Diversified Trader Index For September 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 Sep 2011 Min Inv Inception 206 AIS Capital Management, L.P. MAAP (3x-6x) Composite -43.98 2,000k 7/1/1992 205 AIS Capital Management, L.P. MAAP (2x-4x) Composite -30.21 3,000k 10/1/1992 204 Insignia Managed Capital Epoch3 -22.29 20k 7/1/2009 203 Superfund Group Superfund Green Gold C (SPC) -16.35 100k 10/1/2005 202 Superfund Group Superfund Green Gold B (SPC) -15.33 50k 10/1/2005 201 Superfund Group Superfund Green Gold A (SPC) -14.43 5k 10/1/2005 200 Global Vista Advisors, LLC Global Vista Options ("GVO") -14.24 50k 10/1/2010 199 Chesapeake Capital Diversified (LV) -14.09 100k 2/1/1988 198 Superfund Group Superfund Green Gold L.P. Series B-1 -13.47 5k 4/1/2009 197 Superfund Group Superfund Green Gold L.P. Series A-1 -12.94 5k 4/1/2009 196 Superfund Group Superfund Blue SPC Class A (Gold) -10.44 50k 12/1/2007 195 Insignia Managed Capital Medallion -10.17 50k 2/1/2009 194 QCM Global Diversified Programme -9.58 500k 12/1/1995 193 Eckhardt Trading Company Evolution Strategies 1.2X -9.47 10,000k 10/1/1991 192 Robinson-Langley Capital Management, LLC Managed Account Program -8.14 200k 1/1/2007 191 Eckhardt Trading Company Evolution Strategies -8.07 20,000k 8/1/1991 190 Liberty Funds Group, Inc Liberty Wealth Protection Fund -7.74 250k 10/1/2009 189 Rabar Market Research Diversified Program -7.29 2,000k 1/1/1989 188 Red Oak Commodity Advisors Investment Program -6.57 5,000k 12/1/1989 187 John Locke Investments JL Commodity Long Flat Program -6.54 5,000k 12/1/2007 186 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -6.54 500k 4/1/2009 185 Rabar Market Research Short-Term Program -6.49 2,000k 11/1/2009 184 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -6.47 1,000k 5/1/2006 183 GLOBIVEST LLC Alpha Program -6.41 50k 4/1/2009 182 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -6.28 5,000k 11/1/2012 181 Melissinos Trading Eupatrid Global Trends -5.65 50k 1/1/2011 180 Robust Methods LLC Macro Managed Account -5.62 5,000k 1/1/2005 179 Superfund Group Superfund Blue SPC Class A (EUR) -5.55 50k 4/1/2005 178 Superfund Group Superfund Green Master -5.34 2,000k 5/1/2001 177 Liberty Funds Group, Inc Liberty Diversified Option Strategy -5.27 750k 1/1/2009 176 Purple Valley Capital, Inc. Diversified Trend 1 -5.19 100k 8/1/2008 175 Futures Truth Company, FTC-CTA 200K Options Strategy -4.80 200k 12/1/2009 174 Superfund Group Superfund Green L.P. Series B -4.59 5k 10/1/2002 173 Auctos Capital Management Auctos Global Diversified -4.54 3,000k 11/1/2007 172 Adamah Capital LLC Asset Allocator Program -4.50 50k 3/1/2011 171 Mobius Asset Management Custom Trading Program -4.45 100k 1/1/2002 170 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.40 1,000k 3/1/2003 169 Superfund Group Superfund Green GCT USD -4.25 15k 1/1/2000 168 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.20 100k 5/1/1999 167 Millburn Ridgefield Corporation Commodity Program -4.12 25,000k 3/1/2005 166 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -4.11 75k 6/1/2007 165 Wavefront Global Asset Management IMFC Global Investment Program -4.08 2,000k 2/1/2007 164 Amplitude Capital International Limited Klassik Strategy -4.05 1,000k 9/1/2009 163 Haar Capital Management Discretionary Commodity Trading Program -3.95 250k 12/1/2005 162 HB Capital Management Inc. Diversified Program -3.95 50k 3/1/2008 161 Crabel Capital Management WPD Crabel Futures Program -3.81 1,000k 7/1/2008 160 Serac, LLC Diversified Reversal Program -3.75 200k 4/1/2011 159 DUNN Capital Management DUNN Combined Fund (DCF) -3.53 100k 5/1/1989 158 Global Domain Partners, LLC Global Domain Vector Fund - Series A -3.47 500k 1/1/2006 157 Quantmetrics Capital Management LLP Directional 10V Strategy -3.41 10,000k 1/1/2007 156 Superfund Group Superfund Green Q-AG -3.31 2k 3/1/1996 155 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -3.15 1,500k 1/1/2009 154 Quantis Asset Management PFM Systematic -3.05 15k 5/1/2010 153 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.05 100k 1/1/2005 152 Revolution Capital Management Mosaic Program -3.03 10,000k 10/1/2006 151 Superfund Group Superfund Green L.P. Series A -2.81 5k 10/1/2002 150 Auspice Capital Advisors Ltd Auspice Diversified Program -2.76 1,500k 4/1/2006 149 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.64 100k 11/1/1984 148 Manning & Napier MN Xenon Managed Futures (2x) Program -2.52 5,000k 6/1/2006 147 Xplor Capital Management, LLC Global CTA Program -2.41 1,500k 7/1/2004 146 Molinero Capital Management LLP Global Markets Program -2.41 2,000k 7/1/2005 145 Briarwood Capital Management, Inc. Diversified 2XL -2.40 250k 11/1/2004 144 Welton Investment Partners Welton Global -2.28 10,000k 6/1/2004 143 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.17 1,000k 9/1/2009 142 Endeavour Capital LLP Endeavour Pembroke -2.13 2,000k 7/1/2007 141 Millburn Ridgefield Corporation Diversified Program -2.12 20,000k 2/1/1977 140 Clarke Capital Management Millennium -2.11 1,000k 1/1/1998 139 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.03 10,000k 8/1/1999 138 Estlander & Partners Global XL -2.02 5,000k 8/1/1991 137 Transtrend B.V. DTP – Enhanced Risk (USD) -2.00 10,000k 1/1/1995 136 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.92 10,000k 8/1/2004 135 Saxon Investment Corporation Aggressive Diversified Program -1.90 2,000k 11/1/1993 134 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.87 5,000k 6/1/2010 133 Ion Asset Architecture Ion Fund Program -1.72 10,000k 11/1/2007 132 Ion Asset Architecture (Fund Program) Ion Fund -1.72 100k 11/1/2007 131 Northfield Trading Diversified -1.72 2,000k 7/1/1989 130 Covenant Capital Management Original Program -1.59 5,000k 9/1/1999 129 IDS Capital IDS F&F Systematic Trading -1.47 50k 7/1/2013 128 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.39 5,000k 10/1/2007 127 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.25 4,000k 2/1/2011 126 Transtrend B.V. DTP – Standard Risk (EUR) -1.18 10,000k 2/1/1999 125 Briarwood Capital Management, Inc. Diversified Trading Program -1.16 3,000k 7/1/2001 124 Revolution Capital Management Mosaic Institutional Program -1.09 25,000k 9/1/2009 123 Sharp Mountain Advisors, LLC Diversified Managed Futures -1.06 250k 8/1/2011 122 Revolution Capital Management Alpha Fund -1.00 50k 1/1/2005 121 Saxon Investment Corporation Diversified Program -0.99 3,000k 9/1/1988 120 Estlander & Partners Global Markets -0.94 10,000k 8/1/1999 119 FORT LP Fort Global Contrarian -0.89 2,000k 10/1/2002 118 Dominion Capital Sapphire Program -0.84 3,000k 5/1/2005 117 Rivoli Fund Management Rivoli International Fund (E) -0.82 5,000k 10/1/1996 116 Abraham Trading Company Diversified Program -0.72 10,000k 1/1/1988 115 Wimmer Horizon LLP Managed Account -0.61 5,000k 5/1/2005 114 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.56 10k 7/1/2005 113 Covenant Capital Management Aggressive Program -0.54 3,000k 2/1/2004 112 Rivoli Fund Management Rivoli International Fund (V9) -0.53 5,000k 1/1/2002 111 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.51 100k 8/1/2009 110 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.46 4,000k 11/1/2008 109 Futures Truth Company, FTC-CTA MS4 -0.38 250k 10/1/2007 108 Millburn Ridgefield Corporation Multi-Markets Program -0.29 25,000k 10/1/2004 107 Rho Asset Management Rho Altius 1XL Program -0.25 5,000k 11/1/2007 106 Trigon Investment Advisors, LLC Discretionary Macro Program -0.24 10,000k 8/1/2007 105 Hawksbill Capital Management Global Diversified -0.19 5,000k 11/1/1988 104 Quantica Capital AG Quantica Managed Futures -0.13 5,000k 1/1/2005 103 Red Rock Capital, LLC Systematic Global Macro -0.12 500k 9/1/2003 102 Stenger Capital Management, LLC Diversified Trading Program -0.07 200k 4/1/2010 101 IKOS The IKOS Hedge Fund -0.05 10,000k 7/1/1998 100 Wavefront Global Asset Management IMFC Global Concentrated -0.05 500k 4/1/2009 99 Mobius Asset Management Diversified Program -0.02 250k 3/1/2004 96 Deep Field Capital AG SINGULARITY Fund 0.00 100k 9/1/2011 98 IStar Capital B.V. IStar Systematic Fund 0.00 1,000k 9/1/2011 97 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 95 Clarke Capital Management Global Magnum 0.05 100k 8/1/1997 94 Winton Capital Management Diversified 0.16 50,000k 10/1/1997 93 Mondiale Asset Management Mondiale Trading Program 0.22 0k 9/1/1997 92 Somers Brothers Capital Diversified Futures Program #1 0.34 100k 1/1/2005 91 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.37 100k 2/1/2010 90 Rotella Capital Management Rotella Polaris Program (Diversified) 0.53 10,000k 1/1/1991 89 Beryl Investment Group LLC Nominal Discretionary System 0.56 50k 7/1/2007 88 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.64 10,000k 8/1/2009 87 Emil van Essen EvE Systematic Global Opportunities 0.74 1,000k 9/1/2007 86 Revolution Capital Management Alpha Program 0.75 5,000k 6/1/2007 85 FORT LP Fort Global Diversified 0.80 2,000k 10/1/1993 84 Estlander & Partners Freedom 0.81 20,000k 8/1/2010 83 Tactical Investment Management Tactical Institutional Commodity Program 0.82 10,000k 4/1/1993 82 Alee Capital Management, LLC Mistral Program 0.86 2,500k 1/1/1999 81 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.86 3,000k 5/1/2010 80 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.87 1,000k 3/1/1998 79 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.89 25,000k 3/1/2010 78 Spectrum Asset Management LLC Global Diversified 0.99 2,000k 1/1/2001 77 OptHedge Advisors LLC Diversified Options & Futures Program 1.07 250k 10/1/2008 76 Quantum Leap Capital Management Managed Account Program 1.30 300k 8/1/2006 75 Future Trade AG Thales Swing Trading Programme 1.42 250k 6/1/2007 74 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.42 1k 10/1/2006 73 Romanesco Capital Management B.V Persistence Program 1.80 5,000k 9/1/2005 72 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.88 1,000k 10/1/2006 71 DUNN Capital Management D'Best Futures Fund, L.P. 1.99 100k 6/1/1994 70 AllMountain Capital AG Mount Denali Global Trends 2.13 160k 7/1/2007 69 Estlander & Partners Alpha Trend 2.14 30,000k 10/1/1991 68 Metolius Capital LLC Metolius Diversified 2.25 100k 6/1/2010 67 MERIT Alternative Investments GmbH Futures Portfolio 2.43 2,000k 6/1/1998 66 Vergho Asset Management LLC Kinematics 2.61 1,000k 11/1/2008 65 Clarke Capital Management Worldwide 2.64 250k 1/1/1996 64 ALFAKRAFT ALFA Commodity Fund 2.66 16k 6/1/2010 63 ISAM ISAM Systematic Trend Fund 2.70 1,000k 6/1/2001 62 Claughton Capital ARP Institutional Program 2.74 1,000k 10/1/2005 61 John Locke Investments Cyril Systematic Program 2.78 8,000k 7/1/2000 60 Crabel Capital Management Crabel Multi-Product 2.79 1,000k 3/1/1998 59 Alee Capital Management, LLC Poniente Program 2.88 2,500k 1/1/1999 58 GT CAPITAL CTA GT CAPITAL CTA 2.96 150k 6/1/2009 57 Amplitude Capital International Limited Dynamic Strategy 2.97 6/1/2005 56 RAM Management Group RAM MRTP 1X-Conservative 3.31 1,000k 9/1/1993 55 EMC Capital Advisors, LLC Classic 3.40 5,000k 1/1/1985 54 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.44 