Diversified Trader Index For August 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 Aug 2012 Min Inv Inception 215 Clarke Capital Management Jupiter -11.07 3,000k 5/1/2005 214 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.80 200k 11/1/1999 213 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -10.74 4,000k 2/1/2011 212 Conquest Capital Group Conquest Macro -9.54 250k 5/1/1999 211 Dreiss Research Corporation Diversified Program -9.29 1,000k 5/1/1991 210 Wraith Capital LLP Wraith Dynamic Futures Fund -8.98 100k 1/1/2011 209 Di Tomasso Group Inc. Equilibrium Program -8.39 5,000k 1/1/2002 208 Estlander & Partners Alpha Trend II - Class P -7.88 100k 12/1/2008 207 White Indian Trading Co. STAIRS (Client) -6.95 250k 5/1/2009 206 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.26 100k 5/1/1999 205 DUNN Capital Management D'Best Futures Fund, L.P. -6.14 100k 6/1/1994 204 Serac, LLC Diversified Reversal Program -6.12 200k 4/1/2011 203 Somers Brothers Capital Diversified Futures Program #1 -5.96 100k 1/1/2005 202 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -5.83 100k 5/1/2011 201 DUNN Capital Management DUNN Combined Fund (DCF) -5.52 100k 5/1/1989 200 Hyman Beck and Company Global Portfolio -5.28 1,000k 3/1/1991 199 M.S. Capital Management Global Diversified Program -5.07 2,000k 11/1/1998 198 NuWave Investment Management, LLC NuWave Investment Partners LP -5.02 250k 6/1/2001 197 NuWave Investment Management, LLC Combined Futures Portfolio -5.02 5,000k 6/1/2001 196 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -5.01 75k 6/1/2007 195 Southwest Managed Investments, LLC Global Diversified -4.97 200k 1/1/2002 194 ISAM ISAM Systematic Trend Fund -4.68 1,000k 6/1/2001 193 White Indian Trading Co. STAIRS - Futures Program (Client) -4.54 250k 10/1/2008 192 Revolution Capital Management Mosaic Program -4.22 10,000k 10/1/2006 191 Clarke Capital Management FX Plus -4.17 1,000k 5/1/2004 190 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.17 100k 11/1/1984 189 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.02 1/1/1989 188 Superfund Group Superfund Green Master -3.93 2,000k 5/1/2001 187 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -3.91 4,000k 11/1/2008 186 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.88 250k 5/1/2011 185 Clarke Capital Management Millennium -3.77 1,000k 1/1/1998 184 Spectrum Asset Management LLC Global Diversified -3.76 2,000k 1/1/2001 183 Superfund Group Superfund Green GCT USD -3.66 15k 1/1/2000 182 SCT Capital Management The Adaptive Quant Trading (AQT) Program -3.61 10,000k 8/1/2009 181 Keck Capital Management LLC The Keck Program -3.60 2,000k 12/1/2003 180 Angle Capital Management LLC AIP Program -3.43 100k 1/1/2010 179 Wimmer Horizon LLP Managed Account -3.11 5,000k 5/1/2005 178 Superfund Group Superfund Green L.P. Series B -3.08 5k 10/1/2002 177 Deep Field Capital AG SINGULARITY Fund -2.97 100k 9/1/2011 176 Molinero Capital Management LLP Global Markets Program -2.94 2,000k 7/1/2005 175 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -2.82 25,000k 3/1/2010 174 Altradis Capital AG AlphAlgo -2.79 100k 5/1/2007 173 Amplitude Capital International Limited Dynamic Strategy -2.77 6/1/2005 172 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 171 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -2.67 50k 10/1/2011 170 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.66 10k 7/1/2005 169 Quantica Capital AG Quantica Managed Futures -2.55 10,000k 1/1/2005 168 Millburn Ridgefield Corporation Multi-Markets Program -2.48 25,000k 10/1/2004 167 Estlander & Partners Alpha Trend -2.45 30,000k 10/1/1991 166 Emil van Essen EvE Systematic Global Opportunities -2.37 1,000k 9/1/2007 165 AllMountain Capital AG Mount Denali Global Trends -2.36 160k 7/1/2007 164 Superfund Group Superfund Green Q-AG -2.36 2k 3/1/1996 163 Blackwater Capital Management Global Program -2.36 5,000k 7/1/2005 162 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -2.36 100k 7/1/2011 161 Romanesco Capital Management B.V Persistence Program -2.32 5,000k 9/1/2005 160 Lynx Asset Management AB Lynx Program -2.24 75k 5/1/2000 159 Robinson-Langley Capital Management, LLC Managed Account Program -2.20 200k 1/1/2007 158 Superfund Group Superfund Green L.P. Series A -2.19 5k 10/1/2002 157 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -2.13 150k 1/1/2011 156 Clarke Capital Management Worldwide -2.10 250k 1/1/1996 155 FORT LP Fort Global Contrarian -2.01 2,000k 10/1/2002 154 Kelly Angle Inc. Genesis Program -2.00 2,000k 4/1/2000 153 Adamah Capital LLC Asset Allocator Program -1.90 50k 3/1/2011 152 Crabel Capital Management Crabel Multi-Product -1.89 1,000k 3/1/1998 151 Millburn Ridgefield Corporation Diversified Program -1.89 20,000k 2/1/1977 150 Rivoli Fund Management Rivoli International Fund (E) -1.73 5,000k 10/1/1996 149 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.72 10,000k 8/1/2004 148 FORT LP Fort Global Diversified -1.71 2,000k 3/1/2002 147 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.70 100k 2/1/2010 146 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.66 5,000k 11/1/2012 145 Ancile Capital Management Global Markets Program -1.64 2,000k 4/1/2005 144 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.62 1k 10/1/2006 143 Revolution Capital Management Mosaic Institutional Program -1.61 25,000k 9/1/2009 142 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.58 100k 1/1/2005 141 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.57 10,000k 8/1/1999 140 Jaguar Investments Ltd Vario Capital Strategy -1.56 1,000k 5/1/2016 139 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.48 10,000k 8/1/2009 138 Mark J. Walsh Company Standard Program -1.46 2,000k 9/1/1985 137 Wavefront Global Asset Management IMFC Global Investment Program -1.46 2,000k 2/1/2007 136 Transtrend B.V. DTP – Enhanced Risk (USD) -1.41 10,000k 1/1/1995 135 IDS Capital IDS F&F Systematic Trading -1.40 50k 7/1/2013 134 Northfield Trading Diversified -1.39 2,000k 7/1/1989 133 Estlander & Partners Freedom -1.37 20,000k 8/1/2010 132 Manning & Napier MN Xenon Managed Futures (2x) Program -1.32 5,000k 6/1/2006 131 Rho Asset Management Rho Altius 1XL Program -1.31 5,000k 11/1/2007 130 Winton Capital Management Diversified -1.29 50,000k 10/1/1997 129 Trigon Investment Advisors, LLC Discretionary Macro Program -1.28 10,000k 8/1/2007 128 Red Rock Capital, LLC Systematic Global Macro -1.28 500k 9/1/2003 127 John Locke Investments Cyril Systematic Program -1.27 8,000k 7/1/2000 126 Welton Investment Partners Welton Global -1.26 10,000k 6/1/2004 125 Drury Capital Diversified Trend-Following Program -1.26 5,000k 5/1/1997 124 Rivoli Fund Management Rivoli International Fund (V9) -1.16 5,000k 1/1/2002 123 Millburn Ridgefield Corporation Commodity Program -1.15 25,000k 3/1/2005 122 IKOS IKOS Futures Fund -1.13 1,000k 2/1/2010 121 Transtrend B.V. DTP – Standard Risk (EUR) -1.09 10,000k 2/1/1999 120 Conquest Capital Group Conquest Select -1.02 250k 6/1/2004 119 Chesapeake Capital Diversified (LV) -0.96 100k 2/1/1988 118 Quantis Asset Management PFM Systematic -0.94 15k 5/1/2010 117 Metolius Capital LLC Metolius Diversified -0.92 100k 6/1/2010 116 Rotella Capital Management Rotella Orion (Short-Term) Program -0.90 10,000k 3/1/2006 115 Dominion Capital Sapphire Program -0.87 3,000k 5/1/2005 114 Gladius Asset Management Fulham Program -0.86 2,000k 1/1/2008 113 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 112 Emil van Essen Spread Trading Program -0.67 5,000k 12/1/2006 111 Auspice Auspice Diversified Program -0.59 1,500k 6/1/2007 110 Alee Capital Management, LLC Poniente Program -0.58 2,500k 