Diversified Trader Index For December 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 Dec 2012 Min Inv Inception 215 Conquest Capital Group Conquest Macro -5.97 250k 5/1/1999 214 Melissinos Trading Eupatrid Global Trends -5.81 50k 1/1/2011 213 Rosetta Capital Management Macro Program -4.99 50k 1/1/2009 212 Robinson-Langley Capital Management, LLC Managed Account Program -4.75 200k 1/1/2007 211 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -4.43 100k 5/1/2011 210 Revolution Capital Management Mosaic Program -4.06 10,000k 10/1/2006 209 HB Capital Management Inc. Diversified Program -4.01 50k 3/1/2008 208 AIS Capital Management, L.P. MAAP (3x-6x) Composite -3.76 2,000k 7/1/1992 207 Superfund Group Superfund Blue SPC Class A (Gold) -3.71 50k 12/1/2007 206 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -2.82 150k 1/1/2011 205 Mobius Asset Management Custom Trading Program -2.75 100k 1/1/2002 204 RAM Management Group MRTP Aggressive -2.67 1,000k 2/1/1998 203 Chesapeake Capital Diversified (LV) -2.52 100k 2/1/1988 202 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.48 50k 10/1/2010 201 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.25 3,000k 5/1/2010 200 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.19 3,000k 10/1/1992 199 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -2.10 75k 6/1/2007 198 HASAFUMA Börstjänaren Hedgehog -2.08 60k 5/1/2012 197 Crabel Capital Management WPD Crabel Futures Program -2.01 1,000k 7/1/2008 196 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.98 10k 7/1/2005 195 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.94 5,000k 10/1/2007 194 Millburn Ridgefield Corporation Commodity Program -1.84 25,000k 3/1/2005 193 White Indian Trading Co. STAIRS - Futures Program (Client) -1.73 250k 10/1/2008 192 Revolution Capital Management Mosaic Institutional Program -1.59 25,000k 9/1/2009 191 White Indian Trading Co. STAIRS (Client) -1.55 250k 5/1/2009 190 NuWave Investment Management, LLC Combined Futures Portfolio -1.51 5,000k 6/1/2001 189 Somers Brothers Capital Diversified Futures Program #1 -1.48 100k 1/1/2005 188 Vergho Asset Management LLC Kinematics -1.47 1,000k 11/1/2008 187 NuWave Investment Management, LLC NuWave Investment Partners LP -1.46 250k 6/1/2001 186 Clarke Capital Management Millennium -1.45 1,000k 1/1/1998 185 Dendrich Ltd QEP -1.37 50k 12/1/2005 184 Dominion Capital Sapphire Program -1.35 3,000k 5/1/2005 183 John Locke Investments JL Commodity Long Flat Program -1.29 5,000k 12/1/2007 182 Red Rock Capital, LLC Systematic Global Macro -1.14 500k 9/1/2003 181 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.08 1,000k 10/1/2006 180 Lynx Asset Management AB Lynx Program -0.97 75k 5/1/2000 179 RAM Management Group RAM MRTP 1X-Conservative -0.93 1,000k 9/1/1993 178 DUNN Capital Management DUNN Combined Fund (DCF) -0.90 100k 5/1/1989 177 Di Tomasso Group Inc. Equilibrium Program -0.85 5,000k 1/1/2002 176 Wimmer Horizon LLP Managed Account -0.84 5,000k 5/1/2005 175 Hawksbill Capital Management Global Diversified -0.82 5,000k 11/1/1988 174 Saxon Investment Corporation Aggressive Diversified Program -0.81 2,000k 11/1/1993 173 Insignia Managed Capital Medallion -0.81 50k 2/1/2009 172 FRP CAPITAL LLC FRP125+ -0.78 125k 1/1/2010 171 QCM Global Diversified Programme -0.76 500k 12/1/1995 170 Haar Capital Management Discretionary Commodity Trading Program -0.74 250k 12/1/2005 169 ALFAKRAFT ALFA Commodity Fund -0.74 16k 6/1/2010 168 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.68 1/1/1989 167 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.66 1,000k 5/1/2006 166 Alee Capital Management, LLC Mistral Program -0.65 2,500k 1/1/1999 165 ROW Asset Managment Row Diversified Fund, L.P. -0.64 1,000k 11/1/2011 164 Auctos Capital Management Auctos Global Diversified -0.64 3,000k 11/1/2007 