Diversified Trader Index For July 2007

Monthly Rankings

Rank CTA/Program Jul 2007 Min Inv Inception
131 DUNN Capital Management
DUNN Combined Fund (DCF)
-22.01 100k 5/1/1989
130 Superfund Group
Superfund Green Master
-19.67 2,000k 5/1/2001
129 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.75 100k 11/1/1984
128 Keck Capital Management LLC
The Keck Program
-16.92 2,000k 12/1/2003
127 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-16.89 100k 5/1/1999
126 Dreiss Research Corporation
Diversified Program
-16.70 1,000k 5/1/1991
125 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.50 100k 6/1/1994
124 Kelly Angle Inc.
Genesis Program
-13.49 2,000k 4/1/2000
123 Superfund Group
Superfund Green GCT USD
-13.16 15k 1/1/2000
122 Superfund Group
Superfund Green Gold C (SPC)
-12.56 100k 10/1/2005
121 Xplor Capital Management, LLC
Global CTA Program
-10.56 1,500k 7/1/2004
120 Superfund Group
Superfund Green L.P. Series B
-10.11 5k 10/1/2002
119 Emil van Essen
Spread Trading Program
-9.70 5,000k 12/1/2006
118 Clarke Capital Management
FX Plus
-9.69 1,000k 5/1/2004
117 Superfund Group
Superfund Green Gold B (SPC)
-9.06 50k 10/1/2005
116 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.48 200k 11/1/1999
115 Chesapeake Capital
Diversified (LV)
-8.30 100k 2/1/1988
114 Spectrum Asset Management LLC
Global Diversified
-7.33 2,000k 1/1/2001
113 EMC Capital Advisors, LLC
Classic
-7.30 5,000k 1/1/1985
112 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-7.20 75k 6/1/2007
111 Wavefront Global Asset Management
IMFC Global Investment Program
-7.01 2,000k 2/1/2007
110 Superfund Group
Superfund Green Q-AG
-6.84 2k 3/1/1996
109 Wimmer Horizon LLP
Managed Account
-6.78 5,000k 5/1/2005
108 Superfund Group
Superfund Green L.P. Series A
-6.78 5k 10/1/2002
107 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.28 1/1/1989
106 Revolution Capital Management
Alpha Program
-6.17 5,000k 6/1/2007
105 ISAM
ISAM Systematic Trend Fund
-6.15 1,000k 6/1/2001
104 Hyman Beck and Company
Global Portfolio
-6.11 1,000k 3/1/1991
103 Superfund Group
Superfund Green Gold A (SPC)
-6.01 5k 10/1/2005
102 Drury Capital
Diversified Trend-Following Program
-5.60 5,000k 5/1/1997
101 Quantica Capital AG
Quantica Managed Futures
-5.40 5,000k 1/1/2005
100 Revolution Capital Management
Alpha Fund
-5.27 50k 1/1/2005
99 Eclipse Capital Management
Global Monetary
-4.99 5,000k 8/1/1990
98 Millburn Corporation
Multi-Markets Program
-4.76 25,000k 10/1/2004
97 Estlander & Partners
Global XL
-4.75 5,000k 8/1/1991
96 Millburn Corporation
Diversified Program
-4.57 20,000k 2/1/1977
95 Ancile Capital Management
Global Markets Program
-4.40 2,000k 4/1/2005
94 FORT LP
Fort Global Contrarian
-4.37 2,000k 10/1/2002
93 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-4.35 10k 7/1/2005
92 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.96 1,000k 3/1/2003
91 FORT LP
Fort Global Diversified
-3.92 2,000k 10/1/1993
90 Somers Brothers Capital
Diversified Futures Program #1
-3.87 100k 1/1/2005
89 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.66 5,000k 6/1/2006
88 Altradis Capital AG
AlphAlgo
-3.58 100k 5/1/2007
87 Dendrich Ltd
QEP
-3.32 50k 12/1/2005
86 QCM
Global Diversified Programme
-3.16 500k 12/1/1995
85 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.16 1,500k 4/1/2006
84 Rabar Market Research
Diversified Program
-3.10 2,000k 1/1/1989
83 Haar Capital Management
Discretionary Commodity Trading Program
-3.09 250k 12/1/2005
82 Molinero Capital Management LLP
Global Markets Program
-2.85 2,000k 7/1/2005
81 M.S. Capital Management
Global Diversified Program
-2.85 2,000k 11/1/1998
80 Welton Investment Partners
Welton Global
-2.84 10,000k 6/1/2004
79 Red Rock Capital, LLC
Systematic Global Macro
-2.84 500k 9/1/2003
78 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.75 10,000k 8/1/2004
77 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.70 10,000k 8/1/1999
76 Abraham Trading Company
Diversified Program
-2.54 10,000k 1/1/1988
75 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.50 10,000k 1/1/1995
74 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.48 5,000k 6/1/2001
73 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.39 250k 6/1/2001
72 Estlander & Partners
Global Markets
-2.31 10,000k 8/1/1999
71 Southwest Managed Investments, LLC
Global Diversified
-2.08 200k 1/1/2002
70 IKOS
The IKOS Hedge Fund
-2.06 10,000k 7/1/1998
69 Lynx Asset Management AB
Lynx Program
-1.97 75k 5/1/2000
68 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.96 500k 1/1/2006
67 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.89 1k 10/1/2006
66 Mondiale Asset Management
Mondiale Trading Program
-1.86 0k 9/1/1997
