Diversified Trader Index For January 2007

Monthly Rankings

Rank CTA/Program Jan 2007 Min Inv Inception
123 Tactical Investment Management
Tactical Institutional Commodity Program
-6.33 10,000k 4/1/1993
122 Quality Capital Management
Global Diversified Programme
-5.89 10,000k 12/1/1995
121 Covenant Capital Management
Aggressive Program
-4.70 3,000k 2/1/2004
120 Superfund Group
Superfund Green L.P. Series B
-4.59 5k 10/1/2002
119 Saxon Investment Corporation
Aggressive Diversified Program
-4.35 2,000k 11/1/1993
118 Covenant Capital Management
Original Program
-4.02 5,000k 9/1/1999
117 Ancile Capital Management
Global Markets Program
-3.69 2,000k 4/1/2005
116 Superfund Group
Superfund Green L.P. Series A
-3.09 5k 10/1/2002
115 Mobius Asset Management
Custom Trading Program
-3.03 100k 1/1/2002
114 Estlander & Partners
Global XL
-2.69 5,000k 8/1/1991
113 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.40 100k 3/1/2003
112 Saxon Investment Corporation
Diversified Program
-2.23 3,000k 9/1/1988
111 Kelly Angle Inc.
Genesis Program
-2.22 2,000k 4/1/2000
110 Southwest Managed Investments, LLC
Global Diversified
-1.75 200k 1/1/2002
109 Hawksbill Capital Management
Global Diversified
-1.72 5,000k 11/1/1988
108 Jaguar Investments Ltd
Vario Capital Strategy
-1.54 1,000k 5/1/2016
107 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.43 1,500k 4/1/2006
106 Estlander & Partners
Global Markets
-1.31 10,000k 8/1/1999
105 Rabar Market Research
Diversified Program
-1.30 2,000k 1/1/1989
104 Robust Methods LLC
Macro Managed Account
-1.09 5,000k 1/1/2005
103 Superfund Group
Superfund Green Master
-0.85 2,000k 5/1/2001
102 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.83 5,000k 1/1/2005
101 Haar Capital Management
Discretionary Commodity Trading Program
-0.77 250k 12/1/2005
100 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.69 50k 4/1/2005
99 Conquest Capital Group
Conquest Macro
-0.50 250k 5/1/1999
98 Clarke Capital Management
Worldwide
-0.46 250k 1/1/1996
97 Dominion Capital
Sapphire Program
-0.34 3,000k 5/1/2005
96 Red Rock Capital, LLC
Systematic Global Macro
-0.16 500k 9/1/2003
95 Mobius Asset Management
Diversified Program
-0.10 250k 3/1/2004
94 M.S. Capital Management
Global Diversified Program
-0.04 2,000k 11/1/1998
93 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.02 10,000k 1/1/1991
90 Robinson-Langley Capital Management, LLC
Managed Account Program
0.00 200k 1/1/2007
91 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.00 10,000k 1/1/2007
92 Emil van Essen
Spread Trading Program
0.00 5,000k 12/1/2006
89 Estlander & Partners
Alpha Trend
0.07 30,000k 10/1/1991
88 RAM Management Group
MRTP Aggressive
0.10 1,000k 2/1/1998
87 Mondiale Asset Management
Mondiale Trading Program
0.11 0k 9/1/1997
86 Superfund Group
Superfund Green GCT USD
0.19 15k 1/1/2000
85 RAM Management Group
RAM MRTP 1X-Conservative
0.20 1,000k 9/1/1993
84 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.25 100k 1/1/2005
83 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.28 2,000k 7/1/1992
82 Conquest Capital Group
Conquest Select
0.32 250k 6/1/2004
81 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.33 5,000k 6/1/2006
80 Eckhardt Trading Company
Evolution Strategies 1.2X
0.35 10,000k 10/1/1991
79 Eckhardt Trading Company
Evolution Strategies
0.37 20,000k 8/1/1991
78 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.41 200k 11/1/1999
77 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.42 1k 10/1/2006
76 ISAM
ISAM Systematic Trend Fund
0.43 1,000k 6/1/2001
75 Parizek Capital
Futures Trading Program
0.52 500k 4/1/2000
74 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.56 100k 5/1/1999
73 Superfund Group
Superfund Green Q-AG
0.62 2k 3/1/1996
72 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.62 3,000k 10/1/1992
71 Briarwood Capital Management, Inc.
Diversified Trading Program
0.70 3,000k 7/1/2001
70 Transtrend B.V.
DTP – Standard Risk (EUR)
