Diversified Trader Index For July 2009

Monthly Rankings

Rank CTA/Program Jul 2009 Min Inv Inception
167 Insignia Managed Capital
Medallion
-26.90 50k 2/1/2009
166 Revolution Capital Management
Mosaic Program
-15.86 10,000k 10/1/2006
165 Superfund Group
Superfund Green Master
-14.88 2,000k 5/1/2001
164 Superfund Group
Superfund Green Gold C (SPC)
-12.47 100k 10/1/2005
163 Superfund Group
Superfund Green L.P. Series B
-12.24 5k 10/1/2002
162 Superfund Group
Superfund Green GCT USD
-11.28 15k 1/1/2000
161 Crabel Capital Management
WPD Crabel Futures Program
-10.50 1,000k 7/1/2008
160 Superfund Group
Superfund Green Gold B (SPC)
-8.99 50k 10/1/2005
159 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.59 100k 5/1/1989
158 Clarke Capital Management
Millennium
-7.97 1,000k 1/1/1998
157 Superfund Group
Superfund Green L.P. Series A
-7.86 5k 10/1/2002
156 Dendrich Ltd
QEP
-7.76 50k 12/1/2005
155 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.31 100k 6/1/1994
154 Superfund Group
Superfund Green Q-AG
-6.44 2k 3/1/1996
153 Superfund Group
Superfund Green Gold A (SPC)
-5.40 5k 10/1/2005
152 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.31 100k 1/1/2005
151 Superfund Group
Superfund Green Gold L.P. Series B-1
-4.99 5k 4/1/2009
150 Future Trade AG
Thales Swing Trading Programme
-4.76 250k 6/1/2007
149 Revolution Capital Management
Alpha Program
-4.45 5,000k 6/1/2007
148 Acorn Global Investments Inc.
Acorn Diversified Program
-4.32 10k 7/1/2005
147 Revolution Capital Management
Alpha Fund
-4.13 50k 1/1/2005
146 Futures Truth Company, FTC-CTA
MS4
-3.97 250k 10/1/2007
145 AllMountain Capital AG
Mount Denali Global Trends
-3.62 160k 7/1/2007
144 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.26 75k 6/1/2007
143 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.23 1,500k 4/1/2006
142 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.04 200k 11/1/1999
141 Crabel Capital Management
Crabel Multi-Product
-2.96 1,000k 3/1/1998
140 Hawksbill Capital Management
Global Diversified
-2.83 5,000k 11/1/1988
139 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.51 5,000k 6/1/2001
138 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.45 250k 6/1/2001
137 Kelly Angle Inc.
Genesis Program
-2.45 2,000k 4/1/2000
136 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.37 10,000k 8/1/2004
135 Gladius Asset Management
Fulham Program
-2.31 2,000k 1/1/2008
134 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.31 1,000k 9/1/1997
133 Abraham Trading Company
Diversified Program
-2.30 10,000k 1/1/1988
132 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.30 10,000k 1/1/1995
131 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.25 10,000k 8/1/1999
130 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.89 4,000k 11/1/2008
129 Clarke Capital Management
Worldwide
-1.76 250k 1/1/1996
128 Millburn Corporation
Diversified Program
-1.57 20,000k 2/1/1977
127 Winton Capital Management
Diversified
-1.52 50,000k 10/1/1997
126 Welton Investment Partners
Welton Global
-1.51 10,000k 6/1/2004
125 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.47 10,000k 2/1/1999
124 Quality Capital Management
Global Diversified Programme
-1.43 10,000k 12/1/1995
123 EMC Capital Advisors, LLC
Classic
-1.30 5,000k 1/1/1985
122 Mobius Asset Management
Custom Trading Program
-1.25 100k 1/1/2002
121 Mark J. Walsh Company
Standard Program
-1.24 2,000k 9/1/1985
120 Beach Horizon LLP
Managed Account
-1.23 5,000k 5/1/2005
119 Ancile Capital Management
Global Markets Program
-1.16 2,000k 4/1/2005
118 Millburn Corporation
Commodity Program
-1.16 25,000k 3/1/2005
117 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.15 1,000k 10/1/2006
116 Clarke Capital Management
Global Basic
-1.12 50k 2/1/1996
115 Molinero Capital Management LLP
Global Markets Program
-1.11 2,000k 7/1/2005
114 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.79 1,000k 3/1/1998
113 Quantum Leap Capital Management
Managed Account Program
-0.65 300k 8/1/2006
112 Clarke Capital Management
Jupiter
-0.56 3,000k 5/1/2005
111 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.53 100k 5/1/1999
110 Clarke Capital Management
Global Magnum
-0.52 100k 8/1/1997
109 Dominion Capital
Sapphire Program
-0.47 3,000k 5/1/2005
108 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.46 5,000k 10/1/1996
107 Jaguar Investments Ltd
Vario Capital Strategy
-0.40 1,000k 5/1/2016
106 Rivoli Fund Management
Rivoli International Fund (V9)
-0.37 5,000k 1/1/2002
105 Chesapeake Capital
Diversified (LV)
