Diversified Trader Index For December 2007

Monthly Rankings

Rank CTA/Program Dec 2007 Min Inv Inception
143 Clarke Capital Management
FX Plus
-8.11 1,000k 5/1/2004
142 Claughton Capital
Institutional Program
-7.87 1,000k 10/1/2005
141 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.55 200k 11/1/1999
140 Drury Capital
Diversified Trend-Following Program
-3.29 5,000k 5/1/1997
139 Keck Capital Management LLC
The Keck Program
-3.18 2,000k 12/1/2003
138 Emil van Essen
Spread Trading Program
-3.07 5,000k 12/1/2006
137 Northfield Trading
Diversified
-2.70 2,000k 7/1/1989
136 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.64 1k 10/1/2006
135 Lynx Asset Management AB
Lynx Program
-2.43 75k 5/1/2000
134 Parizek Capital
Futures Trading Program
-2.25 500k 4/1/2000
133 Covenant Capital Management
Aggressive Program
-2.02 3,000k 2/1/2004
132 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.52 10,000k 1/1/1991
131 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.17 500k 1/1/2006
130 Jaguar Investments Ltd
Vario Capital Strategy
-1.11 1,000k 5/1/2016
129 Covenant Capital Management
Original Program
-0.90 5,000k 9/1/1999
128 Revolution Capital Management
Mosaic Program
-0.74 10,000k 10/1/2006
127 Beryl Investment Group LLC
Nominal Discretionary System
-0.71 50k 7/1/2007
126 Quantum Leap Capital Management
Managed Account Program
-0.67 300k 8/1/2006
125 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.63 10,000k 8/1/2007
124 Welton Investment Partners
Welton Global
-0.52 10,000k 6/1/2004
123 Estlander & Partners
Global XL
-0.47 5,000k 8/1/1991
122 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-0.44 10k 7/1/2005
121 MERIT Alternative Investments GmbH
Futures Portfolio
-0.36 2,000k 6/1/1998
120 Robust Methods LLC
Macro Managed Account
-0.31 5,000k 1/1/2005
119 Conquest Capital Group
Conquest Select
-0.30 250k 6/1/2004
118 Blackwater Capital Management
Global Program
-0.29 5,000k 7/1/2005
117 Estlander & Partners
Global Markets
-0.25 10,000k 8/1/1999
116 Clarke Capital Management
Worldwide
-0.12 250k 1/1/1996
115 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.11 1,000k 5/1/2006
114 Molinero Capital Management LLP
Global Markets Program
-0.10 2,000k 7/1/2005
113 FORT LP
Fort Global Diversified
-0.06 2,000k 10/1/1993
112 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.04 100k 1/1/2005
111 John Locke Investments
JL Commodity Long Flat Program
0.00 5,000k 12/1/2007
110 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
109 Superfund Group
Superfund Blue SPC Class A (Gold)
0.00 50k 12/1/2007
108 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.03 100k 3/1/2003
107 Winton Capital Management
Diversified
0.24 50,000k 10/1/1997
106 Future Trade AG
Thales Swing Trading Programme
0.26 250k 6/1/2007
105 Romanesco Capital Management B.V
Persistence Program
0.33 5,000k 9/1/2005
104 Kelly Angle Inc.
Genesis Program
0.37 2,000k 4/1/2000
103 Rivoli Fund Management
Rivoli International Fund (V9)
0.38 5,000k 1/1/2002
102 Revolution Capital Management
Alpha Fund
0.38 50k 1/1/2005
101 Rivoli Fund Management
Rivoli International Fund (MAP)
0.49 5,000k 10/1/1996
100 John Locke Investments
Cyril Systematic Program
0.53 8,000k 7/1/2000
99 Revolution Capital Management
Alpha Program
0.56 5,000k 6/1/2007
98 Quantica Capital AG
Quantica Managed Futures
0.60 5,000k 1/1/2005
97 Clarke Capital Management
Jupiter
0.61 3,000k 5/1/2005
96 FORT LP
Fort Global Contrarian
0.66 2,000k 10/1/2002
95 Mondiale Asset Management
Mondiale Trading Program
0.72 0k 9/1/1997
94 Mobius Asset Management
Diversified Program
0.72 250k 3/1/2004
93 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.79 1,000k 3/1/1998
92 Transtrend B.V.
DTP – Standard Risk (EUR)
0.82 10,000k 2/1/1999
91 Hyman Beck and Company
Global Portfolio
0.82 1,000k 3/1/1991
90 Red Oak Commodity Advisors
Investment Program
0.84 5,000k 12/1/1989
89 Ion Asset Architecture
Ion Fund Program
0.85 10,000k 11/1/2007
88 Ion Asset Architecture (Fund Program)
Ion Fund
0.86 100k 11/1/2007
87 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.96 1,000k 9/1/1997
86 Altradis Capital AG
AlphAlgo
0.99 100k 5/1/2007
85 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.02 5,000k 6/1/2006
84 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.12 10,000k 1/1/2007
83 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.14 10,000k 8/1/2004
82 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.16 1,000k 3/1/2003
81 Estlander & Partners
Alpha Trend
1.19 30,000k 10/1/1991
80 Briarwood Capital Management, Inc.
Diversified Trading Program
1.19 3,000k 7/1/2001
79 Quantitative Investment Management
Quantitative Global Program
1.19 20,000k 10/1/2003
78 Clarke Capital Management
Millennium
1.28 1,000k 1/1/1998
77 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
76 Conquest Capital Group
Conquest Macro
1.30 250k 5/1/1999
75 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.32 10,000k 1/1/1995
74 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.33 1,000k 10/1/2006
73 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.36 10,000k 8/1/1999
72 Robinson-Langley Capital Management, LLC
Managed Account Program
1.37 200k 1/1/2007
71 ISAM
ISAM Systematic Trend Fund
1.50 1,000k 6/1/2001
70 IKOS
The IKOS Hedge Fund
1.53 10,000k 7/1/1998
69 Millburn Corporation
Diversified Program
1.64 20,000k 2/1/1977
68 Millburn Corporation
Multi-Markets Program
1.76 25,000k 10/1/2004
67 Rabar Market Research
Diversified Program
1.80 2,000k 1/1/1989
66 DUNN Capital Management
D'Best Futures Fund, L.P.
