Diversified Trader Index For November 2009

Monthly Rankings

Rank CTA/Program Nov 2009 Min Inv Inception
177 Amplitude Capital International Limited
Dynamic Strategy
-8.53 6/1/2005
176 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-5.50 10k 7/1/2005
175 White Indian Trading Co.
STAIRS (Client)
-4.87 250k 5/1/2009
174 White Indian Trading Co.
STAIRS - Futures Program (Client)
-4.64 250k 10/1/2008
173 Haar Capital Management
Discretionary Commodity Trading Program
-3.72 250k 12/1/2005
172 Ion Asset Architecture
Ion Fund Program
-3.51 10,000k 11/1/2007
171 Ion Asset Architecture (Fund Program)
Ion Fund
-3.51 100k 11/1/2007
170 Claughton Capital
Institutional Program
-2.72 1,000k 10/1/2005
169 Robust Methods LLC
Macro Managed Account
-2.60 5,000k 1/1/2005
168 Rosetta Capital Management
Macro Program
-2.46 50k 1/1/2009
167 Quantum Leap Capital Management
Managed Account Program
-2.32 300k 8/1/2006
166 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.89 10,000k 3/1/2006
165 Conquest Capital Group
Conquest Macro
-1.60 250k 5/1/1999
164 Crabel Capital Management
Crabel Multi-Product
-1.59 1,000k 3/1/1998
163 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.20 1,000k 9/1/1997
162 Jaguar Investments Ltd
Vario Capital Strategy
-1.12 1,000k 5/1/2016
161 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.02 1,000k 3/1/2003
160 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.01 10,000k 8/1/2009
159 AllMountain Capital AG
Mount Denali Global Trends
-0.92 160k 7/1/2007
158 Romanesco Capital Management B.V
Persistence Program
-0.87 5,000k 9/1/2005
157 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.45 4,000k 11/1/2008
156 Northfield Trading
Diversified
-0.12 2,000k 7/1/1989
154 Rabar Market Research
Short-Term Program
0.00 2,000k 11/1/2009
155 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
153 Dominion Capital
Sapphire Program
0.06 3,000k 5/1/2005
152 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.17 1,000k 9/1/2009
151 Futures Truth Company, FTC-CTA
MS4
0.18 250k 10/1/2007
150 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.19 10,000k 1/1/2007
149 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.31 1,000k 5/1/2006
148 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.31 100k 10/1/2009
147 Mondiale Asset Management
Mondiale Trading Program
0.42 0k 9/1/1997
146 Emil van Essen
EvE Systematic Global Opportunities
0.43 1,000k 9/1/2007
145 HB Capital Management Inc.
Diversified Program
0.47 50k 3/1/2008
144 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.59 100k 3/1/2003
143 Vergho Asset Management LLC
Kinematics
0.82 1,000k 11/1/2008
142 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.89 75k 6/1/2007
141 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.90 10,000k 8/1/2007
140 OptHedge Advisors LLC
Diversified Options & Futures Program
0.93 250k 10/1/2008
139 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.01 1,000k 3/1/1998
138 Superfund Group
Superfund Blue SPC Class A (EUR)
1.31 50k 4/1/2005
137 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.32 500k 1/1/2006
136 Transtrend B.V.
DTP – Standard Risk (EUR)
1.38 10,000k 2/1/1999
135 Conquest Capital Group
Conquest Select
1.43 250k 6/1/2004
134 Estlander & Partners
Global Markets
1.46 10,000k 8/1/1999
133 Ancile Capital Management
Global Markets Program
1.51 2,000k 4/1/2005
132 Abraham Trading Company
Diversified Program
1.55 10,000k 1/1/1988
131 Mobius Asset Management
Diversified Program
1.56 250k 3/1/2004
130 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.56 10,000k 8/1/2009
129 Altradis Capital AG
AlphAlgo
1.62 100k 5/1/2007
128 Gladius Asset Management
Fulham Program
1.83 2,000k 1/1/2008
127 Revolution Capital Management
Mosaic Institutional Program
1.88 25,000k 9/1/2009
126 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.03 1k 10/1/2006
125 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.05 1,000k 10/1/2006
124 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.11 10,000k 1/1/1995
123 John Locke Investments
JL Commodity Long Flat Program
2.12 5,000k 12/1/2007
122 Quantitative Investment Management
