Diversified Trader Index For March 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 Mar 2012 Min Inv Inception 213 Superfund Group Superfund Green Gold C (SPC) -16.54 100k 10/1/2005 212 Superfund Group Superfund Green Master -13.92 2,000k 5/1/2001 211 Superfund Group Superfund Green Gold B (SPC) -13.12 50k 10/1/2005 210 Superfund Group Superfund Green Gold L.P. Series B-1 -12.79 5k 4/1/2009 209 Estlander & Partners Alpha Trend II - Class P -12.65 100k 12/1/2008 208 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -12.14 100k 7/1/2011 207 Superfund Group Superfund Green GCT USD -11.08 15k 1/1/2000 206 Superfund Group Superfund Green L.P. Series B -9.99 5k 10/1/2002 205 Superfund Group Superfund Green Gold A (SPC) -9.68 5k 10/1/2005 204 Superfund Group Superfund Green Gold L.P. Series A-1 -9.37 5k 4/1/2009 203 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -8.32 100k 3/1/2003 202 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -7.94 100k 10/1/2009 201 Superfund Group Superfund Green L.P. Series A -7.77 5k 10/1/2002 200 Rabar Market Research Short-Term Program -7.59 2,000k 11/1/2009 199 Altradis Capital AG AlphAlgo -7.33 100k 5/1/2007 198 Superfund Group Superfund Green Q-AG -7.18 2k 3/1/1996 197 Rosetta Capital Management Macro Program -6.75 50k 1/1/2009 196 Parizek Capital Futures Trading Program -6.52 500k 4/1/2000 195 Liberty Funds Group, Inc Liberty Wealth Protection Fund -6.36 250k 10/1/2009 194 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -6.26 25,000k 3/1/2010 193 AllMountain Capital AG Mount Denali Global Trends -6.17 160k 7/1/2007 192 Conquest Capital Group Conquest Macro -5.98 250k 5/1/1999 191 Hawksbill Capital Management Global Diversified -5.53 5,000k 11/1/1988 190 Tactical Investment Management Tactical Institutional Commodity Program -5.43 10,000k 4/1/1993 189 Blackwater Capital Management Global Program -5.12 5,000k 7/1/2005 188 Keck Capital Management LLC The Keck Program -5.09 2,000k 12/1/2003 187 Rabar Market Research Diversified Program -4.92 2,000k 1/1/1989 186 White Indian Trading Co. STAIRS (Client) -4.78 250k 5/1/2009 185 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.68 2,000k 7/1/1992 184 Clarke Capital Management Worldwide -4.62 250k 1/1/1996 183 Angle Capital Management LLC AIP Program -4.52 100k 1/1/2010 182 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.48 200k 11/1/1999 181 Clarke Capital Management Jupiter -4.28 3,000k 5/1/2005 180 Abraham Trading Company Diversified Program -4.27 10,000k 1/1/1988 179 Eclipse Capital Management Global Monetary -4.20 5,000k 8/1/1990 178 Lynx Asset Management AB Lynx Program -4.16 75k 5/1/2000 177 Estlander & Partners Global XL -4.12 5,000k 8/1/1991 176 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -4.09 150k 1/1/2011 175 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.07 250k 5/1/2011 174 Estlander & Partners Alpha Trend -4.03 30,000k 10/1/1991 173 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.00 5,000k 11/1/2012 172 Estlander & Partners Freedom -3.98 20,000k 8/1/2010 171 Di Tomasso Group Inc. Equilibrium Program -3.92 5,000k 1/1/2002 170 Hyman Beck and Company Global Portfolio -3.84 1,000k 3/1/1991 169 Rotella Capital Management Rotella Polaris Program (Diversified) -3.78 10,000k 1/1/1991 168 M.S. Capital Management Global Diversified Program -3.62 2,000k 11/1/1998 167 FRP CAPITAL LLC FRP125+ -3.51 125k 1/1/2010 166 Briarwood Capital Management, Inc. Diversified 2XL -3.51 250k 11/1/2004 165 Robust Methods LLC Macro Managed Account -3.45 5,000k 1/1/2005 164 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.44 10,000k 3/1/2003 163 Mark J. Walsh Company Standard Program -3.42 2,000k 9/1/1985 162 Melissinos Trading Eupatrid Global Trends -3.42 100k 1/1/2011 161 EMC Capital Advisors, LLC Classic -3.40 5,000k 1/1/1985 