Diversified Trader Index For August 2007

Monthly Rankings

Rank CTA/Program Aug 2007 Min Inv Inception
132 Somers Brothers Capital
Diversified Futures Program #1
-27.70 100k 1/1/2005
131 DUNN Capital Management
DUNN Combined Fund (DCF)
-24.39 100k 5/1/1989
130 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-22.63 100k 11/1/1984
129 Estlander & Partners
Global XL
-20.17 5,000k 8/1/1991
128 Xplor Capital Management, LLC
Global CTA Program
-20.02 1,500k 7/1/2004
127 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-19.40 100k 5/1/1999
126 Superfund Group
Superfund Green Gold C (SPC)
-17.98 100k 10/1/2005
125 Chesapeake Capital
Diversified (LV)
-16.42 100k 2/1/1988
124 DUNN Capital Management
D'Best Futures Fund, L.P.
-15.78 100k 6/1/1994
123 Superfund Group
Superfund Green Master
-14.70 2,000k 5/1/2001
122 Keck Capital Management LLC
The Keck Program
-14.52 2,000k 12/1/2003
121 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-13.91 1/1/1989
120 Superfund Group
Superfund Green GCT USD
-13.80 15k 1/1/2000
119 Superfund Group
Superfund Green Gold B (SPC)
-13.35 50k 10/1/2005
118 Quantum Leap Capital Management
Managed Account Program
-13.32 300k 8/1/2006
117 NuWave Investment Management, LLC
Combined Futures Portfolio
-11.72 5,000k 6/1/2001
116 NuWave Investment Management, LLC
NuWave Investment Partners LP
-11.38 250k 6/1/2001
115 Kelly Angle Inc.
Genesis Program
-11.05 2,000k 4/1/2000
114 Saxon Investment Corporation
Aggressive Diversified Program
-10.73 2,000k 11/1/1993
113 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.56 200k 11/1/1999
112 Tactical Investment Management
Tactical Institutional Commodity Program
-10.49 10,000k 4/1/1993
111 Estlander & Partners
Global Markets
-10.23 10,000k 8/1/1999
110 Covenant Capital Management
Aggressive Program
-9.69 3,000k 2/1/2004
109 Blackwater Capital Management
Global Program
-9.41 5,000k 7/1/2005
108 Millburn Corporation
Diversified Program
-9.31 20,000k 2/1/1977
107 Wimmer Horizon LLP
Managed Account
-9.28 5,000k 5/1/2005
106 Welton Investment Partners
Welton Global
-9.15 10,000k 6/1/2004
105 Millburn Corporation
Multi-Markets Program
-8.96 25,000k 10/1/2004
104 Superfund Group
Superfund Green Gold A (SPC)
-8.95 5k 10/1/2005
103 Spectrum Asset Management LLC
Global Diversified
-8.94 2,000k 1/1/2001
102 Superfund Group
Superfund Green Q-AG
-8.71 2k 3/1/1996
101 Manning & Napier
MN Xenon Managed Futures (2x) Program
-8.14 5,000k 6/1/2006
100 M.S. Capital Management
Global Diversified Program
-7.91 2,000k 11/1/1998
99 Dendrich Ltd
QEP
-7.40 50k 12/1/2005
98 Clarke Capital Management
Millennium
-7.16 1,000k 1/1/1998
97 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-7.07 100k 3/1/2003
96 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.90 75k 6/1/2007
95 Quality Capital Management
Global Diversified Programme
-6.53 10,000k 12/1/1995
94 Alee Capital Management, LLC
Poniente Program
-6.48 2,500k 1/1/1999
93 Hyman Beck and Company
Global Portfolio
-6.35 1,000k 3/1/1991
92 Covenant Capital Management
Original Program
-6.07 5,000k 9/1/1999
91 Estlander & Partners
Alpha Trend
-6.04 30,000k 10/1/1991
90 Saxon Investment Corporation
Diversified Program
-5.93 3,000k 9/1/1988
89 FORT LP
Fort Global Contrarian
-5.87 2,000k 10/1/2002
88 Lynx Asset Management AB
Lynx Program
-5.81 75k 5/1/2000
87 Ancile Capital Management
Global Markets Program
-5.67 2,000k 4/1/2005
86 Southwest Managed Investments, LLC
Global Diversified
-5.51 200k 1/1/2002
85 Drury Capital
Diversified Trend-Following Program
-5.31 5,000k 5/1/1997
84 ISAM
ISAM Systematic Trend Fund
-5.23 1,000k 6/1/2001
83 Claughton Capital
Institutional Program
-5.19 1,000k 10/1/2005
82 Clarke Capital Management
Jupiter
-5.12 3,000k 5/1/2005
81 FORT LP
Fort Global Diversified
-5.09 2,000k 10/1/1993
80 Red Rock Capital, LLC
Systematic Global Macro
-4.93 500k 9/1/2003
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.90 1,000k 3/1/2003
78 Quantica Capital AG
Quantica Managed Futures
-4.70 5,000k 1/1/2005
77 Superfund Group
Superfund Green L.P. Series B
-4.66 5k 10/1/2002
76 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-4.51 500k 1/1/2006
75 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.46 200k 1/1/2007
74 Parizek Capital
Futures Trading Program
-4.45 500k 4/1/2000
73 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.93 100k 1/1/2005
72 Conquest Capital Group
Conquest Select
-3.83 250k 6/1/2004
71 Abraham Trading Company
Diversified Program
-3.73 10,000k 1/1/1988
70 Wavefront Global Asset Management
IMFC Global Investment Program
-3.72 2,000k 2/1/2007
69 Alee Capital Management, LLC
Mistral Program
-3.71 2,500k 1/1/1999
68 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.62 2,000k 7/1/1992
67 Clarke Capital Management
Worldwide
