 Rotella Capital Management Rotella Polaris Program (Diversified) -3.20 10,000k 1/1/1991 139 John Locke Investments Cyril Systematic Program -3.19 8,000k 7/1/2000 138 ALFAKRAFT ALFA Commodity Fund -3.19 16k 6/1/2010 137 Estlander & Partners Alpha Trend II - Class P -3.17 100k 12/1/2008 136 Quantis Asset Management PFM Systematic -3.16 15k 5/1/2010 135 Molinero Capital Management LLP Global Markets Program -3.09 2,000k 7/1/2005 134 Quantica Capital AG Quantica Managed Futures -3.07 5,000k 1/1/2005 133 Zoi Capital, LLC Telio Program (Client) -3.07 200k 4/1/2010 132 Angle Capital Management LLC AIP Program -3.06 100k 1/1/2010 131 Superfund Group Superfund Green Gold L.P. Series A-1 -3.04 5k 4/1/2009 130 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.01 250k 10/1/2009 129 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -2.93 100k 10/1/2009 128 Estlander & Partners Global Markets -2.91 10,000k 8/1/1999 127 Spectrum Asset Management LLC Global Diversified -2.86 2,000k 1/1/2001 126 Superfund Group Superfund Green L.P. Series B -2.79 5k 10/1/2002 125 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.77 100k 3/1/2003 124 Red Rock Capital, LLC Systematic Global Macro -2.70 500k 9/1/2003 123 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.66 10,000k 8/1/1999 122 Mark J. Walsh Company Standard Program -2.65 2,000k 9/1/1985 121 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.62 500k 4/1/2009 120 Manning & Napier MN Xenon Managed Futures (2x) Program -2.61 5,000k 6/1/2006 119 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.61 10,000k 8/1/2004 118 Transtrend B.V. DTP – Enhanced Risk (USD) -2.59 10,000k 1/1/1995 117 Covenant Capital Management Aggressive Program -2.52 3,000k 2/1/2004 116 Winton Capital Management Diversified -2.51 50,000k 10/1/1997 115 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.50 3,000k 5/1/2010 114 Ancile Capital Management Global Markets Program -2.44 2,000k 4/1/2005 113 Estlander & Partners Freedom -2.42 20,000k 8/1/2010 112 Clarke Capital Management Worldwide -2.40 250k 1/1/1996 111 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.37 50k 10/1/2010 110 Xplor Capital Management, LLC Global CTA Program -2.36 1,500k 7/1/2004 109 Covenant Capital Management Original Program -2.33 5,000k 9/1/1999 108 Wavefront Global Asset Management IMFC Global Investment Program -2.32 2,000k 2/1/2007 107 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.18 100k 8/1/2009 106 Amplitude Capital International Limited Klassik Strategy -2.17 1,000k 9/1/2009 105 Superfund Group Superfund Green Q-AG -2.14 2k 3/1/1996 104 John Locke Investments JL Commodity Long Flat Program -2.11 5,000k 12/1/2007 103 Red Oak Commodity Advisors Investment Program -2.07 5,000k 12/1/1989 102 Somers Brothers Capital Diversified Futures Program #1 -2.05 100k 1/1/2005 101 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.03 1/1/1989 100 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.01 10,000k 8/1/2009 99 Superfund Group Superfund Green L.P. Series A -2.01 5k 10/1/2002 98 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.94 1,000k 9/1/2009 97 Quantum Leap Capital Management Managed Account Program -1.90 300k 8/1/2006 96 Crabel Capital Management WPD Crabel Futures Program -1.89 1,000k 7/1/2008 95 Northfield Trading Diversified -1.85 2,000k 7/1/1989 94 Auspice Capital Advisors Ltd Auspice Diversified Program -1.85 1,500k 4/1/2006 93 Hawksbill Capital Management Global Diversified -1.81 5,000k 11/1/1988 92 Transtrend B.V. DTP – Standard Risk (EUR) -1.73 10,000k 2/1/1999 91 FORT LP Fort Global Diversified -1.72 2,000k 10/1/1993 90 MERIT Alternative Investments GmbH Futures Portfolio -1.72 2,000k 6/1/1998 89 IDS Capital IDS F&F Systematic Trading -1.70 50k 7/1/2013 88 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -1.69 25,000k 3/1/2010 87 DUNN Capital Management D'Best Futures Fund, L.P. -1.67 100k 6/1/1994 86 Superfund Group Superfund Green Gold L.P. Series B-1 -1.60 5k 4/1/2009 85 Di Tomasso Group Inc. Equilibrium Program -1.60 5,000k 1/1/2002 84 Welton Investment Partners Welton Global -1.58 10,000k 6/1/2004 83 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.51 500k 1/1/2006 82 NuWave Investment Management, LLC NuWave Investment Partners LP -1.49 250k 6/1/2001 81 Keck Capital Management LLC The Keck Program -1.48 2,000k 12/1/2003 80 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.48 1,500k 1/1/2009 79 Future Trade AG Thales Swing Trading Programme -1.47 250k 6/1/2007 78 NuWave Investment Management, LLC Combined Futures Portfolio -1.46 5,000k 6/1/2001 77 Trigon Investment Advisors, LLC Discretionary Macro Program -1.46 10,000k 8/1/2007 76 Robust Methods LLC Macro Managed Account -1.44 5,000k 1/1/2005 75 IKOS IKOS Futures Fund -1.43 1,000k 2/1/2010 74 Wavefront Global Asset Management IMFC Global Concentrated -1.38 500k 4/1/2009 73 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.33 1k 10/1/2006 72 Quantmetrics Capital Management LLP Directional 10V Strategy -1.33 10,000k 