Diversified Trader Index For September 2009

Monthly Rankings

Rank CTA/Program Sep 2009 Min Inv Inception
174 Clarke Capital Management
Global Magnum
-7.11 100k 8/1/1997
173 Crabel Capital Management
WPD Crabel Futures Program
-6.82 1,000k 7/1/2008
172 Alee Capital Management, LLC
Poniente Program
-5.54 2,500k 1/1/1999
171 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.48 200k 1/1/2007
170 Alee Capital Management, LLC
Mistral Program
-5.10 2,500k 1/1/1999
169 Futures Truth Company, FTC-CTA
MS4
-4.05 250k 10/1/2007
168 Conquest Capital Group
Conquest Macro
-3.69 250k 5/1/1999
167 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-3.55 5,000k 10/1/2007
166 Ion Asset Architecture (Fund Program)
Ion Fund
-2.30 100k 11/1/2007
165 Ion Asset Architecture
Ion Fund Program
-2.30 10,000k 11/1/2007
164 Future Trade AG
Thales Swing Trading Programme
-2.10 250k 6/1/2007
163 Quantum Leap Capital Management
Managed Account Program
-2.04 300k 8/1/2006
162 Tactical Investment Management
Tactical Institutional Commodity Program
-1.99 10,000k 4/1/1993
161 Southwest Managed Investments, LLC
Global Diversified
-1.90 200k 1/1/2002
160 Mark J. Walsh Company
Standard Program
-1.86 2,000k 9/1/1985
159 RAM Management Group
MRTP Aggressive
-1.65 1,000k 2/1/1998
158 Romanesco Capital Management B.V
Persistence Program
-1.37 5,000k 9/1/2005
157 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.30 4,000k 11/1/2008
156 Dreiss Research Corporation
Diversified Program
-1.29 1,000k 5/1/1991
155 Jaguar Investments Ltd
Vario Capital Strategy
-1.28 1,000k 5/1/2016
154 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
153 Rho Asset Management
Rho Altius 1XL Program
-1.20 5,000k 11/1/2007
152 Claughton Capital
Institutional Program
-1.19 1,000k 10/1/2005
151 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.00 5,000k 6/1/2006
150 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.93 10,000k 1/1/1995
149 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.87 10,000k 8/1/2004
148 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.86 5,000k 10/1/1996
147 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.77 10,000k 8/1/1999
146 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.67 100k 8/1/2009
145 Crabel Capital Management
Crabel Multi-Product
-0.66 1,000k 3/1/1998
144 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.57 10,000k 2/1/1999
143 Rivoli Fund Management
Rivoli International Fund (V9)
-0.57 5,000k 1/1/2002
142 Emil van Essen
Spread Trading Program
-0.55 5,000k 12/1/2006
141 Mondiale Asset Management
Mondiale Trading Program
-0.54 0k 9/1/1997
140 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.51 10,000k 1/1/2007
139 RAM Management Group
RAM MRTP 1X-Conservative
-0.44 1,000k 9/1/1993
138 Mobius Asset Management
Diversified Program
-0.32 250k 3/1/2004
137 Robust Methods LLC
Macro Managed Account
-0.28 5,000k 1/1/2005
136 Altradis Capital AG
AlphAlgo
-0.20 100k 5/1/2007
135 Conquest Capital Group
Conquest Select
-0.13 250k 6/1/2004
134 Xplor Capital Management, LLC
Global CTA Program
-0.13 1,500k 7/1/2004
133 Rosetta Capital Management
Macro Program
-0.02 50k 1/1/2009
128 Revolution Capital Management
Mosaic Institutional Program
0.00 25,000k 9/1/2009
129 Amplitude Capital International Limited
Klassik Strategy
0.00 1,000k 9/1/2009
130 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.00 1,000k 9/1/2009
131 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
132 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
127 Mobius Asset Management
Custom Trading Program
0.07 100k 1/1/2002
126 Abraham Trading Company
Diversified Program
0.07 10,000k 1/1/1988
125 Parizek Capital
Futures Trading Program
0.15 500k 4/1/2000
124 AllMountain Capital AG
Mount Denali Global Trends
0.30 160k 7/1/2007
123 EMC Capital Advisors, LLC
Classic
0.30 5,000k 1/1/1985
122 Welton Investment Partners
Welton Global
0.34 10,000k 6/1/2004
121 Haar Capital Management
Discretionary Commodity Trading Program
0.35 250k 12/1/2005
120 Millburn Corporation
Commodity Program
0.42 25,000k 3/1/2005
119 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.53 1/1/1989
118 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.63 1,000k 5/1/2006
117 Molinero Capital Management LLP
Global Markets Program
0.66 2,000k 7/1/2005
116 Gladius Asset Management
Fulham Program
0.67 2,000k 1/1/2008
115 Estlander & Partners
Global Markets
0.70 10,000k 8/1/1999
114 IDS Capital
IDS F&F Systematic Trading
0.76 50k 7/1/2013
113 MERIT Alternative Investments GmbH
Futures Portfolio
0.78 2,000k 6/1/1998
112 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.80 1,500k 1/1/2009
111 John Locke Investments
Cyril Systematic Program
0.82 8,000k 7/1/2000
110 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.87 1,000k 9/1/1997
109 Estlander & Partners
Alpha Trend
0.87 30,000k 10/1/1991
108 HB Capital Management Inc.
Diversified Program
0.95 50k 3/1/2008
107 Amplitude Capital International Limited
Dynamic Strategy
1.00 6/1/2005
106 Acorn Global Investments Inc.
Acorn Diversified Program
1.00 10k 7/1/2005
105 Emil van Essen
EvE Systematic Global Opportunities
1.05 1,000k 9/1/2007
104 Dendrich Ltd
QEP
1.05 50k 12/1/2005
103 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.05 500k 1/1/2006
102 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.06 100k 1/1/2005
101 NuWave Investment Management, LLC
Combined Futures Portfolio
1.08 5,000k 6/1/2001
100 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.10 75k 6/1/2007
99 Clarke Capital Management
Millennium
1.10 1,000k 1/1/1998
98 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.13 250k 6/1/2001
97 Dominion Capital
Sapphire Program
1.16 3,000k 5/1/2005
96 IKOS
The IKOS Hedge Fund
1.16 10,000k 7/1/1998
95 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
1.17 10,000k 8/1/2009
94 Northfield Trading
Diversified
1.28 2,000k 7/1/1989
93 Mulvaney Capital Management
The Mulvaney Global Markets Fund
1.32 100k 5/1/1999
92 Estlander & Partners
Global XL
1.35 5,000k 8/1/1991
91 Red Rock Capital, LLC
Systematic Global Macro
1.44 500k 9/1/2003
90 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.44 1,500k 4/1/2006
89 Quantitative Investment Management
Quantitative Global Program
1.45 20,000k 10/1/2003
88 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.47 1,000k 3/1/1998
87 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.49 10,000k 1/1/1991
86 Drury Capital
Diversified Trend-Following Program
1.54 5,000k 5/1/1997
85 Briarwood Capital Management, Inc.
Diversified Trading Program
1.56 3,000k 7/1/2001
84 Superfund Group
Superfund Blue SPC Class A (EUR)
1.66 50k 4/1/2005
83 Hyman Beck and Company
Global Portfolio
1.69 1,000k 3/1/1991
82 Saxon Investment Corporation
Diversified Program
1.69 3,000k 9/1/1988
81 Quality Capital Management
Global Diversified Programme
1.69 10,000k 12/1/1995
80 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.78 100k 3/1/2003
79 Revolution Capital Management
Alpha Program
1.87 5,000k 6/1/2007
78 Covenant Capital Management
Original Program
1.88 5,000k 9/1/1999
77 Somers Brothers Capital
Diversified Futures Program #1
1.89 100k 1/1/2005
76 Wimmer Horizon LLP
Managed Account
1.91 5,000k 5/1/2005
75 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.94 10,000k 8/1/2009
74 Eclipse Capital Management
Global Monetary
2.01 5,000k 8/1/1990
73 Quantica Capital AG
Quantica Managed Futures
2.02 5,000k 1/1/2005
72 Endeavour Capital LLP
Endeavour Pembroke
2.02 2,000k 7/1/2007
71 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.04 10,000k 3/1/2006
70 Auctos Capital Management
Auctos Global Diversified
2.07 3,000k 11/1/2007
69 M.S. Capital Management
Global Diversified Program
2.11 2,000k 11/1/1998
68 Lynx Asset Management AB
Lynx Program
2.14 75k 5/1/2000
67 Wavefront Global Asset Management
IMFC Global Concentrated
2.22 500k 4/1/2009
66 Estlander & Partners
Alpha Trend II - Class P
2.32 100k 12/1/2008
65 Eckhardt Trading Company
Evolution Strategies
2.35 20,000k 8/1/1991
64 Beryl Investment Group LLC
Nominal Discretionary System
2.44 50k 7/1/2007
63 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.49 1,000k 3/1/2003
62 Revolution Capital Management
Alpha Fund
2.49 50k 1/1/2005
61 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.54 500k 4/1/2009
60 Eckhardt Trading Company
Evolution Strategies 1.2X
2.63 10,000k 10/1/1991
59 Revolution Capital Management
Mosaic Program
2.67 10,000k 10/1/2006
58 ISAM
ISAM Systematic Trend Fund
2.71 1,000k 6/1/2001
57 Superfund Group
Superfund Green L.P. Series A
2.81 5k 10/1/2002
56 Winton Capital Management
Diversified
2.85 50,000k 10/1/1997
55 Purple Valley Capital, Inc.
Diversified Trend 1
2.85 100k 8/1/2008
54 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.89 1,000k 10/1/2006
53 Spectrum Asset Management LLC
Global Diversified
2.92 2,000k 1/1/2001
52 Saxon Investment Corporation
Aggressive Diversified Program
3.02 2,000k 11/1/1993
51 Kelly Angle Inc.
Genesis Program
3.08 2,000k 4/1/2000
50 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.20 1k 10/1/2006
49 Chesapeake Capital
Diversified (LV)
3.20 100k 2/1/1988
48 White River Group
Diversified Option Writing Strategy
3.21 20k 11/1/2008
47 Briarwood Capital Management, Inc.
Diversified 2XL
3.31 250k 11/1/2004
46 Wavefront Global Asset Management
IMFC Global Investment Program
3.31 2,000k 2/1/2007
45 OptHedge Advisors LLC
Diversified Options & Futures Program
3.35 250k 10/1/2008
44 Red Oak Commodity Advisors
Investment Program
3.40 5,000k 12/1/1989
43 Covenant Capital Management
Aggressive Program
3.40 3,000k 2/1/2004
42 DUNN Capital Management
D'Best Futures Fund, L.P.
3.70 100k 6/1/1994
41 Blackwater Capital Management
Global Program
3.74 5,000k 7/1/2005
40 Superfund Group
Superfund Green Q-AG
3.77 2k 3/1/1996
39 Rabar Market Research
Diversified Program
3.87 2,000k 1/1/1989
38 Millburn Corporation
Diversified Program
4.26 20,000k 2/1/1977
37 FORT LP
Fort Global Contrarian
4.28 2,000k 10/1/2002
36 GT CAPITAL CTA
GT CAPITAL CTA
4.29 150k 6/1/2009
35 GLOBIVEST LLC
Alpha Program
4.39 50k 4/1/2009
34 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.44 750k 1/1/2009
33 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.54 100k 11/1/1984
32 Superfund Group
Superfund Green L.P. Series B
4.58 5k 10/1/2002
31 DUNN Capital Management
DUNN Combined Fund (DCF)
4.92 100k 5/1/1989
30 Clarke Capital Management
FX Plus
5.03 1,000k 5/1/2004
29 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.10 5,000k 11/1/2012
28 Superfund Group
Superfund Blue SPC Class A (Gold)
5.24 50k 12/1/2007
27 Insignia Managed Capital
Epoch3
5.27 20k 7/1/2009
26 Millburn Corporation
Multi-Markets Program
5.34 25,000k 10/1/2004
25 Superfund Group
Superfund Green GCT USD
5.40 15k 1/1/2000
24 FORT LP
Fort Global Diversified
5.41 2,000k 10/1/1993
23 White Indian Trading Co.
STAIRS - Futures Program (Client)
5.47 250k 10/1/2008
22 Hawksbill Capital Management
Global Diversified
5.50 5,000k 11/1/1988
21 Vergho Asset Management LLC
Kinematics
5.54 1,000k 11/1/2008
20 White Indian Trading Co.
STAIRS (Client)
5.75 250k 5/1/2009
19 Ancile Capital Management
Global Markets Program
5.76 2,000k 4/1/2005
18 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.90 200k 11/1/1999
17 Clarke Capital Management
Worldwide
6.20 250k 1/1/1996
16 FRP CAPITAL LLC
FRP125+
6.21 125k 1/1/2010
15 Superfund Group
Superfund Green Master
6.27 2,000k 5/1/2001
14 Clarke Capital Management
Global Basic
6.42 50k 2/1/1996
13 Clarke Capital Management
Jupiter
7.39 3,000k 5/1/2005
12 Superfund Group
Superfund Green Gold L.P. Series A-1
7.63 5k 4/1/2009
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.70 3,000k 10/1/1992
10 Keck Capital Management LLC
The Keck Program
7.84 2,000k 12/1/2003
9 Di Tomasso Group Inc.
Equilibrium Program
8.07 5,000k 1/1/2002
8 Superfund Group
Superfund Green Gold A (SPC)
8.42 5k 10/1/2005
7 Insignia Managed Capital
Medallion
9.16 50k 2/1/2009
6 Superfund Group
Superfund Green Gold B (SPC)
9.87 50k 10/1/2005
5 Non Correlated Capital
Positive Theta Program
10.34 250k 10/1/2007
4 Superfund Group
Superfund Green Gold L.P. Series B-1
10.39 5k 4/1/2009
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
11.17 2,000k 7/1/1992
2 Superfund Group
Superfund Green Gold C (SPC)
11.47 100k 10/1/2005
1 Non Correlated Capital
Positive Theta Fund
13.34 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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