160 Wimmer Horizon LLP Managed Account -3.36 5,000k 5/1/2005 159 John Locke Investments Cyril Systematic Program -3.35 8,000k 7/1/2000 158 White Indian Trading Co. STAIRS - Futures Program (Client) -3.30 250k 10/1/2008 157 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.28 1,000k 10/1/2006 156 Northfield Trading Diversified -3.21 2,000k 7/1/1989 155 Eckhardt Trading Company Evolution Strategies 1.2X -3.19 10,000k 10/1/1991 154 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -3.14 1,500k 1/1/2009 153 ISAM ISAM Systematic Trend Fund -3.10 1,000k 6/1/2001 152 Spectrum Asset Management LLC Global Diversified -3.00 2,000k 1/1/2001 151 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.96 100k 11/1/1984 150 Clarke Capital Management FX Plus -2.91 1,000k 5/1/2004 149 Futures Truth Company, FTC-CTA MS4 -2.82 250k 10/1/2007 148 Covenant Capital Management Aggressive Program -2.82 3,000k 2/1/2004 147 Millburn Ridgefield Corporation Diversified Program -2.82 20,000k 2/1/1977 146 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.73 3,000k 10/1/1992 145 Emil van Essen Spread Trading Program -2.70 5,000k 12/1/2006 144 SCT Capital Management The Adaptive Quant Trading (AQT) Program -2.65 10,000k 8/1/2009 143 Millburn Ridgefield Corporation Multi-Markets Program -2.63 25,000k 10/1/2004 142 John Locke Investments JL Commodity Long Flat Program -2.62 5,000k 12/1/2007 141 Conquest Capital Group Conquest Select -2.60 250k 6/1/2004 140 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -2.51 5,000k 1/1/2005 139 Quantum Leap Capital Management Managed Account Program -2.50 300k 8/1/2006 138 Eckhardt Trading Company Evolution Strategies -2.47 20,000k 8/1/1991 137 Wavefront Global Asset Management IMFC Global Concentrated -2.46 500k 4/1/2009 136 Covenant Capital Management Original Program -2.28 5,000k 9/1/1999 135 Kelly Angle Inc. Genesis Program -2.27 2,000k 4/1/2000 134 IKOS IKOS Futures Fund -2.18 1,000k 2/1/2010 133 Dreiss Research Corporation Diversified Program -2.15 1,000k 5/1/1991 132 Amplitude Capital International Limited Klassik Strategy -2.10 1,000k 9/1/2009 131 Red Rock Capital, LLC Systematic Global Macro -2.02 500k 9/1/2003 130 Estlander & Partners Global Markets -2.01 10,000k 8/1/1999 129 Manning & Napier MN Xenon Managed Futures (2x) Program -1.95 5,000k 6/1/2006 128 Purple Valley Capital, Inc. Diversified Trend 1 -1.92 100k 8/1/2008 127 Molinero Capital Management LLP Global Markets Program -1.92 2,000k 7/1/2005 126 ALFAKRAFT ALFA Commodity Fund -1.68 16k 6/1/2010 125 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.67 1,000k 3/1/1998 124 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.59 75k 6/1/2007 123 Briarwood Capital Management, Inc. Diversified Trading Program -1.59 3,000k 7/1/2001 122 Superfund Group Superfund Blue SPC Class A (Gold) -1.59 50k 12/1/2007 121 Wavefront Global Asset Management IMFC Global Investment Program -1.51 2,000k 2/1/2007 120 Robinson-Langley Capital Management, LLC Managed Account Program -1.50 200k 1/1/2007 119 IDS Capital IDS F&F Systematic Trading -1.50 50k 7/1/2013 118 FORT LP Fort Global Diversified -1.48 2,000k 3/1/2002 117 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.46 10,000k 8/1/2009 116 Ancile Capital Management Global Markets Program -1.45 2,000k 4/1/2005 115 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.44 1k 10/1/2006 114 QCM Global Diversified Programme -1.44 500k 12/1/1995 113 IKOS The IKOS Hedge Fund -1.43 10,000k 7/1/1998 112 Welton Investment Partners Welton Global -1.41 10,000k 6/1/2004 111 Metolius Capital LLC Metolius Diversified -1.39 100k 6/1/2010 110 Rho Asset Management Rho Altius 1XL Program -1.29 5,000k 11/1/2007 109 Mobius Asset Management Custom Trading Program -1.27 100k 1/1/2002 108 Endeavour Capital LLP Endeavour Pembroke -1.26 2,000k 