Diversified Trader Index For July 2006

Monthly Rankings

Rank CTA/Program Jul 2006 Min Inv Inception
116 Superfund Group
Superfund Green Gold C (SPC)
-17.75 100k 10/1/2005
115 Superfund Group
Superfund Green Master
-17.56 2,000k 5/1/2001
114 Superfund Group
Superfund Green L.P. Series B
-14.11 5k 10/1/2002
113 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-13.80 10k 7/1/2005
112 Superfund Group
Superfund Green GCT USD
-13.75 15k 1/1/2000
111 Kelly Angle Inc.
Genesis Program
-13.44 2,000k 4/1/2000
110 Superfund Group
Superfund Green Gold B (SPC)
-12.29 50k 10/1/2005
109 Hawksbill Capital Management
Global Diversified
-11.36 5,000k 11/1/1988
108 Clarke Capital Management
Jupiter
-10.59 3,000k 5/1/2005
107 Clarke Capital Management
Millennium
-10.47 1,000k 1/1/1998
106 Superfund Group
Superfund Green L.P. Series A
-10.35 5k 10/1/2002
105 Tactical Investment Management
Tactical Institutional Commodity Program
-10.06 10,000k 4/1/1993
104 Keck Capital Management LLC
The Keck Program
-10.00 2,000k 12/1/2003
103 Superfund Group
Superfund Green Q-AG
-8.98 2k 3/1/1996
102 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.73 100k 6/1/1994
101 RAM Management Group
MRTP Aggressive
-8.58 1,000k 2/1/1998
100 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.14 100k 1/1/2005
99 ISAM
ISAM Systematic Trend Fund
-6.99 1,000k 6/1/2001
98 Superfund Group
Superfund Green Gold A (SPC)
