Diversified Trader Index For February 2007

Monthly Rankings

Rank CTA/Program Feb 2007 Min Inv Inception
124 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.04 200k 11/1/1999
123 Superfund Group
Superfund Green Master
-12.76 2,000k 5/1/2001
122 Keck Capital Management LLC
The Keck Program
-12.67 2,000k 12/1/2003
121 Superfund Group
Superfund Green Gold C (SPC)
-11.93 100k 10/1/2005
120 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.81 100k 5/1/1989
119 Dreiss Research Corporation
Diversified Program
-11.48 1,000k 5/1/1991
118 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.92 100k 6/1/1994
117 Superfund Group
Superfund Green L.P. Series B
-10.67 5k 10/1/2002
116 Superfund Group
Superfund Green GCT USD
-10.67 15k 1/1/2000
115 Xplor Capital Management, LLC
Global CTA Program
-9.03 1,500k 7/1/2004
114 Superfund Group
Superfund Green Gold B (SPC)
-9.03 50k 10/1/2005
113 Clarke Capital Management
Millennium
-8.61 1,000k 1/1/1998
112 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.30 100k 11/1/1984
111 Superfund Group
Superfund Green L.P. Series A
-7.54 5k 10/1/2002
110 Quantum Leap Capital Management
Managed Account Program
-7.46 300k 8/1/2006
109 Kelly Angle Inc.
Genesis Program
-7.11 2,000k 4/1/2000
108 Clarke Capital Management
FX Plus
-7.00 1,000k 5/1/2004
107 Estlander & Partners
Global XL
-6.86 5,000k 8/1/1991
106 Hawksbill Capital Management
Global Diversified
-6.77 5,000k 11/1/1988
105 Superfund Group
Superfund Green Q-AG
-6.43 2k 3/1/1996
104 Winton Capital Management
Diversified
-5.93 50,000k 10/1/1997
103 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.82 100k 1/1/2005
102 ISAM
ISAM Systematic Trend Fund
-5.71 1,000k 6/1/2001
101 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.41 5,000k 10/1/1996
100 Superfund Group
Superfund Green Gold A (SPC)
-5.38 5k 10/1/2005
99 EMC Capital Advisors, LLC
Classic
-5.20 5,000k 1/1/1985
98 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.18 100k 5/1/1999
97 Lynx Asset Management AB
Lynx Program
-4.69 75k 5/1/2000
96 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.46 10,000k 8/1/2004
95 Acorn Global Investments Inc.
Acorn Diversified Program
-4.43 10k 7/1/2005
94 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.32 10,000k 8/1/1999
93 Rabar Market Research
Diversified Program
-4.18 2,000k 1/1/1989
92 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.07 10,000k 1/1/1995
91 Abraham Trading Company
Diversified Program
-4.00 10,000k 1/1/1988
90 M.S. Capital Management
Global Diversified Program
-3.92 2,000k 11/1/1998
89 Hyman Beck and Company
Global Portfolio
-3.88 1,000k 3/1/1991
88 Somers Brothers Capital
Diversified Futures Program #1
-3.72 100k 1/1/2005
87 Conquest Capital Group
Conquest Select
-3.65 250k 6/1/2004
86 Drury Capital
Diversified Trend-Following Program
-3.51 5,000k 5/1/1997
85 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.50 1,000k 10/1/2006
84 Estlander & Partners
Global Markets
-3.35 10,000k 8/1/1999
83 Rivoli Fund Management
Rivoli International Fund (V9)
-3.25 5,000k 1/1/2002
82 Alee Capital Management, LLC
Mistral Program
-3.09 2,500k 1/1/1999
81 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.93 1/1/1989
80 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.92 5,000k 6/1/2006
79 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.92 10,000k 2/1/1999
78 Beach Horizon LLP
Managed Account
-2.91 5,000k 5/1/2005
77 Clarke Capital Management
Jupiter
-2.88 3,000k 5/1/2005
76 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.83 5,000k 6/1/2001
75 Millburn Corporation
Multi-Markets Program
-2.80 25,000k 10/1/2004
74 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.75 250k 6/1/2001
73 Millburn Corporation
Diversified Program
-2.73 20,000k 2/1/1977
72 Chesapeake Capital
Diversified (LV)
-2.33 100k 2/1/1988
71 Conquest Capital Group
Conquest Macro
-2.32 250k 5/1/1999
70 Parizek Capital
Futures Trading Program
-2.22 500k 4/1/2000
69 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.14 1,000k 3/1/2003
68 Molinero Capital Management LLP
Global Markets Program
-2.11 2,000k 7/1/2005
67 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.09 50k 4/1/2005
66 John Locke Investments
Cyril Systematic Program
-2.04 8,000k 7/1/2000
65 Eclipse Capital Management
Global Monetary
-2.04 5,000k 8/1/1990
64 Clarke Capital Management
Worldwide
-1.77 250k 1/1/1996
63 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.76 1,500k 4/1/2006
62 Robust Methods LLC
