Diversified Trader Index For September 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 Sep 2012 Min Inv Inception 215 Dreiss Research Corporation Diversified Program -10.34 1,000k 5/1/1991 214 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.58 100k 5/1/1999 213 White Indian Trading Co. STAIRS - Futures Program (Client) -8.47 250k 10/1/2008 212 White Indian Trading Co. STAIRS (Client) -7.00 250k 5/1/2009 211 Altradis Capital AG AlphAlgo -6.88 100k 5/1/2007 210 Southwest Managed Investments, LLC Global Diversified -6.69 200k 1/1/2002 209 Superfund Group Superfund Green L.P. Series B -6.15 5k 10/1/2002 208 Chesapeake Capital Diversified (LV) -5.69 100k 2/1/1988 207 Conquest Capital Group Conquest Macro -5.36 250k 5/1/1999 206 Clarke Capital Management Global Basic -5.14 50k 2/1/1996 205 Rosetta Capital Management Macro Program -4.94 50k 1/1/2009 204 Clarke Capital Management Jupiter -4.92 3,000k 5/1/2005 203 IDS Capital IDS F&F Systematic Trading -4.90 50k 7/1/2013 202 Hyman Beck and Company Global Portfolio -4.88 1,000k 3/1/1991 201 Wimmer Horizon LLP Managed Account -4.88 5,000k 5/1/2005 200 Superfund Group Superfund Green Master -4.73 2,000k 5/1/2001 199 Superfund Group Superfund Green GCT USD -4.59 15k 1/1/2000 198 Wavefront Global Asset Management IMFC Global Investment Program -4.51 2,000k 2/1/2007 197 Spectrum Asset Management LLC Global Diversified -4.48 2,000k 1/1/2001 196 Wavefront Global Asset Management IMFC Global Concentrated -4.45 500k 4/1/2009 195 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.37 100k 11/1/1984 194 Superfund Group Superfund Green L.P. Series A -4.31 5k 10/1/2002 193 Futures Truth Company, FTC-CTA MS4 -4.14 250k 10/1/2007 192 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.98 1/1/1989 191 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.94 10,000k 3/1/2003 190 Rivoli Fund Management Rivoli International Fund (E) -3.78 5,000k 10/1/1996 189 Millburn Ridgefield Corporation Commodity Program -3.75 25,000k 3/1/2005 188 Kelly Angle Inc. Genesis Program -3.46 2,000k 4/1/2000 187 Auspice Capital Advisors Ltd Auspice Diversified Program -3.46 1,500k 6/1/2007 186 Drury Capital Diversified Trend-Following Program -3.41 5,000k 5/1/1997 185 DUNN Capital Management D'Best Futures Fund, L.P. -3.39 100k 6/1/1994 184 ROW Asset Managment Row Diversified Fund, L.P. -3.38 1,000k 11/1/2011 183 Lynx Asset Management AB Lynx Program -3.36 75k 5/1/2000 182 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -3.35 100k 1/1/2012 181 Red Rock Capital, LLC Systematic Global Macro -3.28 500k 9/1/2003 180 John Locke Investments Cyril Systematic Program -3.08 8,000k 7/1/2000 179 Transtrend B.V. DTP – Enhanced Risk (USD) -3.07 10,000k 1/1/1995 178 Zoi Capital, LLC Telio Program (Client) -3.07 200k 4/1/2010 177 White Indian Trading Co. SCS Program (Client) -3.06 250k 2/1/2011 176 Purple Valley Capital, Inc. Diversified Trend 1 -2.98 100k 8/1/2008 175 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.96 10,000k 8/1/2004 174 Robinson-Langley Capital Management, LLC Managed Account Program -2.96 200k 1/1/2007 173 Blackwater Capital Management Global Program -2.96 5,000k 7/1/2005 172 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.94 10,000k 8/1/1999 171 Estlander & Partners Alpha Trend II - Class P -2.91 100k 12/1/2008 170 Rabar Market Research Diversified Program -2.91 2,000k 1/1/1989 169 Clarke Capital Management Millennium -2.90 1,000k 1/1/1998 168 Superfund Group Superfund Green Q-AG -2.87 2k 3/1/1996 167 Manning & Napier MN Xenon Managed Futures (2x) Program -2.87 5,000k 6/1/2006 166 Welton Investment Partners Welton Global -2.86 10,000k 6/1/2004 165 Haar Capital Management Discretionary Commodity Trading Program -2.79 250k 12/1/2005 164 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.73 500k 4/1/2009 163 Hawksbill Capital Management