Diversified Trader Index For December 2006

Monthly Rankings

Rank CTA/Program Dec 2006 Min Inv Inception
120 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-14.28 2,000k 7/1/1992
119 Clarke Capital Management
Global Basic
-13.01 50k 2/1/1996
118 Kelly Angle Inc.
Genesis Program
-11.04 2,000k 4/1/2000
117 Mark J. Walsh Company
Standard Program
-10.93 2,000k 9/1/1985
116 Saxon Investment Corporation
Aggressive Diversified Program
-10.15 2,000k 11/1/1993
115 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.35 3,000k 10/1/1992
114 Clarke Capital Management
Worldwide
-8.05 250k 1/1/1996
113 Clarke Capital Management
Global Magnum
-7.82 100k 8/1/1997
112 Clarke Capital Management
FX Plus
-7.34 1,000k 5/1/2004
111 Southwest Managed Investments, LLC
Global Diversified
-6.35 200k 1/1/2002
110 Hawksbill Capital Management
Global Diversified
-6.11 5,000k 11/1/1988
109 Saxon Investment Corporation
Diversified Program
-5.52 3,000k 9/1/1988
108 John Locke Investments
Cyril Systematic Program
-5.39 8,000k 7/1/2000
107 Quantum Leap Capital Management
Managed Account Program
-5.18 300k 8/1/2006
106 Somers Brothers Capital
Diversified Futures Program #1
-4.86 100k 1/1/2005
105 Mobius Asset Management
Custom Trading Program
-4.39 100k 1/1/2002
104 Tactical Investment Management
Tactical Institutional Commodity Program
-3.79 10,000k 4/1/1993
103 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.68 1,500k 4/1/2006
102 Briarwood Capital Management, Inc.
Diversified 2XL
-3.59 250k 11/1/2004
101 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.13 1,000k 10/1/2006
100 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.10 10,000k 10/1/1991
99 Amplitude Capital International Limited
Dynamic Strategy
-3.02 6/1/2005
98 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.69 200k 11/1/1999
97 Estlander & Partners
Global XL
-2.67 5,000k 8/1/1991
96 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.42 50k 4/1/2005
95 Eckhardt Trading Company
Evolution Strategies
-2.33 20,000k 8/1/1991
94 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.26 3,000k 7/1/2001
93 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.71 100k 3/1/2003
92 Red Rock Capital, LLC
Systematic Global Macro
-1.69 500k 9/1/2003
91 Rabar Market Research
Diversified Program
-1.69 2,000k 1/1/1989
90 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.64 1,000k 3/1/1998
89 QCM
Global Diversified Programme
-1.54 500k 12/1/1995
88 Estlander & Partners
Global Markets
-1.27 10,000k 8/1/1999
87 Estlander & Partners
Alpha Trend
-1.21 30,000k 10/1/1991
86 Quantitative Investment Management
Quantitative Global Program
-1.16 20,000k 10/1/2003
85 MERIT Alternative Investments GmbH
Futures Portfolio
-1.04 2,000k 6/1/1998
84 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.91 100k 5/1/1989
83 Welton Investment Partners
Welton Global
-0.85 10,000k 6/1/2004
82 Red Oak Commodity Advisors
Investment Program
-0.84 5,000k 12/1/1989
81 Crabel Capital Management
Crabel Multi-Product
-0.72 1,000k 3/1/1998
80 Revolution Capital Management
Mosaic Program
-0.59 10,000k 10/1/2006
79 Di Tomasso Group Inc.
Equilibrium Program
-0.56 5,000k 1/1/2002
78 Dominion Capital
Sapphire Program
-0.55 3,000k 5/1/2005
77 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
76 Jaguar Investments Ltd
Vario Capital Strategy
-0.27 1,000k 5/1/2016
75 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.21 10,000k 3/1/2006
74 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.03 100k 6/1/1994
73 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
72 Clarke Capital Management
Jupiter
0.04 3,000k 5/1/2005
71 M.S. Capital Management
Global Diversified Program
0.07 2,000k 11/1/1998
70 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.13 5,000k 1/1/2005
69 Alee Capital Management, LLC
Mistral Program
0.23 2,500k 1/1/1999
68 ISAM
ISAM Systematic Trend Fund
0.28 1,000k 6/1/2001
67 Millburn Corporation
Commodity Program
0.29 25,000k 3/1/2005
66 Alee Capital Management, LLC
Poniente Program
0.33 2,500k 1/1/1999
65 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.39 100k 1/1/2005
64 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.50 1k 10/1/2006
63 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.54 1,000k 5/1/2006
62 Quantica Capital AG
Quantica Managed Futures
0.60 5,000k 1/1/2005
61 Conquest Capital Group
Conquest Macro
0.64 250k 5/1/1999
60 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.68 500k 1/1/2006
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.77 10,000k 1/1/1991
58 Robust Methods LLC
Macro Managed Account
0.85 5,000k 1/1/2005
57 Mondiale Asset Management
Mondiale Trading Program
0.87 0k 9/1/1997
56 Hyman Beck and Company
Global Portfolio
0.92 1,000k 3/1/1991
55 FORT LP
Fort Global Contrarian
0.99 2,000k 10/1/2002
54 FORT LP
Fort Global Diversified
1.01 2,000k 10/1/1993
53 Clarke Capital Management
Millennium
1.06 1,000k 1/1/1998
52 Lynx Asset Management AB
Lynx Program
1.19 75k 5/1/2000
51 Parizek Capital
Futures Trading Program
1.21 500k 4/1/2000
50 RAM Management Group
RAM MRTP 1X-Conservative
1.23 1,000k 9/1/1993
49 Conquest Capital Group
Conquest Select
1.36 250k 6/1/2004
48 Spectrum Asset Management LLC
Global Diversified
1.36 2,000k 1/1/2001
47 Covenant Capital Management
Original Program
1.40 5,000k 9/1/1999
46 Abraham Trading Company
Diversified Program
1.41 10,000k 1/1/1988
45 Claughton Capital
Institutional Program
1.50 1,000k 10/1/2005
44 Mulvaney Capital Management
The Mulvaney Global Markets Fund
1.60 100k 5/1/1999
43 Romanesco Capital Management B.V
Persistence Program
1.60 5,000k 9/1/2005
42 Haar Capital Management
Discretionary Commodity Trading Program
1.88 250k 12/1/2005
41 Mobius Asset Management
Diversified Program
1.90 250k 3/1/2004
40 Wimmer Horizon LLP
Managed Account
2.06 5,000k 5/1/2005
39 Winton Capital Management
Diversified
2.14 50,000k 10/1/1997
38 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.16 1,000k 9/1/1997
37 IKOS
The IKOS Hedge Fund
2.18 10,000k 7/1/1998
36 Dreiss Research Corporation
Diversified Program
2.21 1,000k 5/1/1991
35 Xplor Capital Management, LLC
Global CTA Program
2.31 1,500k 7/1/2004
34 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.39 1/1/1989
33 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
3.03 10k 7/1/2005
32 Transtrend B.V.
DTP – Standard Risk (EUR)
3.09 10,000k 2/1/1999
31 Chesapeake Capital
Diversified (LV)
3.35 100k 2/1/1988
30 Drury Capital
Diversified Trend-Following Program
3.38 5,000k 5/1/1997
29 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.45 5,000k 6/1/2006
28 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.49 1,000k 3/1/2003
27 Rivoli Fund Management
Rivoli International Fund (MAP)
3.73 5,000k 10/1/1996
26 Blackwater Capital Management
Global Program
3.85 5,000k 7/1/2005
25 Covenant Capital Management
Aggressive Program
4.15 3,000k 2/1/2004
24 Keck Capital Management LLC
The Keck Program
4.55 2,000k 12/1/2003
23 RAM Management Group
MRTP Aggressive
4.67 1,000k 2/1/1998
22 Millburn Corporation
Multi-Markets Program
4.71 25,000k 10/1/2004
21 NuWave Investment Management, LLC
Combined Futures Portfolio
4.74 5,000k 6/1/2001
20 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.93 250k 6/1/2001
19 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.29 10,000k 1/1/1995
18 Millburn Corporation
Diversified Program
5.30 20,000k 2/1/1977
17 Revolution Capital Management
Alpha Fund
5.34 50k 1/1/2005
16 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.46 10,000k 8/1/1999
15 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.53 10,000k 8/1/2004
14 Eclipse Capital Management
Global Monetary
6.13 5,000k 8/1/1990
13 Molinero Capital Management LLP
Global Markets Program
6.28 2,000k 7/1/2005
12 Ancile Capital Management
Global Markets Program
6.59 2,000k 4/1/2005
11 Rivoli Fund Management
Rivoli International Fund (V9)
6.60 5,000k 1/1/2002
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.41 100k 11/1/1984
9 Superfund Group
Superfund Green Gold A (SPC)
8.45 5k 10/1/2005
8 Superfund Group
Superfund Green Q-AG
9.43 2k 3/1/1996
7 Dendrich Ltd
QEP
10.12 50k 12/1/2005
6 Superfund Group
Superfund Green L.P. Series A
11.36 5k 10/1/2002
5 Superfund Group
Superfund Green Gold B (SPC)
12.94 50k 10/1/2005
4 Superfund Group
Superfund Green L.P. Series B
16.14 5k 10/1/2002
3 Superfund Group
Superfund Green GCT USD
16.36 15k 1/1/2000
2 Superfund Group
Superfund Green Master
18.91 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
18.95 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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