Diversified Trader Index For December 2009

Monthly Rankings

Rank CTA/Program Dec 2009 Min Inv Inception
178 Keck Capital Management LLC
The Keck Program
-23.71 2,000k 12/1/2003
177 Superfund Group
Superfund Green Gold C (SPC)
-21.59 100k 10/1/2005
176 Superfund Group
Superfund Green Gold L.P. Series B-1
-20.62 5k 4/1/2009
175 Superfund Group
Superfund Green Gold B (SPC)
-18.96 50k 10/1/2005
174 Superfund Group
Superfund Green Master
-18.30 2,000k 5/1/2001
173 Purple Valley Capital, Inc.
Diversified Trend 1
-17.32 100k 8/1/2008
172 Superfund Group
Superfund Green Gold A (SPC)
-15.67 5k 10/1/2005
171 Clarke Capital Management
Global Magnum
-15.37 100k 8/1/1997
170 Kelly Angle Inc.
Genesis Program
-15.21 2,000k 4/1/2000
169 Hawksbill Capital Management
Global Diversified
-14.45 5,000k 11/1/1988
168 Superfund Group
Superfund Green L.P. Series B
-14.18 5k 10/1/2002
167 Clarke Capital Management
Jupiter
-14.02 3,000k 5/1/2005
166 Superfund Group
Superfund Green GCT USD
-13.89 15k 1/1/2000
165 Clarke Capital Management
Worldwide
-13.74 250k 1/1/1996
164 Superfund Group
Superfund Green Gold L.P. Series A-1
-13.49 5k 4/1/2009
163 Estlander & Partners
Alpha Trend II - Class P
-13.45 100k 12/1/2008
162 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-12.62 200k 11/1/1999
161 Clarke Capital Management
FX Plus
-12.20 1,000k 5/1/2004
160 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.39 100k 6/1/1994
159 Somers Brothers Capital
Diversified Futures Program #1
-11.35 100k 1/1/2005
158 Clarke Capital Management
Global Basic
-11.04 50k 2/1/1996
157 Briarwood Capital Management, Inc.
Diversified 2XL
-10.72 250k 11/1/2004
156 Clarke Capital Management
Millennium
-10.17 1,000k 1/1/1998
155 Superfund Group
Superfund Green L.P. Series A
-9.43 5k 10/1/2002
154 Alee Capital Management, LLC
Poniente Program
-9.13 2,500k 1/1/1999
153 Future Trade AG
Thales Swing Trading Programme
-8.83 250k 6/1/2007
152 Superfund Group
Superfund Green Q-AG
-8.31 2k 3/1/1996
151 Gladius Asset Management
Fulham Program
-8.28 2,000k 1/1/2008
150 Conquest Capital Group
Conquest Macro
-8.26 250k 5/1/1999
149 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.14 100k 5/1/1989
148 Mark J. Walsh Company
Standard Program
-8.04 2,000k 9/1/1985
147 Dreiss Research Corporation
Diversified Program
-7.83 1,000k 5/1/1991
146 FORT LP
Fort Global Diversified
-7.38 2,000k 10/1/1993
145 Lynx Asset Management AB
Lynx Program
-7.34 75k 5/1/2000
144 Southwest Managed Investments, LLC
Global Diversified
-7.26 200k 1/1/2002
143 Quality Capital Management
Global Diversified Programme
-7.02 10,000k 12/1/1995
142 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.78 10,000k 10/1/1991
141 Revolution Capital Management
Mosaic Program
-6.05 10,000k 10/1/2006
140 Rho Asset Management
Rho Altius 1XL Program
-5.99 5,000k 11/1/2007
139 Alee Capital Management, LLC
Mistral Program
-5.92 2,500k 1/1/1999
138 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.84 3,000k 7/1/2001
137 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.84 100k 11/1/1984
136 Wavefront Global Asset Management
IMFC Global Concentrated
-5.78 500k 4/1/2009
135 Eckhardt Trading Company
Evolution Strategies
-5.64 20,000k 8/1/1991
134 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-5.57 1,000k 10/1/2006
133 AllMountain Capital AG
Mount Denali Global Trends
-5.57 160k 7/1/2007
132 Rabar Market Research
Short-Term Program
-5.45 2,000k 11/1/2009
131 FORT LP
Fort Global Contrarian
-5.07 2,000k 10/1/2002
130 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.97 10,000k 8/1/2004
129 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.90 10,000k 8/1/1999
128 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.79 10,000k 1/1/1995
127 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.33 5,000k 11/1/2012
126 Conquest Capital Group
Conquest Select
-4.29 250k 6/1/2004
125 Estlander & Partners
Alpha Trend
-4.14 30,000k 10/1/1991
124 Amplitude Capital International Limited
Klassik Strategy
-4.11 1,000k 9/1/2009
123 Crabel Capital Management
WPD Crabel Futures Program
-4.08 1,000k 7/1/2008
122 Wavefront Global Asset Management
IMFC Global Investment Program
-3.99 2,000k 2/1/2007
121 Abraham Trading Company
Diversified Program
-3.98 10,000k 1/1/1988