-0.32 100k 2/1/1988
104 Red Rock Capital, LLC
Systematic Global Macro
-0.29 500k 9/1/2003
103 Auctos Capital Management
Auctos Global Diversified
-0.26 3,000k 11/1/2007
102 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.20 1k 10/1/2006
101 Wavefront Global Asset Management
IMFC Global Investment Program
-0.04 2,000k 2/1/2007
99 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
100 Insignia Managed Capital
Epoch3
0.00 20k 7/1/2009
98 RAM Management Group
RAM MRTP 1X-Conservative
0.12 1,000k 9/1/1993
97 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.13 10,000k 1/1/2007
96 Haar Capital Management
Discretionary Commodity Trading Program
0.14 250k 12/1/2005
95 John Locke Investments
Cyril Systematic Program
0.24 8,000k 7/1/2000
94 RAM Management Group
MRTP Aggressive
0.24 1,000k 2/1/1998
93 Briarwood Capital Management, Inc.
Diversified Trading Program
0.27 3,000k 7/1/2001
92 FORT LP
Fort Global Diversified
0.32 2,000k 10/1/1993
91 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.34 1,000k 3/1/2003
90 Somers Brothers Capital
Diversified Futures Program #1
0.47 100k 1/1/2005
89 Eclipse Capital Management
Global Monetary
0.48 5,000k 8/1/1990
88 Claughton Capital
Auto-Reactive Positioning
0.49 1,000k 10/1/2005
87 Dreiss Research Corporation
Diversified Program
0.51 1,000k 5/1/1991
86 Millburn Corporation
Multi-Markets Program
0.52 25,000k 10/1/2004
85 IKOS
The IKOS Hedge Fund
0.59 10,000k 7/1/1998
84 Northfield Trading
Diversified
0.60 2,000k 7/1/1989
83 Mondiale Asset Management
Mondiale Trading Program
0.62 0k 9/1/1997
82 Spectrum Asset Management LLC
Global Diversified
0.67 2,000k 1/1/2001
81 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.68 10,000k 1/1/1991
80 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.72 500k 1/1/2006
79 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.79 5,000k 11/1/2012
78 GT CAPITAL CTA
GT CAPITAL CTA
0.81 150k 6/1/2009
77 Conquest Capital Group
Conquest Select
0.81 250k 6/1/2004
76 Emil van Essen
EvE Systematic Global Opportunities
0.91 1,000k 9/1/2007
75 Briarwood Capital Management, Inc.
Diversified 2XL
0.91 250k 11/1/2004
74 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.94 750k 1/1/2009
73 John Locke Investments
JL Commodity Long Flat Program
1.02 5,000k 12/1/2007
72 Superfund Group
Superfund Blue SPC Class A (EUR)
1.02 50k 4/1/2005
71 Xplor Capital Management, LLC
Global CTA Program
1.06 1,500k 7/1/2004
70 MERIT Alternative Investments GmbH
Futures Portfolio
1.11 2,000k 6/1/1998
69 Rho Asset Management
Rho Altius 1XL Program
1.18 5,000k 11/1/2007
68 Southwest Managed Investments, LLC
Global Diversified
1.22 200k 1/1/2002
67 Eckhardt Trading Company
Evolution Strategies 1.2X
1.23 10,000k 10/1/1991
66 Eckhardt Trading Company
Evolution Strategies
1.26 20,000k 8/1/1991
65 HB Capital Management Inc.
Diversified Program
1.26 50k 3/1/2008
64 Estlander & Partners
Alpha Trend
1.29 30,000k 10/1/1991
63 Saxon Investment Corporation
Diversified Program
1.29 3,000k 9/1/1988
62 Lynx Asset Management AB
Lynx Program
1.31 75k 5/1/2000
61 Robust Methods LLC
Macro Managed Account
1.34 5,000k 1/1/2005
60 Wavefront Global Asset Management
IMFC Global Concentrated
1.40 500k 4/1/2009
59 Robinson-Langley Capital Management, LLC
Managed Account Program
1.44 200k 1/1/2007
58 Quantica Capital AG
Quantica Managed Futures
1.46 5,000k 1/1/2005
57 FORT LP
Fort Global Contrarian
1.47 2,000k 10/1/2002
56 Ion Asset Architecture (Fund Program)
Ion Fund
1.47 100k 11/1/2007
55 Ion Asset Architecture
Ion Fund Program
1.47 10,000k 11/1/2007
54 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.51 500k 4/1/2009
53 Purple Valley Capital, Inc.
Diversified Trend 1
1.53 100k 8/1/2008
52 M.S. Capital Management
Global Diversified Program
1.61 2,000k 11/1/1998
51 Vergho Asset Management LLC
Kinematics
1.63 1,000k 11/1/2008
50 Covenant Capital Management
Original Program
1.65 5,000k 9/1/1999
49 Alee Capital Management, LLC
Poniente Program
1.66 2,500k 1/1/1999
48 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.78 1,500k 1/1/2009
47 Emil van Essen
Spread Trading Program
1.80 5,000k 12/1/2006
46 Quantitative Investment Management
Quantitative Global Program
1.82 20,000k 10/1/2003
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.84 100k 11/1/1984
44 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.87 5,000k 6/1/2006
43 GLOBIVEST LLC
Alpha Program
1.89 50k 4/1/2009
42 Covenant Capital Management
Aggressive Program
1.89 3,000k 2/1/2004
41 Superfund Group
Superfund Green Gold L.P. Series A-1
2.00 5k 4/1/2009
40 Beryl Investment Group LLC
Nominal Discretionary System
2.01 50k 7/1/2007
39 Rabar Market Research
Diversified Program
2.09 2,000k 1/1/1989
38 Superfund Group
Superfund Blue SPC Class A (Gold)
2.15 50k 12/1/2007
37 Saxon Investment Corporation
Aggressive Diversified Program
2.18 2,000k 11/1/1993
36 Endeavour Capital LLP
Endeavour Pembroke
2.21 2,000k 7/1/2007
35 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.26 1,000k 5/1/2006
34 Clarke Capital Management
FX Plus
2.32 1,000k 5/1/2004
33 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.34 1/1/1989
32 FRP CAPITAL LLC
FRP125+
2.35 125k 1/1/2010
31 Mobius Asset Management
Diversified Program
2.37 250k 3/1/2004
30 Red Oak Commodity Advisors
Investment Program
2.45 5,000k 12/1/1989
29 White River Group
Diversified Option Writing Strategy
2.49 20k 11/1/2008
28 Altradis Capital AG
AlphAlgo
2.61 100k 5/1/2007
27 Estlander & Partners
Global Markets
2.69 10,000k 8/1/1999
26 Keck Capital Management LLC
The Keck Program
2.90 2,000k 12/1/2003
25 Trigon Investment Advisors, LLC
Discretionary Macro Program
3.10 10,000k 8/1/2007
24 Amplitude Capital International Limited
Dynamic Strategy
3.20 6/1/2005
23 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.27 10,000k 3/1/2006
22 Parizek Capital
Futures Trading Program
3.35 500k 4/1/2000
21 Alee Capital Management, LLC
Mistral Program
3.62 2,500k 1/1/1999
20 Rosetta Capital Management
Macro Program
3.67 50k 1/1/2009
19 Estlander & Partners
Alpha Trend II - Class P
3.98 100k 12/1/2008
18 Hyman Beck and Company
Global Portfolio
4.47 1,000k 3/1/1991
17 OptHedge Advisors LLC
Diversified Options & Futures Program
4.89 250k 10/1/2008
16 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.06 3,000k 10/1/1992
15 Blackwater Capital Management
Global Program
5.18 5,000k 7/1/2005
14 Tactical Investment Management
Tactical Institutional Commodity Program
5.33 10,000k 4/1/1993
13 Estlander & Partners
Global XL
5.44 5,000k 8/1/1991
12 Conquest Capital Group
Conquest Macro
5.49 250k 5/1/1999
11 Romanesco Capital Management B.V
Persistence Program
5.89 5,000k 9/1/2005
10 White Indian Trading Co.
STAIRS (Client)
6.05 250k 5/1/2009
9 White Indian Trading Co.
STAIRS - Futures Program (Client)
6.09 250k 10/1/2008
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.20 2,000k 7/1/1992
7 Drury Capital
Diversified Trend-Following Program
6.57 5,000k 5/1/1997
6 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
7.01 100k 3/1/2003
5 ISAM
ISAM Systematic Trend Fund
7.39 1,000k 6/1/2001
4 Commodity Strategies AG
CSAG Active Long Short Commodity Program
7.78 5,000k 10/1/2007
3 Non Correlated Capital
Positive Theta Program
10.00 250k 10/1/2007
2 Non Correlated Capital
Positive Theta Fund
12.71 50k 10/1/2007
1 Di Tomasso Group Inc.
Equilibrium Program
13.98 5,000k 1/1/2002

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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