Diversified Trader Index For November 2006

Monthly Rankings

Rank CTA/Program Nov 2006 Min Inv Inception
120 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.47 100k 1/1/2005
119 Drury Capital
Diversified Trend-Following Program
-6.34 5,000k 5/1/1997
118 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.39 5,000k 10/1/1996
117 Superfund Group
Superfund Green L.P. Series B
-1.73 5k 10/1/2002
116 Dendrich Ltd
QEP
-1.60 50k 12/1/2005
115 Jaguar Investments Ltd
Vario Capital Strategy
-1.54 1,000k 5/1/2016
114 Superfund Group
Superfund Green Master
-1.51 2,000k 5/1/2001
113 Superfund Group
Superfund Green L.P. Series A
-1.28 5k 10/1/2002
112 Mobius Asset Management
Diversified Program
-1.05 250k 3/1/2004
111 Spectrum Asset Management LLC
Global Diversified
-0.96 2,000k 1/1/2001
110 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.95 5,000k 6/1/2001
109 Superfund Group
Superfund Green GCT USD
-0.88 15k 1/1/2000
108 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.79 250k 6/1/2001
107 M.S. Capital Management
Global Diversified Program
-0.55 2,000k 11/1/1998
106 Claughton Capital
Auto-Reactive Positioning
-0.48 1,000k 10/1/2005
105 Rivoli Fund Management
Rivoli International Fund (V9)
-0.37 5,000k 1/1/2002
104 Superfund Group
Superfund Green Q-AG
-0.26 2k 3/1/1996
103 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.24 1,500k 4/1/2006
102 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.09 100k 3/1/2003
101 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
100 Quantitative Investment Management
Quantitative Global Program
0.10 20,000k 10/1/2003
99 Millburn Corporation
Diversified Program
0.52 20,000k 2/1/1977
98 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.56 100k 5/1/1999
97 Covenant Capital Management
Original Program
0.79 5,000k 9/1/1999
96 Beach Horizon LLP
Managed Account
0.80 5,000k 5/1/2005
95 MERIT Alternative Investments GmbH
Futures Portfolio
0.91 2,000k 6/1/1998
94 Millburn Corporation
Commodity Program
1.00 25,000k 3/1/2005
93 Molinero Capital Management LLP
Global Markets Program
1.14 2,000k 7/1/2005
92 Red Rock Capital, LLC
Systematic Global Macro
1.28 500k 9/1/2003
91 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
90 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.31 5,000k 6/1/2006
89 Blackwater Capital Management
Global Program
1.35 5,000k 7/1/2005
88 Covenant Capital Management
Aggressive Program
1.36 3,000k 2/1/2004
87 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.36 500k 1/1/2006
86 Mobius Asset Management
Custom Trading Program
1.42 100k 1/1/2002
85 Eclipse Capital Management
Global Monetary
1.50 5,000k 8/1/1990
84 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.53 1/1/1989
83 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
82 Mondiale Asset Management
Mondiale Trading Program
1.65 0k 9/1/1997
81 Northfield Trading
Diversified
1.70 2,000k 7/1/1989
80 Crabel Capital Management
Crabel Multi-Product
1.73 1,000k 3/1/1998
79 Parizek Capital
Futures Trading Program
1.84 500k 4/1/2000
78 Red Oak Commodity Advisors
Investment Program
1.85 5,000k 12/1/1989
77 IKOS
The IKOS Hedge Fund
1.87 10,000k 7/1/1998
76 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
75 Keck Capital Management LLC
The Keck Program
1.92 2,000k 12/1/2003
74 Millburn Corporation
Multi-Markets Program
1.95 25,000k 10/1/2004
73 Hyman Beck and Company
Global Portfolio
2.00 1,000k 3/1/1991
72 Transtrend B.V.
DTP – Standard Risk (EUR)
2.06 10,000k 2/1/1999
71 Xplor Capital Management, LLC
Global CTA Program
2.06 1,500k 7/1/2004
70 John Locke Investments
Cyril Systematic Program
2.14 8,000k 7/1/2000
69 Conquest Capital Group
Conquest Select
2.17 250k 6/1/2004
68 RAM Management Group
RAM MRTP 1X-Conservative
2.21 1,000k 9/1/1993
67 Abraham Trading Company
Diversified Program
2.23 10,000k 1/1/1988
66 Estlander & Partners
Alpha Trend
2.33 30,000k 10/1/1991
65 Dominion Capital
Sapphire Program
2.48 3,000k 5/1/2005
64 Alee Capital Management, LLC
Mistral Program
2.55 2,500k 1/1/1999
63 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.65 1,000k 3/1/1998
62 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.66 1k 10/1/2006
61 Lynx Asset Management AB
Lynx Program
2.71 75k 5/1/2000
60 Estlander & Partners
Global Markets
2.89 10,000k 8/1/1999
