Diversified Trader Index For October 2006

Monthly Rankings

Rank CTA/Program Oct 2006 Min Inv Inception
120 Xplor Capital Management, LLC
Global CTA Program
-7.39 1,500k 7/1/2004
119 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.98 200k 11/1/1999
118 Drury Capital
Diversified Trend-Following Program
-4.47 5,000k 5/1/1997
117 Quantum Leap Capital Management
Managed Account Program
-4.34 300k 8/1/2006
116 Mobius Asset Management
Custom Trading Program
-3.92 100k 1/1/2002
115 Clarke Capital Management
Worldwide
-3.75 250k 1/1/1996
114 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.55 100k 5/1/1989
113 Kelly Angle Inc.
Genesis Program
-3.38 2,000k 4/1/2000
112 Clarke Capital Management
Global Basic
-2.85 50k 2/1/1996
111 Clarke Capital Management
Global Magnum
-2.68 100k 8/1/1997
110 Saxon Investment Corporation
Aggressive Diversified Program
-2.66 2,000k 11/1/1993
109 Welton Investment Partners
Welton Global
-2.52 10,000k 6/1/2004
108 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.35 1,500k 4/1/2006
107 Mobius Asset Management
Diversified Program
-2.27 250k 3/1/2004
106 Estlander & Partners
Global XL
-2.26 5,000k 8/1/1991
105 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.90 100k 3/1/2003
104 Rabar Market Research
Diversified Program
-1.58 2,000k 1/1/1989
103 Saxon Investment Corporation
Diversified Program
-1.49 3,000k 9/1/1988
102 Hawksbill Capital Management
Global Diversified
-1.46 5,000k 11/1/1988
101 Clarke Capital Management
Millennium
-1.37 1,000k 1/1/1998
100 Alee Capital Management, LLC
Poniente Program
-1.35 2,500k 1/1/1999
99 Estlander & Partners
Global Markets
-1.12 10,000k 8/1/1999
98 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.11 100k 6/1/1994
97 Lynx Asset Management AB
Lynx Program
-1.04 75k 5/1/2000
96 MERIT Alternative Investments GmbH
Futures Portfolio
-0.94 2,000k 6/1/1998
95 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
94 Spectrum Asset Management LLC
Global Diversified
-0.66 2,000k 1/1/2001
93 Parizek Capital
Futures Trading Program
-0.50 500k 4/1/2000
92 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.30 5,000k 1/1/2005
91 Tactical Investment Management
Tactical Institutional Commodity Program
-0.28 10,000k 4/1/1993
90 FORT LP
Fort Global Diversified
-0.25 2,000k 10/1/1993
89 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.23 1,000k 9/1/1997
88 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.13 100k 5/1/1999
87 Southwest Managed Investments, LLC
Global Diversified
-0.10 200k 1/1/2002
86 John Locke Investments
Cyril Systematic Program
-0.05 8,000k 7/1/2000
83 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.00 1,000k 10/1/2006
84 Revolution Capital Management
Mosaic Program
0.00 10,000k 10/1/2006
85 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
82 Hyman Beck and Company
Global Portfolio
0.03 1,000k 3/1/1991
81 IKOS
The IKOS Hedge Fund
0.16 10,000k 7/1/1998
80 Jaguar Investments Ltd
Vario Capital Strategy
0.32 1,000k 5/1/2016
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.40 1,000k 3/1/2003
78 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.40 1,000k 3/1/1998
77 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.66 10,000k 3/1/2006
76 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
75 Dreiss Research Corporation
Diversified Program
0.69 1,000k 5/1/1991
74 EMC Capital Advisors, LLC
Classic
0.70 5,000k 1/1/1985
73 Eckhardt Trading Company
Evolution Strategies 1.2X
0.71 10,000k 10/1/1991
72 Superfund Group
Superfund Blue SPC Class A (EUR)
0.90 50k 4/1/2005
71 Rivoli Fund Management
Rivoli International Fund (MAP)
0.92 5,000k 10/1/1996
70 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.92 1,000k 5/1/2006
69 Mondiale Asset Management
Mondiale Trading Program
1.03 0k 9/1/1997
68 Dominion Capital
Sapphire Program
1.06 3,000k 5/1/2005
67 FORT LP
Fort Global Contrarian
1.20 2,000k 10/1/2002
66 Conquest Capital Group
Conquest Select
1.25 250k 6/1/2004
65 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
64 Chesapeake Capital
Diversified (LV)
1.38 100k 2/1/1988
63 NuWave Investment Management, LLC
Combined Futures Portfolio
1.44 5,000k 6/1/2001
62 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.46 10,000k 1/1/1991
61 Winton Capital Management
Diversified
1.48 50,000k 10/1/1997
60 Red Rock Capital, LLC
Systematic Global Macro
1.54 500k 9/1/2003
59 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.57 250k 6/1/2001
58 M.S. Capital Management
Global Diversified Program
1.60 2,000k 11/1/1998
57 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.72 500k 1/1/2006
56 Red Oak Commodity Advisors
Investment Program
1.77 5,000k 12/1/1989
55 Covenant Capital Management
Original Program
1.84 5,000k 9/1/1999
54 Estlander & Partners
Alpha Trend
2.27 30,000k 10/1/1991
53 Quantitative Investment Management
Quantitative Global Program
2.29 20,000k 10/1/2003
52 Revolution Capital Management
Alpha Fund
2.45 50k 1/1/2005
51 ISAM
ISAM Systematic Trend Fund
2.50 1,000k 6/1/2001
50 Keck Capital Management LLC
The Keck Program
2.55 2,000k 12/1/2003
49 Transtrend B.V.
DTP – Standard Risk (EUR)
2.57 10,000k 2/1/1999
48 Blackwater Capital Management
Global Program
2.63 5,000k 7/1/2005
47 Crabel Capital Management
Crabel Multi-Product
2.65 1,000k 3/1/1998
46 Mark J. Walsh Company
Standard Program
2.72 2,000k 9/1/1985
45 Briarwood Capital Management, Inc.
Diversified Trading Program
2.75 3,000k 7/1/2001
44 RAM Management Group
RAM MRTP 1X-Conservative
2.91 1,000k 9/1/1993
43 Alee Capital Management, LLC
Mistral Program
2.94 2,500k 1/1/1999
42 Millburn Corporation
Multi-Markets Program
3.13 25,000k 10/1/2004
41 Millburn Corporation
Diversified Program
3.32 20,000k 2/1/1977
40 Claughton Capital
Auto-Reactive Positioning
3.34 1,000k 10/1/2005
39 Covenant Capital Management
Aggressive Program
3.36 3,000k 2/1/2004
38 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.44 1/1/1989
37 Millburn Corporation
Commodity Program
3.46 25,000k 3/1/2005
36 Rivoli Fund Management
Rivoli International Fund (V9)
3.60 5,000k 1/1/2002
35 Clarke Capital Management
FX Plus
3.64 1,000k 5/1/2004
34 Robust Methods LLC
Macro Managed Account
3.87 5,000k 1/1/2005
33 Eclipse Capital Management
Global Monetary
3.91 5,000k 8/1/1990
32 Conquest Capital Group
Conquest Macro
3.91 250k 5/1/1999
31 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.98 100k 1/1/2005
30 Molinero Capital Management LLP
Global Markets Program
4.03 2,000k 7/1/2005
29 Abraham Trading Company
Diversified Program
4.08 10,000k 1/1/1988
28 Ancile Capital Management
Global Markets Program
4.28 2,000k 4/1/2005
27 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.28 5,000k 6/1/2006
26 Beach Horizon LLP
Managed Account
4.31 5,000k 5/1/2005
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.56 10,000k 1/1/1995
24 Acorn Global Investments Inc.
Acorn Diversified Program
4.80 10k 7/1/2005
23 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.87 10,000k 8/1/1999
22 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.87 10,000k 8/1/2004
21 Briarwood Capital Management, Inc.
Diversified 2XL
5.02 250k 11/1/2004
20 Haar Capital Management
Discretionary Commodity Trading Program
5.06 250k 12/1/2005
19 Clarke Capital Management
Jupiter
5.43 3,000k 5/1/2005
18 Superfund Group
Superfund Green L.P. Series A
5.53 5k 10/1/2002
17 Superfund Group
Superfund Green Q-AG
5.66 2k 3/1/1996
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.93 100k 11/1/1984
15 Romanesco Capital Management B.V
Persistence Program
6.48 5,000k 9/1/2005
14 Superfund Group
Superfund Green Gold A (SPC)
6.79 5k 10/1/2005
13 Amplitude Capital International Limited
Dynamic Strategy
7.46 6/1/2005
12 Superfund Group
Superfund Green L.P. Series B
7.74 5k 10/1/2002
11 Superfund Group
Superfund Green GCT USD
7.98 15k 1/1/2000
10 Somers Brothers Capital
Diversified Futures Program #1
8.84 100k 1/1/2005
9 RAM Management Group
MRTP Aggressive
9.22 1,000k 2/1/1998
8 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.24 3,000k 10/1/1992
7 Superfund Group
Superfund Green Master
9.69 2,000k 5/1/2001
6 Quality Capital Management
Global Diversified Programme
10.39 10,000k 12/1/1995
5 Dendrich Ltd
QEP
11.22 50k 12/1/2005
4 Di Tomasso Group Inc.
Equilibrium Program
11.29 5,000k 1/1/2002
3 Superfund Group
Superfund Green Gold B (SPC)
12.50 50k 10/1/2005
2 Superfund Group
Superfund Green Gold C (SPC)
13.20 100k 10/1/2005
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
13.82 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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