7/1/2007 107 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.08 1,000k 9/1/2009 106 Auspice Auspice Diversified Program -1.07 1,500k 6/1/2007 105 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -1.06 500k 4/1/2009 104 Xplor Capital Management, LLC Global CTA Program -1.03 1,500k 7/1/2004 103 FORT LP Fort Global Contrarian -0.98 2,000k 10/1/2002 102 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.92 750k 1/1/2009 101 Transtrend B.V. DTP – Enhanced Risk (USD) -0.89 10,000k 1/1/1995 100 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.87 10,000k 8/1/1999 99 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.83 3,000k 5/1/2010 98 Jaguar Investments Ltd Vario Capital Strategy -0.83 1,000k 5/1/2016 97 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.74 100k 2/1/2010 96 GT CAPITAL CTA GT Dynamic Trading Program -0.71 150k 6/1/2009 95 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.70 10,000k 8/1/2004 94 Winton Capital Management Diversified -0.68 50,000k 10/1/1997 93 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.66 5,000k 10/1/2007 92 Transtrend B.V. DTP – Standard Risk (EUR) -0.66 10,000k 2/1/1999 91 ROW Asset Managment Row Diversified Fund, L.P. -0.62 1,000k 11/1/2011 90 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.54 500k 1/1/2006 89 DUNN Capital Management D'Best Futures Fund, L.P. -0.39 100k 6/1/1994 88 Rivoli Fund Management Rivoli International Fund (E) -0.38 5,000k 10/1/1996 87 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.36 100k 1/1/2005 86 Quantica Capital AG Quantica Managed Futures -0.35 10,000k 1/1/2005 85 Rivoli Fund Management Rivoli International Fund (V9) -0.29 5,000k 1/1/2002 84 Mondiale Asset Management Mondiale Trading Program -0.19 0k 9/1/1997 83 Serac, LLC Diversified Reversal Program -0.14 200k 4/1/2011 82 Saxon Investment Corporation Aggressive Diversified Program -0.07 2,000k 11/1/1993 81 NuWave Investment Management, LLC Combined Futures Portfolio -0.05 5,000k 6/1/2001 80 Saxon Investment Corporation Diversified Program -0.05 3,000k 9/1/1988 76 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 77 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 73 NuWave Investment Management, LLC NuWave Investment Partners LP 0.00 250k 6/1/2001 75 FTC Capital GmbH FTC Global Diversified 0.00 0k 3/1/2012 79 1OAK Capital Limited ACORN Commodity 0.00 5,000k 5/1/2012 78 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 74 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 72 Vergho Asset Management LLC Kinematics 0.01 1,000k 11/1/2008 71 Haar Capital Management Discretionary Commodity Trading Program 0.03 250k 12/1/2005 70 Mobius Asset Management Diversified Program 0.07 250k 3/1/2004 69 Auctos Capital Management Auctos Global Diversified 0.09 3,000k 11/1/2007 68 Adamah Capital LLC Asset Allocator Program 0.10 50k 3/1/2011 67 Stenger Capital Management, LLC Diversified Trading Program 0.13 200k 4/1/2010 66 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.13 1,000k 9/1/1997 65 Gladius Asset Management Fulham Program 0.17 2,000k 1/1/2008 64 Red Oak Commodity Advisors Investment Program 0.18 5,000k 12/1/1989 63 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.31 100k 8/1/2009 62 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.35 25k 1/1/2011 61 MERIT Alternative Investments GmbH Futures Portfolio 0.36 2,000k 6/1/1998 60 Emil van Essen EvE Systematic Global Opportunities 0.49 1,000k 9/1/2007 59 Ion Asset Architecture Ion Fund Program 0.50 10,000k 11/1/2007 58 Superfund Group Superfund Blue SPC Class A (EUR) 0.50 50k 4/1/2005 57 Ion Asset Architecture (Fund Program) Ion Fund 0.50 100k 11/1/2007 56 IStar Capital B.V. IStar Systematic Fund 0.64 1,000k 9/1/2011 55 Quantmetrics Capital Management LLP Directional 10V Strategy 0.69 10,000k 1/1/2007 54 Chesapeake