Diversified Trader Index For June 2008

Monthly Rankings

Rank CTA/Program Jun 2008 Min Inv Inception
145 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.56 200k 11/1/1999
144 IKOS
The IKOS Hedge Fund
-6.30 10,000k 7/1/1998
143 Hawksbill Capital Management
Global Diversified
-5.19 5,000k 11/1/1988
142 Southwest Managed Investments, LLC
Global Diversified
-4.49 200k 1/1/2002
141 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.04 5,000k 6/1/2001
140 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.98 250k 6/1/2001
139 Briarwood Capital Management, Inc.
Diversified 2XL
-2.84 250k 11/1/2004
138 Trigon Investment Advisors, LLC
Discretionary Macro Program
-2.69 10,000k 8/1/2007
137 Clarke Capital Management
Global Basic
-2.37 50k 2/1/1996
136 Alee Capital Management, LLC
Mistral Program
-2.26 2,500k 1/1/1999
135 Quantitative Investment Management
Quantitative Global Program
-1.53 20,000k 10/1/2003
134 Alee Capital Management, LLC
Poniente Program
-1.48 2,500k 1/1/1999
133 Jaguar Investments Ltd
Vario Capital Strategy
-1.29 1,000k 5/1/2016
132 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.27 3,000k 7/1/2001
131 John Locke Investments
Cyril Systematic Program
-1.24 8,000k 7/1/2000
130 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.12 500k 1/1/2006
129 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.88 1,000k 9/1/1997
128 Clarke Capital Management
Millennium
-0.81 1,000k 1/1/1998
127 Clarke Capital Management
Global Magnum
-0.61 100k 8/1/1997
126 Red Oak Commodity Advisors
Investment Program
-0.38 5,000k 12/1/1989
125 Hyman Beck and Company
Global Portfolio
-0.36 1,000k 3/1/1991
124 Kelly Angle Inc.
Genesis Program
-0.35 2,000k 4/1/2000
123 Futures Truth Company, FTC-CTA
MS4
-0.13 250k 10/1/2007
120 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
121 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
122 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
119 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.06 10,000k 3/1/2006
118 Revolution Capital Management
Alpha Fund
0.33 50k 1/1/2005
117 ISAM
ISAM Systematic Trend Fund
0.43 1,000k 6/1/2001
116 HB Capital Management Inc.
Diversified Program
0.48 50k 3/1/2008
115 Revolution Capital Management
Alpha Program
0.58 5,000k 6/1/2007
114 Keck Capital Management LLC
The Keck Program
0.58 2,000k 12/1/2003
113 Rivoli Fund Management
Rivoli International Fund (V9)
0.59 5,000k 1/1/2002
112 Crabel Capital Management
Crabel Multi-Product
0.64 1,000k 3/1/1998
111 Romanesco Capital Management B.V
Persistence Program
0.66 5,000k 9/1/2005
110 Rivoli Fund Management
Rivoli International Fund (MAP)