-6.87 5k 10/1/2005
97 Mark J. Walsh Company
Standard Program
-6.76 2,000k 9/1/1985
96 Clarke Capital Management
Worldwide
-6.76 250k 1/1/1996
95 Clarke Capital Management
FX Plus
-6.74 1,000k 5/1/2004
94 QCM
Global Diversified Programme
-6.63 500k 12/1/1995
93 Drury Capital
Diversified Trend-Following Program
-6.44 5,000k 5/1/1997
92 Parizek Capital
Futures Trading Program
-6.01 500k 4/1/2000
91 Manning & Napier
MN Xenon Managed Futures (2x) Program
-5.93 5,000k 6/1/2006
90 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.69 100k 11/1/1984
89 Wimmer Horizon LLP
Managed Account
-5.61 5,000k 5/1/2005
88 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-5.58 200k 11/1/1999
87 Estlander & Partners
Alpha Trend
-5.35 30,000k 10/1/1991
86 Abraham Trading Company
Diversified Program
-5.26 10,000k 1/1/1988
85 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-5.20 100k 5/1/1999
84 Saxon Investment Corporation
Aggressive Diversified Program
-5.15 2,000k 11/1/1993
83 Spectrum Asset Management LLC
Global Diversified
-4.65 2,000k 1/1/2001
82 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.64 5,000k 10/1/1996
81 Welton Investment Partners
Welton Global
-4.64 10,000k 6/1/2004
80 Lynx Asset Management AB
Lynx Program
-4.60 75k 5/1/2000
79 Di Tomasso Group Inc.
Equilibrium Program
-4.56 5,000k 1/1/2002
78 Ancile Capital Management
Global Markets Program
-4.52 2,000k 4/1/2005
77 Southwest Managed Investments, LLC
Global Diversified
-4.32 200k 1/1/2002
76 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.21 10,000k 10/1/1991
75 EMC Capital Advisors, LLC
Classic
-4.20 5,000k 1/1/1985
74 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-4.19 5,000k 1/1/2005
73 Auspice Capital Advisors Ltd
Auspice Diversified Program
-4.12 1,500k 4/1/2006
72 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.05 1/1/1989
71 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.92 100k 5/1/1989
70 Claughton Capital
Institutional Program
-3.87 1,000k 10/1/2005
69 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.75 10,000k 8/1/2004
68 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.69 10,000k 1/1/1995
67 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.66 10,000k 8/1/1999
66 Rabar Market Research
Diversified Program
-3.56 2,000k 1/1/1989
65 M.S. Capital Management
Global Diversified Program
-3.56 2,000k 11/1/1998
64 Eckhardt Trading Company
Evolution Strategies
-3.54 20,000k 8/1/1991
63 Red Rock Capital, LLC
Systematic Global Macro
-3.52 500k 9/1/2003
62 Blackwater Capital Management
Global Program
-3.51 5,000k 7/1/2005
61 Clarke Capital Management
Global Magnum
-3.46 100k 8/1/1997
60 Somers Brothers Capital
Diversified Futures Program #1
-3.30 100k 1/1/2005
59 Millburn Corporation
Multi-Markets Program
-3.30 25,000k 10/1/2004
58 Rivoli Fund Management
Rivoli International Fund (V9)
-3.21 5,000k 1/1/2002
57 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.04 10,000k 1/1/1991
56 Saxon Investment Corporation
Diversified Program
-3.02 3,000k 9/1/1988
55 Eclipse Capital Management
Global Monetary
-3.02 5,000k 8/1/1990
54 John Locke Investments
Cyril Systematic Program
-3.01 8,000k 7/1/2000
53 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
52 Molinero Capital Management LLP
Global Markets Program
-2.89 2,000k 7/1/2005
51 Haar Capital Management
Discretionary Commodity Trading Program
-2.88 250k 12/1/2005
50 Millburn Corporation
Diversified Program
-2.81 20,000k 2/1/1977
49 RAM Management Group
RAM MRTP 1X-Conservative
-2.71 1,000k 9/1/1993
48 Revolution Capital Management
Alpha Fund
-2.68 50k 1/1/2005
47 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.62 10,000k 2/1/1999
46 Chesapeake Capital
Diversified (LV)
-2.13 100k 2/1/1988
45 Covenant Capital Management
Original Program
-2.03 5,000k 9/1/1999
44 Hyman Beck and Company
Global Portfolio
-2.01 1,000k 3/1/1991
43 Covenant Capital Management
Aggressive Program
-1.94 3,000k 2/1/2004
42 Alee Capital Management, LLC
Poniente Program
-1.94 2,500k 1/1/1999
41 Briarwood Capital Management, Inc.
Diversified 2XL
-1.94 250k 11/1/2004
40 Conquest Capital Group
Conquest Macro
-1.67 250k 5/1/1999
39 MERIT Alternative Investments GmbH
Futures Portfolio
-1.65 2,000k 6/1/1998
38 Clarke Capital Management
Global Basic
-1.58 50k 2/1/1996
37 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.53 5,000k 6/1/2001
36 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
35 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.41 250k 6/1/2001
34 Dreiss Research Corporation
Diversified Program
-1.32 1,000k 5/1/1991
33 Xplor Capital Management, LLC
Global CTA Program
-1.27 1,500k 7/1/2004
32 Alee Capital Management, LLC
Mistral Program
-1.13 2,500k 1/1/1999
31 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.03 10,000k 3/1/2006
30 Millburn Corporation
Commodity Program
-1.02 25,000k 3/1/2005
29 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.87 50k 4/1/2005
28 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.75 1,000k 3/1/2003
27 Quantica Capital AG
Quantica Managed Futures
-0.70 5,000k 1/1/2005
26 Red Oak Commodity Advisors
Investment Program
-0.52 5,000k 12/1/1989
25 Winton Capital Management
Diversified
-0.47 50,000k 10/1/1997
24 FORT LP
Fort Global Diversified
-0.40 2,000k 10/1/1993
23 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.40 3,000k 7/1/2001
22 IKOS
The IKOS Hedge Fund
-0.35 10,000k 7/1/1998
21 Dominion Capital
Sapphire Program
-0.26 3,000k 5/1/2005
20 Jaguar Investments Ltd
Vario Capital Strategy
0.17 1,000k 5/1/2016
19 Mondiale Asset Management
Mondiale Trading Program
0.31 0k 9/1/1997
18 Amplitude Capital International Limited
Dynamic Strategy
0.45 6/1/2005
17 Crabel Capital Management
Crabel Multi-Product
0.54 1,000k 3/1/1998
16 Estlander & Partners
Global Markets
0.62 10,000k 8/1/1999
15 FORT LP
Fort Global Contrarian
0.66 2,000k 10/1/2002
14 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.84 1,000k 3/1/1998
13 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.03 1,000k 9/1/1997
12 Estlander & Partners
Global XL
1.03 5,000k 8/1/1991
11 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.05 500k 1/1/2006
10 Mobius Asset Management
Custom Trading Program
1.41 100k 1/1/2002
9 Mobius Asset Management
Diversified Program
1.78 250k 3/1/2004
8 Robust Methods LLC
Macro Managed Account
2.05 5,000k 1/1/2005
7 Quantitative Investment Management
Quantitative Global Program
2.34 20,000k 10/1/2003
6 Romanesco Capital Management B.V
Persistence Program
3.03 5,000k 9/1/2005
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.37 3,000k 10/1/1992
4 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.11 1,000k 5/1/2006
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.29 2,000k 7/1/1992
2 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.85 100k 3/1/2003
1 Dendrich Ltd
QEP
25.07 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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