Global Diversified -2.61 5,000k 11/1/1988 162 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.55 100k 1/1/2005 161 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.54 1,000k 10/1/2006 160 Abraham Trading Company Diversified Program -2.48 10,000k 1/1/1988 159 Rivoli Fund Management Rivoli International Fund (V9) -2.45 5,000k 1/1/2002 158 Millburn Ridgefield Corporation Multi-Markets Program -2.33 25,000k 10/1/2004 157 Millburn Ridgefield Corporation Diversified Program -2.32 20,000k 2/1/1977 156 IKOS IKOS Futures Fund -2.29 1,000k 2/1/2010 155 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.19 250k 5/1/2011 154 Winton Capital Management Diversified -2.18 50,000k 10/1/1997 153 AllMountain Capital AG Mount Denali Global Trends -2.16 160k 7/1/2007 152 Tactical Investment Management Tactical Institutional Commodity Program -2.06 10,000k 4/1/1993 151 DUNN Capital Management DUNN Combined Fund (DCF) -2.03 100k 5/1/1989 150 Transtrend B.V. DTP – Standard Risk (EUR) -2.01 10,000k 2/1/1999 149 Clarke Capital Management FX Plus -2.01 1,000k 5/1/2004 148 Endeavour Capital LLP Endeavour Pembroke -1.96 2,000k 7/1/2007 147 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -1.91 100k 7/1/2011 146 Somers Brothers Capital Diversified Futures Program #1 -1.90 100k 1/1/2005 145 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.89 50k 10/1/2011 144 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.89 250k 10/1/2009 143 M.S. Capital Management Global Diversified Program -1.88 2,000k 11/1/1998 142 NuWave Investment Management, LLC Combined Futures Portfolio -1.77 5,000k 6/1/2001 141 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.75 1,000k 5/1/2006 140 Melissinos Trading Eupatrid Global Trends -1.71 50k 1/1/2011 139 Mark J. Walsh Company Standard Program -1.70 2,000k 9/1/1985 138 IKOS The IKOS Hedge Fund -1.70 10,000k 7/1/1998 137 NuWave Investment Management, LLC NuWave Investment Partners LP -1.66 250k 6/1/2001 136 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.64 10,000k 8/1/2009 135 Ancile Capital Management Global Markets Program -1.64 2,000k 4/1/2005 134 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.59 5,000k 11/1/2012 133 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.45 500k 1/1/2006 132 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.29 1,000k 3/1/1998 131 ISAM ISAM Systematic Trend Fund -1.24 1,000k 6/1/2001 130 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.23 100k 8/1/2009 129 Auctos Capital Management Auctos Global Diversified -1.20 3,000k 11/1/2007 128 EMC Capital Advisors, LLC Classic -1.20 5,000k 1/1/1985 127 MERIT Alternative Investments GmbH Futures Portfolio -1.12 2,000k 6/1/1998 126 Eckhardt Trading Company Evolution Strategies 1.2X -1.05 10,000k 10/1/1991 125 Sharp Mountain Advisors, LLC Diversified Managed Futures -1.03 250k 8/1/2011 124 Clarke Capital Management Global Magnum -1.00 100k 8/1/1997 123 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.96 200k 11/1/1999 122 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.95 1,500k 1/1/2009 121 Eckhardt Trading Company Evolution Strategies -0.95 20,000k 8/1/1991 120 Conquest Capital Group Conquest Select -0.93 250k 6/1/2004 119 Gladius Asset Management Fulham Program -0.91 2,000k 1/1/2008 118 Adamah Capital LLC Asset Allocator Program -0.90 50k 3/1/2011 117 Ion Asset Architecture Ion Fund Program -0.89 10,000k 11/1/2007 116 Ion Asset Architecture (Fund Program) Ion Fund -0.89 100k 11/1/2007 115 Rabar Market Research Short-Term Program -0.76 2,000k 11/1/2009 114 Estlander & Partners Alpha Trend -0.75 30,000k 10/1/1991 113 FTC Capital GmbH FTC Global Diversified -0.71 0k 3/1/2012 112 GLOBIVEST LLC Alpha Program -0.65 50k 4/1/2009 111 Xplor Capital Management, LLC Global CTA Program -0.61 1,500k 7/1/2004 110 Quantica Capital AG Quantica Managed