Diversified Trader Index For June 2007

Monthly Rankings

Rank CTA/Program Jun 2007 Min Inv Inception
128 Emil van Essen
Spread Trading Program
-20.86 5,000k 12/1/2006
127 RAM Management Group
MRTP Aggressive
-7.13 1,000k 2/1/1998
126 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.70 100k 3/1/2003
125 Amplitude Capital International Limited
Dynamic Strategy
-3.79 6/1/2005
124 Quantum Leap Capital Management
Managed Account Program
-3.72 300k 8/1/2006
123 Mobius Asset Management
Custom Trading Program
-3.10 100k 1/1/2002
122 Clarke Capital Management
Jupiter
-3.07 3,000k 5/1/2005
121 Jaguar Investments Ltd
Vario Capital Strategy
-2.90 1,000k 5/1/2016
120 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.22 50k 4/1/2005
119 Southwest Managed Investments, LLC
Global Diversified
-2.02 200k 1/1/2002
118 RAM Management Group
RAM MRTP 1X-Conservative
-1.88 1,000k 9/1/1993
117 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.67 200k 11/1/1999
116 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.52 5,000k 10/1/1996
115 Clarke Capital Management
Global Basic
-1.51 50k 2/1/1996
114 Mobius Asset Management
Diversified Program
-1.50 250k 3/1/2004
113 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.32 1,500k 4/1/2006
112 Clarke Capital Management
Global Magnum
-0.94 100k 8/1/1997
111 Millburn Corporation
Commodity Program
-0.77 25,000k 3/1/2005
110 Conquest Capital Group
Conquest Macro
-0.74 250k 5/1/1999
109 Alee Capital Management, LLC
Mistral Program
-0.72 2,500k 1/1/1999
108 Rivoli Fund Management
Rivoli International Fund (V9)
-0.64 5,000k 1/1/2002
107 Mondiale Asset Management
Mondiale Trading Program
-0.40 0k 9/1/1997
106 Covenant Capital Management
Original Program
-0.35 5,000k 9/1/1999
105 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.23 1,000k 10/1/2006
104 Quality Capital Management
Global Diversified Programme
-0.22 10,000k 12/1/1995
103 FORT LP
Fort Global Contrarian
-0.14 2,000k 10/1/2002
100 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.00 75k 6/1/2007
101 Revolution Capital Management
Alpha Program
0.00 5,000k 6/1/2007
102 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
99 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.08 1,000k 3/1/1998
98 Estlander & Partners
Alpha Trend
0.11 30,000k 10/1/1991
97 Clarke Capital Management
FX Plus
0.13 1,000k 5/1/2004
96 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.16 10,000k 1/1/2007
95 IKOS
The IKOS Hedge Fund
0.25 10,000k 7/1/1998
94 Spectrum Asset Management LLC
Global Diversified
0.30 2,000k 1/1/2001
93 Red Rock Capital, LLC
Systematic Global Macro
0.31 500k 9/1/2003
92 Covenant Capital Management
Aggressive Program
0.45 3,000k 2/1/2004
91 Claughton Capital
Institutional Program
0.46 1,000k 10/1/2005
90 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.49 10,000k 1/1/1991
89 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.67 100k 1/1/2005
88 Red Oak Commodity Advisors
Investment Program
0.74 5,000k 12/1/1989
87 Chesapeake Capital
Diversified (LV)
0.80 100k 2/1/1988
86 FORT LP
Fort Global Diversified
0.97 2,000k 10/1/1993
85 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.98 500k 1/1/2006
84 Superfund Group
Superfund Green Gold A (SPC)
1.13 5k 10/1/2005
83 Quantitative Investment Management
Quantitative Global Program
1.18 20,000k 10/1/2003
82 Eclipse Capital Management
Global Monetary
1.20 5,000k 8/1/1990
81 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
80 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.34 3,000k 10/1/1992
79 Robust Methods LLC
Macro Managed Account
1.38 5,000k 1/1/2005
78 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.39 5,000k 6/1/2006
77 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.41 1,000k 9/1/1997
76 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.60 1/1/1989
75 Alee Capital Management, LLC
Poniente Program
1.80 2,500k 1/1/1999
74 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.81 2,000k 7/1/1992
73 Winton Capital Management
Diversified
1.91 50,000k 10/1/1997
72 Molinero Capital Management LLP
Global Markets Program
1.94 2,000k 7/1/2005
71 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.02 1k 10/1/2006
70 Hawksbill Capital Management
Global Diversified
2.05 5,000k 11/1/1988
69 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.06 5,000k 1/1/2005
68 Dominion Capital
Sapphire Program
2.12 3,000k 5/1/2005
67 Superfund Group
Superfund Green Gold B (SPC)