Macro Managed Account
-1.69 5,000k 1/1/2005
61 Tactical Investment Management
Tactical Institutional Commodity Program
-1.68 10,000k 4/1/1993
60 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.65 1,000k 3/1/1998
59 MERIT Alternative Investments GmbH
Futures Portfolio
-1.61 2,000k 6/1/1998
58 Spectrum Asset Management LLC
Global Diversified
-1.54 2,000k 1/1/2001
57 Quantica Capital AG
Quantica Managed Futures
-1.40 5,000k 1/1/2005
56 Ancile Capital Management
Global Markets Program
-1.38 2,000k 4/1/2005
55 Southwest Managed Investments, LLC
Global Diversified
-1.26 200k 1/1/2002
54 Welton Investment Partners
Welton Global
-1.24 10,000k 6/1/2004
53 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.21 10,000k 1/1/1991
52 FORT LP
Fort Global Diversified
-1.18 2,000k 10/1/1993
51 IKOS
The IKOS Hedge Fund
-1.10 10,000k 7/1/1998
50 Dominion Capital
Sapphire Program
-0.97 3,000k 5/1/2005
49 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.96 1k 10/1/2006
48 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.93 500k 1/1/2006
47 Red Rock Capital, LLC
Systematic Global Macro
-0.92 500k 9/1/2003
46 Revolution Capital Management
Alpha Fund
-0.91 50k 1/1/2005
45 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.60 10,000k 3/1/2006
44 Clarke Capital Management
Global Magnum
-0.46 100k 8/1/1997
43 Briarwood Capital Management, Inc.
Diversified 2XL
-0.40 250k 11/1/2004
42 Estlander & Partners
Alpha Trend
-0.40 30,000k 10/1/1991
41 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.23 3,000k 7/1/2001
40 Northfield Trading
Diversified
-0.23 2,000k 7/1/1989
39 FORT LP
Fort Global Contrarian
-0.08 2,000k 10/1/2002
38 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.08 1,000k 9/1/1997
37 Wavefront Global Asset Management
IMFC Global Investment Program
0.00 2,000k 2/1/2007
36 Quality Capital Management
Global Diversified Programme
0.05 10,000k 12/1/1995
35 Covenant Capital Management
Original Program
0.18 5,000k 9/1/1999
34 Blackwater Capital Management
Global Program
0.33 5,000k 7/1/2005
33 Red Oak Commodity Advisors
Investment Program
0.40 5,000k 12/1/1989
32 Millburn Corporation
Commodity Program
0.64 25,000k 3/1/2005
31 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
30 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.69 100k 3/1/2003
29 Covenant Capital Management
Aggressive Program
0.81 3,000k 2/1/2004
28 Eckhardt Trading Company
Evolution Strategies 1.2X
0.84 10,000k 10/1/1991
27 Mondiale Asset Management
Mondiale Trading Program
0.87 0k 9/1/1997
26 Saxon Investment Corporation
Diversified Program
1.15 3,000k 9/1/1988
25 Clarke Capital Management
Global Basic
1.17 50k 2/1/1996
24 Amplitude Capital International Limited
Dynamic Strategy
1.30 6/1/2005
23 Jaguar Investments Ltd
Vario Capital Strategy
1.31 1,000k 5/1/2016
22 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.35 10,000k 1/1/2007
21 Quantitative Investment Management
Quantitative Global Program
1.37 20,000k 10/1/2003
20 RAM Management Group
RAM MRTP 1X-Conservative
1.42 1,000k 9/1/1993
19 Robinson-Langley Capital Management, LLC
Managed Account Program
1.45 200k 1/1/2007
18 Alee Capital Management, LLC
Poniente Program
1.94 2,500k 1/1/1999
17 Mark J. Walsh Company
Standard Program
2.36 2,000k 9/1/1985
16 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.70 1,000k 5/1/2006
15 Saxon Investment Corporation
Aggressive Diversified Program
2.84 2,000k 11/1/1993
14 Crabel Capital Management
Crabel Multi-Product
3.04 1,000k 3/1/1998
13 Mobius Asset Management
Diversified Program
3.91 250k 3/1/2004
12 Claughton Capital
Auto-Reactive Positioning
4.13 1,000k 10/1/2005
11 Mobius Asset Management
Custom Trading Program
4.52 100k 1/1/2002
10 Di Tomasso Group Inc.
Equilibrium Program
4.52 5,000k 1/1/2002
9 Haar Capital Management
Discretionary Commodity Trading Program
4.55 250k 12/1/2005
8 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
4.86 5,000k 1/1/2005
7 RAM Management Group
MRTP Aggressive
5.13 1,000k 2/1/1998
6 Romanesco Capital Management B.V
Persistence Program
5.47 5,000k 9/1/2005
5 Revolution Capital Management
Mosaic Program
5.52 10,000k 10/1/2006
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.55 3,000k 10/1/1992
3 Dendrich Ltd
QEP
9.93 50k 12/1/2005
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
12.09 2,000k 7/1/1992
1 Emil van Essen
Spread Trading Program
12.28 5,000k 12/1/2006

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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