Quantitative Global Program
2.18 20,000k 10/1/2003
121 Eclipse Capital Management
Global Monetary
2.18 5,000k 8/1/1990
120 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.18 10,000k 8/1/2004
119 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.25 10,000k 8/1/1999
118 Molinero Capital Management LLP
Global Markets Program
2.33 2,000k 7/1/2005
117 Xplor Capital Management, LLC
Global CTA Program
2.35 1,500k 7/1/2004
116 Saxon Investment Corporation
Diversified Program
2.38 3,000k 9/1/1988
115 Hyman Beck and Company
Global Portfolio
2.47 1,000k 3/1/1991
114 Millburn Corporation
Commodity Program
2.47 25,000k 3/1/2005
113 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.51 500k 4/1/2009
112 RAM Management Group
RAM MRTP 1X-Conservative
2.52 1,000k 9/1/1993
111 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.62 250k 6/1/2001
110 NuWave Investment Management, LLC
Combined Futures Portfolio
2.64 5,000k 6/1/2001
109 Emil van Essen
Spread Trading Program
2.74 5,000k 12/1/2006
108 IKOS
The IKOS Hedge Fund
2.81 10,000k 7/1/1998
107 Estlander & Partners
Global XL
2.83 5,000k 8/1/1991
106 IDS Capital
IDS F&F Systematic Trading
2.84 50k 7/1/2013
105 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.91 1,500k 1/1/2009
104 Beryl Investment Group LLC
Nominal Discretionary System
3.00 50k 7/1/2007
103 Robinson-Langley Capital Management, LLC
Managed Account Program
3.02 200k 1/1/2007
102 Revolution Capital Management
Alpha Fund
3.05 50k 1/1/2005
101 Revolution Capital Management
Alpha Program
3.07 5,000k 6/1/2007
100 MERIT Alternative Investments GmbH
Futures Portfolio
3.19 2,000k 6/1/1998
99 Estlander & Partners
Alpha Trend
3.26 30,000k 10/1/1991
98 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.37 10,000k 1/1/1991
97 GT CAPITAL CTA
GT CAPITAL CTA
3.44 150k 6/1/2009
96 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.51 5,000k 6/1/2006
95 Mobius Asset Management
Custom Trading Program
3.66 100k 1/1/2002
94 Endeavour Capital LLP
Endeavour Pembroke
3.67 2,000k 7/1/2007
93 EMC Capital Advisors, LLC
Classic
3.83 5,000k 1/1/1985
92 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.93 250k 10/1/2009
91 John Locke Investments
Cyril Systematic Program
3.95 8,000k 7/1/2000
90 Red Oak Commodity Advisors
Investment Program
4.01 5,000k 12/1/1989
89 Saxon Investment Corporation
Aggressive Diversified Program
4.03 2,000k 11/1/1993
88 Rivoli Fund Management
Rivoli International Fund (V9)
4.03 5,000k 1/1/2002
87 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.12 100k 8/1/2009
86 Chesapeake Capital
Diversified (LV)
4.15 100k 2/1/1988
85 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.31 750k 1/1/2009
84 Rho Asset Management
Rho Altius 1XL Program
4.46 5,000k 11/1/2007
83 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.49 1/1/1989
82 Quantica Capital AG
Quantica Managed Futures
4.51 5,000k 1/1/2005
81 Red Rock Capital, LLC
Systematic Global Macro
4.54 500k 9/1/2003
80 Amplitude Capital International Limited
Klassik Strategy
4.55 1,000k 9/1/2009
79 Millburn Corporation
Multi-Markets Program
4.64 25,000k 10/1/2004
78 Commodity Strategies AG
CSAG Active Long Short Commodity Program
4.70 5,000k 10/1/2007
77 Revolution Capital Management
Mosaic Program
4.75 10,000k 10/1/2006
76 Auctos Capital Management
Auctos Global Diversified
4.76 3,000k 11/1/2007
75 Auspice Capital Advisors Ltd
Auspice Diversified Program
4.85 1,500k 4/1/2006
74 Welton Investment Partners
Welton Global
5.06 10,000k 6/1/2004
73 Millburn Corporation
Diversified Program
5.07 20,000k 2/1/1977
72 Winton Capital Management
Diversified
5.12 50,000k 10/1/1997
71 GLOBIVEST LLC
Alpha Program
5.16 50k 4/1/2009
70 ISAM
ISAM Systematic Trend Fund
5.29 1,000k 6/1/2001
69 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.32 5,000k 11/1/2012
68 Blackwater Capital Management
Global Program
5.48 5,000k 7/1/2005
67 Southwest Managed Investments, LLC
Global Diversified
5.58 200k 1/1/2002
66 Spectrum Asset Management LLC
Global Diversified
5.87 2,000k 1/1/2001
65 White River Group
Diversified Option Writing Strategy
5.88 20k 11/1/2008
64 Rivoli Fund Management
Rivoli International Fund (MAP)