0.73 10,000k 2/1/1999
69 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.79 250k 6/1/2001
68 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.85 10,000k 3/1/2006
67 NuWave Investment Management, LLC
Combined Futures Portfolio
0.93 5,000k 6/1/2001
66 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.03 1,000k 3/1/1998
65 Hyman Beck and Company
Global Portfolio
1.04 1,000k 3/1/1991
64 Millburn Corporation
Commodity Program
1.07 25,000k 3/1/2005
63 Abraham Trading Company
Diversified Program
1.08 10,000k 1/1/1988
62 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.10 1,000k 5/1/2006
61 John Locke Investments
Cyril Systematic Program
1.23 8,000k 7/1/2000
60 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.28 500k 1/1/2006
59 Briarwood Capital Management, Inc.
Diversified 2XL
1.30 250k 11/1/2004
58 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
57 Northfield Trading
Diversified
1.38 2,000k 7/1/1989
56 Dreiss Research Corporation
Diversified Program
1.41 1,000k 5/1/1991
55 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.43 1,000k 9/1/1997
54 Blackwater Capital Management
Global Program
1.43 5,000k 7/1/2005
53 Superfund Group
Superfund Green Gold A (SPC)
1.47 5k 10/1/2005
52 Clarke Capital Management
Global Basic
1.51 50k 2/1/1996
51 Amplitude Capital International Limited
Dynamic Strategy
1.56 6/1/2005
50 Somers Brothers Capital
Diversified Futures Program #1
1.60 100k 1/1/2005
49 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.64 10,000k 1/1/1995
48 Claughton Capital
Auto-Reactive Positioning
1.64 1,000k 10/1/2005
47 Quantitative Investment Management
Quantitative Global Program
1.67 20,000k 10/1/2003
46 Millburn Corporation
Diversified Program
1.70 20,000k 2/1/1977
45 Millburn Corporation
Multi-Markets Program
1.70 25,000k 10/1/2004
44 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.75 10,000k 8/1/1999
43 MERIT Alternative Investments GmbH
Futures Portfolio
1.76 2,000k 6/1/1998
42 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.79 1,000k 10/1/2006
41 Spectrum Asset Management LLC
Global Diversified
1.81 2,000k 1/1/2001
40 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.82 10,000k 8/1/2004
39 IKOS
The IKOS Hedge Fund
1.83 10,000k 7/1/1998
38 Beach Horizon LLP
Managed Account
1.85 5,000k 5/1/2005
37 DUNN Capital Management
DUNN Combined Fund (DCF)
1.87 100k 5/1/1989
36 FORT LP
Fort Global Contrarian
1.87 2,000k 10/1/2002
35 Romanesco Capital Management B.V
Persistence Program
1.93 5,000k 9/1/2005
34 Acorn Global Investments Inc.
Acorn Diversified Program
2.10 10k 7/1/2005
33 Superfund Group
Superfund Green Gold B (SPC)
2.15 50k 10/1/2005
32 Superfund Group
Superfund Green Gold C (SPC)
2.24 100k 10/1/2005
31 Red Oak Commodity Advisors
Investment Program
2.41 5,000k 12/1/1989
30 Mark J. Walsh Company
Standard Program
2.42 2,000k 9/1/1985
29 FORT LP
Fort Global Diversified
2.42 2,000k 10/1/1993
28 Clarke Capital Management
Millennium
2.45 1,000k 1/1/1998
27 Chesapeake Capital
Diversified (LV)
2.63 100k 2/1/1988
26 Alee Capital Management, LLC
Mistral Program
2.76 2,500k 1/1/1999
25 Welton Investment Partners
Welton Global
2.87 10,000k 6/1/2004
24 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.87 1,000k 3/1/2003
23 Crabel Capital Management
Crabel Multi-Product
2.91 1,000k 3/1/1998
22 Eclipse Capital Management
Global Monetary
2.97 5,000k 8/1/1990
21 Drury Capital
Diversified Trend-Following Program
3.33 5,000k 5/1/1997
20 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.38 1/1/1989
19 Rivoli Fund Management
Rivoli International Fund (V9)
3.57 5,000k 1/1/2002
18 Alee Capital Management, LLC
Poniente Program
3.60 2,500k 1/1/1999
17 EMC Capital Advisors, LLC
Classic
3.80 5,000k 1/1/1985
16 Winton Capital Management
Diversified
3.86 50,000k 10/1/1997
15 Lynx Asset Management AB
Lynx Program
3.97 75k 5/1/2000
14 Di Tomasso Group Inc.
Equilibrium Program
4.30 5,000k 1/1/2002
13 Rivoli Fund Management
Rivoli International Fund (MAP)
4.55 5,000k 10/1/1996
12 Clarke Capital Management
Global Magnum
4.66 100k 8/1/1997
11 Molinero Capital Management LLP
Global Markets Program
5.07 2,000k 7/1/2005
10 DUNN Capital Management
D'Best Futures Fund, L.P.
5.87 100k 6/1/1994
9 Clarke Capital Management
FX Plus
5.96 1,000k 5/1/2004
8 Revolution Capital Management
Mosaic Program
5.96 10,000k 10/1/2006
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.21 100k 11/1/1984
6 Revolution Capital Management
Alpha Fund
8.33 50k 1/1/2005
5 Xplor Capital Management, LLC
Global CTA Program
8.38 1,500k 7/1/2004
4 Clarke Capital Management
Jupiter
8.98 3,000k 5/1/2005
3 Quantum Leap Capital Management
Managed Account Program
9.31 300k 8/1/2006
2 Keck Capital Management LLC
The Keck Program
10.04 2,000k 12/1/2003
1 Dendrich Ltd
QEP
26.03 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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