0.76 5,000k 10/1/1996
109 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.89 1,000k 3/1/1998
108 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 1,000k 3/1/2003
107 Robust Methods LLC
Macro Managed Account
1.17 5,000k 1/1/2005
106 Beryl Investment Group LLC
Nominal Discretionary System
1.19 50k 7/1/2007
105 Robinson-Langley Capital Management, LLC
Managed Account Program
1.28 200k 1/1/2007
104 Quantica Capital AG
Quantica Managed Futures
1.40 5,000k 1/1/2005
103 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.51 1k 10/1/2006
102 Saxon Investment Corporation
Diversified Program
1.57 3,000k 9/1/1988
101 Amplitude Capital International Limited
Dynamic Strategy
1.58 6/1/2005
100 Parizek Capital
Futures Trading Program
1.63 500k 4/1/2000
99 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.76 1,000k 10/1/2006
98 Revolution Capital Management
Mosaic Program
1.80 10,000k 10/1/2006
97 Emil van Essen
EvE Systematic Global Opportunities
1.84 1,000k 9/1/2007
96 FORT LP
Fort Global Contrarian
1.97 2,000k 10/1/2002
95 Abraham Trading Company
Diversified Program
2.04 10,000k 1/1/1988
94 Transtrend B.V.
DTP – Standard Risk (EUR)
2.05 10,000k 2/1/1999
93 Clarke Capital Management
Jupiter
2.12 3,000k 5/1/2005
92 Dominion Capital
Sapphire Program
2.13 3,000k 5/1/2005
91 MERIT Alternative Investments GmbH
Futures Portfolio
2.16 2,000k 6/1/1998
90 Estlander & Partners
Alpha Trend
2.20 30,000k 10/1/1991
89 Non Correlated Capital
Positive Theta Program
2.25 250k 10/1/2007
88 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.29 1/1/1989
87 Altradis Capital AG
AlphAlgo
2.45 100k 5/1/2007
86 Welton Investment Partners
Welton Global
2.57 10,000k 6/1/2004
85 Endeavour Capital LLP
Endeavour Pembroke
2.60 2,000k 7/1/2007
84 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.79 75k 6/1/2007
83 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.79 10,000k 8/1/2004
82 Saxon Investment Corporation
Aggressive Diversified Program
2.81 2,000k 11/1/1993
81 Commodity Strategies AG
CSAG Active Long Short Commodity Program
2.83 5,000k 10/1/2007
80 Northfield Trading
Diversified
2.86 2,000k 7/1/1989
79 Estlander & Partners
Global Markets
2.87 10,000k 8/1/1999
78 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.87 1,500k 4/1/2006
77 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.88 10,000k 8/1/1999
76 Dendrich Ltd
QEP
2.96 50k 12/1/2005
75 Rho Asset Management
Rho Altius 1XL Program
2.97 5,000k 11/1/2007
74 Rabar Market Research
Diversified Program
3.01 2,000k 1/1/1989
73 Non Correlated Capital
Positive Theta Fund
3.02 50k 10/1/2007
72 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.03 10,000k 1/1/1995
71 Eckhardt Trading Company
Evolution Strategies
3.10 20,000k 8/1/1991
70 Future Trade AG
Thales Swing Trading Programme
3.12 250k 6/1/2007
69 Clarke Capital Management
Worldwide
3.22 250k 1/1/1996
68 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.22 5,000k 6/1/2006
67 Dreiss Research Corporation
Diversified Program
3.26 1,000k 5/1/1991
66 Red Rock Capital, LLC
Systematic Global Macro
3.34 500k 9/1/2003
65 Eckhardt Trading Company
Evolution Strategies 1.2X
3.48 10,000k 10/1/1991
64 Gladius Asset Management
Fulham Program
3.54 2,000k 1/1/2008
63 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.56 100k 11/1/1984
62 Blackwater Capital Management
Global Program
3.57 5,000k 7/1/2005
61 Clarke Capital Management
FX Plus
3.72 1,000k 5/1/2004
60 DUNN Capital Management
D'Best Futures Fund, L.P.
3.81 100k 6/1/1994
59 Molinero Capital Management LLP
Global Markets Program
3.94 2,000k 7/1/2005
58 Eclipse Capital Management
Global Monetary
4.04 5,000k 8/1/1990
57 Quantmetrics Capital Management LLP
Directional 10V Strategy
4.05 10,000k 1/1/2007
56 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.09 100k 1/1/2005
55 Somers Brothers Capital
Diversified Futures Program #1
4.17 100k 1/1/2005
54 Wavefront Global Asset Management
IMFC Global Investment Program
4.27 2,000k 2/1/2007
53 Haar Capital Management
Discretionary Commodity Trading Program
4.45 250k 12/1/2005
52 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.55 100k 3/1/2003
51 Spectrum Asset Management LLC
Global Diversified
4.73 2,000k 1/1/2001
50 Conquest Capital Group
Conquest Select
4.75 250k 6/1/2004
49 Covenant Capital Management
Original Program
4.78 5,000k 9/1/1999
48 FORT LP
Fort Global Diversified
4.83 2,000k 10/1/1993
47 Superfund Group
Superfund Blue SPC Class A (EUR)
