Diversified Trader Index For January 2009

Monthly Rankings

Rank CTA/Program Jan 2009 Min Inv Inception
158 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-12.39 2,000k 7/1/1992
157 Purple Valley Capital, Inc.
Diversified Trend 1
-12.39 100k 8/1/2008
156 Estlander & Partners
Alpha Trend II - Class P
-9.53 100k 12/1/2008
155 RAM Management Group
MRTP Aggressive
-8.48 1,000k 2/1/1998
154 Clarke Capital Management
FX Plus
-8.03 1,000k 5/1/2004
153 Quantum Leap Capital Management
Managed Account Program
-8.00 300k 8/1/2006
152 Revolution Capital Management
Mosaic Program
-7.91 10,000k 10/1/2006
151 Future Trade AG
Thales Swing Trading Programme
-7.68 250k 6/1/2007
150 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.43 3,000k 10/1/1992
149 Kelly Angle Inc.
Genesis Program
-6.68 2,000k 4/1/2000
148 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.27 100k 6/1/1994
147 Quality Capital Management
Global Diversified Programme
-6.15 10,000k 12/1/1995
146 Southwest Managed Investments, LLC
Global Diversified
-5.54 200k 1/1/2002
145 Clarke Capital Management
Millennium
-5.20 1,000k 1/1/1998
144 Mark J. Walsh Company
Standard Program
-5.07 2,000k 9/1/1985
143 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.60 100k 3/1/2003
142 Alee Capital Management, LLC
Poniente Program
-4.49 2,500k 1/1/1999
141 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.26 100k 5/1/1989
140 Clarke Capital Management
Worldwide
-4.22 250k 1/1/1996
139 Alee Capital Management, LLC
Mistral Program
-4.15 2,500k 1/1/1999
138 Eclipse Capital Management
Global Monetary
-3.82 5,000k 8/1/1990
137 Clarke Capital Management
Jupiter
-3.77 3,000k 5/1/2005
136 Claughton Capital
Institutional Program
-3.77 1,000k 10/1/2005
135 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.60 100k 1/1/2005
134 Parizek Capital
Futures Trading Program
-3.53 500k 4/1/2000
133 Somers Brothers Capital
Diversified Futures Program #1
-3.48 100k 1/1/2005
132 Di Tomasso Group Inc.
Equilibrium Program
-3.23 5,000k 1/1/2002
131 John Locke Investments
JL Commodity Long Flat Program
-3.21 5,000k 12/1/2007
130 Robust Methods LLC
Macro Managed Account
-3.09 5,000k 1/1/2005
129 Estlander & Partners
Alpha Trend
-3.02 30,000k 10/1/1991
128 RAM Management Group
RAM MRTP 1X-Conservative
-2.81 1,000k 9/1/1993
127 Xplor Capital Management, LLC
Global CTA Program
-2.49 1,500k 7/1/2004
126 FORT LP
Fort Global Contrarian
-2.48 2,000k 10/1/2002
125 Rho Asset Management
Rho Altius 1XL Program
-2.41 5,000k 11/1/2007
124 Conquest Capital Group
Conquest Select
-2.30 250k 6/1/2004
123 Welton Investment Partners
Welton Global
-2.30 10,000k 6/1/2004
122 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-2.25 5,000k 11/1/2012
121 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.05 200k 1/1/2007
120 EMC Capital Advisors, LLC
Classic
-1.90 5,000k 1/1/1985
119 Lynx Asset Management AB
Lynx Program
-1.90 75k 5/1/2000
118 Drury Capital
Diversified Trend-Following Program
-1.82 5,000k 5/1/1997
117 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.60 10,000k 10/1/1991
116 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.41 1/1/1989
115 Eckhardt Trading Company
Evolution Strategies
-1.38 20,000k 8/1/1991
114 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.28 200k 11/1/1999
113 Revolution Capital Management
Alpha Program
-1.27 5,000k 6/1/2007
112 ISAM
ISAM Systematic Trend Fund
-1.25 1,000k 6/1/2001
111 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.25 4,000k 11/1/2008
110 Ancile Capital Management
Global Markets Program
-1.23 2,000k 4/1/2005
109 Rabar Market Research
Diversified Program
-1.20 2,000k 1/1/1989
108 AllMountain Capital AG
Mount Denali Global Trends
-1.17 160k 7/1/2007
107 Jaguar Investments Ltd
Vario Capital Strategy
