Diversified Trader Index For January 2006

Monthly Rankings

Rank CTA/Program Jan 2006 Min Inv Inception
112 Dendrich Ltd
QEP
-11.24 50k 12/1/2005
111 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.75 100k 5/1/1989
110 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.00 200k 11/1/1999
109 Clarke Capital Management
Global Magnum
-6.18 100k 8/1/1997
108 Revolution Capital Management
Alpha Fund
-3.85 50k 1/1/2005
107 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.78 100k 6/1/1994
106 Clarke Capital Management
Worldwide
-3.72 250k 1/1/1996
105 Clarke Capital Management
Millennium
-3.71 1,000k 1/1/1998
104 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.63 100k 11/1/1984
103 Mobius Asset Management
Diversified Program
-2.63 250k 3/1/2004
102 Blackwater Capital Management
Global Program
-2.58 5,000k 7/1/2005
101 Clarke Capital Management
Jupiter
-2.43 3,000k 5/1/2005
100 Clarke Capital Management
FX Plus
-2.08 1,000k 5/1/2004
99 RAM Management Group
MRTP Aggressive
-2.03 1,000k 2/1/1998
98 Mark J. Walsh Company
Standard Program
-1.93 2,000k 9/1/1985
97 Clarke Capital Management
Global Basic
-1.90 50k 2/1/1996
96 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.90 1,000k 9/1/1997
95 RAM Management Group
RAM MRTP 1X-Conservative
-0.73 1,000k 9/1/1993
94 Alee Capital Management, LLC
Poniente Program
-0.65 2,500k 1/1/1999
93 Drury Capital
Diversified Trend-Following Program
-0.51 5,000k 5/1/1997
92 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.26 1,000k 3/1/1998
91 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.00 500k 1/1/2006
90 Lynx Asset Management AB
Lynx Program
0.16 75k 5/1/2000
89 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.47 1/1/1989
88 Kelly Angle Inc.
Genesis Program
0.48 2,000k 4/1/2000
87 Jaguar Investments Ltd
Vario Capital Strategy
0.54 1,000k 5/1/2016
86 Quantitative Investment Management
Quantitative Global Program
0.57 20,000k 10/1/2003
85 Eclipse Capital Management
Global Monetary
0.60 5,000k 8/1/1990
84 IKOS
The IKOS Hedge Fund
0.63 10,000k 7/1/1998
83 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
82 Eckhardt Trading Company
Evolution Strategies 1.2X
0.68 10,000k 10/1/1991
81 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.74 100k 3/1/2003
80 MERIT Alternative Investments GmbH
Futures Portfolio
0.77 2,000k 6/1/1998
79 FORT LP
Fort Global Diversified
0.86 2,000k 10/1/1993
78 Transtrend B.V.
DTP – Standard Risk (EUR)
1.04 10,000k 2/1/1999
77 Dominion Capital
Sapphire Program
1.46 3,000k 5/1/2005
76 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.51 10,000k 8/1/2004
75 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
74 Southwest Managed Investments, LLC
Global Diversified
1.62 200k 1/1/2002
73 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.67 10,000k 8/1/1999
72 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.78 10,000k 1/1/1995
71 FORT LP
Fort Global Contrarian
1.93 2,000k 10/1/2002
70 Northfield Trading
Diversified
2.00 2,000k 7/1/1989
69 Hawksbill Capital Management
Global Diversified
2.04 5,000k 11/1/1988
68 Crabel Capital Management
Crabel Multi-Product
2.04 1,000k 3/1/1998
67 Conquest Capital Group
Conquest Select
2.20 250k 6/1/2004
66 Rivoli Fund Management
Rivoli International Fund (V9)
2.29 5,000k 1/1/2002
65 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.37 5,000k 1/1/2005
64 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.47 10,000k 1/1/1991
63 Abraham Trading Company
Diversified Program
2.56 10,000k 1/1/1988
62 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.84 250k 6/1/2001
61 Conquest Capital Group
Conquest Macro
2.89 250k 5/1/1999
60 NuWave Investment Management, LLC
Combined Futures Portfolio
2.89 5,000k 6/1/2001
59 Estlander & Partners
Global Markets
3.14 10,000k 8/1/1999
58 Superfund Group
Superfund Blue SPC Class A (EUR)
3.34 50k 4/1/2005
57 Spectrum Asset Management LLC
Global Diversified
3.51 2,000k 1/1/2001
56 Keck Capital Management LLC
The Keck Program
