Diversified Trader Index For June 2006

Monthly Rankings

Rank CTA/Program Jun 2006 Min Inv Inception
116 RAM Management Group
MRTP Aggressive
-22.62 1,000k 2/1/1998
115 Mark J. Walsh Company
Standard Program
-10.21 2,000k 9/1/1985
114 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-9.58 2,000k 7/1/1992
113 Kelly Angle Inc.
Genesis Program
-9.34 2,000k 4/1/2000
112 Superfund Group
Superfund Green Gold C (SPC)
-8.70 100k 10/1/2005
111 John Locke Investments
Cyril Systematic Program
-7.85 8,000k 7/1/2000
110 Superfund Group
Superfund Green Gold B (SPC)
-7.78 50k 10/1/2005
109 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.25 100k 5/1/1989
108 RAM Management Group
RAM MRTP 1X-Conservative
-7.24 1,000k 9/1/1993
107 Superfund Group
Superfund Green Gold A (SPC)
-7.02 5k 10/1/2005
106 Clarke Capital Management
Jupiter
-6.85 3,000k 5/1/2005
105 M.S. Capital Management
Global Diversified Program
-6.60 2,000k 11/1/1998
104 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-6.49 3,000k 10/1/1992
103 Clarke Capital Management
FX Plus
-6.47 1,000k 5/1/2004
102 Southwest Managed Investments, LLC
Global Diversified
-6.14 200k 1/1/2002
101 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-6.10 100k 5/1/1999
100 Superfund Group
Superfund Green Master
-5.99 2,000k 5/1/2001
99 Estlander & Partners
Global XL
-5.88 5,000k 8/1/1991
98 Welton Investment Partners
Welton Global
-5.76 10,000k 6/1/2004
97 Clarke Capital Management
Worldwide
-5.39 250k 1/1/1996
96 Parizek Capital
Futures Trading Program
-5.23 500k 4/1/2000
95 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.21 100k 6/1/1994
94 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.07 100k 1/1/2005
93 Estlander & Partners
Alpha Trend
-5.05 30,000k 10/1/1991
92 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.40 200k 11/1/1999
91 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-4.32 10k 7/1/2005
90 Conquest Capital Group
Conquest Select
-4.08 250k 6/1/2004
89 Clarke Capital Management
Global Magnum
-4.02 100k 8/1/1997
88 Xplor Capital Management, LLC
Global CTA Program
-4.01 1,500k 7/1/2004
87 Rabar Market Research
Diversified Program
-3.94 2,000k 1/1/1989
86 Wimmer Horizon LLP
Managed Account
-3.75 5,000k 5/1/2005
85 Revolution Capital Management
Alpha Fund
-3.71 50k 1/1/2005
84 Superfund Group
Superfund Green GCT USD
-3.70 15k 1/1/2000
83 Clarke Capital Management
Millennium
-3.62 1,000k 1/1/1998
82 Red Oak Commodity Advisors
Investment Program
-3.48 5,000k 12/1/1989
81 ISAM
ISAM Systematic Trend Fund
-3.42 1,000k 6/1/2001
80 Quantica Capital AG
Quantica Managed Futures
-3.40 5,000k 1/1/2005
79 Saxon Investment Corporation
Aggressive Diversified Program
-3.20 2,000k 11/1/1993
78 Northfield Trading
Diversified
-3.20 2,000k 7/1/1989
77 Mobius Asset Management
Custom Trading Program
-3.06 100k 1/1/2002
76 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.93 1,500k 4/1/2006
75 Estlander & Partners
Global Markets
-2.92 10,000k 8/1/1999
74 Clarke Capital Management
Global Basic
-2.80 50k 2/1/1996
73 Dreiss Research Corporation
Diversified Program
-2.80 1,000k 5/1/1991
72 Millburn Corporation
Commodity Program
-2.80 25,000k 3/1/2005
71 Alee Capital Management, LLC
Poniente Program
-2.73 2,500k 1/1/1999
70 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.68 10,000k 1/1/1991
69 Tactical Investment Management
Tactical Institutional Commodity Program
-2.61 10,000k 4/1/1993
68 EMC Capital Advisors, LLC
Classic
-2.40 5,000k 1/1/1985
67 Abraham Trading Company
Diversified Program
-2.32 10,000k 1/1/1988
66 Quantitative Investment Management
Quantitative Global Program
-2.31 20,000k 10/1/2003
65 Briarwood Capital Management, Inc.
Diversified 2XL
-2.29 250k 11/1/2004
64 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.19 1,000k 9/1/1997
63 Superfund Group
Superfund Green Q-AG
-2.14 2k 3/1/1996
62 Red Rock Capital, LLC
Systematic Global Macro
-2.07 500k 9/1/2003
61 Lynx Asset Management AB
Lynx Program
-2.07 75k 5/1/2000
60 Conquest Capital Group
Conquest Macro
-2.03 250k 5/1/1999
59 Hawksbill Capital Management
Global Diversified
-1.99 5,000k 11/1/1988
58 Saxon Investment Corporation
Diversified Program
-1.87 3,000k 9/1/1988
57 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.63 100k 11/1/1984
56 Hyman Beck and Company
Global Portfolio
-1.62 1,000k 3/1/1991
55 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.56 10,000k 8/1/2004
54 Robust Methods LLC
Macro Managed Account
-1.54 5,000k 1/1/2005
53 Millburn Corporation
Diversified Program
-1.54 20,000k 2/1/1977
52 Millburn Corporation
Multi-Markets Program
-1.51 25,000k 10/1/2004
51 Somers Brothers Capital
Diversified Futures Program #1
-1.50 100k 1/1/2005
50 Alee Capital Management, LLC
Mistral Program
-1.48 2,500k 1/1/1999
49 Mobius Asset Management
Diversified Program
-1.43 250k 3/1/2004
48 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.41 3,000k 7/1/2001
47 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.37 10,000k 8/1/1999
46 Drury Capital
Diversified Trend-Following Program
-1.28 5,000k 5/1/1997
45 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.26 10,000k 1/1/1995
44 Claughton Capital
Institutional Program
-1.25 1,000k 10/1/2005
43 Covenant Capital Management
Original Program
-1.22 5,000k 9/1/1999
42 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.20 500k 1/1/2006
41 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.18 5,000k 6/1/2001
40 Winton Capital Management
Diversified
-1.17 50,000k 10/1/1997
39 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.15 50k 4/1/2005
38 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.07 250k 6/1/2001
37 Covenant Capital Management
Aggressive Program
-0.92 3,000k 2/1/2004
36 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.91 1/1/1989
35 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.90 10,000k 2/1/1999
34 Jaguar Investments Ltd
Vario Capital Strategy
-0.86 1,000k 5/1/2016
33 Chesapeake Capital
Diversified (LV)
-0.74 100k 2/1/1988
32 MERIT Alternative Investments GmbH
Futures Portfolio
-0.61 2,000k 6/1/1998
31 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.47 5,000k 1/1/2005
30 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.37 10,000k 3/1/2006
29 Superfund Group
Superfund Green L.P. Series A
-0.33 5k 10/1/2002
28 Dominion Capital
Sapphire Program
-0.31 3,000k 5/1/2005
27 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.27 5,000k 10/1/1996
26 Spectrum Asset Management LLC
Global Diversified
-0.22 2,000k 1/1/2001
25 Quality Capital Management
Global Diversified Programme
-0.13 10,000k 12/1/1995
24 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.00 5,000k 6/1/2006
23 IKOS
The IKOS Hedge Fund
0.15 10,000k 7/1/1998
22 FORT LP
Fort Global Diversified
0.19 2,000k 10/1/1993
21 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.28 1,000k 3/1/2003
20 Superfund Group
Superfund Green L.P. Series B
0.29 5k 10/1/2002
19 Molinero Capital Management LLP
Global Markets Program
0.30 2,000k 7/1/2005
18 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.51 1,000k 3/1/1998
17 Crabel Capital Management
Crabel Multi-Product
0.55 1,000k 3/1/1998
16 Eclipse Capital Management
Global Monetary
0.84 5,000k 8/1/1990
15 FORT LP
Fort Global Contrarian
0.98 2,000k 10/1/2002
14 Di Tomasso Group Inc.
Equilibrium Program
1.01 5,000k 1/1/2002
13 Blackwater Capital Management
Global Program
1.35 5,000k 7/1/2005
12 Ancile Capital Management
Global Markets Program
1.38 2,000k 4/1/2005
11 Amplitude Capital International Limited
Dynamic Strategy
1.44 6/1/2005
10 Haar Capital Management
Discretionary Commodity Trading Program
1.49 250k 12/1/2005
9 Eckhardt Trading Company
Evolution Strategies
1.83 20,000k 8/1/1991
8 Eckhardt Trading Company
Evolution Strategies 1.2X
2.06 10,000k 10/1/1991
7 Mondiale Asset Management
Mondiale Trading Program
2.22 0k 9/1/1997
6 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.29 100k 3/1/2003
5 Keck Capital Management LLC
The Keck Program
2.39 2,000k 12/1/2003
4 Rivoli Fund Management
Rivoli International Fund (V9)
2.48 5,000k 1/1/2002
3 Romanesco Capital Management B.V
Persistence Program
4.55 5,000k 9/1/2005
2 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.63 1,000k 5/1/2006
1 Dendrich Ltd
QEP
12.91 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.

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