Diversified Trader Index For June 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 Jun 2012 Min Inv Inception 215 Superfund Group Superfund Green Master -20.86 2,000k 5/1/2001 214 Superfund Group Superfund Green Gold C (SPC) -20.17 100k 10/1/2005 213 Angle Capital Management LLC AIP Program -19.00 100k 1/1/2010 212 Mulvaney Capital Management The Mulvaney Global Markets Fund -18.12 100k 5/1/1999 211 Clarke Capital Management Jupiter -18.04 3,000k 5/1/2005 210 Dreiss Research Corporation Diversified Program -17.74 1,000k 5/1/1991 209 Keck Capital Management LLC The Keck Program -17.73 2,000k 12/1/2003 208 Estlander & Partners Alpha Trend II - Class P -16.41 100k 12/1/2008 207 Clarke Capital Management Worldwide -15.64 250k 1/1/1996 206 Superfund Group Superfund Green GCT USD -15.57 15k 1/1/2000 205 Global Vista Advisors, LLC Global Vista Options ("GVO") -14.97 50k 10/1/2010 204 Superfund Group Superfund Green Gold B (SPC) -14.78 50k 10/1/2005 203 Clarke Capital Management Millennium -14.40 1,000k 1/1/1998 202 Superfund Group Superfund Green L.P. Series B -14.25 5k 10/1/2002 201 Conquest Capital Group Conquest Macro -14.15 250k 5/1/1999 200 DUNN Capital Management World Monetary and Agriculture Program (WMA) -13.23 100k 11/1/1984 199 Superfund Group Superfund Green Gold L.P. Series B-1 -12.93 5k 4/1/2009 198 Kelly Angle Inc. Genesis Program -12.58 2,000k 4/1/2000 197 Insignia Managed Capital Epoch3 -12.54 20k 7/1/2009 196 Robinson-Langley Capital Management, LLC Managed Account Program -12.45 200k 1/1/2007 195 Blackwater Capital Management Global Program -12.41 5,000k 7/1/2005 194 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -12.20 200k 11/1/1999 193 Purple Valley Capital, Inc. Diversified Trend 1 -11.62 100k 8/1/2008 192 DUNN Capital Management D'Best Futures Fund, L.P. -11.13 100k 6/1/1994 191 Superfund Group Superfund Green L.P. Series A -9.42 5k 10/1/2002 190 Conquest Capital Group Conquest Select -9.28 250k 6/1/2004 189 Superfund Group Superfund Green Gold A (SPC) -9.26 5k 10/1/2005 188 Superfund Group Superfund Green Q-AG -8.94 2k 3/1/1996 187 M.S. Capital Management Global Diversified Program -8.94 2,000k 11/1/1998 186 Hyman Beck and Company Global Portfolio -8.69 1,000k 3/1/1991 185 Hawksbill Capital Management Global Diversified -8.65 5,000k 11/1/1988 184 Estlander & Partners Global XL -8.34 5,000k 8/1/1991 183 Altradis Capital AG AlphAlgo -8.32 100k 5/1/2007 182 Clarke Capital Management FX Plus -8.04 1,000k 5/1/2004 181 Superfund Group Superfund Green Gold L.P. Series A-1 -7.91 5k 4/1/2009 180 Sunrise Capital Partners Sunrise Expanded Diversified Program -7.87 1/1/1989 179 Rivoli Fund Management Rivoli International Fund (E) -7.84 5,000k 10/1/1996 178 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -7.82 100k 5/1/2011 177 Drury Capital Diversified Trend-Following Program -7.50 5,000k 5/1/1997 176 Eckhardt Trading Company Evolution Strategies 1.2X -7.49 10,000k 10/1/1991 175 Spectrum Asset Management LLC Global Diversified -7.46 2,000k 1/1/2001 174 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -7.40 1,000k 3/1/2003 173 Wimmer Horizon LLP Managed Account -7.37 5,000k 5/1/2005 172 Insignia Managed Capital Medallion -7.37 50k 2/1/2009 171 ISAM ISAM Systematic Trend Fund -7.30 1,000k 6/1/2001 170 Mark J. Walsh Company Standard Program -7.27 2,000k 9/1/1985 169 Melissinos Trading Eupatrid Global Trends -6.88 50k 1/1/2011 168 Clarke Capital Management Global Magnum -6.72 100k 8/1/1997 167 Eckhardt Trading Company Evolution Strategies -6.71 20,000k 8/1/1991 166 Molinero Capital Management LLP Global Markets Program -6.45 2,000k 7/1/2005 165 EMC Capital Advisors, LLC Classic -6.40 5,000k 1/1/1985 164 Somers Brothers Capital Diversified Futures Program #1 -6.34 100k 1/1/2005 163 Estlander & Partners Freedom -6.32 20,000k 8/1/2010 162 Southwest Managed