Diversified Trader Index For August 2006

Monthly Rankings

Rank CTA/Program Aug 2006 Min Inv Inception
117 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-14.56 2,000k 7/1/1992
116 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.51 3,000k 10/1/1992
115 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.76 100k 11/1/1984
114 Amplitude Capital International Limited
Dynamic Strategy
-7.10 6/1/2005
113 Conquest Capital Group
Conquest Macro
-5.05 250k 5/1/1999
112 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.96 5,000k 10/1/1996
111 Chesapeake Capital
Diversified (LV)
-4.66 100k 2/1/1988
110 Crabel Capital Management
Crabel Multi-Product
-4.43 1,000k 3/1/1998
109 Keck Capital Management LLC
The Keck Program
-3.87 2,000k 12/1/2003
108 Romanesco Capital Management B.V
Persistence Program
-3.26 5,000k 9/1/2005
107 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.22 100k 5/1/1989
106 Ancile Capital Management
Global Markets Program
-3.08 2,000k 4/1/2005
105 Clarke Capital Management
Worldwide
-3.03 250k 1/1/1996
104 Mobius Asset Management
Diversified Program
-2.95 250k 3/1/2004
103 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.79 100k 6/1/1994
102 Superfund Group
Superfund Green Gold B (SPC)
-2.71 50k 10/1/2005
101 Superfund Group
Superfund Green Gold C (SPC)
-2.66 100k 10/1/2005
100 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
99 Rivoli Fund Management
Rivoli International Fund (V9)
-2.53 5,000k 1/1/2002
98 Red Rock Capital, LLC
Systematic Global Macro
-2.49 500k 9/1/2003
97 Clarke Capital Management
Millennium
-2.38 1,000k 1/1/1998
96 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.24 50k 4/1/2005
95 Mobius Asset Management
Custom Trading Program
-1.94 100k 1/1/2002
94 Clarke Capital Management
Global Magnum
-1.85 100k 8/1/1997
93 Superfund Group
Superfund Green GCT USD
-1.73 15k 1/1/2000
92 Saxon Investment Corporation
Aggressive Diversified Program
-1.54 2,000k 11/1/1993
91 Millburn Corporation
Multi-Markets Program
-1.51 25,000k 10/1/2004
90 Spectrum Asset Management LLC
Global Diversified
-1.50 2,000k 1/1/2001
89 Millburn Corporation
Commodity Program
-1.50 25,000k 3/1/2005
88 Parizek Capital
Futures Trading Program
-1.27 500k 4/1/2000
87 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.26 1/1/1989
86 Dreiss Research Corporation
Diversified Program
-1.25 1,000k 5/1/1991
85 Dominion Capital
Sapphire Program
-1.24 3,000k 5/1/2005
84 Drury Capital
Diversified Trend-Following Program
-1.22 5,000k 5/1/1997
83 Superfund Group
Superfund Green Master
-1.14 2,000k 5/1/2001
82 Clarke Capital Management
Global Basic
-1.08 50k 2/1/1996
81 Saxon Investment Corporation
Diversified Program
-1.06 3,000k 9/1/1988
80 Millburn Corporation
Diversified Program
-0.97 20,000k 2/1/1977
79 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-0.86 10k 7/1/2005
78 Briarwood Capital Management, Inc.
Diversified 2XL
-0.75 250k 11/1/2004
77 IKOS
The IKOS Hedge Fund
-0.73 10,000k 7/1/1998
76 Blackwater Capital Management
Global Program
-0.60 5,000k 7/1/2005
75 QCM
Global Diversified Programme
-0.45 500k 12/1/1995
74 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.43 1,000k 9/1/1997
73 Jaguar Investments Ltd
Vario Capital Strategy
-0.37 1,000k 5/1/2016
72 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.33 3,000k 7/1/2001
71 Eclipse Capital Management
Global Monetary
-0.21 5,000k 8/1/1990
70 Superfund Group
Superfund Green Q-AG
-0.18 2k 3/1/1996
69 Clarke Capital Management
Jupiter
-0.16 3,000k 5/1/2005
68 Alee Capital Management, LLC
Mistral Program
-0.11 2,500k 1/1/1999
67 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.06 200k 11/1/1999
66 Quantitative Investment Management
Quantitative Global Program
-0.02 20,000k 10/1/2003
65 Mondiale Asset Management
Mondiale Trading Program
-0.01 0k 9/1/1997
64 Quantum Leap Capital Management
Managed Account Program
0.00 300k 8/1/2006
63 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.02 5,000k 6/1/2006
62 RAM Management Group
RAM MRTP 1X-Conservative
0.21 1,000k 9/1/1993
61 Covenant Capital Management
Original Program
0.32 5,000k 9/1/1999
60 MERIT Alternative Investments GmbH
Futures Portfolio