2.15 50k 10/1/2005
66 Briarwood Capital Management, Inc.
Diversified Trading Program
2.23 3,000k 7/1/2001
65 Altradis Capital AG
AlphAlgo
2.30 100k 5/1/2007
64 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.41 10,000k 3/1/2006
63 Superfund Group
Superfund Green Q-AG
2.45 2k 3/1/1996
62 Transtrend B.V.
DTP – Standard Risk (EUR)
2.47 10,000k 2/1/1999
61 Robinson-Langley Capital Management, LLC
Managed Account Program
2.47 200k 1/1/2007
60 Acorn Global Investments Inc.
Acorn Diversified Program
2.50 10k 7/1/2005
59 Xplor Capital Management, LLC
Global CTA Program
2.52 1,500k 7/1/2004
58 Superfund Group
Superfund Green Gold C (SPC)
2.60 100k 10/1/2005
57 Estlander & Partners
Global Markets
2.62 10,000k 8/1/1999
56 Hyman Beck and Company
Global Portfolio
2.65 1,000k 3/1/1991
55 Somers Brothers Capital
Diversified Futures Program #1
2.90 100k 1/1/2005
54 Saxon Investment Corporation
Diversified Program
2.96 3,000k 9/1/1988
53 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.04 1,000k 5/1/2006
52 MERIT Alternative Investments GmbH
Futures Portfolio
3.25 2,000k 6/1/1998
51 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.38 10,000k 8/1/2004
50 Mark J. Walsh Company
Standard Program
3.39 2,000k 9/1/1985
49 Millburn Corporation
Diversified Program
3.41 20,000k 2/1/1977
48 Rabar Market Research
Diversified Program
3.41 2,000k 1/1/1989
47 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
46 Conquest Capital Group
Conquest Select
3.52 250k 6/1/2004
45 Clarke Capital Management
Worldwide
3.61 250k 1/1/1996
44 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.62 10,000k 8/1/1999
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.65 10,000k 1/1/1995
42 Abraham Trading Company
Diversified Program
3.66 10,000k 1/1/1988
41 Superfund Group
Superfund Green GCT USD
3.76 15k 1/1/2000
40 Clarke Capital Management
Millennium
3.94 1,000k 1/1/1998
39 Ancile Capital Management
Global Markets Program
4.11 2,000k 4/1/2005
38 Millburn Corporation
Multi-Markets Program
4.18 25,000k 10/1/2004
37 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
36 Wimmer Horizon LLP
Managed Account
4.20 5,000k 5/1/2005
35 Crabel Capital Management
Crabel Multi-Product
4.33 1,000k 3/1/1998
34 Dreiss Research Corporation
Diversified Program
4.41 1,000k 5/1/1991
33 Wavefront Global Asset Management
IMFC Global Investment Program
4.44 2,000k 2/1/2007
32 Revolution Capital Management
Alpha Fund
4.54 50k 1/1/2005
31 Romanesco Capital Management B.V
Persistence Program
4.61 5,000k 9/1/2005
30 EMC Capital Advisors, LLC
Classic
4.70 5,000k 1/1/1985
29 Briarwood Capital Management, Inc.
Diversified 2XL
4.79 250k 11/1/2004
28 Mulvaney Capital Management
The Mulvaney Global Markets Fund
4.85 100k 5/1/1999
27 DUNN Capital Management
DUNN Combined Fund (DCF)
4.88 100k 5/1/1989
26 Lynx Asset Management AB
Lynx Program
4.96 75k 5/1/2000
25 Saxon Investment Corporation
Aggressive Diversified Program
5.15 2,000k 11/1/1993
24 Eckhardt Trading Company
Evolution Strategies
5.21 20,000k 8/1/1991
23 Welton Investment Partners
Welton Global
5.21 10,000k 6/1/2004
22 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.30 250k 6/1/2001
21 John Locke Investments
Cyril Systematic Program
5.42 8,000k 7/1/2000
20 NuWave Investment Management, LLC
Combined Futures Portfolio
5.52 5,000k 6/1/2001
19 Estlander & Partners
Global XL
5.68 5,000k 8/1/1991
18 Eckhardt Trading Company
Evolution Strategies 1.2X
5.81 10,000k 10/1/1991
17 Haar Capital Management
Discretionary Commodity Trading Program
6.45 250k 12/1/2005
16 Blackwater Capital Management
Global Program
6.67 5,000k 7/1/2005
15 Tactical Investment Management
Tactical Institutional Commodity Program
6.76 10,000k 4/1/1993
14 Superfund Group
Superfund Green L.P. Series A
6.84 5k 10/1/2002
13 Parizek Capital
Futures Trading Program
6.93 500k 4/1/2000
12 M.S. Capital Management
Global Diversified Program
7.23 2,000k 11/1/1998
11 DUNN Capital Management
D'Best Futures Fund, L.P.
7.36 100k 6/1/1994
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.39 100k 11/1/1984
9 Superfund Group
Superfund Green Master
7.51 2,000k 5/1/2001
8 Keck Capital Management LLC
The Keck Program
7.72 2,000k 12/1/2003
7 Drury Capital
Diversified Trend-Following Program
7.79 5,000k 5/1/1997
6 ISAM
ISAM Systematic Trend Fund
9.05 1,000k 6/1/2001
5 Di Tomasso Group Inc.
Equilibrium Program
9.46 5,000k 1/1/2002
4 Superfund Group
Superfund Green L.P. Series B
9.77 5k 10/1/2002
3 Kelly Angle Inc.
Genesis Program
12.30 2,000k 4/1/2000
2 Revolution Capital Management
Mosaic Program
13.16 10,000k 10/1/2006
1 Dendrich Ltd
QEP
16.94 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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