Investments, LLC Global Diversified -6.27 200k 1/1/2002 161 Auspice Capital Advisors Ltd Auspice Diversified Program -6.16 1,500k 4/1/2006 160 DUNN Capital Management DUNN Combined Fund (DCF) -6.07 100k 5/1/1989 159 Lynx Asset Management AB Lynx Program -6.05 75k 5/1/2000 158 Wavefront Global Asset Management IMFC Global Investment Program -6.02 2,000k 2/1/2007 157 Amplitude Capital International Limited Dynamic Strategy -5.91 6/1/2005 156 Covenant Capital Management Aggressive Program -5.89 3,000k 2/1/2004 155 Parizek Capital Futures Trading Program -5.79 500k 4/1/2000 154 Eclipse Capital Management Global Monetary -5.79 5,000k 8/1/1990 153 Liberty Funds Group, Inc Liberty Wealth Protection Fund -5.74 250k 10/1/2009 152 NuWave Investment Management, LLC NuWave Investment Partners LP -5.72 250k 6/1/2001 151 NuWave Investment Management, LLC Combined Futures Portfolio -5.72 5,000k 6/1/2001 150 White River Group Diversified Option Writing Strategy -5.65 20k 11/1/2008 149 Quantum Leap Capital Management Managed Account Program -5.50 300k 8/1/2006 148 John Locke Investments Cyril Systematic Program -5.49 8,000k 7/1/2000 147 Red Rock Capital, LLC Systematic Global Macro -5.47 500k 9/1/2003 146 IDS Capital IDS F&F Systematic Trading -5.40 50k 7/1/2013 145 Serac, LLC Diversified Reversal Program -5.38 200k 4/1/2011 144 Amplitude Capital International Limited Klassik Strategy -5.35 1,000k 9/1/2009 143 Transtrend B.V. DTP – Enhanced Risk (JPY) -5.33 10,000k 8/1/2004 142 Transtrend B.V. DTP – Enhanced Risk (EUR) -5.28 10,000k 8/1/1999 141 Transtrend B.V. DTP – Enhanced Risk (USD) -5.27 10,000k 1/1/1995 140 Estlander & Partners Alpha Trend -5.21 30,000k 10/1/1991 139 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -5.16 1,000k 9/1/2009 138 Rivoli Fund Management Rivoli International Fund (V9) -5.10 5,000k 1/1/2002 137 Claughton Capital ARP Institutional Program -5.01 1,000k 10/1/2005 136 ALFAKRAFT ALFA Commodity Fund -4.90 16k 6/1/2010 135 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -4.73 50k 10/1/2011 134 Welton Investment Partners Welton Global -4.71 10,000k 6/1/2004 133 Abraham Trading Company Diversified Program -4.44 10,000k 1/1/1988 132 Rabar Market Research Diversified Program -4.39 2,000k 1/1/1989 131 Chesapeake Capital Diversified (LV) -4.29 100k 2/1/1988 130 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.28 100k 3/1/2003 129 Wavefront Global Asset Management IMFC Global Concentrated -4.27 500k 4/1/2009 128 Estlander & Partners Global Markets -4.19 10,000k 8/1/1999 127 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.18 100k 10/1/2009 126 SEB Asset Management SEB Asset Selection Fund C (EUR) -4.02 1k 10/1/2006 125 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.98 1,000k 10/1/2006 124 Covenant Capital Management Original Program -3.96 5,000k 9/1/1999 123 AllMountain Capital AG Mount Denali Global Trends -3.83 160k 7/1/2007 122 Xplor Capital Management, LLC Global CTA Program -3.75 1,500k 7/1/2004 121 Millburn Ridgefield Corporation Multi-Markets Program -3.70 25,000k 10/1/2004 120 Rotella Capital Management Rotella Polaris Program (Diversified) -3.70 10,000k 1/1/1991 119 Transtrend B.V. DTP – Standard Risk (EUR) -3.60 10,000k 2/1/1999 118 Millburn Ridgefield Corporation Commodity Program -3.45 25,000k 3/1/2005 117 Manning & Napier MN Xenon Managed Futures (2x) Program -3.42 5,000k 6/1/2006 116 Millburn Ridgefield Corporation Diversified Program -3.41 20,000k 2/1/1977 115 QCM Global Diversified Programme -3.33 500k 12/1/1995 114 Winton Capital Management Diversified -3.17 50,000k 10/1/1997 113 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -2.93 1,500k 1/1/2009 112 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.89 250k 5/1/2011 111 Future Trade AG Thales Swing Trading Programme -2.87 250k 6/1/2007 110 GLOBIVEST LLC Alpha Program -2.85 50k 4/1/2009 109 IKOS IKOS Futures Fund -2.70 1,000k 2/1/2010 108 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.69 100k 8/1/2009 107 Superfund Group Superfund Blue SPC Class A (EUR) -2.67 50k 4/1/2005 106 Rho Asset Management Rho Altius 1XL Program -2.64 5,000k 11/1/2007 105 Metolius Capital LLC Metolius Diversified -2.58 100k 6/1/2010 104 Emil van Essen Spread Trading Program -2.55 5,000k 12/1/2006 103 Robust Methods LLC Macro Managed Account -2.51 5,000k 1/1/2005 102 FORT LP Fort Global Diversified -2.48 2,000k 10/1/1993 101 Superfund Group Superfund Blue SPC Class A (Gold) -2.41 50k 12/1/2007 100 MERIT Alternative Investments GmbH Futures Portfolio -2.35 2,000k 6/1/1998 99 IKOS The IKOS Hedge Fund -2.32 10,000k 7/1/1998 98 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.30 10k 7/1/2005 97 Quantica Capital AG Quantica Managed Futures -2.11 5,000k 1/1/2005 96 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.06 1,000k 3/1/1998 95 FORT LP Fort Global Contrarian -1.96 2,000k 10/1/2002 94 Futures Truth Company, FTC-CTA MS4 -1.85 250k 10/1/2007 93 Clarke Capital Management Global Basic -1.76 50k 2/1/1996 92 Rabar Market Research Short-Term Program -1.72 2,000k 11/1/2009 91 RAM Management Group MRTP Aggressive -1.58 1,000k 2/1/1998 90 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.56 5,000k 11/1/2012 89 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.54 100k 1/1/2005 88 Gladius Asset Management Fulham Program -1.51 2,000k 1/1/2008 87 HASAFUMA Börstjänaren Hedgehog -1.47 60k 5/1/2012 86 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.44 5,000k 1/1/2005 85 FTC Capital GmbH FTC Global Diversified -1.29 0k 3/1/2012 84 Quantis Asset Management PFM Systematic -1.12 15k 5/1/2010 83 HB Capital Management Inc. Diversified Program -1.11 50k 3/1/2008 82 Quantmetrics Capital Management LLP Directional 10V Strategy -1.11 10,000k 1/1/2007 81 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.99 100k 2/1/2010 80 Northfield Trading Diversified -0.98 2,000k 7/1/1989 79 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.91 5,000k 10/1/2007 78 Trigon Investment Advisors, LLC Discretionary Macro Program -0.85 10,000k 8/1/2007 77 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.82 1,000k 5/1/2006 76 ROW Asset Managment Row Diversified Fund, L.P. -0.77 1,000k 11/1/2011 75 Auctos Capital Management Auctos Global Diversified -0.73 3,000k 11/1/2007 74 Tactical Investment Management Tactical Institutional Commodity Program -0.71 10,000k 4/1/1993 73 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -0.66 25k 1/1/2011 72 Mobius Asset Management Custom Trading Program -0.64 100k 1/1/2002 71 Briarwood Capital Management, Inc. Diversified 2XL -0.56 250k 11/1/2004 70 Non Correlated Capital Positive Theta Fund -0.56 50k 10/1/2007 69 Crabel Capital Management WPD Crabel Futures Program -0.54 1,000k 7/1/2008 68 RAM Management Group RAM MRTP 1X-Conservative -0.53 1,000k 9/1/1993 67 Red Oak Commodity Advisors Investment Program -0.52 5,000k 12/1/1989 66 Non Correlated Capital Positive Theta Program -0.46 250k 10/1/2007 65 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -0.46 4,000k 2/1/2011 64 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -0.43 10,000k 8/1/2009 63 Dominion Capital Sapphire Program -0.28 3,000k 5/1/2005 62 Ion Asset Architecture (Fund Program) Ion Fund -0.25 100k 11/1/2007 61 Ion Asset Architecture Ion Fund Program -0.25 10,000k 11/1/2007 60 Briarwood Capital Management, Inc. Diversified Trading Program -0.24 3,000k 7/1/2001 59 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.23 4,000k 11/1/2008 58 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.20 5,000k 6/1/2010 57 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.18 500k 4/1/2009 56 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.12 1,000k 9/1/1997 55 Vergho Asset Management