Diversified Trader Index For March 2006

Monthly Rankings

Rank CTA/Program Mar 2006 Min Inv Inception
113 Clarke Capital Management
Global Basic
-7.06 50k 2/1/1996
112 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.29 10,000k 10/1/1991
111 Briarwood Capital Management, Inc.
Diversified 2XL
-4.43 250k 11/1/2004
110 Eckhardt Trading Company
Evolution Strategies
-4.36 20,000k 8/1/1991
109 Alee Capital Management, LLC
Poniente Program
-4.32 2,500k 1/1/1999
108 Hawksbill Capital Management
Global Diversified
-3.63 5,000k 11/1/1988
107 Estlander & Partners
Global XL
-3.22 5,000k 8/1/1991
106 Conquest Capital Group
Conquest Macro
-3.01 250k 5/1/1999
105 Di Tomasso Group Inc.
Equilibrium Program
-2.99 5,000k 1/1/2002
104 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.62 3,000k 7/1/2001
103 Jaguar Investments Ltd
Vario Capital Strategy
-1.86 1,000k 5/1/2016
102 John Locke Investments
Cyril Systematic Program
-1.30 8,000k 7/1/2000
101 Estlander & Partners
Global Markets
-1.30 10,000k 8/1/1999
100 Blackwater Capital Management
Global Program
-0.97 5,000k 7/1/2005
99 RAM Management Group
MRTP Aggressive
-0.90 1,000k 2/1/1998
98 Saxon Investment Corporation
Diversified Program
-0.77 3,000k 9/1/1988
97 Clarke Capital Management
Global Magnum
-0.75 100k 8/1/1997
96 Mobius Asset Management
Custom Trading Program
-0.58 100k 1/1/2002
95 Saxon Investment Corporation
Aggressive Diversified Program
-0.54 2,000k 11/1/1993
94 Alee Capital Management, LLC
Mistral Program
-0.53 2,500k 1/1/1999
93 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.26 100k 3/1/2003
92 RAM Management Group
RAM MRTP 1X-Conservative
-0.25 1,000k 9/1/1993
91 Southwest Managed Investments, LLC
Global Diversified
-0.22 200k 1/1/2002
90 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.21 5,000k 1/1/2005
89 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.00 10,000k 3/1/2006
88 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.09 1,000k 3/1/1998
87 FORT LP
Fort Global Contrarian
0.10 2,000k 10/1/2002
86 Parizek Capital
Futures Trading Program
0.34 500k 4/1/2000
85 Drury Capital
Diversified Trend-Following Program
0.37 5,000k 5/1/1997
84 Covenant Capital Management
Original Program
0.52 5,000k 9/1/1999
83 Covenant Capital Management
Aggressive Program
0.57 3,000k 2/1/2004
82 Clarke Capital Management
Millennium
0.64 1,000k 1/1/1998
81 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.66 10,000k 8/1/2004
80 Transtrend B.V.
DTP – Standard Risk (EUR)
0.72 10,000k 2/1/1999
79 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.76 10,000k 8/1/1999
78 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.84 250k 6/1/2001
77 NuWave Investment Management, LLC
Combined Futures Portfolio
0.85 5,000k 6/1/2001
76 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.89 10,000k 1/1/1995
75 Clarke Capital Management
Jupiter
0.91 3,000k 5/1/2005
74 Dominion Capital
Sapphire Program
0.96 3,000k 5/1/2005
73 Mobius Asset Management
Diversified Program
1.01 250k 3/1/2004
72 Northfield Trading
Diversified
1.10 2,000k 7/1/1989
71 Somers Brothers Capital
Diversified Futures Program #1
1.20 100k 1/1/2005
70 Red Rock Capital, LLC
Systematic Global Macro
1.32 500k 9/1/2003
69 Amplitude Capital International Limited
Dynamic Strategy
1.37 6/1/2005
68 FORT LP
Fort Global Diversified
1.39 2,000k 10/1/1993
67 Mondiale Asset Management
Mondiale Trading Program
1.41 0k 9/1/1997
66 Quantitative Investment Management
Quantitative Global Program
1.48 20,000k 10/1/2003
65 Claughton Capital
Institutional Program
1.60 1,000k 10/1/2005
64 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.75 10,000k 1/1/1991
63 Robust Methods LLC
Macro Managed Account
1.83 5,000k 1/1/2005
62 IKOS
The IKOS Hedge Fund
2.01 10,000k 7/1/1998
61 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.14 1,000k 9/1/1997
60 Superfund Group
Superfund Green Q-AG
2.32 2k 3/1/1996
59 Haar Capital Management
Discretionary Commodity Trading Program
2.47 250k 12/1/2005
58 Millburn Corporation
Diversified Program
