Diversified Trader Index For November 2005

Monthly Rankings

Rank CTA/Program Nov 2005 Min Inv Inception
109 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-5.98 2,000k 7/1/1992
108 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.59 3,000k 10/1/1992
107 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.32 1,000k 3/1/1998
106 Mobius Asset Management
Diversified Program
-2.75 250k 3/1/2004
105 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.89 1,000k 9/1/1997
104 Blackwater Capital Management
Global Program
-0.47 5,000k 7/1/2005
103 Amplitude Capital International Limited
Dynamic Strategy
0.50 6/1/2005
102 Eckhardt Trading Company
Evolution Strategies
0.64 20,000k 8/1/1991
101 Eckhardt Trading Company
Evolution Strategies 1.2X
0.72 10,000k 10/1/1991
100 Dominion Capital
Sapphire Program
0.88 3,000k 5/1/2005
99 Mobius Asset Management
Custom Trading Program
1.10 100k 1/1/2002
98 Romanesco Capital Management B.V
Persistence Program
1.28 5,000k 9/1/2005
97 Clarke Capital Management
Worldwide
1.40 250k 1/1/1996
96 IKOS
The IKOS Hedge Fund
1.43 10,000k 7/1/1998
95 Hawksbill Capital Management
Global Diversified
1.43 5,000k 11/1/1988
94 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.44 5,000k 1/1/2005
93 Southwest Managed Investments, LLC
Global Diversified
1.55 200k 1/1/2002
92 Mondiale Asset Management
Mondiale Trading Program
1.59 0k 9/1/1997
91 Clarke Capital Management
Global Basic
1.61 50k 2/1/1996
90 Di Tomasso Group Inc.
Equilibrium Program
1.92 5,000k 1/1/2002
89 Superfund Group
Superfund Blue SPC Class A (EUR)
2.00 50k 4/1/2005
88 Quantitative Investment Management
Quantitative Global Program
2.04 20,000k 10/1/2003
87 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.04 10,000k 1/1/1991
86 Transtrend B.V.
DTP – Standard Risk (EUR)
2.25 10,000k 2/1/1999
85 Spectrum Asset Management LLC
Global Diversified
2.50 2,000k 1/1/2001
84 Jaguar Investments Ltd
Vario Capital Strategy
2.74 1,000k 5/1/2016
83 Molinero Capital Management LLP
Global Markets Program
3.00 2,000k 7/1/2005
82 Crabel Capital Management
Crabel Multi-Product
3.06 1,000k 3/1/1998
81 Rabar Market Research
Diversified Program
3.12 2,000k 1/1/1989
80 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.14 10,000k 8/1/2004
79 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.26 10,000k 8/1/1999
78 Saxon Investment Corporation
Diversified Program
3.30 3,000k 9/1/1988
77 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.34 100k 3/1/2003
76 Conquest Capital Group
Conquest Select
3.38 250k 6/1/2004
75 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.40 10,000k 1/1/1995
74 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.46 200k 11/1/1999
73 Clarke Capital Management
Global Magnum
3.76 100k 8/1/1997
72 FORT LP
Fort Global Diversified
3.90 2,000k 10/1/1993
71 Northfield Trading
Diversified
4.10 2,000k 7/1/1989
70 Parizek Capital
Futures Trading Program
4.12 500k 4/1/2000
69 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.15 1,000k 3/1/2003
68 FORT LP
Fort Global Contrarian
4.20 2,000k 10/1/2002
67 RAM Management Group
RAM MRTP 1X-Conservative
4.27 1,000k 9/1/1993
66 Chesapeake Capital
Diversified (LV)
4.33 100k 2/1/1988
65 Claughton Capital
Institutional Program
4.34 1,000k 10/1/2005
64 DUNN Capital Management
DUNN Combined Fund (DCF)
4.36 100k 5/1/1989
63 Lynx Asset Management AB
Lynx Program
4.48 75k 5/1/2000
62 Quantica Capital AG
Quantica Managed Futures
4.50 5,000k 1/1/2005
61 Robust Methods LLC
Macro Managed Account
4.63 5,000k 1/1/2005
60 Eclipse Capital Management
Global Monetary
4.66 5,000k 8/1/1990
59 Alee Capital Management, LLC
Poniente Program
4.94 2,500k 1/1/1999
58 Briarwood Capital Management, Inc.
Diversified Trading Program
5.01 3,000k 7/1/2001
57 NuWave Investment Management, LLC
Combined Futures Portfolio
5.06 5,000k 6/1/2001
56 M.S. Capital Management
Global Diversified Program
5.21 2,000k 11/1/1998
55 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.22 250k 6/1/2001
54 Millburn Corporation
Multi-Markets Program
5.41 25,000k 10/1/2004
53 MERIT Alternative Investments GmbH
Futures Portfolio
5.48 2,000k 6/1/1998
52 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.52 1/1/1989
51 Ancile Capital Management
Global Markets Program
5.58 2,000k 4/1/2005
50 John Locke Investments
Cyril Systematic Program
5.69 8,000k 7/1/2000
49 Conquest Capital Group
Conquest Macro
5.71 250k 5/1/1999
48 Clarke Capital Management
Millennium
5.76 1,000k 1/1/1998
47 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.00 100k 11/1/1984
46 Saxon Investment Corporation
Aggressive Diversified Program
6.06 2,000k 11/1/1993
45 Millburn Corporation
Diversified Program
6.30 20,000k 2/1/1977
44 Estlander & Partners
Alpha Trend
6.36 30,000k 10/1/1991
43 Covenant Capital Management
Original Program
6.46 5,000k 9/1/1999
42 Estlander & Partners
Global Markets
6.49 10,000k 8/1/1999
41 Millburn Corporation
Commodity Program
6.73 25,000k 3/1/2005
40 Red Rock Capital, LLC
Systematic Global Macro
6.74 500k 9/1/2003
39 ISAM
ISAM Systematic Trend Fund
6.80 1,000k 6/1/2001
38 Acorn Global Investments Inc.
Acorn Diversified Program
6.98 10k 7/1/2005
37 Welton Investment Partners
Welton Global
7.14 10,000k 6/1/2004
36 DUNN Capital Management
D'Best Futures Fund, L.P.
7.22 100k 6/1/1994
35 Mark J. Walsh Company
Standard Program
7.26 2,000k 9/1/1985
34 Winton Capital Management
Diversified
7.32 50,000k 10/1/1997
33 Quality Capital Management
Global Diversified Programme
7.36 10,000k 12/1/1995
32 Clarke Capital Management
FX Plus
7.40 1,000k 5/1/2004
31 Drury Capital
Diversified Trend-Following Program
7.85 5,000k 5/1/1997
30 Keck Capital Management LLC
The Keck Program
8.05 2,000k 12/1/2003
29 EMC Capital Advisors, LLC
Classic
8.20 5,000k 1/1/1985
28 Xplor Capital Management, LLC
Global CTA Program
8.43 1,500k 7/1/2004
27 Rivoli Fund Management
Rivoli International Fund (V9)
8.78 5,000k 1/1/2002
26 Superfund Group
Superfund Green L.P. Series A
8.81 5k 10/1/2002
25 Red Oak Commodity Advisors
Investment Program
8.87 5,000k 12/1/1989
24 Briarwood Capital Management, Inc.
Diversified 2XL
8.88 250k 11/1/2004
23 Kelly Angle Inc.
Genesis Program
8.94 2,000k 4/1/2000
22 Tactical Investment Management
Tactical Institutional Commodity Program
9.14 10,000k 4/1/1993
21 Revolution Capital Management
Alpha Fund
9.14 50k 1/1/2005
20 Superfund Group
Superfund Green Q-AG
9.53 2k 3/1/1996
19 Rivoli Fund Management
Rivoli International Fund (MAP)
9.88 5,000k 10/1/1996
18 Hyman Beck and Company
Global Portfolio
9.92 1,000k 3/1/1991
17 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
10.21 100k 1/1/2005
16 Wimmer Horizon LLP
Managed Account
10.27 5,000k 5/1/2005
15 Clarke Capital Management
Jupiter
10.75 3,000k 5/1/2005
14 Superfund Group
Superfund Green L.P. Series B
12.93 5k 10/1/2002
13 Alee Capital Management, LLC
Mistral Program
13.07 2,500k 1/1/1999
12 Estlander & Partners
Global XL
13.09 5,000k 8/1/1991
11 Superfund Group
Superfund Green Gold A (SPC)
13.21 5k 10/1/2005
10 Dreiss Research Corporation
Diversified Program
13.39 1,000k 5/1/1991
9 Abraham Trading Company
Diversified Program
14.15 10,000k 1/1/1988
8 Covenant Capital Management
Aggressive Program
14.15 3,000k 2/1/2004
7 Superfund Group
Superfund Green GCT USD
14.20 15k 1/1/2000
6 RAM Management Group
MRTP Aggressive
14.44 1,000k 2/1/1998
5 Mulvaney Capital Management
The Mulvaney Global Markets Fund
15.27 100k 5/1/1999
4 Superfund Group
Superfund Green Gold B (SPC)
16.58 50k 10/1/2005
3 Superfund Group
Superfund Green Master
17.29 2,000k 5/1/2001
2 Superfund Group
Superfund Green Gold C (SPC)
19.63 100k 10/1/2005
1 Somers Brothers Capital
Diversified Futures Program #1
19.70 100k 1/1/2005

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.

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