Diversified Trader Index For February 2012 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Feb 2012 Min Inv Inception 210 DUNN Capital Management DUNN Combined Fund (DCF) -7.40 100k 5/1/1989 209 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -6.64 100k 3/1/2003 208 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -6.43 100k 10/1/2009 207 Revolution Capital Management Mosaic Program -6.39 10,000k 10/1/2006 206 Molinero Capital Management LLP Global Markets Program -6.30 2,000k 7/1/2005 205 Dixon Midland Company LLC Dixon Midland Diversified LLC -6.13 250k 5/1/2011 204 Conquest Capital Group Conquest Macro -6.04 250k 5/1/1999 203 Wraith Capital LLP Wraith Dynamic Futures Fund -5.97 100k 1/1/2011 202 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.96 100k 11/1/1984 201 Strategic Capital Advisors LLC Multi-strategy Futures Program -4.70 3,000k 5/1/2010 200 Ancile Capital Management Global Markets Program -4.68 2,000k 4/1/2005 199 Emil van Essen Spread Trading Program -4.51 5,000k 12/1/2006 198 Rotella Capital Management Rotella Orion (Short-Term) Program -4.30 10,000k 3/1/2006 197 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.19 10k 7/1/2005 196 DUNN Capital Management D'Best Futures Fund, L.P. -3.89 100k 6/1/1994 195 Superfund Group Superfund Blue SPC Class A (Gold) -3.84 50k 12/1/2007 194 GT CAPITAL CTA GT Dynamic Trading Program -3.56 150k 6/1/2009 193 NuWave Investment Management, LLC Combined Futures Portfolio -3.04 5,000k 6/1/2001 192 NuWave Investment Management, LLC NuWave Investment Partners LP -3.04 250k 6/1/2001 191 Rosetta Capital Management Macro Program -2.85 50k 1/1/2009 190 Wavefront Global Asset Management IMFC Global Investment Program -2.75 2,000k 2/1/2007 189 Chesapeake Capital Diversified (LV) -2.68 100k 2/1/1988 188 Revolution Capital Management Mosaic Institutional Program -2.51 25,000k 9/1/2009 187 Endeavour Capital LLP Endeavour Pembroke -2.49 2,000k 7/1/2007 186 Dominion Capital Sapphire Program -2.46 3,000k 5/1/2005 185 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.40 4,000k 2/1/2011 184 Wavefront Global Asset Management IMFC Global Concentrated -2.38 500k 4/1/2009 183 Red Rock Capital, LLC Systematic Global Macro -2.25 500k 9/1/2003 182 Dreiss Research Corporation Diversified Program -2.19 1,000k 5/1/1991 181 Emil van Essen EvE Systematic Global Opportunities -2.16 1,000k 9/1/2007 180 Xplor Capital Management, LLC Global CTA Program -2.08 1,500k 7/1/2004 179 FORT LP Fort Global Diversified -1.95 2,000k 3/1/2002 178 White Indian Trading Co. STAIRS - Futures Program (Client) -1.95 250k 10/1/2008 177 Romanesco Capital Management B.V Persistence Program -1.89 5,000k 9/1/2005 176 Millburn Ridgefield Corporation Multi-Markets Program -1.84 25,000k 10/1/2004 175 Vergho Asset Management LLC Kinematics -1.75 1,000k 11/1/2008 174 IKOS IKOS Futures Fund -1.75 1,000k 2/1/2010 173 Abraham Trading Company Diversified Program -1.54 10,000k 1/1/1988 172 Wimmer Horizon LLP Managed Account -1.53 5,000k 5/1/2005 171 Millburn Ridgefield Corporation Diversified Program -1.47 20,000k 2/1/1977 170 Quantitative Investment Management Quantitative Global Program -1.41 20,000k 10/1/2003 169 White Indian Trading Co. STAIRS (Client) -1.41 250k 5/1/2009 168 Futures Truth Company, FTC-CTA 200K Options Strategy -1.40 200k 12/1/2009 167 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -1.38 25,000k 3/1/2010 166 Di Tomasso Group Inc. Equilibrium Program -1.38 5,000k 1/1/2002 165 Ion Asset Architecture Ion Fund Program -1.34 10,000k 11/1/2007 164 Ion Asset Architecture (Fund Program) Ion Fund -1.34 100k 11/1/2007 163 M.S. Capital Management Global Diversified Program -1.24 2,000k 11/1/1998 162 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.10 4,000k 11/1/2008 