LLC Kinematics -0.11 1,000k 11/1/2008 54 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.06 10,000k 8/1/2009 53 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.05 500k 1/1/2006 52 Romanesco Capital Management B.V Persistence Program -0.05 5,000k 9/1/2005 51 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 45 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 49 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 48 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 46 Rotella Capital Management Rotella Orion (Short-Term) Program 0.00 10,000k 3/1/2006 44 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 47 QCM Alpha Financials Program 0.00 10,000k 6/1/2012 50 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 43 Haar Capital Management Discretionary Commodity Trading Program 0.13 250k 12/1/2005 42 Option Capital Advisory OCA Premium 0.15 100k 5/1/2011 41 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 0.22 100k 1/1/2012 40 Jaguar Investments Ltd Vario Capital Strategy 0.30 1,000k 5/1/2016 39 Mobius Asset Management Diversified Program 0.39 250k 3/1/2004 38 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.40 25,000k 3/1/2010 37 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.42 75k 6/1/2007 36 Revolution Capital Management Alpha Program 0.50 5,000k 6/1/2007 35 Stenger Capital Management, LLC Diversified Trading Program 0.51 200k 4/1/2010 34 Dendrich Ltd QEP 0.52 50k 12/1/2005 33 White Indian Trading Co. SCS Program (Client) 0.55 250k 2/1/2011 32 1OAK Capital Limited ACORN Commodity 0.59 5,000k 5/1/2012 31 Crabel Capital Management Crabel Multi-Product 0.61 1,000k 3/1/1998 30 IStar Capital B.V. IStar Systematic Fund 0.69 1,000k 9/1/2011 29 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.71 750k 1/1/2009 28 John Locke Investments JL Commodity Long Flat Program 0.89 5,000k 12/1/2007 27 Ancile Capital Management Global Markets Program 1.07 2,000k 4/1/2005 26 Emil van Essen EvE Systematic Global Opportunities 1.17 1,000k 9/1/2007 25 Quantitative Investment Management Quantitative Global Program 1.29 20,000k 10/1/2003 24 Beryl Investment Group LLC Nominal Discretionary System 1.36 50k 7/1/2007 23 Revolution Capital Management Mosaic Institutional Program 1.54 25,000k 9/1/2009 22 Zoi Capital, LLC Telio Program (Client) 1.79 200k 4/1/2010 21 Mondiale Asset Management Mondiale Trading Program 1.99 0k 9/1/1997 20 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 2.15 150k 1/1/2011 19 OptHedge Advisors LLC Diversified Options & Futures Program 2.23 250k 10/1/2008 18 Deep Field Capital AG SINGULARITY Fund 2.27 100k 9/1/2011 17 Endeavour Capital LLP Endeavour Pembroke 2.34 2,000k 7/1/2007 16 Di Tomasso Group Inc. Equilibrium Program 2.46 5,000k 1/1/2002 15 GT CAPITAL CTA GT CAPITAL CTA 2.48 150k 6/1/2009 14 Adamah Capital LLC Asset Allocator Program 2.70 50k 3/1/2011 13 FRP CAPITAL LLC FRP125+ 2.92 125k 1/1/2010 12 Wraith Capital LLP Wraith Dynamic Futures Fund 3.07 100k 1/1/2011 11 Sharp Mountain Advisors, LLC Diversified Managed Futures 3.30 250k 8/1/2011 10 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 3.32 100k 7/1/2011 9 Futures Truth Company, FTC-CTA 200K Options Strategy 3.35 200k 12/1/2009 8 Revolution Capital Management Mosaic Program 3.72 10,000k 10/1/2006 7 Shared Enlightenment, Inc. CopulaMax NetCreditOps I 7.60 25k 1/1/2012 6 Strategic Capital Advisors LLC Multi-strategy Futures Program 8.65 3,000k 5/1/2010 5 AIS Capital Management, L.P. MAAP (2x-4x) Composite 11.95 3,000k 10/1/1992 4 Rosetta Capital Management Macro Program 13.78 50k 1/1/2009 3 White Indian Trading Co. STAIRS (Client) 14.46 250k 5/1/2009 2 White Indian Trading Co. STAIRS - Futures Program (Client) 18.59 250k 10/1/2008 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 19.00 2,000k 7/1/1992 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.