163 Ion Asset Architecture (Fund Program) Ion Fund -0.62 100k 11/1/2007 162 Welton Investment Partners Welton Global -0.62 10,000k 6/1/2004 161 Ion Asset Architecture Ion Fund Program -0.62 10,000k 11/1/2007 160 Futures Truth Company, FTC-CTA MS4 -0.62 250k 10/1/2007 159 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.59 25,000k 3/1/2010 158 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.53 100k 2/1/2010 157 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.50 10,000k 8/1/2009 156 GLOBIVEST LLC Alpha Program -0.48 50k 4/1/2009 155 Saxon Investment Corporation Diversified Program -0.48 3,000k 9/1/1988 154 Mobius Asset Management Diversified Program -0.40 250k 3/1/2004 153 Quantica Capital AG Quantica Managed Futures -0.39 5,000k 1/1/2005 152 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -0.38 25k 1/1/2011 151 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.35 1,000k 3/1/1998 150 Robust Methods LLC Macro Managed Account -0.34 5,000k 1/1/2005 149 FTC Capital GmbH FTC Global Diversified -0.32 0k 3/1/2012 148 Endeavour Capital LLP Endeavour Pembroke -0.29 2,000k 7/1/2007 147 1OAK Capital Limited ACORN Commodity -0.22 5,000k 5/1/2012 146 Deep Field Capital AG SINGULARITY Fund -0.21 100k 9/1/2011 145 Tactical Investment Management Tactical Institutional Commodity Program -0.19 10,000k 4/1/1993 144 Amplitude Capital International Limited Klassik Strategy -0.17 1,000k 9/1/2009 143 Quantmetrics Capital Management LLP Directional 10V Strategy -0.15 10,000k 1/1/2007 142 ISAM ISAM Systematic Trend Fund -0.14 1,000k 6/1/2001 141 Revolution Capital Management Alpha Fund -0.11 50k 1/1/2005 140 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.09 750k 1/1/2009 139 Red Oak Commodity Advisors Investment Program -0.08 5,000k 12/1/1989 138 Eckhardt Trading Company Evolution Strategies -0.07 20,000k 8/1/1991 137 Revolution Capital Management Alpha Program -0.05 5,000k 6/1/2007 136 Quantis Asset Management PFM Systematic -0.05 15k 5/1/2010 135 Eckhardt Trading Company Evolution Strategies 1.2X -0.03 10,000k 10/1/1991 134 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 133 Rabar Market Research Diversified Program 0.03 2,000k 1/1/1989 132 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.09 1,000k 9/1/2009 131 IKOS IKOS Futures Fund 0.09 1,000k 2/1/2010 130 Serac, LLC Diversified Reversal Program 0.10 200k 4/1/2011 129 Beryl Investment Group LLC Nominal Discretionary System 0.11 50k 7/1/2007 128 Kelly Angle Inc. Genesis Program 0.16 2,000k 4/1/2000 127 Stenger Capital Management, LLC Diversified Trading Program 0.23 200k 4/1/2010 126 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.25 10,000k 8/1/2009 125 Emil van Essen Spread Trading Program 0.27 5,000k 12/1/2006 124 M.S. Capital Management Global Diversified Program 0.27 2,000k 11/1/1998 123 IKOS The IKOS Hedge Fund 0.30 10,000k 7/1/1998 122 MERIT Alternative Investments GmbH Futures Portfolio 0.32 2,000k 6/1/1998 121 Xplor Capital Management, LLC Global CTA Program 0.36 1,500k 7/1/2004 120 Future Trade AG Thales Swing Trading Programme 0.36 250k 6/1/2007 119 Superfund Group Superfund Green Gold A (SPC) 0.37 5k 10/1/2005 118 Shared Enlightenment, Inc. CopulaMax NetCreditOps I 0.37 25k 1/1/2012 117 Transtrend B.V. DTP – Standard Risk (EUR) 0.37 10,000k 2/1/1999 116 Estlander & Partners Alpha Trend 0.38 30,000k 10/1/1991 115 Manning & Napier MN Xenon Managed Futures (2x) Program 0.39 5,000k 6/1/2006 114 Adamah Capital LLC Asset Allocator Program 0.40 50k 3/1/2011 113 Jaguar Investments Ltd Vario Capital Strategy 0.41 1,000k 5/1/2016 112 GT CAPITAL CTA GT CAPITAL CTA 0.43 150k 6/1/2009 111 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.43 5,000k 1/1/2005 110 Wavefront Global Asset Management IMFC Global Concentrated 0.44 500k 4/1/2009 109 OptHedge Advisors LLC Diversified Options & Futures Program 0.45 250k 10/1/2008 108 Parizek Capital Futures Trading Program 0.47 500k 4/1/2000 107 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.48 500k 1/1/2006 106 Transtrend B.V. DTP – Enhanced Risk (USD) 0.50 10,000k 1/1/1995 105 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.52 10,000k 8/1/1999 104 Superfund Group Superfund Blue SPC Class A (EUR) 0.54 50k 4/1/2005 103 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 0.55 100k 1/1/2012 102 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.58 10,000k 8/1/2004 101 Rabar Market Research Short-Term Program 0.59 2,000k 11/1/2009 100 IDS Capital IDS F&F Systematic Trading 0.60 50k 7/1/2013 99 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.62 1,000k 3/1/2003 98 Wavefront Global Asset Management IMFC Global Investment Program 0.63 2,000k 2/1/2007 97 Abraham Trading Company Diversified Program 0.64 10,000k 1/1/1988 96 Zoi Capital, LLC Telio Program (Client) 0.71 200k 4/1/2010 95 Wraith Capital LLP Wraith Dynamic Futures Fund 0.71 100k 1/1/2011 94 Spectrum Asset Management LLC Global Diversified 0.75 2,000k 1/1/2001 93 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.76 100k 5/1/1999 92 Amplitude Capital International Limited Dynamic Strategy 0.80 6/1/2005 91 Estlander & Partners Alpha Trend II - Class P 0.88 100k 12/1/2008 90 Estlander & Partners Global Markets 0.89 10,000k 8/1/1999 89 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.89 250k 5/1/2011 88 Claughton Capital ARP Institutional Program 0.92 1,000k 10/1/2005 87 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.95 100k 8/1/2009 86 Rotella Capital Management Rotella Orion (Short-Term) Program 0.96 10,000k 3/1/2006 85 Altradis Capital AG AlphAlgo 0.98 100k 5/1/2007 84 Superfund Group Superfund Green Gold L.P. Series A-1 0.98 5k 4/1/2009 83 Auspice Capital Advisors Ltd Auspice Diversified Program 0.98 1,500k 4/1/2006 82 FORT LP Fort Global Contrarian 0.98 2,000k 10/1/2002 81 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.98 5,000k 6/1/2010 80 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.98 50k 10/1/2011 79 Mondiale Asset Management Mondiale Trading Program 1.01 0k 9/1/1997 78 Gladius Asset Management Fulham Program 1.01 2,000k 1/1/2008 77 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.04 1,500k 1/1/2009 76 Estlander & Partners Freedom 1.12 20,000k 8/1/2010 75 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.18 1,000k 9/1/1997 74 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.18 500k 4/1/2009 73 Non Correlated Capital Positive Theta Program 1.18 250k 10/1/2007 72 Mark J. Walsh Company Standard Program 1.19 2,000k 9/1/1985 71 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.19 1k 10/1/2006 70 EMC Capital Advisors, LLC Classic 1.20 5,000k 1/1/1985 69 Millburn Ridgefield Corporation Multi-Markets Program 1.34 25,000k 10/1/2004 68 Winton Capital Management Diversified 1.36 50,000k 10/1/1997 67 Trigon Investment Advisors, LLC Discretionary Macro Program 1.37 10,000k 8/1/2007 66 Futures Truth Company, FTC-CTA 200K Options Strategy 1.38 200k 12/1/2009 65 Millburn Ridgefield Corporation Diversified Program 1.42 20,000k 2/1/1977 64 DUNN Capital Management D'Best Futures Fund, L.P. 1.46 100k 6/1/1994 63 Non Correlated Capital Positive Theta Fund 1.58 50k 10/1/2007 62 Romanesco Capital Management B.V Persistence Program 1.60 5,000k 9/1/2005 61 Ancile Capital Management Global Markets Program 1.62 2,000k 4/1/2005 60 John Locke Investments Cyril Systematic Program 1.63 8,000k 7/1/2000 59 FORT LP Fort Global Diversified 1.64 2,000k 10/1/1993 58 Crabel Capital Management Crabel Multi-Product 1.64 1,000k 3/1/1998 57 Sharp Mountain Advisors, LLC Diversified Managed Futures 1.64 250k 8/1/2011 56 Quantitative Investment Management Quantitative Global Program 1.66 20,000k 10/1/2003 55 Estlander & Partners Global XL 1.69 5,000k 8/1/1991 54 Covenant Capital Management Original Program 1.70 5,000k 9/1/1999 53 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.73 4,000k 11/1/2008 52 Superfund Group Superfund Green Gold B (SPC) 1.79 50k 10/1/2005 51 Rotella Capital Management Rotella Polaris Program (Diversified) 1.89 10,000k 1/1/1991 50 White Indian Trading Co. SCS Program (Client) 1.91 250k 2/1/2011 49 Drury Capital Diversified Trend-Following Program 1.93 5,000k 5/1/1997 48 Rho Asset Management Rho Altius 1XL Program 1.94 5,000k 11/1/2007 47 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.98 100k 1/1/2005 46 Superfund Group Superfund Green L.P. Series A 1.99 5k 10/1/2002 45 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.00 5,000k 11/1/2012 44 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.04 250k 10/1/2009 43 Option Capital Advisory OCA Premium 2.08 100k 5/1/2011 42 Metolius Capital LLC Metolius Diversified 2.15 100k 6/1/2010 41 Northfield Trading Diversified 2.25 2,000k 7/1/1989 40 Superfund Group Superfund Green Q-AG 2.50 2k 3/1/1996 39 Insignia Managed Capital Epoch3 2.51 20k 7/1/2009 38 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.64 100k 11/1/1984 37 White River Group Diversified Option Writing Strategy 2.67 20k 11/1/2008 36 Southwest Managed Investments, LLC Global Diversified 2.68 200k 1/1/2002 35 Alee Capital Management, LLC Poniente Program 2.70 2,500k 1/1/1999 34 Covenant Capital Management Aggressive Program 2.80 3,000k 2/1/2004 33 Superfund Group Superfund Green Gold L.P. Series B-1 2.89 5k 4/1/2009 32 AllMountain Capital AG Mount Denali Global Trends 3.08 160k 7/1/2007 31 IStar Capital B.V. IStar Systematic Fund 3.12 1,000k 9/1/2011 30 Superfund Group Superfund Green Gold C (SPC) 3.30 100k 10/1/2005 29 Purple Valley Capital, Inc. Diversified Trend 1 3.33 100k 8/1/2008 28 Conquest Capital Group Conquest Select 3.34 250k 6/1/2004 27 QCM Alpha Financials Program 3.47 10,000k 6/1/2012 26 Superfund Group Superfund Green L.P. Series B 3.48 5k 10/1/2002 25 Blackwater Capital Management Global Program 3.62 5,000k 7/1/2005 24 Hyman Beck and Company Global Portfolio 3.67 1,000k 3/1/1991 23 Rivoli Fund Management Rivoli International Fund (V9) 3.77 5,000k 1/1/2002 22 Superfund Group Superfund Green GCT USD 3.87 15k 1/1/2000 21 Clarke Capital Management Global Magnum 3.93 100k 8/1/1997 20 Molinero Capital Management LLP Global Markets Program 4.11 2,000k 7/1/2005 19 Angle Capital Management LLC AIP Program 4.37 100k 1/1/2010 18 Emil van Essen EvE Systematic Global Opportunities 4.54 1,000k 9/1/2007 17 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.58 100k 3/1/2003 16 Eclipse Capital Management Global Monetary 4.73 5,000k 8/1/1990 15 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 4.85 100k 7/1/2011 14 Clarke Capital Management Worldwide 4.92 250k 1/1/1996 13 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 5.00 100k 10/1/2009 12 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.42 4,000k 2/1/2011 11 Rivoli Fund Management Rivoli International Fund (E) 5.58 5,000k 10/1/1996 10 Superfund Group Superfund Green Master 5.79 2,000k 5/1/2001 9 Clarke Capital Management Jupiter 5.92 3,000k 5/1/2005 8 Dreiss Research Corporation Diversified Program 7.17 1,000k 5/1/1991 7 Keck Capital Management LLC The Keck Program 7.34 2,000k 12/1/2003 6 Briarwood Capital Management, Inc. Diversified Trading Program 7.56 3,000k 7/1/2001 5 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.76 200k 11/1/1999 4 Clarke Capital Management FX Plus 8.32 1,000k 5/1/2004 3 Quantum Leap Capital Management Managed Account Program 9.10 300k 8/1/2006 2 Clarke Capital Management Global Basic 9.15 50k 2/1/1996 1 Briarwood Capital Management, Inc. Diversified 2XL 17.44 250k 11/1/2004 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.