Diversified Trader Index For September 2008

Monthly Rankings

Rank CTA/Program Sep 2008 Min Inv Inception
147 Dendrich Ltd
QEP
-29.04 50k 12/1/2005
146 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-20.05 2,000k 7/1/1992
145 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.81 3,000k 10/1/1992
144 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-11.64 10k 7/1/2005
143 Rotella Capital Management
Rotella Polaris Program (Diversified)
-10.81 10,000k 1/1/1991
142 IKOS
The IKOS Hedge Fund
-9.17 10,000k 7/1/1998
141 Quality Capital Management
Global Diversified Programme
-8.43 10,000k 12/1/1995
140 Rotella Capital Management
Rotella Orion (Short-Term) Program
-7.70 10,000k 3/1/2006
139 Chesapeake Capital
Diversified (LV)
-7.20 100k 2/1/1988
138 Non Correlated Capital
Positive Theta Fund
-5.01 50k 10/1/2007
137 Non Correlated Capital
Positive Theta Program
-4.18 250k 10/1/2007
136 Estlander & Partners
Alpha Trend
-3.74 30,000k 10/1/1991
135 Haar Capital Management
Discretionary Commodity Trading Program
-3.34 250k 12/1/2005
134 Endeavour Capital LLP
Endeavour Pembroke
-3.30 2,000k 7/1/2007
133 Emil van Essen
EvE Systematic Global Opportunities
-3.08 1,000k 9/1/2007
132 Auctos Capital Management
Auctos Global Diversified
-2.97 3,000k 11/1/2007
131 Estlander & Partners
Global XL
-2.42 5,000k 8/1/1991
130 Quantmetrics Capital Management LLP
Directional 10V Strategy
-2.24 10,000k 1/1/2007
129 Di Tomasso Group Inc.
Equilibrium Program
-2.22 5,000k 1/1/2002
128 Rabar Market Research
Diversified Program
-2.03 2,000k 1/1/1989
127 Claughton Capital
Institutional Program
-2.01 1,000k 10/1/2005
126 Altradis Capital AG
AlphAlgo
-1.96 100k 5/1/2007
125 Mark J. Walsh Company
Standard Program
-1.71 2,000k 9/1/1985
124 John Locke Investments
JL Commodity Long Flat Program
-1.65 5,000k 12/1/2007
123 Beryl Investment Group LLC
Nominal Discretionary System
-1.59 50k 7/1/2007
122 Mobius Asset Management
Diversified Program
-1.56 250k 3/1/2004
121 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.45 100k 3/1/2003
120 Rho Asset Management
Rho Altius 1XL Program
-1.37 5,000k 11/1/2007
119 Ancile Capital Management
Global Markets Program
-1.26 2,000k 4/1/2005
118 Mobius Asset Management
Custom Trading Program
-1.24 100k 1/1/2002
117 Kelly Angle Inc.
Genesis Program
-1.19 2,000k 4/1/2000
116 Tactical Investment Management
Tactical Institutional Commodity Program
-1.15 10,000k 4/1/1993
115 Estlander & Partners
Global Markets
-1.14 10,000k 8/1/1999
114 Spectrum Asset Management LLC
Global Diversified
-1.09 2,000k 1/1/2001
113 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.08 1,000k 10/1/2006
112 Jaguar Investments Ltd
Vario Capital Strategy
-1.03 1,000k 5/1/2016
111 Quantica Capital AG
Quantica Managed Futures
-1.00 5,000k 1/1/2005
110 Saxon Investment Corporation
Aggressive Diversified Program
-0.76 2,000k 11/1/1993