Futures -0.52 10,000k 1/1/2005 109 Robust Methods LLC Macro Managed Account -0.51 5,000k 1/1/2005 108 FORT LP Fort Global Diversified -0.50 2,000k 3/1/2002 107 Northfield Trading Diversified -0.47 2,000k 7/1/1989 106 HB Capital Management Inc. Diversified Program -0.46 50k 3/1/2008 105 Superfund Group Superfund Green Gold L.P. Series B-1 -0.44 5k 4/1/2009 104 GT CAPITAL CTA GT Dynamic Trading Program -0.43 150k 6/1/2009 103 Eclipse Capital Management Global Monetary -0.38 5,000k 8/1/1990 102 1OAK Capital Limited ACORN Commodity -0.36 5,000k 5/1/2012 101 Stenger Capital Management, LLC Diversified Trading Program -0.34 200k 4/1/2010 100 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.32 5,000k 6/1/2010 99 QCM Global Diversified Programme -0.31 500k 12/1/1995 98 Mobius Asset Management Diversified Program -0.30 250k 3/1/2004 97 Jaguar Investments Ltd Vario Capital Strategy -0.29 1,000k 5/1/2016 96 Superfund Group Superfund Green Gold C (SPC) -0.27 100k 10/1/2005 95 Clarke Capital Management Worldwide -0.27 250k 1/1/1996 94 Di Tomasso Group Inc. Equilibrium Program -0.26 5,000k 1/1/2002 93 Metolius Capital LLC Metolius Diversified -0.21 100k 6/1/2010 92 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.19 5,000k 1/1/2005 91 Deep Field Capital AG SINGULARITY Fund -0.19 100k 9/1/2011 90 FORT LP Fort Global Contrarian -0.14 2,000k 10/1/2002 89 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.11 1,000k 9/1/1997 88 Estlander & Partners Freedom -0.09 20,000k 8/1/2010 87 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.07 750k 1/1/2009 86 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.07 3,000k 5/1/2010 85 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 84 Quantis Asset Management PFM Systematic 0.01 15k 5/1/2010 83 John Locke Investments JL Commodity Long Flat Program 0.01 5,000k 12/1/2007 82 Parizek Capital Futures Trading Program 0.05 500k 4/1/2000 81 Superfund Group Superfund Blue SPC Class A (EUR) 0.08 50k 4/1/2005 80 Crabel Capital Management Crabel Multi-Product 0.11 1,000k 3/1/1998 79 Revolution Capital Management Alpha Program 0.12 5,000k 6/1/2007 78 Angle Capital Management LLC AIP Program 0.20 100k 1/1/2010 77 Saxon Investment Corporation Diversified Program 0.25 3,000k 9/1/1988 76 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.26 25k 1/1/2011 75 Beryl Investment Group LLC Nominal Discretionary System 0.29 50k 7/1/2007 74 Quantitative Investment Management Quantitative Global Program 0.32 20,000k 10/1/2003 73 Amplitude Capital International Limited Dynamic Strategy 0.37 6/1/2005 72 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.38 10,000k 8/1/2009 71 OptHedge Advisors LLC Diversified Options & Futures Program 0.38 250k 10/1/2008 70 Rho Asset Management Rho Altius 1XL Program 0.41 5,000k 11/1/2007 69 Claughton Capital ARP Institutional Program 0.44 1,000k 10/1/2005 68 Revolution Capital Management Alpha Fund 0.46 50k 1/1/2005 67 Vergho Asset Management LLC Kinematics 0.47 1,000k 11/1/2008 66 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.48 1k 10/1/2006 65 Future Trade AG Thales Swing Trading Programme 0.49 250k 6/1/2007 64 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 0.50 150k 1/1/2011 63 Estlander & Partners Global Markets 0.52 10,000k 8/1/1999 62 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.54 4,000k 11/1/2008 61 Saxon Investment Corporation Aggressive Diversified Program 0.55 2,000k 11/1/1993 60 AIS Capital Management, L.P. MAAP (2x-4x) Composite 0.70 3,000k 10/1/1992 59 QCM Alpha Financials Program 0.74 10,000k 6/1/2012 58 Mobius Asset Management Custom Trading Program 0.75 100k 1/1/2002 57 Quantmetrics Capital Management LLP Directional 10V Strategy 0.76 10,000k 1/1/2007 56 Trigon Investment Advisors, LLC Discretionary Macro Program 0.82 10,000k 8/1/2007 55 Revolution Capital Management Mosaic