161 IKOS The IKOS Hedge Fund -1.08 10,000k 7/1/1998 160 Crabel Capital Management Crabel Multi-Product -1.05 1,000k 3/1/1998 159 Auspice Auspice Diversified Program -0.97 1,500k 6/1/2007 158 Robinson-Langley Capital Management, LLC Managed Account Program -0.92 200k 1/1/2007 157 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.90 1,000k 5/1/2006 156 IDS Capital IDS F&F Systematic Trading -0.90 50k 7/1/2013 155 HB Capital Management Inc. Diversified Program -0.87 50k 3/1/2008 154 Millburn Ridgefield Corporation Commodity Program -0.85 25,000k 3/1/2005 153 Winton Capital Management Diversified -0.83 50,000k 10/1/1997 152 Mobius Asset Management Custom Trading Program -0.79 100k 1/1/2002 151 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.74 150k 1/1/2011 150 Manning & Napier MN Xenon Managed Futures (2x) Program -0.68 5,000k 6/1/2006 149 Melissinos Trading Eupatrid Global Trends -0.67 100k 1/1/2011 148 IStar Capital B.V. IStar Systematic Fund -0.64 1,000k 9/1/2011 147 Spectrum Asset Management LLC Global Diversified -0.63 2,000k 1/1/2001 146 Lynx Asset Management AB Lynx Program -0.57 75k 5/1/2000 145 Mondiale Asset Management Mondiale Trading Program -0.56 0k 9/1/1997 144 Adamah Capital LLC Asset Allocator Program -0.50 50k 3/1/2011 143 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.32 1k 10/1/2006 142 MERIT Alternative Investments GmbH Futures Portfolio -0.23 2,000k 6/1/1998 141 Superfund Group Superfund Green Gold L.P. Series A-1 -0.21 5k 4/1/2009 140 Superfund Group Superfund Blue SPC Class A (EUR) -0.21 50k 4/1/2005 139 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.20 10,000k 8/1/2009 138 FORT LP Fort Global Contrarian -0.19 2,000k 10/1/2002 137 Superfund Group Superfund Green Gold A (SPC) -0.13 5k 10/1/2005 136 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.12 100k 5/1/2011 135 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.08 1/1/1989 134 Mobius Asset Management Diversified Program -0.07 250k 3/1/2004 128 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 129 Quantum Leap Capital Management Managed Account Program 0.00 300k 8/1/2006 130 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 131 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 132 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 133 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 127 Saxon Investment Corporation Diversified Program 0.03 3,000k 9/1/1988 126 Saxon Investment Corporation Aggressive Diversified Program 0.06 2,000k 11/1/1993 125 Auctos Capital Management Auctos Global Diversified 0.10 3,000k 11/1/2007 124 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.16 5,000k 11/1/2012 123 Claughton Capital ARP Institutional Program 0.28 1,000k 10/1/2005 122 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.33 100k 1/1/2005 121 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.37 1,000k 3/1/1998 120 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 0.37 100k 1/1/2012 119 Beryl Investment Group LLC Nominal Discretionary System 0.38 50k 7/1/2007 118 Tactical Investment Management Tactical Institutional Commodity Program 0.45 10,000k 4/1/1993 117 Gladius Asset Management Fulham Program 0.45 2,000k 1/1/2008 116 Superfund Group Superfund Green Gold L.P. Series B-1 0.46 5k 4/1/2009 115 Quantmetrics Capital Management LLP Directional 10V Strategy 0.59 10,000k 1/1/2007 114 Futures Truth Company, FTC-CTA MS4 0.60 250k 10/1/2007 113 Shared Enlightenment, Inc. CopulaMax NetCreditOps I 0.69 25k 1/1/2012 112 Stenger Capital Management, LLC Diversified Trading Program 0.70 200k 4/1/2010 111 Jaguar Investments Ltd Vario Capital Strategy 0.74 1,000k 5/1/2016 110 Covenant Capital Management Original Program 0.76 5,000k 9/1/1999 109 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.78 