Diversified Trader Index For December 2005

Monthly Rankings

Rank CTA/Program Dec 2005 Min Inv Inception
111 Estlander & Partners
Global XL
-8.97 5,000k 8/1/1991
110 Blackwater Capital Management
Global Program
-8.64 5,000k 7/1/2005
109 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.33 100k 6/1/1994
108 Southwest Managed Investments, LLC
Global Diversified
-6.00 200k 1/1/2002
107 Amplitude Capital International Limited
Dynamic Strategy
-5.42 6/1/2005
106 Winton Capital Management
Diversified
-4.37 50,000k 10/1/1997
105 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.32 100k 5/1/1989
104 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.88 100k 11/1/1984
103 Estlander & Partners
Global Markets
-3.49 10,000k 8/1/1999
102 Kelly Angle Inc.
Genesis Program
-3.30 2,000k 4/1/2000
101 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.18 10,000k 8/1/2004
100 Mark J. Walsh Company
Standard Program
-3.10 2,000k 9/1/1985
99 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.09 10,000k 8/1/1999
98 Eclipse Capital Management
Global Monetary
-3.07 5,000k 8/1/1990
97 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.00 10,000k 1/1/1995
96 Alee Capital Management, LLC
Poniente Program
-2.95 2,500k 1/1/1999
95 ISAM
ISAM Systematic Trend Fund
-2.81 1,000k 6/1/2001
94 Drury Capital
Diversified Trend-Following Program
-2.78 5,000k 5/1/1997
93 Keck Capital Management LLC
The Keck Program
-2.74 2,000k 12/1/2003
92 Northfield Trading
Diversified
-2.50 2,000k 7/1/1989
91 Jaguar Investments Ltd
Vario Capital Strategy
-2.38 1,000k 5/1/2016
90 Ancile Capital Management
Global Markets Program
-2.37 2,000k 4/1/2005
89 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.23 10,000k 1/1/1991
88 Clarke Capital Management
Millennium
-2.02 1,000k 1/1/1998
87 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.99 10,000k 2/1/1999
86 Clarke Capital Management
Global Basic
-1.87 50k 2/1/1996
85 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.49 200k 11/1/1999
84 Lynx Asset Management AB
Lynx Program
-1.44 75k 5/1/2000
83 Clarke Capital Management
Jupiter
-1.25 3,000k 5/1/2005
82 Rabar Market Research
Diversified Program
-1.18 2,000k 1/1/1989
81 Clarke Capital Management
Global Magnum
-1.08 100k 8/1/1997
80 MERIT Alternative Investments GmbH
Futures Portfolio
-0.95 2,000k 6/1/1998
79 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.89 5,000k 1/1/2005
78 Conquest Capital Group
Conquest Select
-0.75 250k 6/1/2004
77 Welton Investment Partners
Welton Global
-0.69 10,000k 6/1/2004
76 FORT LP
Fort Global Diversified
-0.50 2,000k 10/1/1993
75 Mondiale Asset Management
Mondiale Trading Program
-0.45 0k 9/1/1997
74 EMC Capital Advisors, LLC
Classic
-0.40 5,000k 1/1/1985
73 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.39 50k 4/1/2005
72 Revolution Capital Management
Alpha Fund
-0.39 50k 1/1/2005
71 Superfund Group
Superfund Green L.P. Series A
-0.28 5k 10/1/2002
70 Superfund Group
Superfund Green L.P. Series B
-0.22 5k 10/1/2002
67 Haar Capital Management
Discretionary Commodity Trading Program
0.00 250k 12/1/2005
68 Dendrich Ltd
QEP
0.00 50k 12/1/2005
69 Spectrum Asset Management LLC
Global Diversified
0.00 2,000k 1/1/2001
66 Millburn Corporation
Diversified Program
0.04 20,000k 2/1/1977
65 Clarke Capital Management
Worldwide
0.09 250k 1/1/1996
64 John Locke Investments
Cyril Systematic Program
0.16 8,000k 7/1/2000
63 Claughton Capital
Institutional Program
0.18 1,000k 10/1/2005
62 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.26 1,000k 3/1/1998
61 IKOS
The IKOS Hedge Fund
0.27 10,000k 7/1/1998
60 Eckhardt Trading Company
Evolution Strategies
0.34 20,000k 8/1/1991
59 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.39 1,000k 9/1/1997
58 Eckhardt Trading Company
Evolution Strategies 1.2X
0.40 10,000k 10/1/1991
57 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.58 100k 3/1/2003
56 Crabel Capital Management
Crabel Multi-Product
0.60 1,000k 3/1/1998
55 Wimmer Horizon LLP
