Diversified Trader Index For May 2006

Monthly Rankings

Rank CTA/Program May 2006 Min Inv Inception
115 Superfund Group
Superfund Green Gold C (SPC)
-13.83 100k 10/1/2005
114 Superfund Group
Superfund Green Gold B (SPC)
-10.94 50k 10/1/2005
113 Superfund Group
Superfund Green L.P. Series B
-10.37 5k 10/1/2002
112 Dendrich Ltd
QEP
-9.74 50k 12/1/2005
111 Estlander & Partners
Global XL
-9.62 5,000k 8/1/1991
110 Superfund Group
Superfund Green GCT USD
-9.42 15k 1/1/2000
109 Covenant Capital Management
Aggressive Program
-8.71 3,000k 2/1/2004
108 Superfund Group
Superfund Green Gold A (SPC)
-7.87 5k 10/1/2005
107 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.78 100k 11/1/1984
106 Superfund Group
Superfund Green Master
-7.64 2,000k 5/1/2001
105 Superfund Group
Superfund Green L.P. Series A
-7.57 5k 10/1/2002
104 Robust Methods LLC
Macro Managed Account
-7.52 5,000k 1/1/2005
103 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.94 100k 5/1/1989
102 Millburn Corporation
Diversified Program
-5.78 20,000k 2/1/1977
101 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-5.78 10k 7/1/2005
100 Ancile Capital Management
Global Markets Program
-5.78 2,000k 4/1/2005
99 Superfund Group
Superfund Green Q-AG
-5.27 2k 3/1/1996
98 Estlander & Partners
Global Markets
-5.24 10,000k 8/1/1999
97 Amplitude Capital International Limited
Dynamic Strategy
-5.22 6/1/2005
96 Covenant Capital Management
Original Program
-5.15 5,000k 9/1/1999
95 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-4.98 500k 1/1/2006
94 RAM Management Group
MRTP Aggressive
-4.87 1,000k 2/1/1998
93 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.86 100k 6/1/1994
92 Millburn Corporation
Multi-Markets Program
-4.79 25,000k 10/1/2004
91 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.35 2,000k 7/1/1992
90 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-4.27 100k 5/1/1999
89 Rivoli Fund Management
Rivoli International Fund (V9)
-4.18 5,000k 1/1/2002
88 Quantica Capital AG
Quantica Managed Futures
-4.00 5,000k 1/1/2005
87 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.96 10,000k 8/1/2004
86 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.92 10,000k 8/1/1999
85 ISAM
ISAM Systematic Trend Fund
-3.81 1,000k 6/1/2001
84 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.78 10,000k 1/1/1995
83 Eclipse Capital Management
Global Monetary
-3.56 5,000k 8/1/1990
82 FORT LP
Fort Global Contrarian
-3.51 2,000k 10/1/2002
81 Molinero Capital Management LLP
Global Markets Program
-3.36 2,000k 7/1/2005
80 Romanesco Capital Management B.V
Persistence Program
-3.24 5,000k 9/1/2005
79 Winton Capital Management
Diversified
-2.94 50,000k 10/1/1997
78 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.93 5,000k 1/1/2005
77 Kelly Angle Inc.
Genesis Program
-2.85 2,000k 4/1/2000
76 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.62 10,000k 2/1/1999
75 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.57 3,000k 10/1/1992
74 FORT LP
Fort Global Diversified
-2.48 2,000k 10/1/1993
73 QCM
Global Diversified Programme
-2.46 500k 12/1/1995
72 Mark J. Walsh Company
Standard Program
-2.26 2,000k 9/1/1985
71 Alee Capital Management, LLC
Poniente Program
-2.26 2,500k 1/1/1999
70 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.16 5,000k 10/1/1996
69 Drury Capital
Diversified Trend-Following Program
-2.15 5,000k 5/1/1997
68 Wimmer Horizon LLP
Managed Account
-1.87 5,000k 5/1/2005
67 Abraham Trading Company
Diversified Program
-1.70 10,000k 1/1/1988
66 RAM Management Group
RAM MRTP 1X-Conservative
-1.67 1,000k 9/1/1993
65 Dominion Capital
Sapphire Program
-1.62 3,000k 5/1/2005
64 Clarke Capital Management
FX Plus
-1.55 1,000k 5/1/2004
63 Chesapeake Capital
Diversified (LV)
-1.50 100k 2/1/1988
62 Northfield Trading
Diversified
-1.50 2,000k 7/1/1989
61 Hawksbill Capital Management
Global Diversified
-1.36 5,000k 11/1/1988
60 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.00 1,000k 3/1/2003
59 Welton Investment Partners
Welton Global
-0.83 10,000k 6/1/2004
58 Rabar Market Research
Diversified Program
-0.82 2,000k 1/1/1989
57 IKOS
The IKOS Hedge Fund