100k 5/1/1999 108 ALFAKRAFT ALFA Commodity Fund 0.80 16k 6/1/2010 107 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.80 200k 11/1/1999 106 Mark J. Walsh Company Standard Program 0.80 2,000k 9/1/1985 105 Crabel Capital Management WPD Crabel Futures Program 0.82 1,000k 7/1/2008 104 Superfund Group Superfund Green Gold B (SPC) 0.86 50k 10/1/2005 103 Haar Capital Management Discretionary Commodity Trading Program 0.87 250k 12/1/2005 102 Metolius Capital LLC Metolius Diversified 0.93 100k 6/1/2010 101 Superfund Group Superfund Green L.P. Series A 0.95 5k 10/1/2002 100 Robust Methods LLC Macro Managed Account 0.98 5,000k 1/1/2005 99 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.98 1,000k 10/1/2006 98 Rivoli Fund Management Rivoli International Fund (V9) 1.03 5,000k 1/1/2002 97 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.11 1,000k 9/1/1997 96 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.22 100k 2/1/2010 95 Welton Investment Partners Welton Global 1.31 10,000k 6/1/2004 94 Rotella Capital Management Rotella Polaris Program (Diversified) 1.31 10,000k 1/1/1991 93 Rivoli Fund Management Rivoli International Fund (E) 1.34 5,000k 10/1/1996 92 Amplitude Capital International Limited Dynamic Strategy 1.36 6/1/2005 91 Transtrend B.V. DTP – Standard Risk (EUR) 1.37 10,000k 2/1/1999 90 Superfund Group Superfund Green L.P. Series B 1.45 5k 10/1/2002 89 John Locke Investments Cyril Systematic Program 1.45 8,000k 7/1/2000 88 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.49 500k 1/1/2006 87 Conquest Capital Group Conquest Select 1.57 250k 6/1/2004 86 Rabar Market Research Short-Term Program 1.57 2,000k 11/1/2009 85 Trigon Investment Advisors, LLC Discretionary Macro Program 1.58 10,000k 8/1/2007 84 Non Correlated Capital Positive Theta Program 1.68 250k 10/1/2007 83 Eckhardt Trading Company Evolution Strategies 1.68 20,000k 8/1/1991 82 OptHedge Advisors LLC Diversified Options & Futures Program 1.72 250k 10/1/2008 81 Non Correlated Capital Positive Theta Fund 1.73 50k 10/1/2007 80 GLOBIVEST LLC Alpha Program 1.80 50k 4/1/2009 79 Estlander & Partners Alpha Trend 1.85 30,000k 10/1/1991 78 ROW Asset Managment Row Diversified Fund, L.P. 1.86 1,000k 11/1/2011 77 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.87 100k 8/1/2009 76 Superfund Group Superfund Green Gold C (SPC) 1.87 100k 10/1/2005 75 ISAM ISAM Systematic Trend Fund 1.92 1,000k 6/1/2001 74 Eckhardt Trading Company Evolution Strategies 1.2X 1.93 10,000k 10/1/1991 73 Option Capital Advisory OCA Premium 1.97 100k 5/1/2011 72 Dendrich Ltd QEP 1.97 50k 12/1/2005 71 Superfund Group Superfund Green Q-AG 1.97 2k 3/1/1996 70 Parizek Capital Futures Trading Program 1.98 500k 4/1/2000 69 Hyman Beck and Company Global Portfolio 1.98 1,000k 3/1/1991 68 Quantica Capital AG Quantica Managed Futures 2.05 10,000k 1/1/2005 67 Superfund Group Superfund Green GCT USD 2.12 15k 1/1/2000 66 RAM Management Group RAM MRTP 1X-Conservative 2.13 1,000k 9/1/1993 65 Red Oak Commodity Advisors Investment Program 2.20 5,000k 12/1/1989 64 Transtrend B.V. DTP – Enhanced Risk (USD) 2.31 10,000k 1/1/1995 63 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.32 10,000k 8/1/1999 62 John Locke Investments JL Commodity Long Flat Program 2.34 5,000k 12/1/2007 61 Global Vista Advisors, LLC Global Vista Options ("GVO") 2.38 50k 10/1/2010 60 AllMountain Capital AG Mount Denali Global Trends 2.43 160k 7/1/2007 59 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.45 10,000k 8/1/2004 58 Altradis Capital AG AlphAlgo 2.54 100k 5/1/2007 57 Blackwater Capital Management Global Program 2.63 5,000k 7/1/2005 56 Covenant Capital Management Aggressive Program 2.74 3,000k 2/1/2004 55 Rabar Market Research Diversified Program 2.79 2,000k 