Diversified Trader Index For August 2008

Monthly Rankings

Rank CTA/Program Aug 2008 Min Inv Inception
147 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-25.59 2,000k 7/1/1992
146 Superfund Group
Superfund Green Gold C (SPC)
-25.33 100k 10/1/2005
145 Superfund Group
Superfund Green Gold B (SPC)
-21.49 50k 10/1/2005
144 Superfund Group
Superfund Green Gold A (SPC)
-17.46 5k 10/1/2005
143 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-15.94 3,000k 10/1/1992
142 Superfund Group
Superfund Green Master
-12.80 2,000k 5/1/2001
141 Superfund Group
Superfund Green GCT USD
-11.55 15k 1/1/2000
140 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.26 100k 11/1/1984
139 Rotella Capital Management
Rotella Orion (Short-Term) Program
-8.37 10,000k 3/1/2006
138 Superfund Group
Superfund Green Q-AG
-8.36 2k 3/1/1996
137 Romanesco Capital Management B.V
Persistence Program
-7.70 5,000k 9/1/2005
136 Chesapeake Capital
Diversified (LV)
-7.50 100k 2/1/1988
135 Superfund Group
Superfund Green L.P. Series B
-7.28 5k 10/1/2002
134 FORT LP
Fort Global Diversified
-6.86 2,000k 10/1/1993
133 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.74 75k 6/1/2007
132 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.73 100k 5/1/1999
131 FORT LP
Fort Global Contrarian
-5.53 2,000k 10/1/2002
130 Covenant Capital Management
Aggressive Program
-5.42 3,000k 2/1/2004
129 Superfund Group
Superfund Green L.P. Series A
-4.64 5k 10/1/2002
128 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-4.51 5,000k 10/1/2007
127 Beach Horizon LLP
Managed Account
-4.10 5,000k 5/1/2005
126 Auctos Capital Management
Auctos Global Diversified
-4.07 3,000k 11/1/2007
125 Millburn Corporation
Diversified Program
-3.99 20,000k 2/1/1977
124 AllMountain Capital AG
Mount Denali Global Trends
-3.96 160k 7/1/2007
123 Covenant Capital Management
Original Program
-3.79 5,000k 9/1/1999
122 Millburn Corporation
Commodity Program
-3.77 25,000k 3/1/2005
121 Welton Investment Partners
Welton Global
-3.72 10,000k 6/1/2004
120 Crabel Capital Management
Crabel Multi-Product
-3.71 1,000k 3/1/1998
119 Amplitude Capital International Limited
Dynamic Strategy
-3.63 6/1/2005
118 Crabel Capital Management
WPD Crabel Futures Program
-3.62 1,000k 7/1/2008
117 Ancile Capital Management
Global Markets Program
-3.62 2,000k 4/1/2005
116 Millburn Corporation
Multi-Markets Program
-3.49 25,000k 10/1/2004
115 Wavefront Global Asset Management
IMFC Global Investment Program
-3.39 2,000k 2/1/2007
114 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.26 500k 1/1/2006
113 Xplor Capital Management, LLC
Global CTA Program
-3.24 1,500k 7/1/2004
112 Keck Capital Management LLC
The Keck Program
-3.22 2,000k 12/1/2003
111 Quality Capital Management
Global Diversified Programme
-3.14 10,000k 12/1/1995
110 Mobius Asset Management
Custom Trading Program
-3.01 100k 1/1/2002
109 Winton Capital Management
Diversified
-3.00 50,000k 10/1/1997
108 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.98 10,000k 10/1/1991
107 Beryl Investment Group LLC
Nominal Discretionary System
-2.82 50k 7/1/2007
106 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.72 1/1/1989
105 Eckhardt Trading Company
Evolution Strategies
-2.71 20,000k 8/1/1991
104 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.70 10,000k 1/1/1991
103 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.63 50k 12/1/2007
102 Rabar Market Research
Diversified Program
-2.43 2,000k 1/1/1989
101 Saxon Investment Corporation
Aggressive Diversified Program