0.37 2,000k 6/1/1998
59 Xplor Capital Management, LLC
Global CTA Program
0.37 1,500k 7/1/2004
58 Superfund Group
Superfund Green L.P. Series A
0.38 5k 10/1/2002
57 Covenant Capital Management
Aggressive Program
0.40 3,000k 2/1/2004
56 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.49 10,000k 3/1/2006
55 Robust Methods LLC
Macro Managed Account
0.52 5,000k 1/1/2005
54 Superfund Group
Superfund Green L.P. Series B
0.55 5k 10/1/2002
53 Haar Capital Management
Discretionary Commodity Trading Program
0.56 250k 12/1/2005
52 Alee Capital Management, LLC
Poniente Program
0.65 2,500k 1/1/1999
51 Mark J. Walsh Company
Standard Program
0.66 2,000k 9/1/1985
50 Hyman Beck and Company
Global Portfolio
0.72 1,000k 3/1/1991
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.76 10,000k 1/1/1991
48 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.89 1,000k 3/1/2003
47 Wimmer Horizon LLP
Managed Account
0.98 5,000k 5/1/2005
46 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.05 1,000k 5/1/2006
45 M.S. Capital Management
Global Diversified Program
1.05 2,000k 11/1/1998
44 Conquest Capital Group
Conquest Select
1.12 250k 6/1/2004
43 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.19 5,000k 1/1/2005
42 John Locke Investments
Cyril Systematic Program
1.22 8,000k 7/1/2000
41 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
40 RAM Management Group
MRTP Aggressive
1.45 1,000k 2/1/1998
39 ISAM
ISAM Systematic Trend Fund
1.48 1,000k 6/1/2001
38 Northfield Trading
Diversified
1.50 2,000k 7/1/1989
37 Southwest Managed Investments, LLC
Global Diversified
1.57 200k 1/1/2002
36 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
35 Eckhardt Trading Company
Evolution Strategies
1.86 20,000k 8/1/1991
34 Mulvaney Capital Management
The Mulvaney Global Markets Fund
1.95 100k 5/1/1999
33 Rabar Market Research
Diversified Program
2.07 2,000k 1/1/1989
32 Eckhardt Trading Company
Evolution Strategies 1.2X
2.09 10,000k 10/1/1991
31 Hawksbill Capital Management
Global Diversified
2.14 5,000k 11/1/1988
30 Di Tomasso Group Inc.
Equilibrium Program
2.16 5,000k 1/1/2002
29 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.29 500k 1/1/2006
28 Molinero Capital Management LLP
Global Markets Program
2.64 2,000k 7/1/2005
27 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.67 1,000k 3/1/1998
26 NuWave Investment Management, LLC
Combined Futures Portfolio
2.68 5,000k 6/1/2001
25 Red Oak Commodity Advisors
Investment Program
2.69 5,000k 12/1/1989
24 Abraham Trading Company
Diversified Program
2.72 10,000k 1/1/1988
23 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.73 1,500k 4/1/2006
22 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.80 250k 6/1/2001
21 Revolution Capital Management
Alpha Fund
2.81 50k 1/1/2005
20 Transtrend B.V.
DTP – Standard Risk (EUR)
2.88 10,000k 2/1/1999
19 Estlander & Partners
Alpha Trend
3.70 30,000k 10/1/1991
18 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.83 100k 1/1/2005
17 Lynx Asset Management AB
Lynx Program
3.97 75k 5/1/2000
16 Somers Brothers Capital
Diversified Futures Program #1
4.10 100k 1/1/2005
15 Clarke Capital Management
FX Plus
4.24 1,000k 5/1/2004
14 Tactical Investment Management
Tactical Institutional Commodity Program
4.52 10,000k 4/1/1993
13 Winton Capital Management
Diversified
4.54 50,000k 10/1/1997
12 FORT LP
Fort Global Contrarian
4.63 2,000k 10/1/2002
11 Claughton Capital
Institutional Program
4.66 1,000k 10/1/2005
10 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.72 10,000k 1/1/1995
9 FORT LP
Fort Global Diversified
4.76 2,000k 10/1/1993
8 Estlander & Partners
Global Markets
4.84 10,000k 8/1/1999
7 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.86 10,000k 8/1/1999
6 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.86 10,000k 8/1/2004
5 Welton Investment Partners
Welton Global
4.90 10,000k 6/1/2004
4 Kelly Angle Inc.
Genesis Program
6.21 2,000k 4/1/2000
3 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.40 100k 3/1/2003
2 Estlander & Partners
Global XL
9.43 5,000k 8/1/1991
1 Dendrich Ltd
QEP
32.78 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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