Diversified Trader Index For March 2007

Monthly Rankings

Rank CTA/Program Mar 2007 Min Inv Inception
124 Superfund Group
Superfund Green L.P. Series B
-12.65 5k 10/1/2002
123 Kelly Angle Inc.
Genesis Program
-10.46 2,000k 4/1/2000
122 Haar Capital Management
Discretionary Commodity Trading Program
-10.05 250k 12/1/2005
121 Quantum Leap Capital Management
Managed Account Program
-10.02 300k 8/1/2006
120 Covenant Capital Management
Aggressive Program
-9.69 3,000k 2/1/2004
119 RAM Management Group
MRTP Aggressive
-9.33 1,000k 2/1/1998
118 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-8.82 100k 5/1/1999
117 Superfund Group
Superfund Green L.P. Series A
-8.73 5k 10/1/2002
116 Dreiss Research Corporation
Diversified Program
-8.58 1,000k 5/1/1991
115 Superfund Group
Superfund Green Gold C (SPC)
-8.34 100k 10/1/2005
114 Superfund Group
Superfund Green Master
-8.32 2,000k 5/1/2001
113 Somers Brothers Capital
Diversified Futures Program #1
-7.45 100k 1/1/2005
112 Hawksbill Capital Management
Global Diversified
-7.26 5,000k 11/1/1988
111 Welton Investment Partners
Welton Global
-7.24 10,000k 6/1/2004
110 Tactical Investment Management
Tactical Institutional Commodity Program
-7.15 10,000k 4/1/1993
109 Xplor Capital Management, LLC
Global CTA Program
-7.14 1,500k 7/1/2004
108 M.S. Capital Management
Global Diversified Program
-6.53 2,000k 11/1/1998
107 Superfund Group
Superfund Green Gold B (SPC)
-6.41 50k 10/1/2005
106 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.40 100k 6/1/1994
105 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.07 100k 5/1/1989
104 Covenant Capital Management
Original Program
-6.02 5,000k 9/1/1999
103 Superfund Group
Superfund Green GCT USD
-5.69 15k 1/1/2000
102 QCM
Global Diversified Programme
-5.16 500k 12/1/1995
101 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.80 1/1/1989
100 Superfund Group
Superfund Green Gold A (SPC)
-4.60 5k 10/1/2005
99 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.54 10,000k 10/1/1991
98 Millburn Ridgefield Corporation
Commodity Program
-4.53 25,000k 3/1/2005
97 Mark J. Walsh Company
Standard Program
-4.42 2,000k 9/1/1985
96 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-4.28 10k 7/1/2005
95 Eckhardt Trading Company
Evolution Strategies
-4.07 20,000k 8/1/1991
94 Northfield Trading
Diversified
-4.03 2,000k 7/1/1989
93 Winton Capital Management
Diversified
-3.95 50,000k 10/1/1997
92 Lynx Asset Management AB
Lynx Program
-3.89 75k 5/1/2000
91 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.75 10,000k 8/1/2004
90 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.59 10,000k 8/1/1999
89 Superfund Group
Superfund Green Q-AG
-3.46 2k 3/1/1996
88 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.36 200k 11/1/1999
87 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.36 100k 11/1/1984
86 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.35 1,000k 10/1/2006
85 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.24 10,000k 1/1/1995
84 EMC Capital Advisors, LLC
Classic
-3.20 5,000k 1/1/1985
83 Clarke Capital Management
Millennium
-3.14 1,000k 1/1/1998
82 Alee Capital Management, LLC
Poniente Program
-3.09 2,500k 1/1/1999
81 Wavefront Global Asset Management
IMFC Global Investment Program
-3.03 2,000k 2/1/2007
80 RAM Management Group
RAM MRTP 1X-Conservative
-2.92 1,000k 9/1/1993
79 Saxon Investment Corporation
Aggressive Diversified Program
-2.87 2,000k 11/1/1993
78 Alee Capital Management, LLC
Mistral Program
-2.85 2,500k 1/1/1999
77 Rabar Market Research
Diversified Program
-2.73 2,000k 1/1/1989
76 Clarke Capital Management
FX Plus
-2.68 1,000k 5/1/2004
75 Mobius Asset Management
Diversified Program
-2.64 250k 3/1/2004
74 Conquest Capital Group
Conquest Select
-2.51 250k 6/1/2004
73 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.44 100k 1/1/2005
72 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.42 1,500k 4/1/2006
71 Wimmer Horizon LLP
Managed Account
-2.41 5,000k 5/1/2005
70 Mobius Asset Management
Custom Trading Program
-2.34 100k 1/1/2002
69 Estlander & Partners
Global XL
-2.33 5,000k 8/1/1991
68 Clarke Capital Management
Worldwide
-2.33 250k 1/1/1996
67 Abraham Trading Company
Diversified Program
-2.32 10,000k 1/1/1988
66 Romanesco Capital Management B.V
Persistence Program
-2.24 5,000k 9/1/2005
65 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.20 10,000k 2/1/1999
64 Clarke Capital Management
Jupiter
-1.98 3,000k 5/1/2005