4.87 50k 4/1/2005
46 RAM Management Group
RAM MRTP 1X-Conservative
4.87 1,000k 9/1/1993
45 Ancile Capital Management
Global Markets Program
5.03 2,000k 4/1/2005
44 Winton Capital Management
Diversified
5.06 50,000k 10/1/1997
43 Lynx Asset Management AB
Lynx Program
5.16 75k 5/1/2000
42 Mobius Asset Management
Diversified Program
5.26 250k 3/1/2004
41 EMC Capital Advisors, LLC
Classic
5.30 5,000k 1/1/1985
40 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
5.41 1,000k 5/1/2006
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.52 10,000k 1/1/1991
38 Di Tomasso Group Inc.
Equilibrium Program
5.60 5,000k 1/1/2002
37 John Locke Investments
JL Commodity Long Flat Program
5.82 5,000k 12/1/2007
36 Mobius Asset Management
Custom Trading Program
6.11 100k 1/1/2002
35 Wimmer Horizon LLP
Managed Account
6.13 5,000k 5/1/2005
34 Estlander & Partners
Global XL
6.14 5,000k 8/1/1991
33 Covenant Capital Management
Aggressive Program
6.38 3,000k 2/1/2004
32 Millburn Corporation
Diversified Program
6.43 20,000k 2/1/1977
31 Millburn Corporation
Multi-Markets Program
6.46 25,000k 10/1/2004
30 Auctos Capital Management
Auctos Global Diversified
6.60 3,000k 11/1/2007
29 Drury Capital
Diversified Trend-Following Program
6.63 5,000k 5/1/1997
28 Tactical Investment Management
Tactical Institutional Commodity Program
6.78 10,000k 4/1/1993
27 Mark J. Walsh Company
Standard Program
6.95 2,000k 9/1/1985
26 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
7.08 10k 7/1/2005
25 Superfund Group
Superfund Blue SPC Class A (Gold)
7.24 50k 12/1/2007
24 Millburn Corporation
Commodity Program
7.31 25,000k 3/1/2005
23 DUNN Capital Management
DUNN Combined Fund (DCF)
7.36 100k 5/1/1989
22 Claughton Capital
Institutional Program
7.43 1,000k 10/1/2005
21 QCM
Global Diversified Programme
7.65 500k 12/1/1995
20 Superfund Group
Superfund Green L.P. Series A
7.73 5k 10/1/2002
19 Conquest Capital Group
Conquest Macro
8.06 250k 5/1/1999
18 Xplor Capital Management, LLC
Global CTA Program
8.31 1,500k 7/1/2004
17 Ion Asset Architecture (Fund Program)
Ion Fund
8.34 100k 11/1/2007
16 AllMountain Capital AG
Mount Denali Global Trends
8.34 160k 7/1/2007
15 Ion Asset Architecture
Ion Fund Program
8.34 10,000k 11/1/2007
14 Mulvaney Capital Management
The Mulvaney Global Markets Fund
8.51 100k 5/1/1999
13 Chesapeake Capital
Diversified (LV)
9.48 100k 2/1/1988
12 Superfund Group
Superfund Green Q-AG
9.88 2k 3/1/1996
11 Emil van Essen
Spread Trading Program
11.70 5,000k 12/1/2006
10 Superfund Group
Superfund Green L.P. Series B
12.54 5k 10/1/2002
9 RAM Management Group
MRTP Aggressive
13.24 1,000k 2/1/1998
8 Superfund Group
Superfund Green GCT USD
13.98 15k 1/1/2000
7 Superfund Group
Superfund Green Gold A (SPC)
14.02 5k 10/1/2005
6 Quantum Leap Capital Management
Managed Account Program
15.73 300k 8/1/2006
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
17.74 3,000k 10/1/1992
4 Superfund Group
Superfund Green Master
17.77 2,000k 5/1/2001
3 Superfund Group
Superfund Green Gold B (SPC)
18.49 50k 10/1/2005
2 Superfund Group
Superfund Green Gold C (SPC)
22.40 100k 10/1/2005
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
26.11 2,000k 7/1/1992

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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