Managed Account
0.74 5,000k 5/1/2005
54 FORT LP
Fort Global Contrarian
0.79 2,000k 10/1/2002
53 Dominion Capital
Sapphire Program
1.07 3,000k 5/1/2005
52 Hyman Beck and Company
Global Portfolio
1.12 1,000k 3/1/1991
51 Millburn Corporation
Multi-Markets Program
1.22 25,000k 10/1/2004
50 Xplor Capital Management, LLC
Global CTA Program
1.29 1,500k 7/1/2004
49 Red Rock Capital, LLC
Systematic Global Macro
1.31 500k 9/1/2003
48 Molinero Capital Management LLP
Global Markets Program
1.34 2,000k 7/1/2005
47 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.38 1/1/1989
46 M.S. Capital Management
Global Diversified Program
1.79 2,000k 11/1/1998
45 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.92 1,000k 3/1/2003
44 Robust Methods LLC
Macro Managed Account
1.95 5,000k 1/1/2005
43 Chesapeake Capital
Diversified (LV)
1.97 100k 2/1/1988
42 Quantica Capital AG
Quantica Managed Futures
2.50 5,000k 1/1/2005
41 NuWave Investment Management, LLC
Combined Futures Portfolio
2.51 5,000k 6/1/2001
40 RAM Management Group
RAM MRTP 1X-Conservative
2.77 1,000k 9/1/1993
39 Conquest Capital Group
Conquest Macro
2.81 250k 5/1/1999
38 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.83 250k 6/1/2001
37 Superfund Group
Superfund Green Q-AG
2.86 2k 3/1/1996
36 Romanesco Capital Management B.V
Persistence Program
2.98 5,000k 9/1/2005
35 Somers Brothers Capital
Diversified Futures Program #1
3.00 100k 1/1/2005
34 Alee Capital Management, LLC
Mistral Program
3.04 2,500k 1/1/1999
33 Quantitative Investment Management
Quantitative Global Program
3.05 20,000k 10/1/2003
32 Superfund Group
Superfund Green GCT USD
3.24 15k 1/1/2000
31 Estlander & Partners
Alpha Trend
3.27 30,000k 10/1/1991
30 Mobius Asset Management
Custom Trading Program
3.40 100k 1/1/2002
29 Millburn Corporation
Commodity Program
3.41 25,000k 3/1/2005
28 Dreiss Research Corporation
Diversified Program
3.55 1,000k 5/1/1991
27 Briarwood Capital Management, Inc.
Diversified Trading Program
3.55 3,000k 7/1/2001
26 Abraham Trading Company
Diversified Program
3.96 10,000k 1/1/1988
25 Saxon Investment Corporation
Diversified Program
4.19 3,000k 9/1/1988
24 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.64 100k 1/1/2005
23 Covenant Capital Management
Original Program
4.71 5,000k 9/1/1999
22 Parizek Capital
Futures Trading Program
5.03 500k 4/1/2000
21 Superfund Group
Superfund Green Master
5.08 2,000k 5/1/2001
20 Tactical Investment Management
Tactical Institutional Commodity Program
5.22 10,000k 4/1/1993
19 Rivoli Fund Management
Rivoli International Fund (MAP)
5.74 5,000k 10/1/1996
18 Clarke Capital Management
FX Plus
6.23 1,000k 5/1/2004
17 Briarwood Capital Management, Inc.
Diversified 2XL
6.31 250k 11/1/2004
16 Superfund Group
Superfund Green Gold A (SPC)
6.62 5k 10/1/2005
15 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
7.09 10k 7/1/2005
14 Superfund Group
Superfund Green Gold B (SPC)
7.50 50k 10/1/2005
13 Saxon Investment Corporation
Aggressive Diversified Program
7.53 2,000k 11/1/1993
12 Quality Capital Management
Global Diversified Programme
7.61 10,000k 12/1/1995
11 Red Oak Commodity Advisors
Investment Program
7.86 5,000k 12/1/1989
10 Superfund Group
Superfund Green Gold C (SPC)
7.99 100k 10/1/2005
9 RAM Management Group
MRTP Aggressive
8.30 1,000k 2/1/1998
8 Mulvaney Capital Management
The Mulvaney Global Markets Fund
8.35 100k 5/1/1999
7 Rivoli Fund Management
Rivoli International Fund (V9)
8.37 5,000k 1/1/2002
6 Covenant Capital Management
Aggressive Program
10.12 3,000k 2/1/2004
5 Mobius Asset Management
Diversified Program
10.21 250k 3/1/2004
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.64 3,000k 10/1/1992
3 Hawksbill Capital Management
Global Diversified
11.76 5,000k 11/1/1988
2 Di Tomasso Group Inc.
Equilibrium Program
15.95 5,000k 1/1/2002
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
18.16 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.

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