1/1/1999 109 Claughton Capital ARP Institutional Program -0.50 1,000k 10/1/2005 108 RAM Management Group MRTP Aggressive -0.47 1,000k 2/1/1998 107 Mondiale Asset Management Mondiale Trading Program -0.44 0k 9/1/1997 106 Abraham Trading Company Diversified Program -0.43 10,000k 1/1/1988 105 QCM Alpha Financials Program -0.38 10,000k 6/1/2012 104 MERIT Alternative Investments GmbH Futures Portfolio -0.37 2,000k 6/1/1998 103 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.34 1,000k 10/1/2006 102 Wavefront Global Asset Management IMFC Global Concentrated -0.26 500k 4/1/2009 101 Option Capital Advisory OCA Premium -0.25 100k 5/1/2011 100 Xplor Capital Management, LLC Global CTA Program -0.23 1,500k 7/1/2004 99 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.23 1,000k 9/1/1997 98 Liberty Funds Group, Inc Liberty Wealth Protection Fund -0.22 250k 10/1/2009 97 Clarke Capital Management Global Basic -0.21 50k 2/1/1996 96 RAM Management Group RAM MRTP 1X-Conservative -0.18 1,000k 9/1/1993 95 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.17 1,500k 1/1/2009 94 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.14 1,000k 3/1/1998 93 Endeavour Capital LLP Endeavour Pembroke -0.11 2,000k 7/1/2007 92 IKOS The IKOS Hedge Fund -0.08 10,000k 7/1/1998 91 1OAK Capital Limited ACORN Commodity -0.07 5,000k 5/1/2012 90 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.06 10,000k 3/1/2003 89 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -0.01 100k 1/1/2012 88 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 87 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 86 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.01 5,000k 1/1/2005 85 Futures Truth Company, FTC-CTA MS4 0.01 250k 10/1/2007 84 Stenger Capital Management, LLC Diversified Trading Program 0.12 200k 4/1/2010 83 Saxon Investment Corporation Diversified Program 0.13 3,000k 9/1/1988 82 Eclipse Capital Management Global Monetary 0.14 5,000k 8/1/1990 81 Superfund Group Superfund Green Gold C (SPC) 0.17 100k 10/1/2005 80 Beryl Investment Group LLC Nominal Discretionary System 0.20 50k 7/1/2007 79 Briarwood Capital Management, Inc. Diversified Trading Program 0.20 3,000k 7/1/2001 78 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.24 500k 1/1/2006 77 Mobius Asset Management Diversified Program 0.25 250k 3/1/2004 76 Saxon Investment Corporation Aggressive Diversified Program 0.28 2,000k 11/1/1993 75 Parizek Capital Futures Trading Program 0.29 500k 4/1/2000 74 Ion Asset Architecture Ion Fund Program 0.30 10,000k 11/1/2007 73 Melissinos Trading Eupatrid Global Trends 0.30 50k 1/1/2011 72 Ion Asset Architecture (Fund Program) Ion Fund 0.30 100k 11/1/2007 71 GT CAPITAL CTA GT Dynamic Trading Program 0.32 150k 6/1/2009 70 Estlander & Partners Global Markets 0.33 10,000k 8/1/1999 69 Briarwood Capital Management, Inc. Diversified 2XL 0.36 250k 11/1/2004 68 Alee Capital Management, LLC Mistral Program 0.39 2,500k 1/1/1999 67 Sharp Mountain Advisors, LLC Diversified Managed Futures 0.44 250k 8/1/2011 66 Superfund Group Superfund Blue SPC Class A (EUR) 0.47 50k 4/1/2005 65 Quantitative Investment Management Quantitative Global Program 0.52 20,000k 10/1/2003 64 Covenant Capital Management Original Program 0.53 5,000k 9/1/1999 63 Superfund Group Superfund Green Gold L.P. Series B-1 0.58 5k 4/1/2009 62 ROW Asset Managment Row Diversified Fund, L.P. 0.64 1,000k 11/1/2011 61 Estlander & Partners Global XL 0.64 5,000k 8/1/1991 60 Revolution Capital Management Alpha Program 0.67 5,000k 6/1/2007 59 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.68 750k 1/1/2009 58 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.71 500k 4/1/2009 57 Rabar Market Research Short-Term Program 0.75 2,000k 11/1/2009 56 OptHedge Advisors LLC Diversified Options & Futures Program 0.79 250k 10/1/2008 55 IStar