Diversified Trader Index For September 2006

Monthly Rankings

Rank CTA/Program Sep 2006 Min Inv Inception
117 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-19.75 2,000k 7/1/1992
116 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.14 3,000k 10/1/1992
115 Hawksbill Capital Management
Global Diversified
-9.35 5,000k 11/1/1988
114 Clarke Capital Management
Global Basic
-8.91 50k 2/1/1996
113 Rivoli Fund Management
Rivoli International Fund (V9)
-6.19 5,000k 1/1/2002
112 Clarke Capital Management
Global Magnum
-6.05 100k 8/1/1997
111 Conquest Capital Group
Conquest Macro
-5.95 250k 5/1/1999
110 RAM Management Group
MRTP Aggressive
-5.30 1,000k 2/1/1998
109 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.22 100k 11/1/1984
108 Tactical Investment Management
Tactical Institutional Commodity Program
-4.15 10,000k 4/1/1993
107 Haar Capital Management
Discretionary Commodity Trading Program
-4.06 250k 12/1/2005
106 Mark J. Walsh Company
Standard Program
-3.96 2,000k 9/1/1985
105 Estlander & Partners
Alpha Trend
-3.87 30,000k 10/1/1991
104 Clarke Capital Management
Worldwide
-3.76 250k 1/1/1996
103 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.26 100k 3/1/2003
102 Quantum Leap Capital Management
Managed Account Program
-3.15 300k 8/1/2006
101 Lynx Asset Management AB
Lynx Program
-3.15 75k 5/1/2000
100 Wimmer Horizon LLP
Managed Account
-2.99 5,000k 5/1/2005
99 Xplor Capital Management, LLC
Global CTA Program
-2.78 1,500k 7/1/2004
98 Mobius Asset Management
Custom Trading Program
-2.78 100k 1/1/2002
97 Crabel Capital Management
Crabel Multi-Product
-2.58 1,000k 3/1/1998
96 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.47 100k 5/1/1989
95 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.22 10,000k 10/1/1991
94 Kelly Angle Inc.
Genesis Program
-2.10 2,000k 4/1/2000
93 Mobius Asset Management
Diversified Program
-2.09 250k 3/1/2004
92 Conquest Capital Group
Conquest Select
-2.08 250k 6/1/2004
91 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
90 Eclipse Capital Management
Global Monetary
-1.84 5,000k 8/1/1990
89 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
88 RAM Management Group
RAM MRTP 1X-Conservative
-1.71 1,000k 9/1/1993
87 Chesapeake Capital
Diversified (LV)
-1.53 100k 2/1/1988
86 Abraham Trading Company
Diversified Program
-1.51 10,000k 1/1/1988
85 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.35 100k 1/1/2005
84 Spectrum Asset Management LLC
Global Diversified
-1.23 2,000k 1/1/2001
83 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.20 5,000k 1/1/2005
82 Quantitative Investment Management
Quantitative Global Program
-1.19 20,000k 10/1/2003
81 Claughton Capital
Institutional Program
-1.16 1,000k 10/1/2005
80 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.12 500k 1/1/2006
79 Winton Capital Management
Diversified
-1.10 50,000k 10/1/1997
78 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.96 5,000k 10/1/1996
77 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.90 100k 6/1/1994
76 FORT LP
Fort Global Diversified
-0.85 2,000k 10/1/1993
75 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.80 50k 4/1/2005
74 Robust Methods LLC
Macro Managed Account
-0.74 5,000k 1/1/2005
73 MERIT Alternative Investments GmbH
Futures Portfolio
-0.65 2,000k 6/1/1998
72 Rabar Market Research
Diversified Program
-0.65 2,000k 1/1/1989
71 Clarke Capital Management
FX Plus
-0.62 1,000k 5/1/2004
70 M.S. Capital Management
Global Diversified Program
-0.60 2,000k 11/1/1998
69 IKOS
The IKOS Hedge Fund
-0.47 10,000k 7/1/1998
68 Millburn Ridgefield Corporation
Multi-Markets Program
-0.42 25,000k 10/1/2004
67 Dominion Capital
Sapphire Program
-0.28 3,000k 5/1/2005
66 Red Oak Commodity Advisors
Investment Program
-0.22 5,000k 12/1/1989
65 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.10 1/1/1989
64 Hyman Beck and Company
Global Portfolio
-0.04 1,000k 3/1/1991
63 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.00 10,000k 8/1/2004
62 Molinero Capital Management LLP
Global Markets Program
0.03 2,000k 7/1/2005
61 Millburn Ridgefield Corporation
Diversified Program
0.04 20,000k 2/1/1977
60 Red Rock Capital, LLC
Systematic Global Macro
