Diversified Trader Index For February 2006

Monthly Rankings

Rank CTA/Program Feb 2006 Min Inv Inception
112 Hawksbill Capital Management
Global Diversified
-15.11 5,000k 11/1/1988
111 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-14.66 2,000k 7/1/1992
110 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.28 3,000k 10/1/1992
109 Superfund Group
Superfund Green Gold C (SPC)
-8.38 100k 10/1/2005
108 Superfund Group
Superfund Green Gold B (SPC)
-7.40 50k 10/1/2005
107 Estlander & Partners
Global XL
-7.06 5,000k 8/1/1991
106 Covenant Capital Management
Aggressive Program
-6.77 3,000k 2/1/2004
105 Superfund Group
Superfund Green Master
-6.73 2,000k 5/1/2001
104 Mobius Asset Management
Diversified Program
-6.70 250k 3/1/2004
103 Tactical Investment Management
Tactical Institutional Commodity Program
-6.10 10,000k 4/1/1993
102 Superfund Group
Superfund Green Gold A (SPC)
-5.95 5k 10/1/2005
101 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
100 Mark J. Walsh Company
Standard Program
-5.84 2,000k 9/1/1985
99 Red Oak Commodity Advisors
Investment Program
-5.33 5,000k 12/1/1989
98 Quality Capital Management
Global Diversified Programme
-5.00 10,000k 12/1/1995
97 Alee Capital Management, LLC
Mistral Program
-4.98 2,500k 1/1/1999
96 Superfund Group
Superfund Green L.P. Series B
-4.95 5k 10/1/2002
95 Amplitude Capital International Limited
Dynamic Strategy
-4.91 6/1/2005
94 Clarke Capital Management
Jupiter
-4.89 3,000k 5/1/2005
93 Clarke Capital Management
Global Magnum
-4.64 100k 8/1/1997
92 M.S. Capital Management
Global Diversified Program
-4.57 2,000k 11/1/1998
91 Superfund Group
Superfund Green GCT USD
-4.37 15k 1/1/2000
90 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.35 200k 11/1/1999
89 Covenant Capital Management
Original Program
-4.28 5,000k 9/1/1999
88 Estlander & Partners
Alpha Trend
-4.25 30,000k 10/1/1991
87 Beach Horizon LLP
Managed Account
-4.08 5,000k 5/1/2005
86 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.77 100k 3/1/2003
85 Mobius Asset Management
Custom Trading Program
-3.69 100k 1/1/2002
84 Superfund Group
Superfund Green L.P. Series A
-3.66 5k 10/1/2002
83 Clarke Capital Management
Millennium
-3.54 1,000k 1/1/1998
82 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.50 5,000k 6/1/2001
81 Rabar Market Research
Diversified Program
-3.41 2,000k 1/1/1989
80 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.38 100k 1/1/2005
79 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.38 250k 6/1/2001
78 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.33 50k 4/1/2005
77 Superfund Group
Superfund Green Q-AG
-3.32 2k 3/1/1996
76 John Locke Investments
Cyril Systematic Program
-3.21 8,000k 7/1/2000
75 MERIT Alternative Investments GmbH
Futures Portfolio
-3.19 2,000k 6/1/1998
74 Conquest Capital Group
Conquest Select
-3.16 250k 6/1/2004
73 Estlander & Partners
Global Markets
-3.15 10,000k 8/1/1999
72 Robust Methods LLC
Macro Managed Account
-3.04 5,000k 1/1/2005
71 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.98 100k 5/1/1989
70 Somers Brothers Capital
Diversified Futures Program #1
-2.90 100k 1/1/2005
69 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.86 100k 6/1/1994
68 Mulvaney Capital Management
The Mulvaney Global Markets Program
-2.70 100k 5/1/1999
67 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.64 10,000k 10/1/1991
66 Winton Capital Management
Diversified
-2.58 50,000k 10/1/1997
65 Millburn Corporation
Commodity Program
-2.54 25,000k 3/1/2005
64 Dreiss Research Corporation
Diversified Program
-2.50 1,000k 5/1/1991
63 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.49 10,000k 1/1/1991
62 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.34 10,000k 8/1/2004
61 Welton Investment Partners
Welton Global
-2.33 10,000k 6/1/2004
60 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.30 10,000k 8/1/1999
59 Haar Capital Management
Discretionary Commodity Trading Program
-2.26 250k 12/1/2005
58 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.26 10,000k 1/1/1995