65 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.71 1,000k 9/1/1997
64 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
63 Tactical Investment Management
Tactical Institutional Commodity Program
-1.66 10,000k 4/1/1993
62 Winton Capital Management
Diversified
-1.18 50,000k 10/1/1997
61 Estlander & Partners
Alpha Trend
-0.98 30,000k 10/1/1991
60 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.75 5,000k 10/1/1996
59 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.67 10,000k 1/1/2007
58 Clarke Capital Management
Jupiter
-0.66 3,000k 5/1/2005
57 Clarke Capital Management
Global Basic
-0.59 50k 2/1/1996
56 Mark J. Walsh Company
Standard Program
-0.50 2,000k 9/1/1985
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.43 10,000k 1/1/1991
54 Rivoli Fund Management
Rivoli International Fund (V9)
-0.40 5,000k 1/1/2002
53 Claughton Capital
Institutional Program
-0.21 1,000k 10/1/2005
52 Future Trade AG
Thales Swing Trading Programme
-0.13 250k 6/1/2007
51 Millburn Corporation
Commodity Program
-0.11 25,000k 3/1/2005
50 Conquest Capital Group
Conquest Select
-0.05 250k 6/1/2004
47 AllMountain Capital AG
Mount Denali Global Trends
0.00 160k 7/1/2007
48 Endeavour Capital LLP
Endeavour Pembroke
0.00 2,000k 7/1/2007
49 Beryl Investment Group LLC
Nominal Discretionary System
0.00 50k 7/1/2007
46 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.20 5,000k 1/1/2005
45 Blackwater Capital Management
Global Program
0.25 5,000k 7/1/2005
44 Briarwood Capital Management, Inc.
Diversified Trading Program
0.36 3,000k 7/1/2001
43 MERIT Alternative Investments GmbH
Futures Portfolio
0.43 2,000k 6/1/1998
42 Clarke Capital Management
Global Magnum
0.52 100k 8/1/1997
41 Mobius Asset Management
Custom Trading Program
0.54 100k 1/1/2002
40 Mobius Asset Management
Diversified Program
0.57 250k 3/1/2004
39 Parizek Capital
Futures Trading Program
0.58 500k 4/1/2000
38 Alee Capital Management, LLC
Poniente Program
0.63 2,500k 1/1/1999
37 Briarwood Capital Management, Inc.
Diversified 2XL
0.67 250k 11/1/2004
36 Jaguar Investments Ltd
Vario Capital Strategy
0.93 1,000k 5/1/2016
35 John Locke Investments
Cyril Systematic Program
0.94 8,000k 7/1/2000
34 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.16 10,000k 3/1/2006
33 Eckhardt Trading Company
Evolution Strategies
1.23 20,000k 8/1/1991
32 Dominion Capital
Sapphire Program
1.28 3,000k 5/1/2005
31 Clarke Capital Management
Millennium
1.42 1,000k 1/1/1998
30 Eckhardt Trading Company
Evolution Strategies 1.2X
1.48 10,000k 10/1/1991
29 Alee Capital Management, LLC
Mistral Program
1.54 2,500k 1/1/1999
28 Superfund Group
Superfund Blue SPC Class A (EUR)
1.55 50k 4/1/2005
27 Di Tomasso Group Inc.
Equilibrium Program
1.60 5,000k 1/1/2002
26 Robust Methods LLC
Macro Managed Account
1.95 5,000k 1/1/2005
25 Covenant Capital Management
Original Program
2.02 5,000k 9/1/1999
24 Quantitative Investment Management
Quantitative Global Program
2.03 20,000k 10/1/2003
23 Robinson-Langley Capital Management, LLC
Managed Account Program
2.21 200k 1/1/2007
22 Red Oak Commodity Advisors
Investment Program
2.23 5,000k 12/1/1989
21 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.25 1,000k 3/1/1998
20 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.54 1,000k 5/1/2006
19 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.08 100k 1/1/2005
18 Northfield Trading
Diversified
3.14 2,000k 7/1/1989
17 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.42 3,000k 10/1/1992
16 Saxon Investment Corporation
Diversified Program
3.58 3,000k 9/1/1988
15 Covenant Capital Management
Aggressive Program
3.66 3,000k 2/1/2004
14 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.91 1,000k 10/1/2006
13 RAM Management Group
RAM MRTP 1X-Conservative
4.55 1,000k 9/1/1993
12 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.12 2,000k 7/1/1992
11 Amplitude Capital International Limited
Dynamic Strategy
5.56 6/1/2005
10 Saxon Investment Corporation
Aggressive Diversified Program
6.13 2,000k 11/1/1993
9 Crabel Capital Management
Crabel Multi-Product
6.47 1,000k 3/1/1998
8 Clarke Capital Management
Worldwide
6.48 250k 1/1/1996
7 Quantum Leap Capital Management
Managed Account Program
6.57 300k 8/1/2006
6 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.81 100k 3/1/2003
5 Revolution Capital Management
Mosaic Program
6.98 10,000k 10/1/2006
4 Romanesco Capital Management B.V
Persistence Program
10.11 5,000k 9/1/2005
3 Conquest Capital Group
Conquest Macro
11.55 250k 5/1/1999
2 Hawksbill Capital Management
Global Diversified
11.79 5,000k 11/1/1988
1 RAM Management Group
MRTP Aggressive
13.91 1,000k 2/1/1998

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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