Diversified Trader Index For May 2008

Monthly Rankings

Rank CTA/Program May 2008 Min Inv Inception
145 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-9.74 100k 3/1/2003
144 RAM Management Group
MRTP Aggressive
-8.39 1,000k 2/1/1998
143 Alee Capital Management, LLC
Mistral Program
-7.21 2,500k 1/1/1999
142 Conquest Capital Group
Conquest Macro
-5.64 250k 5/1/1999
141 Claughton Capital
Institutional Program
-4.99 1,000k 10/1/2005
140 NuWave Investment Management, LLC
NuWave Investment Partners LP
-4.57 250k 6/1/2001
139 NuWave Investment Management, LLC
Combined Futures Portfolio
-4.50 5,000k 6/1/2001
138 Clarke Capital Management
FX Plus
-4.46 1,000k 5/1/2004
137 Southwest Managed Investments, LLC
Global Diversified
-3.54 200k 1/1/2002
136 Ion Asset Architecture
Ion Fund Program
-3.47 10,000k 11/1/2007
135 Ion Asset Architecture (Fund Program)
Ion Fund
-3.47 100k 11/1/2007
134 Acorn Global Investments Inc.
Acorn Diversified Program
-3.21 10k 7/1/2005
133 RAM Management Group
RAM MRTP 1X-Conservative
-2.95 1,000k 9/1/1993
132 Quantum Leap Capital Management
Managed Account Program
-2.86 300k 8/1/2006
131 Red Oak Commodity Advisors
Investment Program
-2.69 5,000k 12/1/1989
130 Di Tomasso Group Inc.
Equilibrium Program
-2.25 5,000k 1/1/2002
129 FORT LP
Fort Global Contrarian
-1.88 2,000k 10/1/2002
128 Briarwood Capital Management, Inc.
Diversified 2XL
-1.86 250k 11/1/2004
127 Eclipse Capital Management
Global Monetary
-1.80 5,000k 8/1/1990
126 Mobius Asset Management
Custom Trading Program
-1.61 100k 1/1/2002
125 Jaguar Investments Ltd
Vario Capital Strategy
-1.47 1,000k 5/1/2016
124 Estlander & Partners
Global XL
-1.33 5,000k 8/1/1991
123 Ancile Capital Management
Global Markets Program
-1.09 2,000k 4/1/2005
122 Abraham Trading Company
Diversified Program
-0.94 10,000k 1/1/1988
121 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.85 3,000k 7/1/2001
120 Robust Methods LLC
Macro Managed Account
-0.79 5,000k 1/1/2005
119 Clarke Capital Management
Global Basic
-0.71 50k 2/1/1996
118 Estlander & Partners
Global Markets
-0.66 10,000k 8/1/1999
117 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.55 1,000k 3/1/2003
116 Clarke Capital Management
Global Magnum
-0.47 100k 8/1/1997
115 Dreiss Research Corporation
Diversified Program
-0.47 1,000k 5/1/1991
114 MERIT Alternative Investments GmbH
Futures Portfolio
-0.31 2,000k 6/1/1998
113 Altradis Capital AG
AlphAlgo
-0.31 100k 5/1/2007
112 Hyman Beck and Company
Global Portfolio
-0.20 1,000k 3/1/1991
111 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.10 10,000k 8/1/2007
107 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
108 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
109 DUNN Capital Management
DUNN Combined Fund (DCF)
0.00 100k 5/1/1989
110 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