120 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.80 1,500k 4/1/2006
119 ISAM
ISAM Systematic Trend Fund
-3.77 1,000k 6/1/2001
118 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.76 1,000k 9/1/2009
117 Quantitative Investment Management
Quantitative Global Program
-3.70 20,000k 10/1/2003
116 John Locke Investments
Cyril Systematic Program
-3.53 8,000k 7/1/2000
115 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.47 200k 1/1/2007
114 Quantica Capital AG
Quantica Managed Futures
-3.41 5,000k 1/1/2005
113 Romanesco Capital Management B.V
Persistence Program
-3.28 5,000k 9/1/2005
112 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.22 5,000k 6/1/2006
111 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-3.19 100k 5/1/1999
110 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.16 10,000k 2/1/1999
109 Northfield Trading
Diversified
-3.14 2,000k 7/1/1989
108 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.07 2,000k 7/1/1992
107 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.93 1,000k 3/1/1998
106 IKOS
The IKOS Hedge Fund
-2.87 10,000k 7/1/1998
105 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.82 10,000k 1/1/1991
104 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.77 250k 10/1/2009
103 Spectrum Asset Management LLC
Global Diversified
-2.77 2,000k 1/1/2001
102 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.73 50k 12/1/2007
101 Welton Investment Partners
Welton Global
-2.71 10,000k 6/1/2004
100 Red Rock Capital, LLC
Systematic Global Macro
-2.71 500k 9/1/2003
99 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.66 10,000k 3/1/2006
98 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.55 5,000k 10/1/1996
97 Revolution Capital Management
Alpha Fund
-2.53 50k 1/1/2005
96 Winton Capital Management
Diversified
-2.45 50,000k 10/1/1997
95 Wimmer Horizon LLP
Managed Account
-2.44 5,000k 5/1/2005
94 Xplor Capital Management, LLC
Global CTA Program
-2.41 1,500k 7/1/2004
93 Revolution Capital Management
Alpha Program
-2.37 5,000k 6/1/2007
92 Altradis Capital AG
AlphAlgo
-2.36 100k 5/1/2007
91 MERIT Alternative Investments GmbH
Futures Portfolio
-2.33 2,000k 6/1/1998
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.33 1k 10/1/2006
89 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.30 100k 8/1/2009
88 Endeavour Capital LLP
Endeavour Pembroke
-2.30 2,000k 7/1/2007
87 Revolution Capital Management
Mosaic Institutional Program
-2.27 25,000k 9/1/2009
86 IDS Capital
IDS F&F Systematic Trading
-2.23 50k 7/1/2013
85 Futures Truth Company, FTC-CTA
MS4
-2.22 250k 10/1/2007
84 Molinero Capital Management LLP
Global Markets Program
-2.22 2,000k 7/1/2005
83 Blackwater Capital Management
Global Program
-2.21 5,000k 7/1/2005
82 Covenant Capital Management
Aggressive Program
-2.21 3,000k 2/1/2004
81 Millburn Corporation
Diversified Program
-2.05 20,000k 2/1/1977
80 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.03 3,000k 10/1/1992
79 Amplitude Capital International Limited
Dynamic Strategy
-2.00 6/1/2005
78 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
77 Tactical Investment Management
Tactical Institutional Commodity Program
-1.98 10,000k 4/1/1993
76 Parizek Capital
Futures Trading Program
-1.88 500k 4/1/2000
75 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.72 1/1/1989
74 Eclipse Capital Management
Global Monetary
-1.71 5,000k 8/1/1990
73 Rivoli Fund Management
Rivoli International Fund (V9)
-1.63 5,000k 1/1/2002
72 Robust Methods LLC
Macro Managed Account
-1.52 5,000k 1/1/2005
71 Crabel Capital Management
Crabel Multi-Product
-1.42 1,000k 3/1/1998
70 Covenant Capital Management
Original Program
-1.31 5,000k 9/1/1999
69 Millburn Corporation
Multi-Markets Program
-1.19 25,000k 10/1/2004
68 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.09 1,500k 1/1/2009
67 Mondiale Asset Management
Mondiale Trading Program
-1.07 0k 9/1/1997
66 Hyman Beck and Company
Global Portfolio
-0.99 1,000k 3/1/1991
65 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.85 10,000k 8/1/2009
64 Estlander & Partners
Global XL
-0.83 5,000k 8/1/1991
63 Quantum Leap Capital Management
Managed Account Program
-0.82 300k 8/1/2006
62 M.S. Capital Management
Global Diversified Program
-0.77 2,000k 11/1/1998
61 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.74 250k 6/1/2001
