Diversified Trader Index For January 2012 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 Jan 2012 Min Inv Inception 210 Di Tomasso Group Inc. Equilibrium Program -14.11 5,000k 1/1/2002 209 White Indian Trading Co. STAIRS - Futures Program (Client) -12.25 250k 10/1/2008 208 Southwest Managed Investments, LLC Global Diversified -10.87 200k 1/1/2002 207 Dixon Midland Company LLC Dixon Midland Diversified LLC -7.28 250k 5/1/2011 206 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -7.17 4,000k 2/1/2011 205 White Indian Trading Co. STAIRS (Client) -6.88 250k 5/1/2009 204 Dreiss Research Corporation Diversified Program -5.90 1,000k 5/1/1991 203 Clarke Capital Management Millennium -5.78 1,000k 1/1/1998 202 Mobius Asset Management Custom Trading Program -4.56 100k 1/1/2002 201 Hyman Beck and Company Global Portfolio -4.51 1,000k 3/1/1991 200 Quantitative Investment Management Quantitative Global Program -4.49 20,000k 10/1/2003 199 Conquest Capital Group Conquest Macro -4.24 250k 5/1/1999 198 Future Trade AG Thales Swing Trading Programme -4.11 250k 6/1/2007 197 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.75 100k 5/1/1999 196 FRP CAPITAL LLC FRP125+ -3.69 125k 1/1/2010 195 ISAM ISAM Systematic Trend Fund -3.64 1,000k 6/1/2001 194 Mark J. Walsh Company Standard Program -3.52 2,000k 9/1/1985 193 Clarke Capital Management Global Basic -3.47 50k 2/1/1996 192 Purple Valley Capital, Inc. Diversified Trend 1 -3.36 100k 8/1/2008 191 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.34 250k 10/1/2009 190 GT CAPITAL CTA GT CAPITAL CTA -3.30 150k 6/1/2009 189 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.26 1/1/1989 188 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -3.22 1,000k 9/1/1997 187 Blackwater Capital Management Global Program -3.18 5,000k 7/1/2005 186 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.10 100k 11/1/1984 185 Millburn Ridgefield Corporation Multi-Markets Program -3.08 25,000k 10/1/2004 184 Wimmer Horizon LLP Managed Account -3.07 5,000k 5/1/2005 183 Wavefront Global Asset Management IMFC Global Investment Program -2.74 2,000k 2/1/2007 182 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -2.69 4,000k 11/1/2008 181 NuWave Investment Management, LLC Combined Futures Portfolio -2.68 5,000k 6/1/2001 180 NuWave Investment Management, LLC NuWave Investment Partners LP -2.67 250k 6/1/2001 179 RAM Management Group MRTP Aggressive -2.63 1,000k 2/1/1998 178 Conquest Capital Group Conquest Select -2.44 250k 6/1/2004 177 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.44 100k 3/1/2003 176 Millburn Ridgefield Corporation Diversified Program -2.42 20,000k 2/1/1977 175 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.42 10k 7/1/2005 174 Altradis Capital AG AlphAlgo -2.35 100k 5/1/2007 173 Tactical Investment Management Tactical Institutional Commodity Program -2.27 10,000k 4/1/1993 172 Clarke Capital Management Jupiter -2.21 3,000k 5/1/2005 171 Chesapeake Capital Diversified (LV) -2.16 100k 2/1/1988 170 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.09 1k 10/1/2006 169 Melissinos Trading Eupatrid Global Trends -2.05 50k 1/1/2011 168 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -2.05 100k 10/1/2009 167 Rotella Capital Management Rotella Polaris Program (Diversified) -2.01 10,000k 1/1/1991 166 Somers Brothers Capital Diversified Futures Program #1 -2.00 100k 1/1/2005 165 Rotella Capital Management Rotella Orion (Short-Term) Program -1.97 10,000k 3/1/2006 164 Briarwood Capital Management, Inc. Diversified 2XL -1.96 250k 11/1/2004 163 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -1.93 25k 1/1/2011 162 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -1.92 150k 1/1/2011 161 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.81 