-1.14 1,000k 5/1/2016
106 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.10 75k 6/1/2007
105 Gladius Asset Management
Fulham Program
-1.07 2,000k 1/1/2008
104 FORT LP
Fort Global Diversified
-1.00 2,000k 10/1/1993
103 John Locke Investments
Cyril Systematic Program
-0.96 8,000k 7/1/2000
102 Wavefront Global Asset Management
IMFC Global Investment Program
-0.88 2,000k 2/1/2007
101 MERIT Alternative Investments GmbH
Futures Portfolio
-0.82 2,000k 6/1/1998
100 Mobius Asset Management
Custom Trading Program
-0.79 100k 1/1/2002
99 Dreiss Research Corporation
Diversified Program
-0.76 1,000k 5/1/1991
98 Quantica Capital AG
Quantica Managed Futures
-0.74 5,000k 1/1/2005
97 Abraham Trading Company
Diversified Program
-0.74 10,000k 1/1/1988
96 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.69 10,000k 8/1/2007
95 Blackwater Capital Management
Global Program
-0.67 5,000k 7/1/2005
94 Revolution Capital Management
Alpha Fund
-0.62 50k 1/1/2005
93 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.61 1,500k 4/1/2006
92 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.58 1k 10/1/2006
91 Hawksbill Capital Management
Global Diversified
-0.53 5,000k 11/1/1988
90 Briarwood Capital Management, Inc.
Diversified 2XL
-0.50 250k 11/1/2004
89 Haar Capital Management
Discretionary Commodity Trading Program
-0.42 250k 12/1/2005
88 Millburn Corporation
Commodity Program
-0.42 25,000k 3/1/2005
87 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.29 3,000k 7/1/2001
86 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.27 10,000k 1/1/1995
85 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.27 10,000k 1/1/2007
84 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.24 50k 4/1/2005
83 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.24 10,000k 8/1/1999
82 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.21 10,000k 2/1/1999
81 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.18 10,000k 8/1/2004
80 Spectrum Asset Management LLC
Global Diversified
-0.13 2,000k 1/1/2001
79 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.06 250k 6/1/2001
78 Vergho Asset Management LLC
Kinematics
-0.05 1,000k 11/1/2008
77 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.05 5,000k 10/1/1996
76 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.02 5,000k 6/1/2001
71 Mondiale Asset Management
Mondiale Trading Program
0.00 0k 9/1/1997
70 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
75 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
69 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
0.00 10k 7/1/2005
68 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.00 750k 1/1/2009
73 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.00 1,500k 1/1/2009
74 FRP CAPITAL LLC
FRP125+
0.00 125k 1/1/2010
72 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
67 Rivoli Fund Management
Rivoli International Fund (V9)
0.04 5,000k 1/1/2002
66 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.04 5,000k 10/1/2007
65 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.09 1,000k 3/1/2003
64 Hyman Beck and Company
Global Portfolio
0.15 1,000k 3/1/1991
63 Millburn Corporation
Multi-Markets Program
0.20 25,000k 10/1/2004
62 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.20 10,000k 1/1/1991
61 Millburn Corporation
Diversified Program
0.20 20,000k 2/1/1977
60 Tactical Investment Management
Tactical Institutional Commodity Program
0.30 10,000k 4/1/1993
59 Superfund Group
Superfund Green L.P. Series A
0.35 5k 10/1/2002
58 Clarke Capital Management
Global Magnum
0.41 100k 8/1/1997
57 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
56 Chesapeake Capital
Diversified (LV)
0.50 100k 2/1/1988
55 Endeavour Capital LLP
Endeavour Pembroke
0.50 2,000k 7/1/2007
54 Auctos Capital Management