106 Mobius Asset Management
Diversified Program
0.01 250k 3/1/2004
105 Robinson-Langley Capital Management, LLC
Managed Account Program
0.03 200k 1/1/2007
104 Molinero Capital Management LLP
Global Markets Program
0.05 2,000k 7/1/2005
103 Keck Capital Management LLC
The Keck Program
0.19 2,000k 12/1/2003
102 Red Rock Capital, LLC
Systematic Global Macro
0.20 500k 9/1/2003
101 Rivoli Fund Management
Rivoli International Fund (MAP)
0.25 5,000k 10/1/1996
100 Rivoli Fund Management
Rivoli International Fund (V9)
0.30 5,000k 1/1/2002
99 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.33 200k 11/1/1999
98 Quantica Capital AG
Quantica Managed Futures
0.40 5,000k 1/1/2005
97 Romanesco Capital Management B.V
Persistence Program
0.46 5,000k 9/1/2005
96 Crabel Capital Management
Crabel Multi-Product
0.56 1,000k 3/1/1998
95 Spectrum Asset Management LLC
Global Diversified
0.57 2,000k 1/1/2001
94 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.71 1,500k 4/1/2006
93 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.72 1,000k 9/1/1997
92 FORT LP
Fort Global Diversified
0.76 2,000k 10/1/1993
91 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.79 1k 10/1/2006
90 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.03 1,000k 3/1/1998
89 Wavefront Global Asset Management
IMFC Global Investment Program
1.07 2,000k 2/1/2007
88 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.15 5,000k 6/1/2006
87 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.28 75k 6/1/2007
86 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.30 1,000k 5/1/2006
85 Future Trade AG
Thales Swing Trading Programme
1.33 250k 6/1/2007
84 Gladius Asset Management
Fulham Program
1.42 2,000k 1/1/2008
83 Millburn Corporation
Diversified Program
1.43 20,000k 2/1/1977
82 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.49 500k 1/1/2006
81 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.61 100k 1/1/2005
80 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.67 100k 11/1/1984
79 EMC Capital Advisors, LLC
Classic
1.70 5,000k 1/1/1985
78 Eckhardt Trading Company
Evolution Strategies
1.70 20,000k 8/1/1991
77 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.77 10,000k 1/1/2007
76 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.90 1,000k 10/1/2006
75 Haar Capital Management
Discretionary Commodity Trading Program
1.92 250k 12/1/2005
74 Eckhardt Trading Company
Evolution Strategies 1.2X
1.96 10,000k 10/1/1991
73 Winton Capital Management
Diversified
1.99 50,000k 10/1/1997
72 Quality Capital Management
Global Diversified Programme
2.00 10,000k 12/1/1995
71 Estlander & Partners
Alpha Trend
2.02 30,000k 10/1/1991
70 Tactical Investment Management
Tactical Institutional Commodity Program
2.05 10,000k 4/1/1993
69 Transtrend B.V.
DTP – Standard Risk (EUR)
2.05 10,000k 2/1/1999
68 Chesapeake Capital
Diversified (LV)