1,500k 1/1/2009 160 Clarke Capital Management Worldwide -1.79 250k 1/1/1996 159 AllMountain Capital AG Mount Denali Global Trends -1.63 160k 7/1/2007 158 Millburn Ridgefield Corporation Commodity Program -1.60 25,000k 3/1/2005 157 Molinero Capital Management LLP Global Markets Program -1.58 2,000k 7/1/2005 156 Robinson-Langley Capital Management, LLC Managed Account Program -1.52 200k 1/1/2007 155 Covenant Capital Management Aggressive Program -1.42 3,000k 2/1/2004 154 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.40 1,000k 5/1/2006 153 Clarke Capital Management FX Plus -1.40 1,000k 5/1/2004 152 Haar Capital Management Discretionary Commodity Trading Program -1.37 250k 12/1/2005 151 MERIT Alternative Investments GmbH Futures Portfolio -1.34 2,000k 6/1/1998 150 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.33 50k 10/1/2011 149 Red Rock Capital, LLC Systematic Global Macro -1.28 500k 9/1/2003 148 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.19 1,000k 10/1/2006 147 Welton Investment Partners Welton Global -1.15 10,000k 6/1/2004 146 Clarke Capital Management Global Magnum -1.14 100k 8/1/1997 145 Liberty Funds Group, Inc Liberty Diversified Option Strategy -1.10 750k 1/1/2009 144 Abraham Trading Company Diversified Program -1.05 10,000k 1/1/1988 143 DUNN Capital Management DUNN Combined Fund (DCF) -1.01 100k 5/1/1989 142 Quantum Leap Capital Management Managed Account Program -1.00 300k 8/1/2006 141 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.99 100k 8/1/2009 140 RAM Management Group RAM MRTP 1X-Conservative -0.90 1,000k 9/1/1993 139 Quantmetrics Capital Management LLP Directional 10V Strategy -0.88 10,000k 1/1/2007 138 John Locke Investments Cyril Systematic Program -0.88 8,000k 7/1/2000 137 IStar Capital B.V. IStar Systematic Fund -0.82 1,000k 9/1/2011 136 Briarwood Capital Management, Inc. Diversified Trading Program -0.81 3,000k 7/1/2001 135 IDS Capital IDS F&F Systematic Trading -0.80 50k 7/1/2013 134 Ancile Capital Management Global Markets Program -0.78 2,000k 4/1/2005 133 Wavefront Global Asset Management IMFC Global Concentrated -0.72 500k 4/1/2009 132 IKOS IKOS Futures Fund -0.71 1,000k 2/1/2010 131 White Indian Trading Co. SCS Program (Client) -0.71 250k 2/1/2011 130 Emil van Essen Spread Trading Program -0.65 5,000k 12/1/2006 129 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.63 1,000k 3/1/1998 128 Gladius Asset Management Fulham Program -0.56 2,000k 1/1/2008 127 M.S. Capital Management Global Diversified Program -0.53 2,000k 11/1/1998 126 Mondiale Asset Management Mondiale Trading Program -0.53 0k 9/1/1997 125 IKOS The IKOS Hedge Fund -0.49 10,000k 7/1/1998 124 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.48 100k 1/1/2005 123 Metolius Capital LLC Metolius Diversified -0.48 100k 6/1/2010 122 Mobius Asset Management Diversified Program -0.40 250k 3/1/2004 121 Ion Asset Architecture Ion Fund Program -0.32 10,000k 11/1/2007 120 Ion Asset Architecture (Fund Program) Ion Fund -0.32 100k 11/1/2007 119 Emil van Essen EvE Systematic Global Opportunities -0.32 1,000k 9/1/2007 118 Futures Truth Company, FTC-CTA MS4 -0.29 250k 10/1/2007 117 Superfund Group Superfund Green Q-AG -0.26 2k 3/1/1996 116 Superfund Group Superfund Green GCT USD -0.23 15k 1/1/2000 115 Superfund Group Superfund Green L.P. Series A -0.19 5k 10/1/2002 114 Superfund Group Superfund Green L.P. Series B -0.18 5k 10/1/2002 113 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.18 10,000k 8/1/2009 112 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.16 100k 2/1/2010 111 Revolution Capital Management Alpha Program -0.13 5,000k 6/1/2007 110 Dominion Capital Sapphire Program -0.04 3,000k 5/1/2005 109 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 