1/1/2007 71 Auctos Capital Management Auctos Global Diversified -1.19 3,000k 11/1/2007 70 Saxon Investment Corporation Aggressive Diversified Program -1.18 2,000k 11/1/1993 69 Liberty Funds Group, Inc Liberty Diversified Option Strategy -1.16 750k 1/1/2009 68 White Indian Trading Co. SCS Program (Client) -1.14 250k 2/1/2011 67 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.14 100k 2/1/2010 66 Romanesco Capital Management B.V Persistence Program -0.98 5,000k 9/1/2005 65 Emil van Essen EvE Systematic Global Opportunities -0.97 1,000k 9/1/2007 64 Quantitative Investment Management Quantitative Global Program -0.90 20,000k 10/1/2003 63 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.87 250k 5/1/2011 62 Gladius Asset Management Fulham Program -0.83 2,000k 1/1/2008 61 Clarke Capital Management Global Basic -0.79 50k 2/1/1996 60 Estlander & Partners Alpha Trend -0.79 30,000k 10/1/1991 59 Rotella Capital Management Rotella Orion (Short-Term) Program -0.77 10,000k 3/1/2006 58 Briarwood Capital Management, Inc. Diversified 2XL -0.71 250k 11/1/2004 57 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.71 1,000k 5/1/2006 56 RAM Management Group MRTP Aggressive -0.69 1,000k 2/1/1998 55 Mobius Asset Management Diversified Program -0.68 250k 3/1/2004 54 Saxon Investment Corporation Diversified Program -0.67 3,000k 9/1/1988 53 DUNN Capital Management DUNN Combined Fund (DCF) -0.63 100k 5/1/1989 52 Dominion Capital Sapphire Program -0.61 3,000k 5/1/2005 51 HB Capital Management Inc. Diversified Program -0.52 50k 3/1/2008 50 Amplitude Capital International Limited Dynamic Strategy -0.47 6/1/2005 49 Briarwood Capital Management, Inc. Diversified Trading Program -0.31 3,000k 7/1/2001 48 RAM Management Group RAM MRTP 1X-Conservative -0.23 1,000k 9/1/1993 47 IKOS The IKOS Hedge Fund -0.22 10,000k 7/1/1998 46 Mondiale Asset Management Mondiale Trading Program -0.14 0k 9/1/1997 45 Metolius Capital LLC Metolius Diversified -0.10 100k 6/1/2010 44 FORT LP Fort Global Contrarian -0.10 2,000k 10/1/2002 43 Superfund Group Superfund Blue SPC Class A (EUR) -0.07 50k 4/1/2005 42 AllMountain Capital AG Mount Denali Global Trends -0.07 160k 7/1/2007 41 Haar Capital Management Discretionary Commodity Trading Program -0.04 250k 12/1/2005 40 Revolution Capital Management Alpha Fund -0.03 50k 1/1/2005 39 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 38 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.05 1,000k 9/1/1997 37 Revolution Capital Management Alpha Program 0.09 5,000k 6/1/2007 36 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.13 10,000k 8/1/2009 35 OptHedge Advisors LLC Diversified Options & Futures Program 0.19 250k 10/1/2008 34 Clarke Capital Management Global Magnum 0.21 100k 8/1/1997 33 Endeavour Capital LLP Endeavour Pembroke 0.25 2,000k 7/1/2007 32 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.45 5,000k 6/1/2010 31 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.67 1,000k 3/1/1998 30 Adamah Capital LLC Asset Allocator Program 0.70 50k 3/1/2011 29 Crabel Capital Management Crabel Multi-Product 0.75 1,000k 3/1/1998 28 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 0.77 100k 5/1/2011 27 Ion Asset Architecture Ion Fund Program 0.80 10,000k 11/1/2007 26 Ion Asset Architecture (Fund Program) Ion Fund 0.80 100k 11/1/2007 25 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.92 4,000k 11/1/2008 24 Beryl Investment Group LLC Nominal Discretionary System 1.06 50k 7/1/2007 23 Melissinos Trading Eupatrid Global Trends 1.17 50k 1/1/2011 22 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.43 1,000k 10/1/2006 21 Stenger Capital Management, LLC Diversified Trading Program 1.64 200k 4/1/2010 20 GLOBIVEST LLC Alpha Program 1.75 50k 4/1/2009 19 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 1.78 4,000k 2/1/2011 18 Claughton Capital ARP Institutional Program 1.95 1,000k 10/1/2005 17 Vergho Asset Management LLC Kinematics 2.18 1,000k 11/1/2008 16 GT CAPITAL CTA GT CAPITAL CTA 2.39 150k 6/1/2009 15 Emil van Essen Spread Trading Program 2.69 5,000k 12/1/2006 14 Non Correlated Capital Positive Theta Program 2.86 250k 10/1/2007 13 Non Correlated Capital Positive Theta Fund 3.09 50k 10/1/2007 12 Futures Truth Company, FTC-CTA MS4 3.15 250k 10/1/2007 11 Wraith Capital LLP Wraith Dynamic Futures Fund 3.29 100k 1/1/2011 10 Dendrich Ltd QEP 3.75 50k 12/1/2005 9 Revolution Capital Management Mosaic Institutional Program 4.54 25,000k 9/1/2009 8 Option Capital Advisory OCA Premium 6.03 100k 5/1/2011 7 Insignia Managed Capital Epoch3 6.39 20k 7/1/2009 6 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 6.95 150k 1/1/2011 5 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 8.67 25k 1/1/2011 4 Serac, LLC Diversified Reversal Program 9.26 200k 4/1/2011 3 Insignia Managed Capital Medallion 9.49 50k 2/1/2009 2 White River Group Diversified Option Writing Strategy 10.22 20k 11/1/2008 1 Revolution Capital Management Mosaic Program 11.55 10,000k 10/1/2006 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.