-2.32 2,000k 11/1/1993
100 Endeavour Capital LLP
Endeavour Pembroke
-2.01 2,000k 7/1/2007
99 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.99 1,500k 4/1/2006
98 Quantica Capital AG
Quantica Managed Futures
-1.90 5,000k 1/1/2005
97 Molinero Capital Management LLP
Global Markets Program
-1.90 2,000k 7/1/2005
96 HB Capital Management Inc.
Diversified Program
-1.89 50k 3/1/2008
95 Acorn Global Investments Inc.
Acorn Diversified Program
-1.81 10k 7/1/2005
94 Spectrum Asset Management LLC
Global Diversified
-1.77 2,000k 1/1/2001
93 Di Tomasso Group Inc.
Equilibrium Program
-1.74 5,000k 1/1/2002
92 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.70 5,000k 6/1/2006
91 Tactical Investment Management
Tactical Institutional Commodity Program
-1.64 10,000k 4/1/1993
90 Red Rock Capital, LLC
Systematic Global Macro
-1.60 500k 9/1/2003
89 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.52 1,000k 10/1/2006
88 Emil van Essen
EvE Systematic Global Opportunities
-1.42 1,000k 9/1/2007
87 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.38 10,000k 1/1/1995
86 Haar Capital Management
Discretionary Commodity Trading Program
-1.28 250k 12/1/2005
85 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
84 Saxon Investment Corporation
Diversified Program
-1.24 3,000k 9/1/1988
83 Estlander & Partners
Global XL
-1.20 5,000k 8/1/1991
82 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.19 10,000k 8/1/2004
81 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.15 10,000k 8/1/1999
80 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.93 10,000k 2/1/1999
79 Revolution Capital Management
Alpha Fund
-0.91 50k 1/1/2005
78 Rho Asset Management
Rho Altius 1XL Program
-0.81 5,000k 11/1/2007
77 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.74 1,000k 3/1/1998
76 Estlander & Partners
Global Markets
-0.59 10,000k 8/1/1999
75 ISAM
ISAM Systematic Trend Fund
-0.54 1,000k 6/1/2001
74 Eclipse Capital Management
Global Monetary
-0.46 5,000k 8/1/1990
73 Revolution Capital Management
Alpha Program
-0.30 5,000k 6/1/2007
72 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.16 50k 4/1/2005
71 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
68 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
70 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
69 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
67 Dreiss Research Corporation
Diversified Program
0.04 1,000k 5/1/1991
66 Abraham Trading Company
Diversified Program
0.08 10,000k 1/1/1988
65 Ion Asset Architecture (Fund Program)
Ion Fund
0.18 100k 11/1/2007
64 Ion Asset Architecture
Ion Fund Program
0.20 10,000k 11/1/2007
63 DUNN Capital Management
DUNN Combined Fund (DCF)
0.23 100k 5/1/1989
62 Dominion Capital
Sapphire Program
0.25 3,000k 5/1/2005
61 Claughton Capital
Auto-Reactive Positioning
0.32 1,000k 10/1/2005
60 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.55 1,000k 5/1/2006
59 IKOS
The IKOS Hedge Fund
0.85 10,000k 7/1/1998
58 Rivoli Fund Management
Rivoli International Fund (V9)
1.00 5,000k 1/1/2002
57 Blackwater Capital Management
Global Program
1.02 5,000k 7/1/2005
56 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.19 1,000k 3/1/2003
55 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
54 Robust Methods LLC
Macro Managed Account
1.22 5,000k 1/1/2005
53 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.25 100k 1/1/2005
52 Jaguar Investments Ltd
Vario Capital Strategy
1.27 1,000k 5/1/2016
51 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.36 1k 10/1/2006