60 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.71 75k 6/1/2007
59 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.71 5,000k 6/1/2001
58 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.67 10,000k 1/1/2007
57 Auctos Capital Management
Auctos Global Diversified
-0.61 3,000k 11/1/2007
56 Beryl Investment Group LLC
Nominal Discretionary System
-0.53 50k 7/1/2007
55 Rabar Market Research
Diversified Program
-0.52 2,000k 1/1/1989
54 Estlander & Partners
Global Markets
-0.38 10,000k 8/1/1999
53 Saxon Investment Corporation
Aggressive Diversified Program
-0.34 2,000k 11/1/1993
52 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.32 100k 1/1/2005
51 Jaguar Investments Ltd
Vario Capital Strategy
-0.28 1,000k 5/1/2016
50 Mobius Asset Management
Custom Trading Program
-0.27 100k 1/1/2002
49 Saxon Investment Corporation
Diversified Program
-0.21 3,000k 9/1/1988
48 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.20 1,000k 9/1/1997
47 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.09 1,000k 3/1/2003
46 Emil van Essen
Spread Trading Program
-0.05 5,000k 12/1/2006
45 Claughton Capital
Institutional Program
-0.01 1,000k 10/1/2005
43 Futures Truth Company, FTC-CTA
200K Options Strategy
0.00 200k 12/1/2009
44 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
42 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.02 500k 1/1/2006
41 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
0.06 500k 4/1/2009
40 Red Oak Commodity Advisors
Investment Program
0.07 5,000k 12/1/1989
39 Drury Capital
Diversified Trend-Following Program
0.09 5,000k 5/1/1997
38 Superfund Group
Superfund Blue SPC Class A (EUR)
0.38 50k 4/1/2005
37 Di Tomasso Group Inc.
Equilibrium Program
0.45 5,000k 1/1/2002
36 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.47 750k 1/1/2009
35 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.50 1,000k 5/1/2006
34 Millburn Corporation
Commodity Program
0.76 25,000k 3/1/2005
33 Ion Asset Architecture (Fund Program)
Ion Fund
0.82 100k 11/1/2007
32 Ion Asset Architecture
Ion Fund Program
0.82 10,000k 11/1/2007
31 Mobius Asset Management
Diversified Program
0.87 250k 3/1/2004
30 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.94 10,000k 8/1/2007
29 Commodity Strategies AG
CSAG Active Long Short Commodity Program
1.01 5,000k 10/1/2007
28 RAM Management Group
RAM MRTP 1X-Conservative
1.11 1,000k 9/1/1993
27 Dominion Capital
Sapphire Program
1.21 3,000k 5/1/2005
26 Haar Capital Management
Discretionary Commodity Trading Program
1.47 250k 12/1/2005
25 GT CAPITAL CTA
GT CAPITAL CTA
1.51 150k 6/1/2009
24 John Locke Investments
JL Commodity Long Flat Program
1.59 5,000k 12/1/2007
23 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.75 100k 10/1/2009
22 Emil van Essen
EvE Systematic Global Opportunities
1.76 1,000k 9/1/2007
21 Rosetta Capital Management
Macro Program
1.79 50k 1/1/2009
20 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.84 100k 3/1/2003
19 Ancile Capital Management
Global Markets Program
2.08 2,000k 4/1/2005
18 Acorn Global Investments Inc.
Acorn Diversified Program
2.21 10k 7/1/2005
17 HB Capital Management Inc.
Diversified Program
2.59 50k 3/1/2008
16 Chesapeake Capital
Diversified (LV)
2.81 100k 2/1/1988
15 White River Group
Diversified Option Writing Strategy
2.94 20k 11/1/2008
14 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
3.08 10,000k 8/1/2009
13 White Indian Trading Co.
STAIRS - Futures Program (Client)
3.26 250k 10/1/2008
12 RAM Management Group
MRTP Aggressive
3.58 1,000k 2/1/1998
11 GLOBIVEST LLC
Alpha Program
3.66 50k 4/1/2009
10 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
3.69 4,000k 11/1/2008
9 FRP CAPITAL LLC
FRP125+
3.82 125k 1/1/2010
8 OptHedge Advisors LLC
Diversified Options & Futures Program
4.22 250k 10/1/2008
7 Vergho Asset Management LLC
Kinematics
4.26 1,000k 11/1/2008
6 White Indian Trading Co.
STAIRS (Client)
4.51 250k 5/1/2009
5 Insignia Managed Capital
Medallion
5.36 50k 2/1/2009
4 Insignia Managed Capital
Epoch3
8.25 20k 7/1/2009
3 Dendrich Ltd
QEP
13.81 50k 12/1/2005
2 Non Correlated Capital
Positive Theta Program
14.81 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
18.75 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.

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