2.07 100k 2/1/1988
67 IKOS
The IKOS Hedge Fund
2.09 10,000k 7/1/1998
66 Auctos Capital Management
Auctos Global Diversified
2.10 3,000k 11/1/2007
65 Blackwater Capital Management
Global Program
2.14 5,000k 7/1/2005
64 Millburn Corporation
Multi-Markets Program
2.31 25,000k 10/1/2004
63 Saxon Investment Corporation
Diversified Program
2.33 3,000k 9/1/1988
62 HB Capital Management Inc.
Diversified Program
2.34 50k 3/1/2008
61 John Locke Investments
Cyril Systematic Program
2.44 8,000k 7/1/2000
60 Northfield Trading
Diversified
2.54 2,000k 7/1/1989
59 Wimmer Horizon LLP
Managed Account
2.60 5,000k 5/1/2005
58 ISAM
ISAM Systematic Trend Fund
2.63 1,000k 6/1/2001
57 Xplor Capital Management, LLC
Global CTA Program
2.65 1,500k 7/1/2004
56 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.80 10,000k 3/1/2006
55 Covenant Capital Management
Original Program
2.84 5,000k 9/1/1999
54 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.95 1/1/1989
53 Beryl Investment Group LLC
Nominal Discretionary System
3.02 50k 7/1/2007
52 Endeavour Capital LLP
Endeavour Pembroke
3.14 2,000k 7/1/2007
51 Millburn Corporation
Commodity Program
3.22 25,000k 3/1/2005
50 Alee Capital Management, LLC
Poniente Program
3.26 2,500k 1/1/1999
49 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.28 10,000k 1/1/1995
48 Revolution Capital Management
Alpha Fund
3.33 50k 1/1/2005
47 Revolution Capital Management
Alpha Program
3.34 5,000k 6/1/2007
46 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.41 10,000k 8/1/2004
45 Lynx Asset Management AB
Lynx Program
3.45 75k 5/1/2000
44 Rho Asset Management
Rho Altius 1XL Program
3.51 5,000k 11/1/2007
43 Amplitude Capital International Limited
Dynamic Strategy
3.51 6/1/2005
42 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.54 10,000k 8/1/1999
41 Emil van Essen
EvE Systematic Global Opportunities
3.56 1,000k 9/1/2007
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.57 10,000k 1/1/1991
39 Conquest Capital Group
Conquest Select
3.62 250k 6/1/2004
38 AllMountain Capital AG
Mount Denali Global Trends
3.70 160k 7/1/2007
37 Non Correlated Capital
Positive Theta Program
3.75 250k 10/1/2007
36 John Locke Investments
JL Commodity Long Flat Program
3.77 5,000k 12/1/2007
35 Covenant Capital Management
Aggressive Program
3.83 3,000k 2/1/2004
34 Saxon Investment Corporation
Aggressive Diversified Program
3.93 2,000k 11/1/1993
33 Mark J. Walsh Company
Standard Program
3.98 2,000k 9/1/1985
32 Welton Investment Partners
Welton Global
4.02 10,000k 6/1/2004
31 Non Correlated Capital
Positive Theta Fund
4.11 50k 10/1/2007
30 Rabar Market Research
Diversified Program
4.42 2,000k 1/1/1989
29 Hawksbill Capital Management
Global Diversified
4.57 5,000k 11/1/1988
28 Somers Brothers Capital
Diversified Futures Program #1
4.72 100k 1/1/2005
27 Futures Truth Company, FTC-CTA
MS4
4.82 250k 10/1/2007
26 Dendrich Ltd
QEP
4.87 50k 12/1/2005
25 Commodity Strategies AG
CSAG Active Long Short Commodity Program
5.15 5,000k 10/1/2007
24 Superfund Group
Superfund Green L.P. Series A
5.21 5k 10/1/2002
23 Mulvaney Capital Management
The Mulvaney Global Markets Fund
5.35 100k 5/1/1999
22 Superfund Group
Superfund Blue SPC Class A (Gold)
5.38 50k 12/1/2007
21 Clarke Capital Management
Worldwide
5.42 250k 1/1/1996
20 Superfund Group
Superfund Blue SPC Class A (EUR)
5.75 50k 4/1/2005
19 Quantitative Investment Management
Quantitative Global Program
5.78 20,000k 10/1/2003
18 Kelly Angle Inc.
Genesis Program
6.22 2,000k 4/1/2000
17 Superfund Group
Superfund Green Q-AG
6.52 2k 3/1/1996
16 Superfund Group
Superfund Green L.P. Series B
7.33 5k 10/1/2002
15 Parizek Capital
Futures Trading Program
7.35 500k 4/1/2000
14 DUNN Capital Management
D'Best Futures Fund, L.P.
7.36 100k 6/1/1994
13 Drury Capital
Diversified Trend-Following Program
7.44 5,000k 5/1/1997
12 Clarke Capital Management
Jupiter
7.67 3,000k 5/1/2005
11 Dominion Capital
Sapphire Program
7.80 3,000k 5/1/2005
10 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
8.17 3,000k 10/1/1992
9 Superfund Group
Superfund Green Gold A (SPC)
9.03 5k 10/1/2005
8 Superfund Group
Superfund Green GCT USD
9.51 15k 1/1/2000
7 Clarke Capital Management
Millennium
11.93 1,000k 1/1/1998
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
11.96 2,000k 7/1/1992
5 Emil van Essen
Spread Trading Program
12.30 5,000k 12/1/2006
4 Superfund Group
Superfund Green Gold B (SPC)
12.52 50k 10/1/2005
3 Revolution Capital Management
Mosaic Program
12.66 10,000k 10/1/2006
2 Superfund Group
Superfund Green Master
16.29 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
16.53 100k 10/1/2005

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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