108 Beryl Investment Group LLC Nominal Discretionary System -0.01 50k 7/1/2007 106 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 107 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 102 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 103 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 104 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 0.00 100k 1/1/2012 105 Shared Enlightenment, Inc. CopulaMax NetCreditOps I 0.00 25k 1/1/2012 101 Adamah Capital LLC Asset Allocator Program 0.00 50k 3/1/2011 99 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 100 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 98 Sharp Mountain Advisors, LLC Diversified Managed Futures 0.05 250k 8/1/2011 97 John Locke Investments JL Commodity Long Flat Program 0.10 5,000k 12/1/2007 96 Hawksbill Capital Management Global Diversified 0.13 5,000k 11/1/1988 95 Covenant Capital Management Original Program 0.18 5,000k 9/1/1999 94 Rabar Market Research Short-Term Program 0.24 2,000k 11/1/2009 93 Rosetta Capital Management Macro Program 0.32 50k 1/1/2009 92 Estlander & Partners Alpha Trend 0.32 30,000k 10/1/1991 91 Superfund Group Superfund Green Master 0.43 2,000k 5/1/2001 90 Estlander & Partners Freedom 0.53 20,000k 8/1/2010 89 Revolution Capital Management Mosaic Institutional Program 0.53 25,000k 9/1/2009 88 Quantica Capital AG Quantica Managed Futures 0.54 5,000k 1/1/2005 87 Estlander & Partners Global Markets 0.55 10,000k 8/1/1999 86 Transtrend B.V. DTP – Standard Risk (EUR) 0.56 10,000k 2/1/1999 85 Spectrum Asset Management LLC Global Diversified 0.61 2,000k 1/1/2001 84 Winton Capital Management Diversified 0.63 50,000k 10/1/1997 83 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.69 3,000k 5/1/2010 82 Kelly Angle Inc. Genesis Program 0.76 2,000k 4/1/2000 81 Estlander & Partners Alpha Trend II - Class P 0.79 100k 12/1/2008 80 Rivoli Fund Management Rivoli International Fund (V9) 0.84 5,000k 1/1/2002 79 Rabar Market Research Diversified Program 0.84 2,000k 1/1/1989 78 Auctos Capital Management Auctos Global Diversified 0.87 3,000k 11/1/2007 77 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.88 10,000k 8/1/2004 76 Stenger Capital Management, LLC Diversified Trading Program 0.90 200k 4/1/2010 75 EMC Capital Advisors, LLC Classic 0.90 5,000k 1/1/1985 74 Trigon Investment Advisors, LLC Discretionary Macro Program 0.91 10,000k 8/1/2007 73 Romanesco Capital Management B.V Persistence Program 0.97 5,000k 9/1/2005 72 Drury Capital Diversified Trend-Following Program 0.98 5,000k 5/1/1997 71 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.01 5,000k 10/1/2007 70 DUNN Capital Management D'Best Futures Fund, L.P. 1.03 100k 6/1/1994 69 Endeavour Capital LLP Endeavour Pembroke 1.05 2,000k 7/1/2007 68 Estlander & Partners Global XL 1.08 5,000k 8/1/1991 67 Transtrend B.V. DTP – Enhanced Risk (USD) 1.09 10,000k 1/1/1995 66 GLOBIVEST LLC Alpha Program 1.15 50k 4/1/2009 65 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.16 10,000k 8/1/1999 64 Rivoli Fund Management Rivoli International Fund (E) 1.16 5,000k 10/1/1996 63 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.19 75k 6/1/2007 62 Revolution Capital Management Mosaic Program 1.25 10,000k 10/1/2006 61 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.36 10,000k 3/1/2003 60 Eckhardt Trading Company Evolution Strategies 1.36 20,000k 8/1/1991 59 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.38 5,000k 11/1/2012 58 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 1.48 100k 7/1/2011 57 Jaguar Investments Ltd Vario Capital Strategy 1.62 1,000k 5/1/2016 56 Eckhardt Trading Company Evolution Strategies 1.2X 1.65 10,000k 10/1/1991 55 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.66 