50 Emil van Essen
Spread Trading Program
1.38 5,000k 12/1/2006
49 Rivoli Fund Management
Rivoli International Fund (MAP)
1.43 5,000k 10/1/1996
48 Robinson-Langley Capital Management, LLC
Managed Account Program
1.44 200k 1/1/2007
47 Estlander & Partners
Alpha Trend
1.63 30,000k 10/1/1991
46 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.70 10,000k 1/1/2007
45 MERIT Alternative Investments GmbH
Futures Portfolio
1.73 2,000k 6/1/1998
44 Northfield Trading
Diversified
1.78 2,000k 7/1/1989
43 Mobius Asset Management
Diversified Program
1.79 250k 3/1/2004
42 Drury Capital
Diversified Trend-Following Program
1.92 5,000k 5/1/1997
41 Lynx Asset Management AB
Lynx Program
2.01 75k 5/1/2000
40 Altradis Capital AG
AlphAlgo
2.66 100k 5/1/2007
39 Clarke Capital Management
Jupiter
2.90 3,000k 5/1/2005
38 Conquest Capital Group
Conquest Select
3.08 250k 6/1/2004
37 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.12 1,000k 9/1/1997
36 Quantitative Investment Management
Quantitative Global Program
3.36 20,000k 10/1/2003
35 Mark J. Walsh Company
Standard Program
3.44 2,000k 9/1/1985
34 Alee Capital Management, LLC
Mistral Program
3.68 2,500k 1/1/1999
33 Clarke Capital Management
Millennium
3.90 1,000k 1/1/1998
32 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
31 Trigon Investment Advisors, LLC
Discretionary Macro Program
4.55 10,000k 8/1/2007
30 DUNN Capital Management
D'Best Futures Fund, L.P.
4.78 100k 6/1/1994
29 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.78 100k 3/1/2003
28 Briarwood Capital Management, Inc.
Diversified Trading Program
5.11 3,000k 7/1/2001
27 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.52 200k 11/1/1999
26 Somers Brothers Capital
Diversified Futures Program #1
5.73 100k 1/1/2005
25 Kelly Angle Inc.
Genesis Program
5.77 2,000k 4/1/2000
24 Conquest Capital Group
Conquest Macro
6.08 250k 5/1/1999
23 Hyman Beck and Company
Global Portfolio
6.23 1,000k 3/1/1991
22 Red Oak Commodity Advisors
Investment Program
7.17 5,000k 12/1/1989
21 John Locke Investments
Cyril Systematic Program
7.30 8,000k 7/1/2000
20 Dendrich Ltd
QEP
7.30 50k 12/1/2005
19 Alee Capital Management, LLC
Poniente Program
7.68 2,500k 1/1/1999
18 Parizek Capital
Futures Trading Program
7.83 500k 4/1/2000
17 Non Correlated Capital
Positive Theta Program
7.93 250k 10/1/2007
16 RAM Management Group
RAM MRTP 1X-Conservative
7.97 1,000k 9/1/1993
15 Futures Truth Company, FTC-CTA
MS4
8.05 250k 10/1/2007
14 Gladius Asset Management
Fulham Program
8.13 2,000k 1/1/2008
13 Clarke Capital Management
FX Plus
9.49 1,000k 5/1/2004
12 Non Correlated Capital
Positive Theta Fund
9.92 50k 10/1/2007
11 NuWave Investment Management, LLC
Combined Futures Portfolio
10.08 5,000k 6/1/2001
10 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.19 250k 6/1/2001
9 Briarwood Capital Management, Inc.
Diversified 2XL
11.21 250k 11/1/2004
8 Future Trade AG
Thales Swing Trading Programme
11.39 250k 6/1/2007
7 Revolution Capital Management
Mosaic Program
12.40 10,000k 10/1/2006
6 Clarke Capital Management
Global Magnum
13.99 100k 8/1/1997
5 Quantum Leap Capital Management
Managed Account Program
14.63 300k 8/1/2006
4 Southwest Managed Investments, LLC
Global Diversified
16.40 200k 1/1/2002
3 Hawksbill Capital Management
Global Diversified
19.41 5,000k 11/1/1988
2 RAM Management Group
MRTP Aggressive
24.65 1,000k 2/1/1998
1 Clarke Capital Management
Global Basic
30.08 50k 2/1/1996

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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