63 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.95 5,000k 6/1/2001
62 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.68 250k 6/1/2001
61 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-1.67 2,000k 7/1/1992
60 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.63 100k 3/1/2003
59 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.57 5,000k 10/1/1996
58 Di Tomasso Group Inc.
Equilibrium Program
-1.56 5,000k 1/1/2002
57 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.52 1,000k 3/1/1998
56 Spectrum Asset Management LLC
Global Diversified
-1.50 2,000k 1/1/2001
55 ISAM
ISAM Systematic Trend Fund
-1.42 1,000k 6/1/2001
54 Saxon Investment Corporation
Diversified Program
-1.42 3,000k 9/1/1988
53 Estlander & Partners
Alpha Trend
-1.33 30,000k 10/1/1991
52 Chesapeake Capital
Diversified (LV)
-1.27 100k 2/1/1988
51 Clarke Capital Management
Global Magnum
-1.24 100k 8/1/1997
50 Briarwood Capital Management, Inc.
Diversified 2XL
-1.20 250k 11/1/2004
49 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.14 5,000k 6/1/2006
48 Rivoli Fund Management
Rivoli International Fund (V9)
-1.10 5,000k 1/1/2002
47 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.08 3,000k 10/1/1992
46 Claughton Capital
Institutional Program
-1.08 1,000k 10/1/2005
45 Estlander & Partners
Global Markets
-0.98 10,000k 8/1/1999
44 John Locke Investments
Cyril Systematic Program
-0.92 8,000k 7/1/2000
43 MERIT Alternative Investments GmbH
Futures Portfolio
-0.90 2,000k 6/1/1998
42 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.79 3,000k 7/1/2001
41 Amplitude Capital International Limited
Dynamic Strategy
-0.77 6/1/2005
40 Quantica Capital AG
Quantica Managed Futures
-0.70 5,000k 1/1/2005
39 Clarke Capital Management
Global Basic
-0.66 50k 2/1/1996
38 Ancile Capital Management
Global Markets Program
-0.65 2,000k 4/1/2005
37 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.49 200k 1/1/2007
36 Molinero Capital Management LLP
Global Markets Program
-0.45 2,000k 7/1/2005
35 Crabel Capital Management
Crabel Multi-Product
-0.45 1,000k 3/1/1998
34 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.45 1,000k 9/1/1997
33 Eclipse Capital Management
Global Monetary
-0.40 5,000k 8/1/1990
32 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.33 10,000k 1/1/1991
31 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.30 1k 10/1/2006
30 Jaguar Investments Ltd
Vario Capital Strategy
-0.28 1,000k 5/1/2016
29 Mondiale Asset Management
Mondiale Trading Program
-0.11 0k 9/1/1997
28 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.10 500k 1/1/2006
27 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
26 Red Oak Commodity Advisors
Investment Program
0.05 5,000k 12/1/1989
25 Drury Capital
Diversified Trend-Following Program
0.08 5,000k 5/1/1997
24 Red Rock Capital, LLC
Systematic Global Macro
0.15 500k 9/1/2003
23 Superfund Group
Superfund Blue SPC Class A (EUR)
0.31 50k 4/1/2005
22 Dominion Capital
Sapphire Program
0.46 3,000k 5/1/2005
21 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.53 1,000k 3/1/2003
20 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.54 5,000k 1/1/2005
19 IKOS
The IKOS Hedge Fund
0.78 10,000k 7/1/1998
18 FORT LP
Fort Global Diversified
0.83 2,000k 10/1/1993
17 Robust Methods LLC
Macro Managed Account
1.27 5,000k 1/1/2005
16 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
15 Revolution Capital Management
Alpha Fund
1.33 50k 1/1/2005
14 FORT LP
Fort Global Contrarian
1.52 2,000k 10/1/2002
13 Hyman Beck and Company
Global Portfolio
1.75 1,000k 3/1/1991
12 Blackwater Capital Management
Global Program
2.14 5,000k 7/1/2005
11 Millburn Ridgefield Corporation
Multi-Markets Program
2.43 25,000k 10/1/2004
10 Millburn Ridgefield Corporation
Diversified Program
2.72 20,000k 2/1/1977
9 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.89 10,000k 1/1/2007
8 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.97 1,000k 5/1/2006
7 Keck Capital Management LLC
The Keck Program
3.29 2,000k 12/1/2003
6 Parizek Capital
Futures Trading Program
3.35 500k 4/1/2000
5 Southwest Managed Investments, LLC
Global Diversified
3.97 200k 1/1/2002
4 Emil van Essen
Spread Trading Program
4.19 5,000k 12/1/2006
3 Dendrich Ltd
QEP
4.82 50k 12/1/2005
2 Quantitative Investment Management
Quantitative Global Program
5.40 20,000k 10/1/2003
1 Revolution Capital Management
Mosaic Program
8.87 10,000k 10/1/2006

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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