109 Conquest Capital Group
Conquest Select
-0.55 250k 6/1/2004
108 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.54 1,000k 3/1/1998
107 John Locke Investments
Cyril Systematic Program
-0.51 8,000k 7/1/2000
106 AllMountain Capital AG
Mount Denali Global Trends
-0.48 160k 7/1/2007
105 Winton Capital Management
Diversified
-0.41 50,000k 10/1/1997
104 Saxon Investment Corporation
Diversified Program
-0.34 3,000k 9/1/1988
103 Xplor Capital Management, LLC
Global CTA Program
-0.31 1,500k 7/1/2004
102 HB Capital Management Inc.
Diversified Program
-0.17 50k 3/1/2008
101 RAM Management Group
MRTP Aggressive
-0.13 1,000k 2/1/1998
100 Northfield Trading
Diversified
-0.10 2,000k 7/1/1989
99 RAM Management Group
RAM MRTP 1X-Conservative
-0.07 1,000k 9/1/1993
98 Superfund Group
Superfund Green L.P. Series A
-0.07 5k 10/1/2002
97 Gladius Asset Management
Fulham Program
-0.02 2,000k 1/1/2008
96 Clarke Capital Management
FX Plus
-0.02 1,000k 5/1/2004
94 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
93 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
95 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
92 Covenant Capital Management
Original Program
0.09 5,000k 9/1/1999
91 Briarwood Capital Management, Inc.
Diversified Trading Program
0.25 3,000k 7/1/2001
90 Robust Methods LLC
Macro Managed Account
0.42 5,000k 1/1/2005
89 Superfund Group
Superfund Green L.P. Series B
0.46 5k 10/1/2002
88 Molinero Capital Management LLP
Global Markets Program
0.51 2,000k 7/1/2005
87 Briarwood Capital Management, Inc.
Diversified 2XL
0.58 250k 11/1/2004
86 Red Oak Commodity Advisors
Investment Program
0.62 5,000k 12/1/1989
85 FORT LP
Fort Global Diversified
0.63 2,000k 10/1/1993
84 Purple Valley Capital, Inc.
Diversified Trend 1
0.78 100k 8/1/2008
83 Covenant Capital Management
Aggressive Program
0.80 3,000k 2/1/2004
82 Superfund Group
Superfund Blue SPC Class A (EUR)
0.81 50k 4/1/2005
81 Robinson-Langley Capital Management, LLC
Managed Account Program
0.90 200k 1/1/2007
80 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.02 100k 11/1/1984
79 Welton Investment Partners
Welton Global
1.05 10,000k 6/1/2004
78 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.24 10,000k 8/1/2007
77 Clarke Capital Management
Global Magnum
1.53 100k 8/1/1997
76 FORT LP
Fort Global Contrarian
1.62 2,000k 10/1/2002
75 Rivoli Fund Management
Rivoli International Fund (V9)
1.78 5,000k 1/1/2002
74 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.84 5,000k 6/1/2006
73 Ion Asset Architecture
Ion Fund Program
1.90 10,000k 11/1/2007
72 Ion Asset Architecture (Fund Program)
Ion Fund
1.93 100k 11/1/2007
71 Millburn Corporation
Commodity Program
1.93 25,000k 3/1/2005
70 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.97 1,000k 5/1/2006
69 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.07 1/1/1989
68 Rivoli Fund Management
Rivoli International Fund (MAP)
2.24 5,000k 10/1/1996
67 MERIT Alternative Investments GmbH
Futures Portfolio
2.45 2,000k 6/1/1998
66 Revolution Capital Management
Alpha Program
2.51 5,000k 6/1/2007
65 Dominion Capital
Sapphire Program
2.51 3,000k 5/1/2005
64 Revolution Capital Management
Alpha Fund
2.58 50k 1/1/2005
63 Superfund Group
Superfund Green Q-AG
2.59 2k 3/1/1996
62 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.68 1k 10/1/2006
61 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
60 Lynx Asset Management AB
Lynx Program
2.71 75k 5/1/2000
59 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.74 1,000k 9/1/1997
58 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.94 500k 1/1/2006
57 Romanesco Capital Management B.V
Persistence Program
2.98 5,000k 9/1/2005
56 Eckhardt Trading Company
Evolution Strategies 1.2X
3.09 10,000k 10/1/1991
55 Quantitative Investment Management
Quantitative Global Program
3.10 20,000k 10/1/2003
54 Millburn Corporation
Diversified Program
3.20 20,000k 2/1/1977
53 Red Rock Capital, LLC
Systematic Global Macro
3.23 500k 9/1/2003
52 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
3.38 75k 6/1/2007
51 Alee Capital Management, LLC
Mistral Program
3.73 2,500k 1/1/1999
50 Emil van Essen
Spread Trading Program
3.75 5,000k 12/1/2006
49 Commodity Strategies AG
CSAG Active Long Short Commodity Program
3.80 5,000k 10/1/2007
48 Transtrend B.V.
DTP – Standard Risk (EUR)
3.82 10,000k 2/1/1999
47 Futures Truth Company, FTC-CTA
MS4
4.07 250k 10/1/2007
46 Wavefront Global Asset Management
IMFC Global Investment Program
4.26 2,000k 2/1/2007
45 Clarke Capital Management
Global Basic
4.26 50k 2/1/1996
44 Millburn Corporation
Multi-Markets Program
4.35 25,000k 10/1/2004
43 Eclipse Capital Management
Global Monetary
4.38 5,000k 8/1/1990
42 Crabel Capital Management
Crabel Multi-Product
4.75 1,000k 3/1/1998
41 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.77 10,000k 8/1/2004
40 DUNN Capital Management
D'Best Futures Fund, L.P.
4.85 100k 6/1/1994
39 Superfund Group
Superfund Green GCT USD
4.87 15k 1/1/2000
38 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.95 10,000k 1/1/1995
37 Dreiss Research Corporation
Diversified Program
5.00 1,000k 5/1/1991
36 Clarke Capital Management
Millennium
5.01 1,000k 1/1/1998
35 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.11 100k 1/1/2005
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.35 10,000k 8/1/1999
33 Clarke Capital Management
Jupiter
5.53 3,000k 5/1/2005
32 Abraham Trading Company
Diversified Program
5.55 10,000k 1/1/1988
31 Superfund Group
Superfund Green Gold A (SPC)
5.58 5k 10/1/2005
30 Alee Capital Management, LLC
Poniente Program
5.74 2,500k 1/1/1999
29 EMC Capital Advisors, LLC
Classic
5.80 5,000k 1/1/1985
28 Superfund Group
Superfund Green Gold B (SPC)
6.06 50k 10/1/2005
27 Hawksbill Capital Management
Global Diversified
6.11 5,000k 11/1/1988
26 DUNN Capital Management
DUNN Combined Fund (DCF)
6.31 100k 5/1/1989
25 Superfund Group
Superfund Green Gold C (SPC)
6.70 100k 10/1/2005
24 Wimmer Horizon LLP
Managed Account
6.84 5,000k 5/1/2005
23 Auspice Capital Advisors Ltd
Auspice Diversified Program
6.86 1,500k 4/1/2006
22 Revolution Capital Management
Mosaic Program
6.97 10,000k 10/1/2006
21 Blackwater Capital Management
Global Program
8.23 5,000k 7/1/2005
20 Conquest Capital Group
Conquest Macro
8.50 250k 5/1/1999
19 Superfund Group
Superfund Green Master
8.93 2,000k 5/1/2001
18 Superfund Group
Superfund Blue SPC Class A (Gold)
8.97 50k 12/1/2007
17 Clarke Capital Management
Worldwide
9.15 250k 1/1/1996
16 ISAM
ISAM Systematic Trend Fund
9.63 1,000k 6/1/2001
15 Southwest Managed Investments, LLC
Global Diversified
9.74 200k 1/1/2002
14 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.96 200k 11/1/1999
13 Keck Capital Management LLC
The Keck Program
10.26 2,000k 12/1/2003
12 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.75 250k 6/1/2001
11 NuWave Investment Management, LLC
Combined Futures Portfolio
10.87 5,000k 6/1/2001
10 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
10.99 1,000k 3/1/2003
9 Quantum Leap Capital Management
Managed Account Program
11.19 300k 8/1/2006
8 Hyman Beck and Company
Global Portfolio
11.52 1,000k 3/1/1991
7 Mulvaney Capital Management
The Mulvaney Global Markets Fund
11.58 100k 5/1/1999
6 Crabel Capital Management
WPD Crabel Futures Program
12.93 1,000k 7/1/2008
5 Amplitude Capital International Limited
Dynamic Strategy
14.48 6/1/2005
4 Parizek Capital
Futures Trading Program
14.68 500k 4/1/2000
3 Somers Brothers Capital
Diversified Futures Program #1
15.01 100k 1/1/2005
2 Future Trade AG
Thales Swing Trading Programme
15.41 250k 6/1/2007
1 Drury Capital
Diversified Trend-Following Program
16.95 5,000k 5/1/1997

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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