Diversified Trader Index For August 2009

Monthly Rankings

Rank CTA/Program Aug 2009 Min Inv Inception
171 Clarke Capital Management
Global Basic
-15.51 50k 2/1/1996
170 Conquest Capital Group
Conquest Macro
-10.70 250k 5/1/1999
169 Beryl Investment Group LLC
Nominal Discretionary System
-9.60 50k 7/1/2007
168 Clarke Capital Management
Global Magnum
-8.55 100k 8/1/1997
167 Clarke Capital Management
Millennium
-6.83 1,000k 1/1/1998
166 FRP CAPITAL LLC
FRP125+
-6.80 125k 1/1/2010
165 Rosetta Capital Management
Macro Program
-6.79 50k 1/1/2009
164 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-6.00 2,000k 7/1/1992
163 Di Tomasso Group Inc.
Equilibrium Program
-5.33 5,000k 1/1/2002
162 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.06 3,000k 10/1/1992
161 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.67 100k 3/1/2003
160 Quantum Leap Capital Management
Managed Account Program
-3.26 300k 8/1/2006
159 Romanesco Capital Management B.V
Persistence Program
-3.18 5,000k 9/1/2005
158 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.48 50k 12/1/2007
157 Alee Capital Management, LLC
Poniente Program
-2.26 2,500k 1/1/1999
156 Clarke Capital Management
Worldwide
-2.03 250k 1/1/1996
155 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.96 10,000k 1/1/1991
154 Claughton Capital
Institutional Program
-1.92 1,000k 10/1/2005
153 Estlander & Partners
Global XL
-1.92 5,000k 8/1/1991
152 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.71 50k 4/1/2005
151 Mark J. Walsh Company
Standard Program
-1.25 2,000k 9/1/1985
150 Conquest Capital Group
Conquest Select
-1.24 250k 6/1/2004
149 Altradis Capital AG
AlphAlgo
-1.19 100k 5/1/2007
148 Estlander & Partners
Global Markets
-0.94 10,000k 8/1/1999
147 AllMountain Capital AG
Mount Denali Global Trends
-0.76 160k 7/1/2007
146 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.75 10,000k 8/1/2007
145 Robust Methods LLC
Macro Managed Account
-0.58 5,000k 1/1/2005
144 IKOS
The IKOS Hedge Fund
-0.51 10,000k 7/1/1998
143 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.50 200k 11/1/1999
142 Eclipse Capital Management
Global Monetary
-0.46 5,000k 8/1/1990
141 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.39 1,000k 5/1/2006
140 John Locke Investments
JL Commodity Long Flat Program
-0.26 5,000k 12/1/2007
139 Future Trade AG
Thales Swing Trading Programme
-0.22 250k 6/1/2007
138 Amplitude Capital International Limited
Dynamic Strategy
-0.07 6/1/2005
135 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.00 10,000k 8/1/2009
132 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.00 1,000k 3/1/1998
133 IDS Capital
IDS F&F Systematic Trading
0.00 50k 7/1/2013
137 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
136 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
134 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.00 100k 8/1/2009
131 Clarke Capital Management
FX Plus
0.01 1,000k 5/1/2004
130 John Locke Investments
Cyril Systematic Program
0.02 8,000k 7/1/2000
129 Emil van Essen
Spread Trading Program
0.06 5,000k 12/1/2006
128 Mobius Asset Management
Custom Trading Program
0.08 100k 1/1/2002
127 Transtrend B.V.
DTP – Standard Risk (EUR)
0.09 10,000k 2/1/1999
126 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.11 10,000k 1/1/2007
125 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.21 10,000k 8/1/1999
124 Jaguar Investments Ltd
Vario Capital Strategy
0.21 1,000k 5/1/2016
123 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.23 10,000k 1/1/1995
122 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.23 10,000k 8/1/2004
121 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.25 1,000k 10/1/2006
120 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.31 10,000k 3/1/2006
119 Winton Capital Management
Diversified
0.32 50,000k 10/1/1997
118 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.43 1k 10/1/2006
117 Eckhardt Trading Company
Evolution Strategies 1.2X
0.47 10,000k 10/1/1991
116 Eckhardt Trading Company
Evolution Strategies
0.48 20,000k 8/1/1991
115 Lynx Asset Management AB
Lynx Program
0.51 75k 5/1/2000
114 Southwest Managed Investments, LLC
Global Diversified
0.62 200k 1/1/2002
113 Mondiale Asset Management
Mondiale Trading Program
0.62 0k 9/1/1997
112 Gladius Asset Management
Fulham Program
0.65 2,000k 1/1/2008
111 Mobius Asset Management
Diversified Program
0.70 250k 3/1/2004
110 Quantitative Investment Management
Quantitative Global Program
0.70 20,000k 10/1/2003
109 Blackwater Capital Management
Global Program
0.74 5,000k 7/1/2005
108 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.75 1,500k 4/1/2006
107 Ion Asset Architecture (Fund Program)
Ion Fund
0.81 100k 11/1/2007
106 Ion Asset Architecture
Ion Fund Program
0.81 10,000k 11/1/2007
105 Haar Capital Management
Discretionary Commodity Trading Program
0.90 250k 12/1/2005
104 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.91 5,000k 10/1/2007
103 Briarwood Capital Management, Inc.
Diversified Trading Program
0.93 3,000k 7/1/2001
102 Clarke Capital Management
Jupiter
0.93 3,000k 5/1/2005
101 Red Oak Commodity Advisors
Investment Program
0.97 5,000k 12/1/1989
100 Quantica Capital AG
Quantica Managed Futures
1.03 5,000k 1/1/2005
99 Kelly Angle Inc.
Genesis Program
1.05 2,000k 4/1/2000
98 Molinero Capital Management LLP
Global Markets Program
1.08 2,000k 7/1/2005
97 Superfund Group
Superfund Green Gold L.P. Series A-1
1.09 5k 4/1/2009
96 Dominion Capital
Sapphire Program
1.20 3,000k 5/1/2005
95 Welton Investment Partners
Welton Global
1.27 10,000k 6/1/2004
94 Rho Asset Management
Rho Altius 1XL Program
1.28 5,000k 11/1/2007
93 Crabel Capital Management
Crabel Multi-Product
1.34 1,000k 3/1/1998
92 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.35 1,000k 3/1/2003
91 Hawksbill Capital Management
Global Diversified
1.35 5,000k 11/1/1988
90 Vergho Asset Management LLC
Kinematics
1.36 1,000k 11/1/2008
89 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.37 5,000k 6/1/2006
88 GLOBIVEST LLC
Alpha Program
1.40 50k 4/1/2009
87 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.42 4,000k 11/1/2008
86 Emil van Essen
EvE Systematic Global Opportunities
1.43 1,000k 9/1/2007
85 Hyman Beck and Company
Global Portfolio
1.44 1,000k 3/1/1991
84 HB Capital Management Inc.
Diversified Program
1.46 50k 3/1/2008
83 Abraham Trading Company
Diversified Program
1.48 10,000k 1/1/1988
82 Millburn Corporation
Diversified Program
1.56 20,000k 2/1/1977
81 Parizek Capital
Futures Trading Program
1.60 500k 4/1/2000
80 GT CAPITAL CTA
GT CAPITAL CTA
1.62 150k 6/1/2009
79 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.69 1,500k 1/1/2009
78 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.79 1,000k 9/1/1997
77 MERIT Alternative Investments GmbH
Futures Portfolio
1.79 2,000k 6/1/1998
76 FORT LP
Fort Global Diversified
1.82 2,000k 10/1/1993
75 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.93 500k 1/1/2006
74 RAM Management Group
RAM MRTP 1X-Conservative
2.02 1,000k 9/1/1993
73 Saxon Investment Corporation
Diversified Program
2.09 3,000k 9/1/1988
72 Northfield Trading
Diversified
2.19 2,000k 7/1/1989
71 Auctos Capital Management
Auctos Global Diversified
2.19 3,000k 11/1/2007
70 Millburn Corporation
Multi-Markets Program
2.27 25,000k 10/1/2004
69 Endeavour Capital LLP
Endeavour Pembroke
2.39 2,000k 7/1/2007
68 Millburn Corporation
Commodity Program
2.44 25,000k 3/1/2005
67 Alee Capital Management, LLC
Mistral Program
2.45 2,500k 1/1/1999
66 White River Group
Diversified Option Writing Strategy
2.49 20k 11/1/2008
65 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.49 1/1/1989
64 EMC Capital Advisors, LLC
Classic
2.50 5,000k 1/1/1985
63 Xplor Capital Management, LLC
Global CTA Program
2.53 1,500k 7/1/2004
62 Rabar Market Research
Diversified Program
2.58 2,000k 1/1/1989
61 OptHedge Advisors LLC
Diversified Options & Futures Program
2.59 250k 10/1/2008
60 Drury Capital
Diversified Trend-Following Program
2.67 5,000k 5/1/1997
59 Revolution Capital Management
Alpha Fund
2.68 50k 1/1/2005
58 Futures Truth Company, FTC-CTA
MS4
2.83 250k 10/1/2007
57 FORT LP
Fort Global Contrarian
2.85 2,000k 10/1/2002
56 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
2.89 10k 7/1/2005
55 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.04 250k 6/1/2001
54 NuWave Investment Management, LLC
Combined Futures Portfolio
3.10 5,000k 6/1/2001
53 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.16 100k 11/1/1984
52 Superfund Group
Superfund Green Gold A (SPC)
3.17 5k 10/1/2005
51 Revolution Capital Management
Alpha Program
3.20 5,000k 6/1/2007
50 Superfund Group
Superfund Green L.P. Series A
3.52 5k 10/1/2002
49 Rivoli Fund Management
Rivoli International Fund (V9)
3.54 5,000k 1/1/2002
48 Superfund Group
Superfund Green Q-AG
3.61 2k 3/1/1996
47 Wimmer Horizon LLP
Managed Account
3.64 5,000k 5/1/2005
46 Saxon Investment Corporation
Aggressive Diversified Program
3.66 2,000k 11/1/1993
45 M.S. Capital Management
Global Diversified Program
3.66 2,000k 11/1/1998
44 Ancile Capital Management
Global Markets Program
3.69 2,000k 4/1/2005
43 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.72 5,000k 11/1/2012
42 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.76 100k 1/1/2005
41 Crabel Capital Management
WPD Crabel Futures Program
3.77 1,000k 7/1/2008
40 Estlander & Partners
Alpha Trend
3.99 30,000k 10/1/1991
39 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
4.33 500k 4/1/2009
38 Wavefront Global Asset Management
IMFC Global Investment Program
4.39 2,000k 2/1/2007
37 ISAM
ISAM Systematic Trend Fund
4.40 1,000k 6/1/2001
36 Red Rock Capital, LLC
Systematic Global Macro
4.41 500k 9/1/2003
35 Chesapeake Capital
Diversified (LV)
4.80 100k 2/1/1988
34 Superfund Group
Superfund Green Gold L.P. Series B-1
4.84 5k 4/1/2009
33 Briarwood Capital Management, Inc.
Diversified 2XL
4.91 250k 11/1/2004
32 Quality Capital Management
Global Diversified Programme
4.95 10,000k 12/1/1995
31 DUNN Capital Management
D'Best Futures Fund, L.P.
5.03 100k 6/1/1994
30 Non Correlated Capital
Positive Theta Program
5.22 250k 10/1/2007
29 Somers Brothers Capital
Diversified Futures Program #1
5.23 100k 1/1/2005
28 Spectrum Asset Management LLC
Global Diversified
5.28 2,000k 1/1/2001
27 Superfund Group
Superfund Green GCT USD
5.41 15k 1/1/2000
26 Superfund Group
Superfund Green Master
5.55 2,000k 5/1/2001
25 Rivoli Fund Management
Rivoli International Fund (MAP)
5.57 5,000k 10/1/1996
24 Superfund Group
Superfund Green L.P. Series B
5.62 5k 10/1/2002
23 Superfund Group
Superfund Green Gold B (SPC)
5.65 50k 10/1/2005
22 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
5.66 750k 1/1/2009
21 Robinson-Langley Capital Management, LLC
Managed Account Program
5.82 200k 1/1/2007
20 Dreiss Research Corporation
Diversified Program
5.94 1,000k 5/1/1991
19 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
5.95 75k 6/1/2007
18 Superfund Group
Superfund Green Gold C (SPC)
6.23 100k 10/1/2005
17 Keck Capital Management LLC
The Keck Program
6.49 2,000k 12/1/2003
16 RAM Management Group
MRTP Aggressive
6.52 1,000k 2/1/1998
15 White Indian Trading Co.
STAIRS - Futures Program (Client)
6.53 250k 10/1/2008
14 Covenant Capital Management
Original Program
6.65 5,000k 9/1/1999
13 Non Correlated Capital
Positive Theta Fund
6.74 50k 10/1/2007
12 DUNN Capital Management
DUNN Combined Fund (DCF)
7.61 100k 5/1/1989
11 White Indian Trading Co.
STAIRS (Client)
7.72 250k 5/1/2009
10 Dendrich Ltd
QEP
7.76 50k 12/1/2005
9 Insignia Managed Capital
Epoch3
7.99 20k 7/1/2009
8 Purple Valley Capital, Inc.
Diversified Trend 1
9.35 100k 8/1/2008
7 Revolution Capital Management
Mosaic Program
9.49 10,000k 10/1/2006
6 Covenant Capital Management
Aggressive Program
10.02 3,000k 2/1/2004
5 Tactical Investment Management
Tactical Institutional Commodity Program
10.29 10,000k 4/1/1993
4 Mulvaney Capital Management
The Mulvaney Global Markets Fund
10.85 100k 5/1/1999
3 Wavefront Global Asset Management
IMFC Global Concentrated
11.62 500k 4/1/2009
2 Estlander & Partners
Alpha Trend II - Class P
14.08 100k 12/1/2008
1 Insignia Managed Capital
Medallion
28.88 50k 2/1/2009

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.

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