Institutional Program 0.85 25,000k 9/1/2009 54 Superfund Group Superfund Green Gold B (SPC) 0.97 50k 10/1/2005 53 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.99 5,000k 10/1/2007 52 Alee Capital Management, LLC Mistral Program 1.03 2,500k 1/1/1999 51 Estlander & Partners Global XL 1.07 5,000k 8/1/1991 50 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 1.11 4,000k 2/1/2011 49 AIS Capital Management, L.P. MAAP (3x-6x) Composite 1.15 2,000k 7/1/1992 48 RAM Management Group RAM MRTP 1X-Conservative 1.25 1,000k 9/1/1993 47 Revolution Capital Management Mosaic Program 1.29 10,000k 10/1/2006 46 Briarwood Capital Management, Inc. Diversified Trading Program 1.39 3,000k 7/1/2001 45 Insignia Managed Capital Medallion 1.40 50k 2/1/2009 44 Mondiale Asset Management Mondiale Trading Program 1.48 0k 9/1/1997 43 Superfund Group Superfund Green Gold L.P. Series A-1 1.48 5k 4/1/2009 42 Emil van Essen Spread Trading Program 1.49 5,000k 12/1/2006 41 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.54 75k 6/1/2007 40 Alee Capital Management, LLC Poniente Program 1.55 2,500k 1/1/1999 39 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.56 1,000k 9/1/2009 38 Non Correlated Capital Positive Theta Program 1.61 250k 10/1/2007 37 Rotella Capital Management Rotella Orion (Short-Term) Program 1.74 10,000k 3/1/2006 36 Emil van Essen EvE Systematic Global Opportunities 1.86 1,000k 9/1/2007 35 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.91 100k 2/1/2010 34 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.93 25,000k 3/1/2010 33 Non Correlated Capital Positive Theta Fund 1.95 50k 10/1/2007 32 Futures Truth Company, FTC-CTA 200K Options Strategy 2.17 200k 12/1/2009 31 Superfund Group Superfund Blue SPC Class A (Gold) 2.20 50k 12/1/2007 30 Superfund Group Superfund Green Gold A (SPC) 2.22 5k 10/1/2005 29 Amplitude Capital International Limited Klassik Strategy 2.25 1,000k 9/1/2009 28 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 2.37 100k 5/1/2011 27 IStar Capital B.V. IStar Systematic Fund 2.39 1,000k 9/1/2011 26 Rotella Capital Management Rotella Polaris Program (Diversified) 2.50 10,000k 1/1/1991 25 Briarwood Capital Management, Inc. Diversified 2XL 2.56 250k 11/1/2004 24 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.76 100k 3/1/2003 23 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.79 100k 10/1/2009 22 Romanesco Capital Management B.V Persistence Program 2.85 5,000k 9/1/2005 21 FRP CAPITAL LLC FRP125+ 2.87 125k 1/1/2010 20 Keck Capital Management LLC The Keck Program 2.93 2,000k 12/1/2003 19 Option Capital Advisory OCA Premium 3.10 100k 5/1/2011 18 Insignia Managed Capital Epoch3 3.17 20k 7/1/2009 17 Dominion Capital Sapphire Program 3.52 3,000k 5/1/2005 16 Red Oak Commodity Advisors Investment Program 3.72 5,000k 12/1/1989 15 Serac, LLC Diversified Reversal Program 3.89 200k 4/1/2011 14 RAM Management Group MRTP Aggressive 3.97 1,000k 2/1/1998 13 Covenant Capital Management Original Program 4.04 5,000k 9/1/1999 12 ALFAKRAFT ALFA Commodity Fund 4.05 16k 6/1/2010 11 Molinero Capital Management LLP Global Markets Program 4.06 2,000k 7/1/2005 10 White River Group Diversified Option Writing Strategy 4.12 20k 11/1/2008 9 Dendrich Ltd QEP 4.56 50k 12/1/2005 8 Quantum Leap Capital Management Managed Account Program 4.70 300k 8/1/2006 7 Crabel Capital Management WPD Crabel Futures Program 5.14 1,000k 7/1/2008 6 Wraith Capital LLP Wraith Dynamic Futures Fund 5.91 100k 1/1/2011 5 Covenant Capital Management Aggressive Program 6.19 3,000k 2/1/2004 4 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 9.96 10k 7/1/2005 3 Shared Enlightenment, Inc. CopulaMax NetCreditOps I 10.00 25k 1/1/2012 2 Global Vista Advisors, LLC Global Vista Options ("GVO") 13.76 50k 10/1/2010 1 HASAFUMA Hedgehog 20.85 50k 5/1/2012 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.