0.06 500k 9/1/2003
59 Transtrend B.V.
DTP – Standard Risk (EUR)
0.07 10,000k 2/1/1999
58 Covenant Capital Management
Original Program
0.08 5,000k 9/1/1999
57 Welton Investment Partners
Welton Global
0.11 10,000k 6/1/2004
56 Estlander & Partners
Global XL
0.12 5,000k 8/1/1991
55 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.12 10,000k 1/1/1995
54 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.17 10,000k 8/1/1999
53 Revolution Capital Management
Alpha Fund
0.24 50k 1/1/2005
52 Saxon Investment Corporation
Diversified Program
0.25 3,000k 9/1/1988
51 Estlander & Partners
Global Markets
0.25 10,000k 8/1/1999
50 ISAM
ISAM Systematic Trend Fund
0.26 1,000k 6/1/2001
49 Dreiss Research Corporation
Diversified Program
0.30 1,000k 5/1/1991
48 Alee Capital Management, LLC
Poniente Program
0.32 2,500k 1/1/1999
47 QCM
Global Diversified Programme
0.42 500k 12/1/1995
46 Millburn Ridgefield Corporation
Commodity Program
0.42 25,000k 3/1/2005
45 FORT LP
Fort Global Contrarian
0.52 2,000k 10/1/2002
44 Mondiale Asset Management
Mondiale Trading Program
0.54 0k 9/1/1997
43 Covenant Capital Management
Aggressive Program
0.65 3,000k 2/1/2004
42 John Locke Investments
Cyril Systematic Program
0.68 8,000k 7/1/2000
41 Saxon Investment Corporation
Aggressive Diversified Program
0.68 2,000k 11/1/1993
40 Quantica Capital AG
Quantica Managed Futures
0.70 5,000k 1/1/2005
39 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.73 1,500k 4/1/2006
38 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.88 5,000k 6/1/2006
37 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.89 1,000k 9/1/1997
36 Drury Capital
Diversified Trend-Following Program
0.91 5,000k 5/1/1997
35 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.98 1,000k 3/1/1998
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.99 1,000k 3/1/2003
33 Mulvaney Capital Management
The Mulvaney Global Markets Fund
1.00 100k 5/1/1999
32 Blackwater Capital Management
Global Program
1.03 5,000k 7/1/2005
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.11 10,000k 1/1/1991
30 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.35 1,000k 5/1/2006
29 Northfield Trading
Diversified
1.40 2,000k 7/1/1989
28 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
27 Superfund Group
Superfund Green Gold A (SPC)
1.69 5k 10/1/2005
26 Di Tomasso Group Inc.
Equilibrium Program
1.76 5,000k 1/1/2002
25 Keck Capital Management LLC
The Keck Program
1.82 2,000k 12/1/2003
24 NuWave Investment Management, LLC
Combined Futures Portfolio
1.92 5,000k 6/1/2001
23 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.00 250k 6/1/2001
22 Somers Brothers Capital
Diversified Futures Program #1
2.10 100k 1/1/2005
21 Briarwood Capital Management, Inc.
Diversified Trading Program
2.18 3,000k 7/1/2001
20 Parizek Capital
Futures Trading Program
2.45 500k 4/1/2000
19 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
2.94 10k 7/1/2005
18 Amplitude Capital International Limited
Dynamic Strategy
3.13 6/1/2005
17 Superfund Group
Superfund Green L.P. Series A
3.20 5k 10/1/2002
16 Ancile Capital Management
Global Markets Program
3.52 2,000k 4/1/2005
15 Southwest Managed Investments, LLC
Global Diversified
3.55 200k 1/1/2002
14 Alee Capital Management, LLC
Mistral Program
3.60 2,500k 1/1/1999
13 Jaguar Investments Ltd
Vario Capital Strategy
4.14 1,000k 5/1/2016
12 Superfund Group
Superfund Green L.P. Series B
4.45 5k 10/1/2002
11 Clarke Capital Management
Jupiter
4.74 3,000k 5/1/2005
10 Superfund Group
Superfund Green Gold B (SPC)
5.33 50k 10/1/2005
9 Briarwood Capital Management, Inc.
Diversified 2XL
5.64 250k 11/1/2004
8 Superfund Group
Superfund Green Q-AG
6.01 2k 3/1/1996
7 Romanesco Capital Management B.V
Persistence Program
6.21 5,000k 9/1/2005
6 Dendrich Ltd
QEP
6.63 50k 12/1/2005
5 Superfund Group
Superfund Green GCT USD
8.73 15k 1/1/2000
4 Clarke Capital Management
Millennium
8.92 1,000k 1/1/1998
3 Superfund Group
Superfund Green Gold C (SPC)
9.15 100k 10/1/2005
2 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.86 200k 11/1/1999
1 Superfund Group
Superfund Green Master
11.12 2,000k 5/1/2001

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan