Diversified Trader Index For February 2009

Monthly Rankings

Rank CTA/Program Feb 2009 Min Inv Inception
159 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-13.21 2,000k 7/1/1992
158 Di Tomasso Group Inc.
Equilibrium Program
-9.63 5,000k 1/1/2002
157 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-8.63 3,000k 10/1/1992
156 Estlander & Partners
Alpha Trend II - Class P
-4.47 100k 12/1/2008
155 Southwest Managed Investments, LLC
Global Diversified
-4.33 200k 1/1/2002
154 Dominion Capital
Sapphire Program
-4.00 3,000k 5/1/2005
153 Mobius Asset Management
Custom Trading Program
-3.62 100k 1/1/2002
152 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.60 5,000k 11/1/2012
151 Mark J. Walsh Company
Standard Program
-3.35 2,000k 9/1/1985
150 Romanesco Capital Management B.V
Persistence Program
-3.34 5,000k 9/1/2005
149 Quality Capital Management
Global Diversified Programme
-3.12 10,000k 12/1/1995
148 Haar Capital Management
Discretionary Commodity Trading Program
-3.09 250k 12/1/2005
147 Hawksbill Capital Management
Global Diversified
-3.08 5,000k 11/1/1988
146 Clarke Capital Management
Global Basic
-2.90 50k 2/1/1996
145 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.63 10,000k 3/1/2006
144 Futures Truth Company, FTC-CTA
MS4
-2.41 250k 10/1/2007
143 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.40 200k 11/1/1999
142 Welton Investment Partners
Welton Global
-2.29 10,000k 6/1/2004
141 Gladius Asset Management
Fulham Program
-2.21 2,000k 1/1/2008
140 Conquest Capital Group
Conquest Select
-2.10 250k 6/1/2004
139 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-2.00 1,500k 1/1/2009
138 Clarke Capital Management
Millennium
-1.99 1,000k 1/1/1998
137 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.82 1,000k 9/1/1997
136 Jaguar Investments Ltd
Vario Capital Strategy
-1.81 1,000k 5/1/2016
135 Rabar Market Research
Diversified Program
-1.72 2,000k 1/1/1989
134 Non Correlated Capital
Positive Theta Fund
-1.72 50k 10/1/2007
133 Eclipse Capital Management
Global Monetary
-1.58 5,000k 8/1/1990
132 Non Correlated Capital
Positive Theta Program
-1.54 250k 10/1/2007
131 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.51 5,000k 6/1/2006
130 John Locke Investments
JL Commodity Long Flat Program
-1.50 5,000k 12/1/2007
129 Conquest Capital Group
Conquest Macro
-1.49 250k 5/1/1999
128 Clarke Capital Management
Global Magnum
-1.41 100k 8/1/1997
127 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.41 500k 1/1/2006
126 Blackwater Capital Management
Global Program
-1.40 5,000k 7/1/2005
125 Estlander & Partners
Alpha Trend
-1.40 30,000k 10/1/1991
124 Future Trade AG
Thales Swing Trading Programme
-1.37 250k 6/1/2007
123 MERIT Alternative Investments GmbH
Futures Portfolio
-1.22 2,000k 6/1/1998
122 Tactical Investment Management
Tactical Institutional Commodity Program
-1.12 10,000k 4/1/1993
121 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-1.12 750k 1/1/2009
120 Somers Brothers Capital
Diversified Futures Program #1
-1.11 100k 1/1/2005
119 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.03 200k 1/1/2007
118 Emil van Essen
EvE Systematic Global Opportunities
-0.92 1,000k 9/1/2007
117 Chesapeake Capital
Diversified (LV)
-0.89 100k 2/1/1988
116 Mondiale Asset Management
Mondiale Trading Program
-0.83 0k 9/1/1997
115 Alee Capital Management, LLC
Mistral Program
-0.71 2,500k 1/1/1999
114 Hyman Beck and Company
Global Portfolio
-0.66 1,000k 3/1/1991
113 White Indian Trading Co.
STAIRS - Futures Program (Client)
-0.62 250k 10/1/2008
112 Robust Methods LLC
Macro Managed Account
-0.57 5,000k 1/1/2005
111 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.48 1/1/1989
110 Wavefront Global Asset Management
IMFC Global Investment Program
-0.47 2,000k 2/1/2007
109 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.45 75k 6/1/2007
108 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.38 5,000k 10/1/1996
107 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.33 5,000k 10/1/2007
106 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.28 10,000k 10/1/1991
105 Eckhardt Trading Company
Evolution Strategies
-0.23 20,000k 8/1/1991
104 Winton Capital Management
Diversified
-0.21 50,000k 10/1/1997
103 Altradis Capital AG
AlphAlgo
-0.16 100k 5/1/2007
102 Crabel Capital Management
Crabel Multi-Product
-0.15 1,000k 3/1/1998
101 Rivoli Fund Management
Rivoli International Fund (V9)
-0.12 5,000k 1/1/2002
100 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.12 250k 6/1/2001
99 John Locke Investments
Cyril Systematic Program
-0.11 8,000k 7/1/2000
98 Parizek Capital
Futures Trading Program
-0.11 500k 4/1/2000
97 Revolution Capital Management
Alpha Fund
-0.11 50k 1/1/2005
96 Quantitative Investment Management
Quantitative Global Program
-0.10 20,000k 10/1/2003
95 Rho Asset Management
Rho Altius 1XL Program
-0.10 5,000k 11/1/2007
94 Mobius Asset Management
Diversified Program
-0.10 250k 3/1/2004
93 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.08 5,000k 6/1/2001
92 Briarwood Capital Management, Inc.
Diversified 2XL
-0.04 250k 11/1/2004
91 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-0.03 100k 5/1/1999
84 Northfield Trading
Diversified
0.00 2,000k 7/1/1989
85 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
86 Insignia Managed Capital
Medallion
0.00 50k 2/1/2009
87 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
88 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
89 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
90 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
83 Briarwood Capital Management, Inc.
Diversified Trading Program
0.01 3,000k 7/1/2001
82 Revolution Capital Management
Alpha Program
0.04 5,000k 6/1/2007
81 Superfund Group
Superfund Green L.P. Series A
0.04 5k 10/1/2002
80 Keck Capital Management LLC
The Keck Program
0.07 2,000k 12/1/2003
79 Abraham Trading Company
Diversified Program
0.12 10,000k 1/1/1988
78 Saxon Investment Corporation
Diversified Program
0.13 3,000k 9/1/1988
77 Superfund Group
Superfund Blue SPC Class A (EUR)
0.16 50k 4/1/2005
76 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.16 4,000k 11/1/2008
75 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.17 1,000k 3/1/2003
74 Lynx Asset Management AB
Lynx Program
0.23 75k 5/1/2000
73 Saxon Investment Corporation
Aggressive Diversified Program
0.25 2,000k 11/1/1993
72 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.28 10,000k 8/1/2007
71 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.32 1,000k 3/1/1998
70 Spectrum Asset Management LLC
Global Diversified
0.36 2,000k 1/1/2001
69 Red Rock Capital, LLC
Systematic Global Macro
0.39 500k 9/1/2003
68 EMC Capital Advisors, LLC
Classic
0.40 5,000k 1/1/1985
67 Transtrend B.V.
DTP – Standard Risk (EUR)
0.43 10,000k 2/1/1999
66 Quantica Capital AG
Quantica Managed Futures
0.45 5,000k 1/1/2005
65 Red Oak Commodity Advisors
Investment Program
0.53 5,000k 12/1/1989
64 RAM Management Group
RAM MRTP 1X-Conservative
0.56 1,000k 9/1/1993
63 IKOS
The IKOS Hedge Fund
0.60 10,000k 7/1/1998
62 Superfund Group
Superfund Green Q-AG
0.62 2k 3/1/1996
61 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.63 1,000k 10/1/2006
60 Estlander & Partners
Global Markets
0.64 10,000k 8/1/1999
59 Superfund Group
Superfund Green L.P. Series B
0.68 5k 10/1/2002
58 Covenant Capital Management
Original Program
0.76 5,000k 9/1/1999
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.76 10,000k 1/1/1995
56 Wimmer Horizon LLP
Managed Account
0.78 5,000k 5/1/2005
55 Dreiss Research Corporation
Diversified Program
0.80 1,000k 5/1/1991
54 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.81 10,000k 1/1/1991
53 Clarke Capital Management
Worldwide
0.81 250k 1/1/1996
52 Vergho Asset Management LLC
Kinematics
0.83 1,000k 11/1/2008
51 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.86 1,000k 5/1/2006
50 Crabel Capital Management
WPD Crabel Futures Program
0.86 1,000k 7/1/2008
49 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.86 10,000k 1/1/2007
48 Millburn Corporation
Commodity Program
0.88 25,000k 3/1/2005
47 RAM Management Group
MRTP Aggressive
0.88 1,000k 2/1/1998
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.91 10,000k 8/1/1999
45 Auctos Capital Management
Auctos Global Diversified
0.91 3,000k 11/1/2007
44 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.93 10,000k 8/1/2004
43 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.01 1k 10/1/2006
42 Ancile Capital Management
Global Markets Program
1.03 2,000k 4/1/2005
41 FORT LP
Fort Global Diversified
1.06 2,000k 10/1/1993
40 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.08 1,500k 4/1/2006
39 FORT LP
Fort Global Contrarian
1.21 2,000k 10/1/2002
38 Estlander & Partners
Global XL
1.24 5,000k 8/1/1991
37 Superfund Group
Superfund Green GCT USD
1.27 15k 1/1/2000
36 HB Capital Management Inc.
Diversified Program
1.31 50k 3/1/2008
35 Amplitude Capital International Limited
Dynamic Strategy
1.31 6/1/2005
34 Revolution Capital Management
Mosaic Program
1.34 10,000k 10/1/2006
33 Emil van Essen
Spread Trading Program
1.35 5,000k 12/1/2006
32 Covenant Capital Management
Aggressive Program
1.40 3,000k 2/1/2004
31 DUNN Capital Management
D'Best Futures Fund, L.P.
1.65 100k 6/1/1994
30 Alee Capital Management, LLC
Poniente Program
1.70 2,500k 1/1/1999
29 Superfund Group
Superfund Green Master
1.81 2,000k 5/1/2001
28 Superfund Group
Superfund Green Gold A (SPC)
2.00 5k 10/1/2005
27 Drury Capital
Diversified Trend-Following Program
2.10 5,000k 5/1/1997
26 Quantum Leap Capital Management
Managed Account Program
2.14 300k 8/1/2006
25 Millburn Corporation
Multi-Markets Program
2.24 25,000k 10/1/2004
24 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.30 100k 1/1/2005
23 Millburn Corporation
Diversified Program
2.35 20,000k 2/1/1977
22 Endeavour Capital LLP
Endeavour Pembroke
2.35 2,000k 7/1/2007
21 Claughton Capital
Institutional Program
2.44 1,000k 10/1/2005
20 Superfund Group
Superfund Blue SPC Class A (Gold)
2.47 50k 12/1/2007
19 Xplor Capital Management, LLC
Global CTA Program
2.52 1,500k 7/1/2004
18 Superfund Group
Superfund Green Gold B (SPC)
2.53 50k 10/1/2005
17 DUNN Capital Management
DUNN Combined Fund (DCF)
2.61 100k 5/1/1989
16 AllMountain Capital AG
Mount Denali Global Trends
2.83 160k 7/1/2007
15 Purple Valley Capital, Inc.
Diversified Trend 1
2.88 100k 8/1/2008
14 Dendrich Ltd
QEP
2.93 50k 12/1/2005
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.07 100k 11/1/1984
12 Superfund Group
Superfund Green Gold C (SPC)
3.16 100k 10/1/2005
11 Beryl Investment Group LLC
Nominal Discretionary System
3.21 50k 7/1/2007
10 ISAM
ISAM Systematic Trend Fund
3.48 1,000k 6/1/2001
9 Kelly Angle Inc.
Genesis Program
4.09 2,000k 4/1/2000
8 Molinero Capital Management LLP
Global Markets Program
4.11 2,000k 7/1/2005
7 Clarke Capital Management
Jupiter
4.37 3,000k 5/1/2005
6 OptHedge Advisors LLC
Diversified Options & Futures Program
5.19 250k 10/1/2008
5 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.05 100k 3/1/2003
4 Clarke Capital Management
FX Plus
6.50 1,000k 5/1/2004
3 White River Group
Diversified Option Writing Strategy
6.92 20k 11/1/2008
2 FRP CAPITAL LLC
FRP125+
11.23 125k 1/1/2010
1 Rosetta Capital Management
Macro Program
28.11 50k 1/1/2009

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