1/1/1989 54 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.83 10,000k 3/1/2003 53 Estlander & Partners Global Markets 2.85 10,000k 8/1/1999 52 Revolution Capital Management Alpha Program 3.04 5,000k 6/1/2007 51 Estlander & Partners Freedom 3.05 20,000k 8/1/2010 50 Deep Field Capital AG SINGULARITY Fund 3.07 100k 9/1/2011 49 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 3.11 500k 4/1/2009 48 Future Trade AG Thales Swing Trading Programme 3.12 250k 6/1/2007 47 Keck Capital Management LLC The Keck Program 3.24 2,000k 12/1/2003 46 Commodity Strategies AG CSAG Active Long Short Commodity Program 3.26 5,000k 10/1/2007 45 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.49 75k 6/1/2007 44 Hawksbill Capital Management Global Diversified 3.52 5,000k 11/1/1988 43 Insignia Managed Capital Epoch3 3.57 20k 7/1/2009 42 Quantis Asset Management PFM Systematic 3.58 15k 5/1/2010 41 Clarke Capital Management FX Plus 3.63 1,000k 5/1/2004 40 Insignia Managed Capital Medallion 3.63 50k 2/1/2009 39 QCM Global Diversified Programme 4.00 500k 12/1/1995 38 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 4.00 1,000k 9/1/2009 37 White River Group Diversified Option Writing Strategy 4.11 20k 11/1/2008 36 Rho Asset Management Rho Altius 1XL Program 4.14 5,000k 11/1/2007 35 Drury Capital Diversified Trend-Following Program 4.23 5,000k 5/1/1997 34 Superfund Group Superfund Green Master 4.38 2,000k 5/1/2001 33 Northfield Trading Diversified 4.58 2,000k 7/1/1989 32 Amplitude Capital International Limited Klassik Strategy 4.76 1,000k 9/1/2009 31 Zoi Capital, LLC Telio Program (Client) 4.80 200k 4/1/2010 30 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 4.83 1,500k 1/1/2009 29 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 5.49 10,000k 8/1/2009 28 Briarwood Capital Management, Inc. Diversified Trading Program 5.58 3,000k 7/1/2001 27 Estlander & Partners Alpha Trend II - Class P 5.68 100k 12/1/2008 26 Estlander & Partners Global XL 5.74 5,000k 8/1/1991 25 Liberty Funds Group, Inc Liberty Diversified Option Strategy 5.76 750k 1/1/2009 24 Southwest Managed Investments, LLC Global Diversified 5.86 200k 1/1/2002 23 White Indian Trading Co. SCS Program (Client) 5.93 250k 2/1/2011 22 Kelly Angle Inc. Genesis Program 6.04 2,000k 4/1/2000 21 EMC Capital Advisors, LLC Classic 6.30 5,000k 1/1/1985 20 RAM Management Group MRTP Aggressive 6.32 1,000k 2/1/1998 19 AIS Capital Management, L.P. MAAP (2x-4x) Composite 6.36 3,000k 10/1/1992 18 Eclipse Capital Management Global Monetary 6.40 5,000k 8/1/1990 17 Angle Capital Management LLC AIP Program 6.58 100k 1/1/2010 16 QMS Capital Management LP QMS Diversified Global Macro Strategy 6.67 5,000k 6/1/2010 15 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 6.68 50k 10/1/2011 14 Sharp Mountain Advisors, LLC Diversified Managed Futures 6.69 250k 8/1/2011 13 Clarke Capital Management Millennium 7.39 1,000k 1/1/1998 12 Clarke Capital Management Worldwide 7.78 250k 1/1/1996 11 FRP CAPITAL LLC FRP125+ 7.94 125k 1/1/2010 10 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 8.27 100k 7/1/2011 9 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 8.38 25k 1/1/2011 8 Somers Brothers Capital Diversified Futures Program #1 9.39 100k 1/1/2005 7 Liberty Funds Group, Inc Liberty Wealth Protection Fund 9.92 250k 10/1/2009 6 Clarke Capital Management Jupiter 10.44 3,000k 5/1/2005 5 AIS Capital Management, L.P. MAAP (3x-6x) Composite 10.74 2,000k 7/1/1992 4 Purple Valley Capital, Inc. Diversified Trend 1 11.77 100k 8/1/2008 3 Briarwood Capital Management, Inc. Diversified 2XL 12.63 250k 11/1/2004 2 Clarke Capital Management Global Basic 16.58 50k 2/1/1996 1 Clarke Capital Management Global Magnum 16.76 100k 8/1/1997 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.