1,000k 9/1/1997 53 Emil van Essen Spread Trading Program 3.47 5,000k 12/1/2006 52 Ancile Capital Management Global Markets Program 3.58 2,000k 4/1/2005 51 IKOS IKOS Futures Fund 3.65 1,000k 2/1/2010 50 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.68 10,000k 8/1/2009 49 Clarke Capital Management Jupiter 3.83 3,000k 5/1/2005 48 Altradis Capital AG AlphAlgo 3.98 100k 5/1/2007 47 Option Capital Advisory OCA Premium 4.00 100k 5/1/2011 46 Clarke Capital Management FX Plus 4.05 1,000k 5/1/2004 45 FRP CAPITAL LLC FRP125+ 4.05 125k 1/1/2010 44 Non Correlated Capital Positive Theta Fund 4.20 50k 10/1/2007 43 Non Correlated Capital Positive Theta Program 4.23 250k 10/1/2007 42 Wraith Capital LLP Wraith Dynamic Futures Fund 4.35 100k 1/1/2011 41 Gladius Asset Management Fulham Program 4.48 2,000k 1/1/2008 40 Eclipse Capital Management Global Monetary 4.52 5,000k 8/1/1990 39 Quantitative Investment Management Quantitative Global Program 4.55 20,000k 10/1/2003 38 Mark J. Walsh Company Standard Program 4.82 2,000k 9/1/1985 37 Jaguar Investments Ltd Vario Capital Strategy 4.98 1,000k 5/1/2016 36 Lynx Asset Management AB Lynx Program 5.41 75k 5/1/2000 35 Sunrise Capital Partners Sunrise Expanded Diversified Program 5.57 1/1/1989 34 Keck Capital Management LLC The Keck Program 5.67 2,000k 12/1/2003 33 Estlander & Partners Alpha Trend II - Class P 5.85 100k 12/1/2008 32 Rotella Capital Management Rotella Orion (Short-Term) Program 5.86 10,000k 3/1/2006 31 Hyman Beck and Company Global Portfolio 6.15 1,000k 3/1/1991 30 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 6.44 150k 1/1/2011 29 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 6.51 100k 5/1/2011 28 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.60 100k 3/1/2003 27 Conquest Capital Group Conquest Select 6.71 250k 6/1/2004 26 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 7.32 100k 10/1/2009 25 NuWave Investment Management, LLC Combined Futures Portfolio 7.34 5,000k 6/1/2001 24 Southwest Managed Investments, LLC Global Diversified 7.37 200k 1/1/2002 23 NuWave Investment Management, LLC NuWave Investment Partners LP 7.73 250k 6/1/2001 22 Drury Capital Diversified Trend-Following Program 8.00 5,000k 5/1/1997 21 White River Group Diversified Option Writing Strategy 8.02 20k 11/1/2008 20 Dixon Midland Company LLC Dixon Midland Diversified LLC 8.75 250k 5/1/2011 19 Clarke Capital Management Global Basic 9.07 50k 2/1/1996 18 Angle Capital Management LLC AIP Program 9.62 100k 1/1/2010 17 White Indian Trading Co. SCS Program (Client) 9.75 250k 2/1/2011 16 Blackwater Capital Management Global Program 10.25 5,000k 7/1/2005 15 RAM Management Group MRTP Aggressive 10.30 1,000k 2/1/1998 14 Parizek Capital Futures Trading Program 10.43 500k 4/1/2000 13 Zoi Capital, LLC Telio Program (Client) 10.59 200k 4/1/2010 12 Conquest Capital Group Conquest Macro 11.19 250k 5/1/1999 11 Kelly Angle Inc. Genesis Program 11.89 2,000k 4/1/2000 10 M.S. Capital Management Global Diversified Program 12.10 2,000k 11/1/1998 9 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 12.33 100k 7/1/2011 8 Rosetta Capital Management Macro Program 12.73 50k 1/1/2009 7 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 13.11 200k 11/1/1999 6 Dreiss Research Corporation Diversified Program 13.37 1,000k 5/1/1991 5 Dendrich Ltd QEP 13.44 50k 12/1/2005 4 White Indian Trading Co. STAIRS (Client) 16.85 250k 5/1/2009 3 Di Tomasso Group Inc. Equilibrium Program 23.60 5,000k 1/1/2002 2 White Indian Trading Co. STAIRS - Futures Program (Client) 32.66 250k 10/1/2008 1 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 39.69 25k 1/1/2011 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.