2.47 20,000k 2/1/1977
57 Crabel Capital Management
Crabel Multi-Product
2.72 1,000k 3/1/1998
56 Conquest Capital Group
Conquest Select
2.76 250k 6/1/2004
55 Superfund Group
Superfund Blue SPC Class A (EUR)
2.95 50k 4/1/2005
54 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.20 1/1/1989
53 MERIT Alternative Investments GmbH
Futures Portfolio
3.29 2,000k 6/1/1998
52 Lynx Asset Management AB
Lynx Program
3.44 75k 5/1/2000
51 Molinero Capital Management LLP
Global Markets Program
3.57 2,000k 7/1/2005
50 Clarke Capital Management
Worldwide
3.64 250k 1/1/1996
49 Dendrich Ltd
QEP
3.71 50k 12/1/2005
48 Clarke Capital Management
FX Plus
3.78 1,000k 5/1/2004
47 Rabar Market Research
Diversified Program
3.82 2,000k 1/1/1989
46 Millburn Corporation
Multi-Markets Program
3.85 25,000k 10/1/2004
45 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.85 1,000k 3/1/2003
44 Romanesco Capital Management B.V
Persistence Program
4.00 5,000k 9/1/2005
43 Winton Capital Management
Diversified
4.01 50,000k 10/1/1997
42 Superfund Group
Superfund Green Master
4.14 2,000k 5/1/2001
41 Rivoli Fund Management
Rivoli International Fund (V9)
4.21 5,000k 1/1/2002
40 Millburn Corporation
Commodity Program
4.24 25,000k 3/1/2005
39 Superfund Group
Superfund Green GCT USD
4.33 15k 1/1/2000
38 Mark J. Walsh Company
Standard Program
4.43 2,000k 9/1/1985
37 Superfund Group
Superfund Green L.P. Series A
4.48 5k 10/1/2002
36 Rivoli Fund Management
Rivoli International Fund (MAP)
4.81 5,000k 10/1/1996
35 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
4.99 500k 1/1/2006
34 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.01 100k 1/1/2005
33 Estlander & Partners
Alpha Trend
5.07 30,000k 10/1/1991
32 QCM
Global Diversified Programme
5.11 500k 12/1/1995
31 Ancile Capital Management
Global Markets Program
5.16 2,000k 4/1/2005
30 Revolution Capital Management
Alpha Fund
5.19 50k 1/1/2005
29 Quantica Capital AG
Quantica Managed Futures
5.20 5,000k 1/1/2005
28 Chesapeake Capital
Diversified (LV)
5.37 100k 2/1/1988
27 Eclipse Capital Management
Global Monetary
5.47 5,000k 8/1/1990
26 Abraham Trading Company
Diversified Program
5.71 10,000k 1/1/1988
25 Spectrum Asset Management LLC
Global Diversified
6.02 2,000k 1/1/2001
24 Superfund Group
Superfund Green L.P. Series B
6.32 5k 10/1/2002
23 Superfund Group
Superfund Green Gold A (SPC)
6.56 5k 10/1/2005
22 Wimmer Horizon LLP
Managed Account
6.73 5,000k 5/1/2005
21 Tactical Investment Management
Tactical Institutional Commodity Program
6.94 10,000k 4/1/1993
20 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
7.04 10k 7/1/2005
19 Welton Investment Partners
Welton Global
7.30 10,000k 6/1/2004
18 EMC Capital Advisors, LLC
Classic
7.60 5,000k 1/1/1985
17 Superfund Group
Superfund Green Gold B (SPC)
8.13 50k 10/1/2005
16 Keck Capital Management LLC
The Keck Program
8.83 2,000k 12/1/2003
15 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.33 3,000k 10/1/1992
14 Superfund Group
Superfund Green Gold C (SPC)
9.34 100k 10/1/2005
13 DUNN Capital Management
D'Best Futures Fund, L.P.
9.49 100k 6/1/1994
12 ISAM
ISAM Systematic Trend Fund
9.51 1,000k 6/1/2001
11 Kelly Angle Inc.
Genesis Program
10.69 2,000k 4/1/2000
10 Hyman Beck and Company
Global Portfolio
10.77 1,000k 3/1/1991
9 Xplor Capital Management, LLC
Global CTA Program
10.92 1,500k 7/1/2004
8 Red Oak Commodity Advisors
Investment Program
11.26 5,000k 12/1/1989
7 DUNN Capital Management
DUNN Combined Fund (DCF)
11.41 100k 5/1/1989
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
12.42 100k 11/1/1984
5 Dreiss Research Corporation
Diversified Program
12.65 1,000k 5/1/1991
4 Mulvaney Capital Management
The Mulvaney Global Markets Fund
13.05 100k 5/1/1999
3 M.S. Capital Management
Global Diversified Program
13.84 2,000k 11/1/1998
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
14.22 2,000k 7/1/1992
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.30 200k 11/1/1999

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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