57 Romanesco Capital Management B.V
Persistence Program
-2.13 5,000k 9/1/2005
56 Eckhardt Trading Company
Evolution Strategies
-2.13 20,000k 8/1/1991
55 Clarke Capital Management
FX Plus
-2.13 1,000k 5/1/2004
54 Parizek Capital
Futures Trading Program
-2.08 500k 4/1/2000
53 Clarke Capital Management
Worldwide
-1.99 250k 1/1/1996
52 Eclipse Capital Management
Global Monetary
-1.92 5,000k 8/1/1990
51 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.91 5,000k 1/1/2005
50 Northfield Trading
Diversified
-1.80 2,000k 7/1/1989
49 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
48 Abraham Trading Company
Diversified Program
-1.53 10,000k 1/1/1988
47 Hyman Beck and Company
Global Portfolio
-1.50 1,000k 3/1/1991
46 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.41 1,000k 3/1/1998
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.37 100k 11/1/1984
44 Xplor Capital Management, LLC
Global CTA Program
-1.31 1,500k 7/1/2004
43 FORT LP
Fort Global Diversified
-1.28 2,000k 10/1/1993
42 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.24 1,000k 9/1/1997
41 Quantica Capital AG
Quantica Managed Futures
-1.20 5,000k 1/1/2005
40 Clarke Capital Management
Global Basic
-0.97 50k 2/1/1996
39 Conquest Capital Group
Conquest Macro
-0.94 250k 5/1/1999
38 ISAM
ISAM Systematic Trend Fund
-0.92 1,000k 6/1/2001
37 Dominion Capital
Sapphire Program
-0.91 3,000k 5/1/2005
36 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.90 5,000k 10/1/1996
35 Revolution Capital Management
Alpha Fund
-0.86 50k 1/1/2005
34 Millburn Corporation
Diversified Program
-0.82 20,000k 2/1/1977
33 Chesapeake Capital
Diversified (LV)
-0.70 100k 2/1/1988
32 Drury Capital
Diversified Trend-Following Program
-0.69 5,000k 5/1/1997
31 Mondiale Asset Management
Mondiale Trading Program
-0.56 0k 9/1/1997
30 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
29 Millburn Corporation
Multi-Markets Program
-0.34 25,000k 10/1/2004
28 Spectrum Asset Management LLC
Global Diversified
-0.26 2,000k 1/1/2001
27 Saxon Investment Corporation
Diversified Program
-0.26 3,000k 9/1/1988
26 Molinero Capital Management LLP
Global Markets Program
-0.25 2,000k 7/1/2005
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.16 1,000k 3/1/2003
24 Lynx Asset Management AB
Lynx Program
-0.13 75k 5/1/2000
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.04 1/1/1989
22 Blackwater Capital Management
Global Program
0.05 5,000k 7/1/2005
21 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.14 500k 1/1/2006
20 Acorn Global Investments Inc.
Acorn Diversified Program
0.27 10k 7/1/2005
19 Claughton Capital
Auto-Reactive Positioning
0.28 1,000k 10/1/2005
18 Kelly Angle Inc.
Genesis Program
0.55 2,000k 4/1/2000
17 IKOS
The IKOS Hedge Fund
0.58 10,000k 7/1/1998
16 Saxon Investment Corporation
Aggressive Diversified Program
0.67 2,000k 11/1/1993
15 Red Rock Capital, LLC
Systematic Global Macro
0.99 500k 9/1/2003
14 Briarwood Capital Management, Inc.
Diversified Trading Program
1.09 3,000k 7/1/2001
13 Briarwood Capital Management, Inc.
Diversified 2XL
1.49 250k 11/1/2004
12 Rivoli Fund Management
Rivoli International Fund (V9)
1.58 5,000k 1/1/2002
11 Quantitative Investment Management
Quantitative Global Program
1.60 20,000k 10/1/2003
10 Di Tomasso Group Inc.
Equilibrium Program
1.94 5,000k 1/1/2002
9 RAM Management Group
RAM MRTP 1X-Conservative
2.07 1,000k 9/1/1993
8 Alee Capital Management, LLC
Poniente Program
2.27 2,500k 1/1/1999
7 Ancile Capital Management
Global Markets Program
2.49 2,000k 4/1/2005
6 Southwest Managed Investments, LLC
Global Diversified
2.55 200k 1/1/2002
5 Crabel Capital Management
Crabel Multi-Product
2.59 1,000k 3/1/1998
4 Keck Capital Management LLC
The Keck Program
3.20 2,000k 12/1/2003
3 Jaguar Investments Ltd
Vario Capital Strategy
3.36 1,000k 5/1/2016
2 RAM Management Group
MRTP Aggressive
6.54 1,000k 2/1/1998
1 Dendrich Ltd
QEP
23.36 50k 12/1/2005

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan