Diversified Trader Index For May 2007

Monthly Rankings

Rank CTA/Program May 2007 Min Inv Inception
125 Conquest Capital Group
Conquest Macro
-8.44 250k 5/1/1999
124 Romanesco Capital Management B.V
Persistence Program
-6.23 5,000k 9/1/2005
123 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.52 200k 1/1/2007
122 Somers Brothers Capital
Diversified Futures Program #1
-4.90 100k 1/1/2005
121 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.21 200k 11/1/1999
120 Quantitative Investment Management
Quantitative Global Program
-3.80 20,000k 10/1/2003
119 Clarke Capital Management
Millennium
-2.96 1,000k 1/1/1998
118 Quantum Leap Capital Management
Managed Account Program
-2.73 300k 8/1/2006
117 Crabel Capital Management
Crabel Multi-Product
-2.70 1,000k 3/1/1998
116 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.63 10,000k 3/1/2006
115 Parizek Capital
Futures Trading Program
-2.59 500k 4/1/2000
114 Dominion Capital
Sapphire Program
-2.14 3,000k 5/1/2005
113 John Locke Investments
Cyril Systematic Program
-2.01 8,000k 7/1/2000
112 Mark J. Walsh Company
Standard Program
-1.42 2,000k 9/1/1985
111 Red Rock Capital, LLC
Systematic Global Macro
-1.24 500k 9/1/2003
110 Mobius Asset Management
Custom Trading Program
-0.95 100k 1/1/2002
109 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
108 Clarke Capital Management
Global Basic
-0.76 50k 2/1/1996
107 Tactical Investment Management
Tactical Institutional Commodity Program
-0.61 10,000k 4/1/1993
106 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.40 50k 4/1/2005
105 Clarke Capital Management
Global Magnum
-0.33 100k 8/1/1997
104 Briarwood Capital Management, Inc.
Diversified 2XL
-0.22 250k 11/1/2004
103 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.22 3,000k 7/1/2001
102 Saxon Investment Corporation
Diversified Program
-0.22 3,000k 9/1/1988
101 Quality Capital Management
Global Diversified Programme
-0.12 10,000k 12/1/1995
100 Jaguar Investments Ltd
Vario Capital Strategy
-0.10 1,000k 5/1/2016
99 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
98 Altradis Capital AG
AlphAlgo
0.00 100k 5/1/2007
97 Amplitude Capital International Limited
Dynamic Strategy
0.06 6/1/2005
96 Saxon Investment Corporation
Aggressive Diversified Program
0.08 2,000k 11/1/1993
95 Dendrich Ltd
QEP
0.12 50k 12/1/2005
94 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.33 250k 6/1/2001
93 NuWave Investment Management, LLC
Combined Futures Portfolio
0.34 5,000k 6/1/2001
92 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.44 5,000k 1/1/2005
91 Covenant Capital Management
Original Program
0.49 5,000k 9/1/1999
90 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.58 3,000k 10/1/1992
89 Covenant Capital Management
Aggressive Program
0.60 3,000k 2/1/2004
88 Superfund Group
Superfund Green Gold A (SPC)
0.63 5k 10/1/2005
87 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.67 2,000k 7/1/1992
86 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.68 10,000k 1/1/2007
85 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.71 1,500k 4/1/2006
84 Millburn Corporation
Commodity Program
0.73 25,000k 3/1/2005
83 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.78 500k 1/1/2006
82 MERIT Alternative Investments GmbH
Futures Portfolio
0.95 2,000k 6/1/1998
81 Alee Capital Management, LLC
Poniente Program
0.96 2,500k 1/1/1999
80 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.96 100k 3/1/2003
79 Southwest Managed Investments, LLC
Global Diversified
0.97 200k 1/1/2002
78 Haar Capital Management
Discretionary Commodity Trading Program
1.04 250k 12/1/2005
77 Red Oak Commodity Advisors
Investment Program
1.32 5,000k 12/1/1989
76 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
1.33 10k 7/1/2005
75 Mondiale Asset Management
Mondiale Trading Program
1.36 0k 9/1/1997
74 Clarke Capital Management
Worldwide
1.40 250k 1/1/1996
73 M.S. Capital Management
Global Diversified Program
1.69 2,000k 11/1/1998
72 IKOS
The IKOS Hedge Fund
1.70 10,000k 7/1/1998
71 Eckhardt Trading Company
Evolution Strategies
1.70 20,000k 8/1/1991
70 FORT LP
Fort Global Contrarian
1.86 2,000k 10/1/2002
69 Rivoli Fund Management
Rivoli International Fund (V9)
2.05 5,000k 1/1/2002
68 Eckhardt Trading Company
Evolution Strategies 1.2X
2.10 10,000k 10/1/1991
67 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.14 1,000k 3/1/1998
66 Spectrum Asset Management LLC
Global Diversified
2.24 2,000k 1/1/2001
65 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
64 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.34 1k 10/1/2006
63 Superfund Group
Superfund Green L.P. Series A
2.39 5k 10/1/2002
62 Conquest Capital Group
Conquest Select
2.55 250k 6/1/2004
61 FORT LP
Fort Global Diversified
2.61 2,000k 10/1/1993
60 Superfund Group
Superfund Green Gold B (SPC)
2.76 50k 10/1/2005
59 Hawksbill Capital Management
Global Diversified
2.77 5,000k 11/1/1988
58 Alee Capital Management, LLC
Mistral Program
2.84 2,500k 1/1/1999
57 Quantica Capital AG
Quantica Managed Futures
2.90 5,000k 1/1/2005
56 Estlander & Partners
Global Markets
3.28 10,000k 8/1/1999
55 Hyman Beck and Company
Global Portfolio
3.35 1,000k 3/1/1991
54 Robust Methods LLC
Macro Managed Account
3.38 5,000k 1/1/2005
53 Drury Capital
Diversified Trend-Following Program
3.39 5,000k 5/1/1997
52 Superfund Group
Superfund Green L.P. Series B
3.41 5k 10/1/2002
51 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.46 1/1/1989
50 Superfund Group
Superfund Green Q-AG
3.52 2k 3/1/1996
49 Welton Investment Partners
Welton Global
3.53 10,000k 6/1/2004
48 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.57 1,000k 9/1/1997
47 EMC Capital Advisors, LLC
Classic
3.60 5,000k 1/1/1985
46 Rivoli Fund Management
Rivoli International Fund (MAP)
3.65 5,000k 10/1/1996
45 Estlander & Partners
Alpha Trend
3.78 30,000k 10/1/1991
44 Blackwater Capital Management
Global Program
3.86 5,000k 7/1/2005
43 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
4.05 1,000k 10/1/2006
42 Transtrend B.V.
DTP – Standard Risk (EUR)
4.32 10,000k 2/1/1999
41 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
4.33 1,000k 5/1/2006
40 Clarke Capital Management
Jupiter
4.65 3,000k 5/1/2005
39 Mulvaney Capital Management
The Mulvaney Global Markets Fund
4.70 100k 5/1/1999
38 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.87 100k 1/1/2005
37 Abraham Trading Company
Diversified Program
4.96 10,000k 1/1/1988
36 Wimmer Horizon LLP
Managed Account
4.98 5,000k 5/1/2005
35 Winton Capital Management
Diversified
5.05 50,000k 10/1/1997
34 Superfund Group
Superfund Green Gold C (SPC)
5.12 100k 10/1/2005
33 Xplor Capital Management, LLC
Global CTA Program
5.15 1,500k 7/1/2004
32 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.30 1,000k 3/1/2003
31 Eclipse Capital Management
Global Monetary
5.45 5,000k 8/1/1990
30 Chesapeake Capital
Diversified (LV)
5.48 100k 2/1/1988
29 Molinero Capital Management LLP
Global Markets Program
5.48 2,000k 7/1/2005
28 Wavefront Global Asset Management
IMFC Global Investment Program
5.56 2,000k 2/1/2007
27 Ancile Capital Management
Global Markets Program
5.86 2,000k 4/1/2005
26 Rabar Market Research
Diversified Program
5.88 2,000k 1/1/1989
25 Superfund Group
Superfund Green GCT USD
5.99 15k 1/1/2000
24 Lynx Asset Management AB
Lynx Program
6.09 75k 5/1/2000
23 RAM Management Group
MRTP Aggressive
6.15 1,000k 2/1/1998
22 Claughton Capital
Institutional Program
6.46 1,000k 10/1/2005
21 Millburn Corporation
Multi-Markets Program
6.53 25,000k 10/1/2004
20 ISAM
ISAM Systematic Trend Fund
6.61 1,000k 6/1/2001
19 Revolution Capital Management
Mosaic Program
6.68 10,000k 10/1/2006
18 Clarke Capital Management
FX Plus
6.76 1,000k 5/1/2004
17 Millburn Corporation
Diversified Program
6.78 20,000k 2/1/1977
16 Estlander & Partners
Global XL
6.79 5,000k 8/1/1991
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.84 10,000k 1/1/1995
14 Manning & Napier
MN Xenon Managed Futures (2x) Program
6.91 5,000k 6/1/2006
13 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.25 10,000k 8/1/2004
12 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.42 10,000k 8/1/1999
11 Kelly Angle Inc.
Genesis Program
7.47 2,000k 4/1/2000
10 DUNN Capital Management
DUNN Combined Fund (DCF)
7.47 100k 5/1/1989
9 Di Tomasso Group Inc.
Equilibrium Program
7.67 5,000k 1/1/2002
8 Superfund Group
Superfund Green Master
8.98 2,000k 5/1/2001
7 Dreiss Research Corporation
Diversified Program
9.10 1,000k 5/1/1991
6 Northfield Trading
Diversified
9.10 2,000k 7/1/1989
5 DUNN Capital Management
D'Best Futures Fund, L.P.
11.28 100k 6/1/1994
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.77 100k 11/1/1984
3 Revolution Capital Management
Alpha Fund
12.82 50k 1/1/2005
2 Keck Capital Management LLC
The Keck Program
12.98 2,000k 12/1/2003
1 Emil van Essen
Spread Trading Program
15.83 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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