1.85 100k 6/1/1994
65 Xplor Capital Management, LLC
Global CTA Program
1.90 1,500k 7/1/2004
64 Tactical Investment Management
Tactical Institutional Commodity Program
1.91 10,000k 4/1/1993
63 Dominion Capital
Sapphire Program
1.96 3,000k 5/1/2005
62 Eclipse Capital Management
Global Monetary
2.20 5,000k 8/1/1990
61 Wavefront Global Asset Management
IMFC Global Investment Program
2.27 2,000k 2/1/2007
60 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.29 1,500k 4/1/2006
59 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.32 1/1/1989
58 Briarwood Capital Management, Inc.
Diversified 2XL
2.45 250k 11/1/2004
57 Southwest Managed Investments, LLC
Global Diversified
2.48 200k 1/1/2002
56 RAM Management Group
RAM MRTP 1X-Conservative
2.48 1,000k 9/1/1993
55 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.49 10,000k 3/1/2006
54 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.54 5,000k 1/1/2005
53 NuWave Investment Management, LLC
Combined Futures Portfolio
2.57 5,000k 6/1/2001
52 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.74 250k 6/1/2001
51 Superfund Group
Superfund Green L.P. Series A
2.82 5k 10/1/2002
50 Non Correlated Capital
Positive Theta Program
2.84 250k 10/1/2007
49 Superfund Group
Superfund Blue SPC Class A (EUR)
3.38 50k 4/1/2005
48 Superfund Group
Superfund Green Q-AG
3.43 2k 3/1/1996
47 Non Correlated Capital
Positive Theta Fund
3.46 50k 10/1/2007
46 Futures Truth Company, FTC-CTA
MS4
3.55 250k 10/1/2007
45 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
3.60 75k 6/1/2007
44 Mark J. Walsh Company
Standard Program
3.66 2,000k 9/1/1985
43 Eckhardt Trading Company
Evolution Strategies
3.76 20,000k 8/1/1991
42 QCM
Global Diversified Programme
3.81 500k 12/1/1995
41 Hawksbill Capital Management
Global Diversified
3.91 5,000k 11/1/1988
40 Emil van Essen
EvE Systematic Global Opportunities
3.91 1,000k 9/1/2007
39 Red Rock Capital, LLC
Systematic Global Macro
4.00 500k 9/1/2003
38 Crabel Capital Management
Crabel Multi-Product
4.06 1,000k 3/1/1998
37 Eckhardt Trading Company
Evolution Strategies 1.2X
4.18 10,000k 10/1/1991
36 Endeavour Capital LLP
Endeavour Pembroke
4.19 2,000k 7/1/2007
35 Rho Asset Management
Rho Altius 1XL Program
4.31 5,000k 11/1/2007
34 Auctos Capital Management
Auctos Global Diversified
4.41 3,000k 11/1/2007
33 Commodity Strategies AG
CSAG Active Long Short Commodity Program
4.41 5,000k 10/1/2007
32 Superfund Group
Superfund Green L.P. Series B
4.44 5k 10/1/2002
31 Somers Brothers Capital
Diversified Futures Program #1
4.71 100k 1/1/2005
30 Saxon Investment Corporation
Diversified Program
4.74 3,000k 9/1/1988
29 Dreiss Research Corporation
Diversified Program
5.01 1,000k 5/1/1991
28 Superfund Group
Superfund Green GCT USD
5.42 15k 1/1/2000
27 Alee Capital Management, LLC
Mistral Program
5.48 2,500k 1/1/1999
26 Chesapeake Capital
Diversified (LV)
5.52 100k 2/1/1988
25 Millburn Corporation
Commodity Program
5.60 25,000k 3/1/2005
24 Superfund Group
Superfund Green Master
5.79 2,000k 5/1/2001
23 Wimmer Horizon LLP
Managed Account
5.87 5,000k 5/1/2005
22 RAM Management Group
MRTP Aggressive
5.94 1,000k 2/1/1998
21 AllMountain Capital AG
Mount Denali Global Trends
5.99 160k 7/1/2007
20 Spectrum Asset Management LLC
Global Diversified
5.99 2,000k 1/1/2001
19 Alee Capital Management, LLC
Poniente Program
6.39 2,500k 1/1/1999
18 Amplitude Capital International Limited
Dynamic Strategy
6.44 6/1/2005
17 Abraham Trading Company
Diversified Program
6.47 10,000k 1/1/1988
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.55 100k 11/1/1984
15 DUNN Capital Management
DUNN Combined Fund (DCF)
6.83 100k 5/1/1989
14 Mobius Asset Management
Custom Trading Program
7.02 100k 1/1/2002
13 Saxon Investment Corporation
Aggressive Diversified Program
7.84 2,000k 11/1/1993
12 Ancile Capital Management
Global Markets Program
8.21 2,000k 4/1/2005
11 Haar Capital Management
Discretionary Commodity Trading Program
8.36 250k 12/1/2005
10 Mulvaney Capital Management
The Mulvaney Global Markets Fund
8.47 100k 5/1/1999
9 Clarke Capital Management
Global Magnum
9.50 100k 8/1/1997
8 Superfund Group
Superfund Green Gold A (SPC)
9.75 5k 10/1/2005
7 Di Tomasso Group Inc.
Equilibrium Program
9.92 5,000k 1/1/2002
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.87 3,000k 10/1/1992
5 Superfund Group
Superfund Green Gold B (SPC)
13.02 50k 10/1/2005
4 Superfund Group
Superfund Green Gold C (SPC)
14.07 100k 10/1/2005
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
16.13 2,000k 7/1/1992
2 Clarke Capital Management
Global Basic
18.96 50k 2/1/1996
1 Dendrich Ltd
QEP
29.60 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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