-0.76 10,000k 7/1/1998
56 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.68 100k 1/1/2005
55 Revolution Capital Management
Alpha Fund
-0.33 50k 1/1/2005
54 Mondiale Asset Management
Mondiale Trading Program
-0.13 0k 9/1/1997
53 Xplor Capital Management, LLC
Global CTA Program
-0.08 1,500k 7/1/2004
52 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.00 1,000k 5/1/2006
51 Blackwater Capital Management
Global Program
0.04 5,000k 7/1/2005
50 Estlander & Partners
Alpha Trend
0.05 30,000k 10/1/1991
49 Dreiss Research Corporation
Diversified Program
0.06 1,000k 5/1/1991
48 Red Oak Commodity Advisors
Investment Program
0.14 5,000k 12/1/1989
47 Clarke Capital Management
Global Basic
0.36 50k 2/1/1996
46 Spectrum Asset Management LLC
Global Diversified
0.56 2,000k 1/1/2001
45 Millburn Corporation
Commodity Program
0.58 25,000k 3/1/2005
44 Conquest Capital Group
Conquest Select
0.74 250k 6/1/2004
43 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.75 1,500k 4/1/2006
42 Southwest Managed Investments, LLC
Global Diversified
0.78 200k 1/1/2002
41 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.85 1/1/1989
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.86 10,000k 1/1/1991
39 Clarke Capital Management
Jupiter
0.89 3,000k 5/1/2005
38 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.97 250k 6/1/2001
37 NuWave Investment Management, LLC
Combined Futures Portfolio
0.99 5,000k 6/1/2001
36 Tactical Investment Management
Tactical Institutional Commodity Program
1.00 10,000k 4/1/1993
35 MERIT Alternative Investments GmbH
Futures Portfolio
1.09 2,000k 6/1/1998
34 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
33 Eckhardt Trading Company
Evolution Strategies 1.2X
1.29 10,000k 10/1/1991
32 Eckhardt Trading Company
Evolution Strategies
1.34 20,000k 8/1/1991
31 Red Rock Capital, LLC
Systematic Global Macro
1.49 500k 9/1/2003
30 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.52 10,000k 3/1/2006
29 Superfund Group
Superfund Blue SPC Class A (EUR)
1.55 50k 4/1/2005
28 Keck Capital Management LLC
The Keck Program
1.69 2,000k 12/1/2003
27 Hyman Beck and Company
Global Portfolio
1.73 1,000k 3/1/1991
26 Lynx Asset Management AB
Lynx Program
1.92 75k 5/1/2000
25 John Locke Investments
Cyril Systematic Program
1.97 8,000k 7/1/2000
24 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.99 100k 3/1/2003
23 Claughton Capital
Institutional Program
2.14 1,000k 10/1/2005
22 Clarke Capital Management
Millennium
2.15 1,000k 1/1/1998
21 Parizek Capital
Futures Trading Program
2.21 500k 4/1/2000
20 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.29 1,000k 9/1/1997
19 Saxon Investment Corporation
Diversified Program
2.35 3,000k 9/1/1988
18 Clarke Capital Management
Worldwide
2.62 250k 1/1/1996
17 Crabel Capital Management
Crabel Multi-Product
2.70 1,000k 3/1/1998
16 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.23 1,000k 3/1/1998
15 Haar Capital Management
Discretionary Commodity Trading Program
3.28 250k 12/1/2005
14 Di Tomasso Group Inc.
Equilibrium Program
3.41 5,000k 1/1/2002
13 Saxon Investment Corporation
Aggressive Diversified Program
3.79 2,000k 11/1/1993
12 Briarwood Capital Management, Inc.
Diversified Trading Program
3.93 3,000k 7/1/2001
11 M.S. Capital Management
Global Diversified Program
4.30 2,000k 11/1/1998
10 Mobius Asset Management
Custom Trading Program
5.00 100k 1/1/2002
9 Quantitative Investment Management
Quantitative Global Program
5.02 20,000k 10/1/2003
8 Conquest Capital Group
Conquest Macro
5.35 250k 5/1/1999
7 Alee Capital Management, LLC
Mistral Program
5.44 2,500k 1/1/1999
6 Somers Brothers Capital
Diversified Futures Program #1
5.90 100k 1/1/2005
5 Mobius Asset Management
Diversified Program
6.68 250k 3/1/2004
4 Clarke Capital Management
Global Magnum
6.69 100k 8/1/1997
3 Briarwood Capital Management, Inc.
Diversified 2XL
6.69 250k 11/1/2004
2 Jaguar Investments Ltd
Vario Capital Strategy
9.58 1,000k 5/1/2016
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.18 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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