59 Alee Capital Management, LLC
Poniente Program
2.94 2,500k 1/1/1999
58 Superfund Group
Superfund Blue SPC Class A (EUR)
2.99 50k 4/1/2005
57 FORT LP
Fort Global Contrarian
3.05 2,000k 10/1/2002
56 Romanesco Capital Management B.V
Persistence Program
3.12 5,000k 9/1/2005
55 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.15 1,000k 3/1/2003
54 Winton Capital Management
Diversified
3.24 50,000k 10/1/1997
53 Conquest Capital Group
Conquest Macro
3.28 250k 5/1/1999
52 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.32 10,000k 8/1/1999
51 Acorn Global Investments Inc.
Acorn Diversified Program
3.33 10k 7/1/2005
50 Saxon Investment Corporation
Diversified Program
3.37 3,000k 9/1/1988
49 Chesapeake Capital
Diversified (LV)
3.38 100k 2/1/1988
48 FORT LP
Fort Global Diversified
3.43 2,000k 10/1/1993
47 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.45 10,000k 8/1/2004
46 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.46 200k 11/1/1999
45 DUNN Capital Management
DUNN Combined Fund (DCF)
3.60 100k 5/1/1989
44 Briarwood Capital Management, Inc.
Diversified Trading Program
3.63 3,000k 7/1/2001
43 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.63 1,000k 9/1/1997
42 Revolution Capital Management
Mosaic Program
3.66 10,000k 10/1/2006
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.68 10,000k 1/1/1995
40 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.75 1,000k 5/1/2006
39 Ancile Capital Management
Global Markets Program
3.97 2,000k 4/1/2005
38 Amplitude Capital International Limited
Dynamic Strategy
4.33 6/1/2005
37 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.35 100k 11/1/1984
36 Quality Capital Management
Global Diversified Programme
4.41 10,000k 12/1/1995
35 Clarke Capital Management
Millennium
4.46 1,000k 1/1/1998
34 Clarke Capital Management
Jupiter
4.70 3,000k 5/1/2005
33 Di Tomasso Group Inc.
Equilibrium Program
4.71 5,000k 1/1/2002
32 ISAM
ISAM Systematic Trend Fund
4.84 1,000k 6/1/2001
31 Robust Methods LLC
Macro Managed Account
4.98 5,000k 1/1/2005
30 Rabar Market Research
Diversified Program
5.17 2,000k 1/1/1989
29 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
5.31 1,000k 10/1/2006
28 Dreiss Research Corporation
Diversified Program
5.36 1,000k 5/1/1991
27 Welton Investment Partners
Welton Global
5.47 10,000k 6/1/2004
26 Estlander & Partners
Global XL
5.69 5,000k 8/1/1991
25 Clarke Capital Management
FX Plus
5.71 1,000k 5/1/2004
24 Clarke Capital Management
Global Magnum
5.84 100k 8/1/1997
23 Somers Brothers Capital
Diversified Futures Program #1
5.93 100k 1/1/2005
22 Eckhardt Trading Company
Evolution Strategies
5.95 20,000k 8/1/1991
21 Superfund Group
Superfund Green Gold C (SPC)
6.00 100k 10/1/2005
20 Clarke Capital Management
Worldwide
6.56 250k 1/1/1996
19 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
6.60 5,000k 1/1/2005
18 Superfund Group
Superfund Green Gold A (SPC)
6.61 5k 10/1/2005
17 Superfund Group
Superfund Green Gold B (SPC)
6.75 50k 10/1/2005
16 Saxon Investment Corporation
Aggressive Diversified Program
6.94 2,000k 11/1/1993
15 Briarwood Capital Management, Inc.
Diversified 2XL
6.97 250k 11/1/2004
14 Revolution Capital Management
Alpha Fund
7.08 50k 1/1/2005
13 Eckhardt Trading Company
Evolution Strategies 1.2X
7.09 10,000k 10/1/1991
12 Southwest Managed Investments, LLC
Global Diversified
7.14 200k 1/1/2002
11 RAM Management Group
MRTP Aggressive
7.27 1,000k 2/1/1998
10 DUNN Capital Management
D'Best Futures Fund, L.P.
7.28 100k 6/1/1994
9 Kelly Angle Inc.
Genesis Program
7.80 2,000k 4/1/2000
8 Tactical Investment Management
Tactical Institutional Commodity Program
8.02 10,000k 4/1/1993
7 Mark J. Walsh Company
Standard Program
9.85 2,000k 9/1/1985
6 Haar Capital Management
Discretionary Commodity Trading Program
10.12 250k 12/1/2005
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
12.65 3,000k 10/1/1992
4 Quantum Leap Capital Management
Managed Account Program
13.88 300k 8/1/2006
3 Clarke Capital Management
Global Basic
17.25 50k 2/1/1996
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
19.63 2,000k 7/1/1992
1 Hawksbill Capital Management
Global Diversified
21.17 5,000k 11/1/1988

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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