Capital Diversified (LV) 0.72 100k 2/1/1988 53 HB Capital Management Inc. Diversified Program 0.88 50k 3/1/2008 52 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.96 10k 7/1/2005 51 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.99 4,000k 11/1/2008 50 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.06 1,000k 5/1/2006 49 Clarke Capital Management Millennium 1.06 1,000k 1/1/1998 48 Rotella Capital Management Rotella Orion (Short-Term) Program 1.12 10,000k 3/1/2006 47 Millburn Ridgefield Corporation Commodity Program 1.13 25,000k 3/1/2005 46 Quantitative Investment Management Quantitative Global Program 1.20 20,000k 10/1/2003 45 Trigon Investment Advisors, LLC Discretionary Macro Program 1.20 10,000k 8/1/2007 44 Beryl Investment Group LLC Nominal Discretionary System 1.23 50k 7/1/2007 43 Shared Enlightenment, Inc. CopulaMax NetCreditOps I 1.28 25k 1/1/2012 42 Deep Field Capital AG SINGULARITY Fund 1.38 100k 9/1/2011 41 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.38 5,000k 6/1/2010 40 Non Correlated Capital Positive Theta Program 1.43 250k 10/1/2007 39 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 1.44 100k 5/1/2011 38 Future Trade AG Thales Swing Trading Programme 1.45 250k 6/1/2007 37 Quantis Asset Management PFM Systematic 1.49 15k 5/1/2010 36 Non Correlated Capital Positive Theta Fund 1.49 50k 10/1/2007 35 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.53 50k 10/1/2010 34 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 1.54 100k 1/1/2012 33 Southwest Managed Investments, LLC Global Diversified 1.60 200k 1/1/2002 32 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.91 1/1/1989 31 Amplitude Capital International Limited Dynamic Strategy 1.94 6/1/2005 30 OptHedge Advisors LLC Diversified Options & Futures Program 2.09 250k 10/1/2008 29 Crabel Capital Management Crabel Multi-Product 2.14 1,000k 3/1/1998 28 White River Group Diversified Option Writing Strategy 2.25 20k 11/1/2008 27 Romanesco Capital Management B.V Persistence Program 2.29 5,000k 9/1/2005 26 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 2.36 4,000k 2/1/2011 25 Dominion Capital Sapphire Program 2.41 3,000k 5/1/2005 24 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 2.60 50k 10/1/2011 23 Claughton Capital ARP Institutional Program 2.82 1,000k 10/1/2005 22 Drury Capital Diversified Trend-Following Program 2.87 5,000k 5/1/1997 21 GLOBIVEST LLC Alpha Program 2.87 50k 4/1/2009 20 Crabel Capital Management WPD Crabel Futures Program 3.18 1,000k 7/1/2008 19 RAM Management Group RAM MRTP 1X-Conservative 3.31 1,000k 9/1/1993 18 Revolution Capital Management Mosaic Institutional Program 3.68 25,000k 9/1/2009 17 Somers Brothers Capital Diversified Futures Program #1 3.73 100k 1/1/2005 16 Option Capital Advisory OCA Premium 3.82 100k 5/1/2011 15 Wraith Capital LLP Wraith Dynamic Futures Fund 3.97 100k 1/1/2011 14 Revolution Capital Management Alpha Program 4.14 5,000k 6/1/2007 13 DUNN Capital Management DUNN Combined Fund (DCF) 4.29 100k 5/1/1989 12 White Indian Trading Co. SCS Program (Client) 4.35 250k 2/1/2011 11 Insignia Managed Capital Medallion 4.45 50k 2/1/2009 10 Futures Truth Company, FTC-CTA 200K Options Strategy 5.15 200k 12/1/2009 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.21 100k 5/1/1999 8 Sharp Mountain Advisors, LLC Diversified Managed Futures 5.96 250k 8/1/2011 7 Insignia Managed Capital Epoch3 6.55 20k 7/1/2009 6 Dendrich Ltd QEP 9.04 50k 12/1/2005 5 Zoi Capital, LLC Telio Program (Client) 9.11 200k 4/1/2010 4 Revolution Capital Management Mosaic Program 9.42 10,000k 10/1/2006 3 RAM Management Group MRTP Aggressive 10.66 1,000k 2/1/1998 2 Clarke Capital Management Global Basic 12.54 50k 2/1/1996 1 Clarke Capital Management Global Magnum 13.83 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.