3.63 2,000k 12/1/2003
55 Di Tomasso Group Inc.
Equilibrium Program
3.76 5,000k 1/1/2002
54 Saxon Investment Corporation
Diversified Program
3.80 3,000k 9/1/1988
53 Rivoli Fund Management
Rivoli International Fund (MAP)
3.81 5,000k 10/1/1996
52 Covenant Capital Management
Original Program
3.82 5,000k 9/1/1999
51 ISAM
ISAM Systematic Trend Fund
3.86 1,000k 6/1/2001
50 Molinero Capital Management LLP
Global Markets Program
3.86 2,000k 7/1/2005
49 M.S. Capital Management
Global Diversified Program
3.93 2,000k 11/1/1998
48 Mondiale Asset Management
Mondiale Trading Program
3.98 0k 9/1/1997
47 Welton Investment Partners
Welton Global
4.02 10,000k 6/1/2004
46 Claughton Capital
Auto-Reactive Positioning
4.04 1,000k 10/1/2005
45 Quantica Capital AG
Quantica Managed Futures
4.10 5,000k 1/1/2005
44 Winton Capital Management
Diversified
4.20 50,000k 10/1/1997
43 Hyman Beck and Company
Global Portfolio
4.43 1,000k 3/1/1991
42 Ancile Capital Management
Global Markets Program
4.48 2,000k 4/1/2005
41 EMC Capital Advisors, LLC
Classic
4.60 5,000k 1/1/1985
40 Superfund Group
Superfund Green Q-AG
4.77 2k 3/1/1996
39 Amplitude Capital International Limited
Dynamic Strategy
4.86 6/1/2005
38 Mobius Asset Management
Custom Trading Program
5.04 100k 1/1/2002
37 Alee Capital Management, LLC
Mistral Program
5.28 2,500k 1/1/1999
36 Romanesco Capital Management B.V
Persistence Program
5.30 5,000k 9/1/2005
35 Rabar Market Research
Diversified Program
5.38 2,000k 1/1/1989
34 John Locke Investments
Cyril Systematic Program
5.52 8,000k 7/1/2000
33 Chesapeake Capital
Diversified (LV)
5.54 100k 2/1/1988
32 Millburn Corporation
Diversified Program
5.55 20,000k 2/1/1977
31 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.57 100k 1/1/2005
30 Parizek Capital
Futures Trading Program
6.10 500k 4/1/2000
29 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.24 3,000k 10/1/1992
28 Beach Horizon LLP
Managed Account
6.25 5,000k 5/1/2005
27 Millburn Corporation
Multi-Markets Program
6.36 25,000k 10/1/2004
26 Briarwood Capital Management, Inc.
Diversified Trading Program
6.54 3,000k 7/1/2001
25 Estlander & Partners
Global XL
6.65 5,000k 8/1/1991
24 Estlander & Partners
Alpha Trend
6.69 30,000k 10/1/1991
23 Superfund Group
Superfund Green L.P. Series A
6.87 5k 10/1/2002
22 Xplor Capital Management, LLC
Global CTA Program
6.93 1,500k 7/1/2004
21 Red Rock Capital, LLC
Systematic Global Macro
7.08 500k 9/1/2003
20 Red Oak Commodity Advisors
Investment Program
7.78 5,000k 12/1/1989
19 Saxon Investment Corporation
Aggressive Diversified Program
7.79 2,000k 11/1/1993
18 Superfund Group
Superfund Green GCT USD
8.26 15k 1/1/2000
17 Acorn Global Investments Inc.
Acorn Diversified Program
8.46 10k 7/1/2005
16 Covenant Capital Management
Aggressive Program
8.49 3,000k 2/1/2004
15 Somers Brothers Capital
Diversified Futures Program #1
8.50 100k 1/1/2005
14 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.23 2,000k 7/1/1992
13 Haar Capital Management
Discretionary Commodity Trading Program
9.47 250k 12/1/2005
12 Superfund Group
Superfund Green L.P. Series B
9.72 5k 10/1/2002
11 Millburn Corporation
Commodity Program
10.29 25,000k 3/1/2005
10 Briarwood Capital Management, Inc.
Diversified 2XL
10.46 250k 11/1/2004
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.09 100k 5/1/1999
8 Robust Methods LLC
Macro Managed Account
11.76 5,000k 1/1/2005
7 Dreiss Research Corporation
Diversified Program
12.01 1,000k 5/1/1991
6 Quality Capital Management
Global Diversified Programme
12.16 10,000k 12/1/1995
5 Superfund Group
Superfund Green Master
12.82 2,000k 5/1/2001
4 Superfund Group
Superfund Green Gold A (SPC)
16.03 5k 10/1/2005
3 Tactical Investment Management
Tactical Institutional Commodity Program
16.31 10,000k 4/1/1993
2 Superfund Group
Superfund Green Gold B (SPC)
18.08 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
19.27 100k 10/1/2005

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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