-3.57 250k 1/1/1996
66 Dreiss Research Corporation
Diversified Program
-3.39 1,000k 5/1/1991
65 Superfund Group
Superfund Green L.P. Series A
-3.27 5k 10/1/2002
64 Millburn Corporation
Commodity Program
-3.13 25,000k 3/1/2005
63 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.07 1,500k 4/1/2006
62 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.92 5,000k 1/1/2005
61 Molinero Capital Management LLP
Global Markets Program
-2.91 2,000k 7/1/2005
60 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.90 10,000k 8/1/2004
59 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.77 10,000k 8/1/1999
58 Hawksbill Capital Management
Global Diversified
-2.59 5,000k 11/1/1988
57 Mark J. Walsh Company
Standard Program
-2.54 2,000k 9/1/1985
56 Haar Capital Management
Discretionary Commodity Trading Program
-2.47 250k 12/1/2005
55 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.44 10,000k 1/1/1995
54 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.43 10,000k 1/1/1991
53 Rabar Market Research
Diversified Program
-2.32 2,000k 1/1/1989
52 Robust Methods LLC
Macro Managed Account
-2.28 5,000k 1/1/2005
51 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.27 3,000k 10/1/1992
50 Eclipse Capital Management
Global Monetary
-2.21 5,000k 8/1/1990
49 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.00 10,000k 10/1/1991
48 MERIT Alternative Investments GmbH
Futures Portfolio
-1.97 2,000k 6/1/1998
47 Eckhardt Trading Company
Evolution Strategies
-1.76 20,000k 8/1/1991
46 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.59 10,000k 2/1/1999
45 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.44 1k 10/1/2006
44 Revolution Capital Management
Alpha Fund
-1.42 50k 1/1/2005
43 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
42 Winton Capital Management
Diversified
-0.88 50,000k 10/1/1997
41 Clarke Capital Management
FX Plus
-0.71 1,000k 5/1/2004
40 Northfield Trading
Diversified
-0.70 2,000k 7/1/1989
39 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.63 1,000k 9/1/1997
38 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.61 10,000k 1/1/2007
37 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.43 5,000k 10/1/1996
36 Revolution Capital Management
Alpha Program
-0.42 5,000k 6/1/2007
35 Clarke Capital Management
Global Basic
-0.27 50k 2/1/1996
34 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.25 10,000k 3/1/2006
33 Clarke Capital Management
Global Magnum
-0.14 100k 8/1/1997
32 Rivoli Fund Management
Rivoli International Fund (V9)
-0.11 5,000k 1/1/2002
31 John Locke Investments
Cyril Systematic Program
-0.10 8,000k 7/1/2000
30 Mondiale Asset Management
Mondiale Trading Program
-0.04 0k 9/1/1997
29 Red Oak Commodity Advisors
Investment Program
-0.01 5,000k 12/1/1989
28 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
27 Briarwood Capital Management, Inc.
Diversified Trading Program
0.18 3,000k 7/1/2001
26 Dominion Capital
Sapphire Program
0.35 3,000k 5/1/2005
25 Briarwood Capital Management, Inc.
Diversified 2XL
0.43 250k 11/1/2004
24 Conquest Capital Group
Conquest Macro
0.53 250k 5/1/1999
23 Altradis Capital AG
AlphAlgo
0.63 100k 5/1/2007
22 Beryl Investment Group LLC
Nominal Discretionary System
0.69 50k 7/1/2007
21 Di Tomasso Group Inc.
Equilibrium Program
1.12 5,000k 1/1/2002
20 Future Trade AG
Thales Swing Trading Programme
1.13 250k 6/1/2007
19 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.14 1,000k 5/1/2006
18 Romanesco Capital Management B.V
Persistence Program
1.38 5,000k 9/1/2005
17 Mobius Asset Management
Custom Trading Program
1.62 100k 1/1/2002
16 Jaguar Investments Ltd
Vario Capital Strategy
1.77 1,000k 5/1/2016
15 Acorn Global Investments Inc.
Acorn Diversified Program
1.85 10k 7/1/2005
14 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.90 1,000k 3/1/1998
13 AllMountain Capital AG
Mount Denali Global Trends
1.99 160k 7/1/2007
12 Endeavour Capital LLP
Endeavour Pembroke
2.48 2,000k 7/1/2007
11 IKOS
The IKOS Hedge Fund
3.04 10,000k 7/1/1998
10 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.12 1,000k 10/1/2006
9 Crabel Capital Management
Crabel Multi-Product
3.58 1,000k 3/1/1998
8 Amplitude Capital International Limited
Dynamic Strategy
4.13 6/1/2005
7 RAM Management Group
RAM MRTP 1X-Conservative
4.48 1,000k 9/1/1993
6 Superfund Group
Superfund Blue SPC Class A (EUR)
4.77 50k 4/1/2005
5 Quantitative Investment Management
Quantitative Global Program
7.56 20,000k 10/1/2003
4 Mobius Asset Management
Diversified Program
8.99 250k 3/1/2004
3 Revolution Capital Management
Mosaic Program
13.13 10,000k 10/1/2006
2 RAM Management Group
MRTP Aggressive
16.78 1,000k 2/1/1998
1 Emil van Essen
Spread Trading Program
28.01 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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