Capital B.V. IStar Systematic Fund 0.81 1,000k 9/1/2011 54 Auctos Capital Management Auctos Global Diversified 0.84 3,000k 11/1/2007 53 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.92 100k 8/1/2009 52 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.95 25k 1/1/2011 51 Quantmetrics Capital Management LLP Directional 10V Strategy 1.07 10,000k 1/1/2007 50 Vergho Asset Management LLC Kinematics 1.08 1,000k 11/1/2008 49 Superfund Group Superfund Green Gold B (SPC) 1.11 50k 10/1/2005 48 Rabar Market Research Diversified Program 1.13 2,000k 1/1/1989 47 Red Oak Commodity Advisors Investment Program 1.17 5,000k 12/1/1989 46 Tactical Investment Management Tactical Institutional Commodity Program 1.22 10,000k 4/1/1993 45 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.38 1,000k 5/1/2006 44 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.43 3,000k 5/1/2010 43 Quantum Leap Capital Management Managed Account Program 1.50 300k 8/1/2006 42 QCM Global Diversified Programme 1.54 500k 12/1/1995 41 Clarke Capital Management Global Magnum 1.62 100k 8/1/1997 40 Superfund Group Superfund Green Gold L.P. Series A-1 1.63 5k 4/1/2009 39 John Locke Investments JL Commodity Long Flat Program 1.69 5,000k 12/1/2007 38 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.70 5,000k 10/1/2007 37 White Indian Trading Co. SCS Program (Client) 1.72 250k 2/1/2011 36 Eckhardt Trading Company Evolution Strategies 1.72 20,000k 8/1/1991 35 Eckhardt Trading Company Evolution Strategies 1.2X 1.86 10,000k 10/1/1991 34 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.95 1,000k 9/1/2009 33 Hawksbill Capital Management Global Diversified 1.98 5,000k 11/1/1988 32 Covenant Capital Management Aggressive Program 1.99 3,000k 2/1/2004 31 Superfund Group Superfund Green Gold A (SPC) 2.12 5k 10/1/2005 30 FTC Capital GmbH FTC Global Diversified 2.14 0k 3/1/2012 29 Rosetta Capital Management Macro Program 2.43 50k 1/1/2009 28 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.50 100k 10/1/2009 27 Future Trade AG Thales Swing Trading Programme 2.57 250k 6/1/2007 26 Superfund Group Superfund Blue SPC Class A (Gold) 2.67 50k 12/1/2007 25 Crabel Capital Management WPD Crabel Futures Program 2.71 1,000k 7/1/2008 24 Non Correlated Capital Positive Theta Program 2.76 250k 10/1/2007 23 Insignia Managed Capital Medallion 2.83 50k 2/1/2009 22 HB Capital Management Inc. Diversified Program 2.87 50k 3/1/2008 21 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.03 100k 3/1/2003 20 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.09 5,000k 6/1/2010 19 Non Correlated Capital Positive Theta Fund 3.13 50k 10/1/2007 18 Purple Valley Capital, Inc. Diversified Trend 1 3.14 100k 8/1/2008 17 GLOBIVEST LLC Alpha Program 3.29 50k 4/1/2009 16 Robust Methods LLC Macro Managed Account 3.40 5,000k 1/1/2005 15 Mobius Asset Management Custom Trading Program 3.57 100k 1/1/2002 14 ALFAKRAFT ALFA Commodity Fund 3.71 16k 6/1/2010 13 Zoi Capital, LLC Telio Program (Client) 3.80 200k 4/1/2010 12 Amplitude Capital International Limited Klassik Strategy 3.89 1,000k 9/1/2009 11 Futures Truth Company, FTC-CTA 200K Options Strategy 4.07 200k 12/1/2009 10 Insignia Managed Capital Epoch3 4.52 20k 7/1/2009 9 Global Vista Advisors, LLC Global Vista Options ("GVO") 4.84 50k 10/1/2010 8 Dendrich Ltd QEP 4.96 50k 12/1/2005 7 Shared Enlightenment, Inc. CopulaMax NetCreditOps I 4.96 25k 1/1/2012 6 FRP CAPITAL LLC FRP125+ 5.06 125k 1/1/2010 5 Haar Capital Management Discretionary Commodity Trading Program 5.90 250k 12/1/2005 4 White River Group Diversified Option Writing Strategy 7.52 20k 11/1/2008 3 AIS Capital Management, L.P. MAAP (2x-4x) Composite 10.76 3,000k 10/1/1992 2 HASAFUMA Hedgehog 16.67 50k 5/1/2012 1 AIS Capital Management, L.P. MAAP (3x-6x) Composite 18.72 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.