500k 1/1/2006 54 Vergho Asset Management LLC Kinematics 1.73 1,000k 11/1/2008 53 Robust Methods LLC Macro Managed Account 1.76 5,000k 1/1/2005 52 ALFAKRAFT ALFA Commodity Fund 1.77 16k 6/1/2010 51 Lynx Asset Management AB Lynx Program 1.78 75k 5/1/2000 50 Parizek Capital Futures Trading Program 1.87 500k 4/1/2000 49 Crabel Capital Management Crabel Multi-Product 1.98 1,000k 3/1/1998 48 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.02 25,000k 3/1/2010 47 Northfield Trading Diversified 2.10 2,000k 7/1/1989 46 Claughton Capital ARP Institutional Program 2.27 1,000k 10/1/2005 45 Rho Asset Management Rho Altius 1XL Program 2.28 5,000k 11/1/2007 44 Auspice Capital Advisors Ltd Auspice Diversified Program 2.54 1,500k 4/1/2006 43 Insignia Managed Capital Medallion 2.55 50k 2/1/2009 42 Manning & Napier MN Xenon Managed Futures (2x) Program 2.57 5,000k 6/1/2006 41 QCM Global Diversified Programme 2.58 500k 12/1/1995 40 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 2.58 200k 11/1/1999 39 Eclipse Capital Management Global Monetary 2.62 5,000k 8/1/1990 38 HB Capital Management Inc. Diversified Program 2.63 50k 3/1/2008 37 FORT LP Fort Global Contrarian 2.68 2,000k 10/1/2002 36 Superfund Group Superfund Blue SPC Class A (EUR) 2.68 50k 4/1/2005 35 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 2.80 100k 5/1/2011 34 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.81 10,000k 8/1/2009 33 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.15 5,000k 6/1/2010 32 Xplor Capital Management, LLC Global CTA Program 3.22 1,500k 7/1/2004 31 Option Capital Advisory OCA Premium 3.33 100k 5/1/2011 30 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 3.62 500k 4/1/2009 29 Red Oak Commodity Advisors Investment Program 3.73 5,000k 12/1/1989 28 Quantis Asset Management PFM Systematic 3.95 15k 5/1/2010 27 Non Correlated Capital Positive Theta Fund 4.18 50k 10/1/2007 26 Non Correlated Capital Positive Theta Program 4.22 250k 10/1/2007 25 FORT LP Fort Global Diversified 4.24 2,000k 10/1/1993 24 Deep Field Capital AG SINGULARITY Fund 4.25 100k 9/1/2011 23 Insignia Managed Capital Epoch3 4.26 20k 7/1/2009 22 OptHedge Advisors LLC Diversified Options & Futures Program 4.66 250k 10/1/2008 21 ROW Asset Managment Row Diversified Fund, L.P. 4.73 1,000k 11/1/2011 20 Amplitude Capital International Limited Dynamic Strategy 5.10 6/1/2005 19 Zoi Capital, LLC Telio Program (Client) 5.44 200k 4/1/2010 18 Angle Capital Management LLC AIP Program 5.51 100k 1/1/2010 17 White River Group Diversified Option Writing Strategy 5.77 20k 11/1/2008 16 Wraith Capital LLP Wraith Dynamic Futures Fund 5.96 100k 1/1/2011 15 AIS Capital Management, L.P. MAAP (2x-4x) Composite 6.30 3,000k 10/1/1992 14 Dendrich Ltd QEP 6.76 50k 12/1/2005 13 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 7.42 1,000k 9/1/2009 12 Amplitude Capital International Limited Klassik Strategy 8.54 1,000k 9/1/2009 11 Keck Capital Management LLC The Keck Program 9.16 2,000k 12/1/2003 10 AIS Capital Management, L.P. MAAP (3x-6x) Composite 9.68 2,000k 7/1/1992 9 Crabel Capital Management WPD Crabel Futures Program 10.31 1,000k 7/1/2008 8 Superfund Group Superfund Green Gold A (SPC) 10.83 5k 10/1/2005 7 Superfund Group Superfund Green Gold B (SPC) 11.13 50k 10/1/2005 6 Superfund Group Superfund Green Gold C (SPC) 11.24 100k 10/1/2005 5 Superfund Group Superfund Green Gold L.P. Series A-1 11.70 5k 4/1/2009 4 Superfund Group Superfund Green Gold L.P. Series B-1 12.16 5k 4/1/2009 3 Superfund Group Superfund Blue SPC Class A (Gold) 12.39 50k 12/1/2007 2 Global Vista Advisors, LLC Global Vista Options ("GVO") 13.21 50k 10/1/2010 1 Futures Truth Company, FTC-CTA 200K Options Strategy 14.25 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.