6.14 5,000k 10/1/1996
63 M.S. Capital Management
Global Diversified Program
6.21 2,000k 11/1/1998
62 Mark J. Walsh Company
Standard Program
6.42 2,000k 9/1/1985
61 Drury Capital
Diversified Trend-Following Program
6.48 5,000k 5/1/1997
60 Crabel Capital Management
WPD Crabel Futures Program
6.49 1,000k 7/1/2008
59 FORT LP
Fort Global Contrarian
6.54 2,000k 10/1/2002
58 Di Tomasso Group Inc.
Equilibrium Program
6.62 5,000k 1/1/2002
57 Eckhardt Trading Company
Evolution Strategies
6.74 20,000k 8/1/1991
56 Clarke Capital Management
Worldwide
6.90 250k 1/1/1996
55 Rabar Market Research
Diversified Program
7.03 2,000k 1/1/1989
54 RAM Management Group
MRTP Aggressive
7.26 1,000k 2/1/1998
53 Clarke Capital Management
FX Plus
7.27 1,000k 5/1/2004
52 Parizek Capital
Futures Trading Program
7.35 500k 4/1/2000
51 Wavefront Global Asset Management
IMFC Global Concentrated
7.44 500k 4/1/2009
50 Wimmer Horizon LLP
Managed Account
7.62 5,000k 5/1/2005
49 Lynx Asset Management AB
Lynx Program
7.71 75k 5/1/2000
48 Alee Capital Management, LLC
Mistral Program
7.79 2,500k 1/1/1999
47 Clarke Capital Management
Millennium
8.08 1,000k 1/1/1998
46 Eckhardt Trading Company
Evolution Strategies 1.2X
8.14 10,000k 10/1/1991
45 Covenant Capital Management
Original Program
8.14 5,000k 9/1/1999
44 Dendrich Ltd
QEP
8.28 50k 12/1/2005
43 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
8.43 100k 1/1/2005
42 Dreiss Research Corporation
Diversified Program
8.47 1,000k 5/1/1991
41 Quality Capital Management
Global Diversified Programme
8.71 10,000k 12/1/1995
40 Wavefront Global Asset Management
IMFC Global Investment Program
8.77 2,000k 2/1/2007
39 FORT LP
Fort Global Diversified
8.80 2,000k 10/1/1993
38 Briarwood Capital Management, Inc.
Diversified Trading Program
8.87 3,000k 7/1/2001
37 Future Trade AG
Thales Swing Trading Programme
9.09 250k 6/1/2007
36 Insignia Managed Capital
Medallion
9.25 50k 2/1/2009
35 Non Correlated Capital
Positive Theta Program
10.30 250k 10/1/2007
34 Estlander & Partners
Alpha Trend II - Class P
10.36 100k 12/1/2008
33 Tactical Investment Management
Tactical Institutional Commodity Program
10.46 10,000k 4/1/1993
32 DUNN Capital Management
DUNN Combined Fund (DCF)
10.68 100k 5/1/1989
31 Mulvaney Capital Management
The Mulvaney Global Markets Fund
10.70 100k 5/1/1999
30 FRP CAPITAL LLC
FRP125+
10.84 125k 1/1/2010
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.00 100k 11/1/1984
28 DUNN Capital Management
D'Best Futures Fund, L.P.
11.12 100k 6/1/1994
27 Insignia Managed Capital
Epoch3
11.25 20k 7/1/2009
26 Covenant Capital Management
Aggressive Program
12.29 3,000k 2/1/2004
25 Keck Capital Management LLC
The Keck Program
12.42 2,000k 12/1/2003
24 Non Correlated Capital
Positive Theta Fund
12.59 50k 10/1/2007
23 Clarke Capital Management
Jupiter
12.94 3,000k 5/1/2005
22 Superfund Group
Superfund Blue SPC Class A (Gold)
13.00 50k 12/1/2007
21 Somers Brothers Capital
Diversified Futures Program #1
13.07 100k 1/1/2005
20 Clarke Capital Management
Global Basic
13.46 50k 2/1/1996
19 Superfund Group
Superfund Green L.P. Series A
13.93 5k 10/1/2002
18 Alee Capital Management, LLC
Poniente Program
14.03 2,500k 1/1/1999
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.38 200k 11/1/1999
16 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
14.61 3,000k 10/1/1992
15 Superfund Group
Superfund Green Q-AG
14.99 2k 3/1/1996
14 Kelly Angle Inc.
Genesis Program
15.24 2,000k 4/1/2000
13 Briarwood Capital Management, Inc.
Diversified 2XL
17.21 250k 11/1/2004
12 Clarke Capital Management
Global Magnum
19.06 100k 8/1/1997
11 Superfund Group
Superfund Green Gold L.P. Series A-1
20.03 5k 4/1/2009
10 Hawksbill Capital Management
Global Diversified
20.91 5,000k 11/1/1988
9 Superfund Group
Superfund Green GCT USD
22.02 15k 1/1/2000
8 Superfund Group
Superfund Green L.P. Series B
22.10 5k 10/1/2002
7 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
22.96 2,000k 7/1/1992
6 Superfund Group
Superfund Green Gold A (SPC)
26.74 5k 10/1/2005
5 Purple Valley Capital, Inc.
Diversified Trend 1
27.13 100k 8/1/2008
4 Superfund Group
Superfund Green Master
27.97 2,000k 5/1/2001
3 Superfund Group
Superfund Green Gold B (SPC)
33.20 50k 10/1/2005
2 Superfund Group
Superfund Green Gold L.P. Series B-1
33.75 5k 4/1/2009
1 Superfund Group
Superfund Green Gold C (SPC)
39.77 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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