Auctos Global Diversified
0.52 3,000k 11/1/2007
53 Saxon Investment Corporation
Diversified Program
0.55 3,000k 9/1/1988
52 Keck Capital Management LLC
The Keck Program
0.55 2,000k 12/1/2003
51 OptHedge Advisors LLC
Diversified Options & Futures Program
0.63 250k 10/1/2008
50 Wimmer Horizon LLP
Managed Account
0.66 5,000k 5/1/2005
49 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.74 1,000k 9/1/1997
48 Superfund Group
Superfund Green GCT USD
0.76 15k 1/1/2000
47 Mobius Asset Management
Diversified Program
0.80 250k 3/1/2004
46 Superfund Group
Superfund Green Q-AG
0.82 2k 3/1/1996
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.89 100k 11/1/1984
44 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.92 1,000k 3/1/1998
43 Winton Capital Management
Diversified
0.99 50,000k 10/1/1997
42 Estlander & Partners
Global Markets
0.99 10,000k 8/1/1999
41 Superfund Group
Superfund Green L.P. Series B
1.01 5k 10/1/2002
40 Molinero Capital Management LLP
Global Markets Program
1.02 2,000k 7/1/2005
39 Saxon Investment Corporation
Aggressive Diversified Program
1.08 2,000k 11/1/1993
38 Clarke Capital Management
Global Basic
1.11 50k 2/1/1996
37 Superfund Group
Superfund Green Master
1.35 2,000k 5/1/2001
36 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.58 1,000k 10/1/2006
35 Mulvaney Capital Management
The Mulvaney Global Markets Fund
1.60 100k 5/1/1999
34 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.72 1,000k 5/1/2006
33 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.78 5,000k 6/1/2006
32 Red Rock Capital, LLC
Systematic Global Macro
1.88 500k 9/1/2003
31 Covenant Capital Management
Original Program
1.93 5,000k 9/1/1999
30 Estlander & Partners
Global XL
1.97 5,000k 8/1/1991
29 Altradis Capital AG
AlphAlgo
2.03 100k 5/1/2007
28 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
2.08 500k 1/1/2006
27 Red Oak Commodity Advisors
Investment Program
2.25 5,000k 12/1/1989
26 Amplitude Capital International Limited
Dynamic Strategy
2.35 6/1/2005
25 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.35 10,000k 3/1/2006
24 White River Group
Diversified Option Writing Strategy
2.60 20k 11/1/2008
23 Crabel Capital Management
Crabel Multi-Product
2.74 1,000k 3/1/1998
22 Emil van Essen
EvE Systematic Global Opportunities
2.90 1,000k 9/1/2007
21 Ion Asset Architecture (Fund Program)
Ion Fund
3.10 100k 11/1/2007
20 Ion Asset Architecture
Ion Fund Program
3.10 10,000k 11/1/2007
19 IKOS
The IKOS Hedge Fund
3.25 10,000k 7/1/1998
18 Covenant Capital Management
Aggressive Program
3.27 3,000k 2/1/2004
17 Futures Truth Company, FTC-CTA
MS4
3.48 250k 10/1/2007
16 Beryl Investment Group LLC
Nominal Discretionary System
3.52 50k 7/1/2007
15 Crabel Capital Management
WPD Crabel Futures Program
3.87 1,000k 7/1/2008
14 HB Capital Management Inc.
Diversified Program
4.11 50k 3/1/2008
13 Dominion Capital
Sapphire Program
4.85 3,000k 5/1/2005
12 Superfund Group
Superfund Green Gold A (SPC)
4.98 5k 10/1/2005
11 Romanesco Capital Management B.V
Persistence Program
5.01 5,000k 9/1/2005
10 Dendrich Ltd
QEP
5.16 50k 12/1/2005
9 Superfund Group
Superfund Green Gold B (SPC)
5.32 50k 10/1/2005
8 Superfund Group
Superfund Green Gold C (SPC)
5.62 100k 10/1/2005
7 Quantitative Investment Management
Quantitative Global Program
5.99 20,000k 10/1/2003
6 Conquest Capital Group
Conquest Macro
6.20 250k 5/1/1999
5 Emil van Essen
Spread Trading Program
9.33 5,000k 12/1/2006
4 Superfund Group
Superfund Blue SPC Class A (Gold)
13.85 50k 12/1/2007
3 Non Correlated Capital
Positive Theta Program
18.40 250k 10/1/2007
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
19.02 250k 10/1/2008
1 Non Correlated Capital
Positive Theta Fund
22.89 50k 10/1/2007

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan