Diversified Trader Index For January 2010

Monthly Rankings

Rank CTA/Program Jan 2010 Min Inv Inception
179 Revolution Capital Management
Mosaic Program
-29.94 10,000k 10/1/2006
178 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-28.35 2,000k 7/1/1992
177 DUNN Capital Management
DUNN Combined Fund (DCF)
-25.15 100k 5/1/1989
176 Superfund Group
Superfund Green Gold C (SPC)
-21.20 100k 10/1/2005
175 Estlander & Partners
Alpha Trend II - Class P
-19.73 100k 12/1/2008
174 DUNN Capital Management
D'Best Futures Fund, L.P.
-19.53 100k 6/1/1994
173 Clarke Capital Management
Millennium
-18.95 1,000k 1/1/1998
172 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-18.82 3,000k 10/1/1992
171 Superfund Group
Superfund Green Master
-17.73 2,000k 5/1/2001
170 Clarke Capital Management
Jupiter
-17.26 3,000k 5/1/2005
169 Superfund Group
Superfund Green Gold B (SPC)
-16.59 50k 10/1/2005
168 Superfund Group
Superfund Green L.P. Series B
-14.51 5k 10/1/2002
167 Superfund Group
Superfund Green GCT USD
-13.91 15k 1/1/2000
166 Superfund Group
Superfund Green Gold L.P. Series B-1
-12.17 5k 4/1/2009
165 Dreiss Research Corporation
Diversified Program
-12.03 1,000k 5/1/1991
164 Superfund Group
Superfund Green Gold A (SPC)
-11.40 5k 10/1/2005
163 Revolution Capital Management
Mosaic Institutional Program
-11.14 25,000k 9/1/2009
162 EMC Capital Advisors, LLC
Classic
-11.00 5,000k 1/1/1985
161 QCM
Global Diversified Programme
-10.20 500k 12/1/1995
160 Superfund Group
Superfund Green Q-AG
-9.79 2k 3/1/1996
159 Estlander & Partners
Global XL
-9.55 5,000k 8/1/1991
158 Superfund Group
Superfund Green L.P. Series A
-9.38 5k 10/1/2002
157 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-9.35 5,000k 10/1/2007
156 Purple Valley Capital, Inc.
Diversified Trend 1
-8.60 100k 8/1/2008
155 Somers Brothers Capital
Diversified Futures Program #1
-8.41 100k 1/1/2005
154 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-8.30 75k 6/1/2007
153 Eckhardt Trading Company
Evolution Strategies 1.2X
-8.11 10,000k 10/1/1991
152 Rabar Market Research
Diversified Program
-7.98 2,000k 1/1/1989
151 Revolution Capital Management
Alpha Fund
-7.93 50k 1/1/2005
150 FRP CAPITAL LLC
FRP125+
-7.79 125k 1/1/2010
149 Revolution Capital Management
Alpha Program
-7.49 5,000k 6/1/2007
148 Eckhardt Trading Company
Evolution Strategies
-6.92 20,000k 8/1/1991
147 Welton Investment Partners
Welton Global
-6.76 10,000k 6/1/2004
146 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.61 100k 11/1/1984
145 Estlander & Partners
Alpha Trend
-6.29 30,000k 10/1/1991
144 Rabar Market Research
Short-Term Program
-6.27 2,000k 11/1/2009
143 Drury Capital
Diversified Trend-Following Program
-6.25 5,000k 5/1/1997
142 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.00 200k 1/1/2007
141 Chesapeake Capital
Diversified (LV)
-5.90 100k 2/1/1988
140 Covenant Capital Management
Aggressive Program
-5.88 3,000k 2/1/2004
139 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-5.81 500k 4/1/2009
138 Blackwater Capital Management
Global Program
-5.75 5,000k 7/1/2005
137 Clarke Capital Management
FX Plus
-5.56 1,000k 5/1/2004
136 Superfund Group
Superfund Green Gold L.P. Series A-1
-5.55 5k 4/1/2009
135 John Locke Investments
JL Commodity Long Flat Program
-5.33 5,000k 12/1/2007
134 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.33 100k 1/1/2005
133 Spectrum Asset Management LLC
Global Diversified
-5.06 2,000k 1/1/2001
132 Rho Asset Management
Rho Altius 1XL Program
-5.02 5,000k 11/1/2007
131 Estlander & Partners
Global Markets
-4.86 10,000k 8/1/1999
130 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.76 10,000k 1/1/1991
129 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.75 1/1/1989
128 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.73 10,000k 3/1/2006
127 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-4.47 10,000k 8/1/2009
126 Quantitative Investment Management
Quantitative Global Program
-4.32 20,000k 10/1/2003
125 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-4.30 1,000k 10/1/2006
124 Red Oak Commodity Advisors
Investment Program
-4.10 5,000k 12/1/1989
123 Clarke Capital Management
Global Magnum
-4.09 100k 8/1/1997
122 Wimmer Horizon LLP
Managed Account
-4.08 5,000k 5/1/2005
121 Briarwood Capital Management, Inc.
Diversified 2XL
-4.04 250k 11/1/2004
120 Ancile Capital Management
Global Markets Program
-4.04 2,000k 4/1/2005
119 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.98 10,000k 8/1/1999
118 M.S. Capital Management
Global Diversified Program
-3.90 2,000k 11/1/1998
117 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.90 10,000k 1/1/1995
116 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-3.84 100k 5/1/1999
115 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.80 1k 10/1/2006
114 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-3.79 10,000k 8/1/2009
113 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.76 10,000k 8/1/2004
112 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-3.72 10k 7/1/2005
111 Emil van Essen
Spread Trading Program
-3.62 5,000k 12/1/2006
110 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.57 250k 10/1/2009
109 IDS Capital
IDS F&F Systematic Trading
-3.47 50k 7/1/2013
108 Insignia Managed Capital
Epoch3
-3.40 20k 7/1/2009
107 Southwest Managed Investments, LLC
Global Diversified
-3.37 200k 1/1/2002
106 Wavefront Global Asset Management
IMFC Global Investment Program
-3.36 2,000k 2/1/2007
105 Lynx Asset Management AB
Lynx Program
-3.35 75k 5/1/2000
104 Auctos Capital Management
Auctos Global Diversified
-3.32 3,000k 11/1/2007
103 Kelly Angle Inc.
Genesis Program
-3.31 2,000k 4/1/2000
102 Quantica Capital AG
Quantica Managed Futures
-3.28 5,000k 1/1/2005
101 Covenant Capital Management
Original Program
-3.25 5,000k 9/1/1999
100 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.22 1,500k 4/1/2006
99 Parizek Capital
Futures Trading Program
-3.20 500k 4/1/2000
98 RAM Management Group
MRTP Aggressive
-3.12 1,000k 2/1/1998
97 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.09 500k 1/1/2006
96 Molinero Capital Management LLP
Global Markets Program
-2.90 2,000k 7/1/2005
95 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.77 10,000k 2/1/1999
94 Amplitude Capital International Limited
Klassik Strategy
-2.75 1,000k 9/1/2009
93 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.74 200k 11/1/1999
92 Millburn Corporation
Multi-Markets Program
-2.66 25,000k 10/1/2004
91 Winton Capital Management
Diversified
-2.64 50,000k 10/1/1997
90 Dominion Capital
Sapphire Program
-2.56 3,000k 5/1/2005
89 Mark J. Walsh Company
Standard Program
-2.49 2,000k 9/1/1985
88 ISAM
ISAM Systematic Trend Fund
-2.48 1,000k 6/1/2001
87 Wavefront Global Asset Management
IMFC Global Concentrated
-2.38 500k 4/1/2009
86 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.33 1,000k 3/1/1998
85 Hyman Beck and Company
Global Portfolio
-2.31 1,000k 3/1/1991
84 Mobius Asset Management
Diversified Program
-2.29 250k 3/1/2004
83 Millburn Corporation
Diversified Program
-2.26 20,000k 2/1/1977
82 Alee Capital Management, LLC
Poniente Program
-2.02 2,500k 1/1/1999
81 Millburn Corporation
Commodity Program
-2.00 25,000k 3/1/2005
80 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.99 3,000k 7/1/2001
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.96 1,000k 3/1/2003
78 Mondiale Asset Management
Mondiale Trading Program
-1.92 0k 9/1/1997
77 John Locke Investments
Cyril Systematic Program
-1.85 8,000k 7/1/2000
76 Keck Capital Management LLC
The Keck Program
-1.77 2,000k 12/1/2003
75 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.67 10,000k 8/1/2007
74 Saxon Investment Corporation
Aggressive Diversified Program
-1.67 2,000k 11/1/1993
73 Tactical Investment Management
Tactical Institutional Commodity Program
-1.63 10,000k 4/1/1993
72 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.57 1,000k 9/1/1997
71 Northfield Trading
Diversified
-1.48 2,000k 7/1/1989
70 White Indian Trading Co.
STAIRS - Futures Program (Client)
-1.35 250k 10/1/2008
69 Mobius Asset Management
Custom Trading Program
-1.25 100k 1/1/2002
68 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.25 1,000k 9/1/2009
67 Beryl Investment Group LLC
Nominal Discretionary System
-1.17 50k 7/1/2007
66 Quantum Leap Capital Management
Managed Account Program
-1.12 300k 8/1/2006
65 Eclipse Capital Management
Global Monetary
-1.02 5,000k 8/1/1990
64 RAM Management Group
RAM MRTP 1X-Conservative
-1.01 1,000k 9/1/1993
63 Red Rock Capital, LLC
Systematic Global Macro
-1.00 500k 9/1/2003
62 White Indian Trading Co.
STAIRS (Client)
-0.98 250k 5/1/2009
61 Saxon Investment Corporation
Diversified Program
-0.95 3,000k 9/1/1988
60 Di Tomasso Group Inc.
Equilibrium Program
-0.87 5,000k 1/1/2002
59 Abraham Trading Company
Diversified Program
-0.86 10,000k 1/1/1988
58 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.84 1,500k 1/1/2009
57 Robust Methods LLC
Macro Managed Account
-0.84 5,000k 1/1/2005
56 Emil van Essen
EvE Systematic Global Opportunities
-0.82 1,000k 9/1/2007
55 Gladius Asset Management
Fulham Program
-0.66 2,000k 1/1/2008
54 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.66 5,000k 11/1/2012
53 MERIT Alternative Investments GmbH
Futures Portfolio
-0.54 2,000k 6/1/1998
52 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.48 10,000k 1/1/2007
51 Crabel Capital Management
Crabel Multi-Product
-0.34 1,000k 3/1/1998
50 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.22 4,000k 11/1/2008
49 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.15 250k 6/1/2001
48 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.14 5,000k 6/1/2001
45 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
46 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
47 Angle Capital Management LLC
AIP Program
0.00 100k 1/1/2010
44 Romanesco Capital Management B.V
Persistence Program
0.01 5,000k 9/1/2005
43 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.04 5,000k 6/1/2006
42 Haar Capital Management
Discretionary Commodity Trading Program
0.06 250k 12/1/2005
41 Alee Capital Management, LLC
Mistral Program
0.19 2,500k 1/1/1999
40 Rivoli Fund Management
Rivoli International Fund (V9)
0.24 5,000k 1/1/2002
39 IKOS
The IKOS Hedge Fund
0.31 10,000k 7/1/1998
38 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.33 100k 3/1/2003
37 Rivoli Fund Management
Rivoli International Fund (MAP)
0.42 5,000k 10/1/1996
36 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.42 1,000k 5/1/2006
35 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.52 100k 10/1/2009
34 Jaguar Investments Ltd
Vario Capital Strategy
0.56 1,000k 5/1/2016
33 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.72 100k 8/1/2009
32 Superfund Group
Superfund Blue SPC Class A (EUR)
0.84 50k 4/1/2005
31 Conquest Capital Group
Conquest Macro
0.85 250k 5/1/1999
30 Crabel Capital Management
WPD Crabel Futures Program
0.89 1,000k 7/1/2008
29 Clarke Capital Management
Global Basic
0.92 50k 2/1/1996
28 Hawksbill Capital Management
Global Diversified
1.08 5,000k 11/1/1988
27 Endeavour Capital LLP
Endeavour Pembroke
1.12 2,000k 7/1/2007
26 Altradis Capital AG
AlphAlgo
1.27 100k 5/1/2007
25 FORT LP
Fort Global Contrarian
1.42 2,000k 10/1/2002
24 HB Capital Management Inc.
Diversified Program
1.50 50k 3/1/2008
23 GT CAPITAL CTA
GT CAPITAL CTA
1.67 150k 6/1/2009
22 FORT LP
Fort Global Diversified
1.77 2,000k 10/1/1993
21 Ion Asset Architecture (Fund Program)
Ion Fund
1.82 100k 11/1/2007
20 Ion Asset Architecture
Ion Fund Program
1.82 10,000k 11/1/2007
19 Vergho Asset Management LLC
Kinematics
1.85 1,000k 11/1/2008
18 Claughton Capital
Institutional Program
1.91 1,000k 10/1/2005
17 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
2.05 750k 1/1/2009
16 GLOBIVEST LLC
Alpha Program
2.81 50k 4/1/2009
15 White River Group
Diversified Option Writing Strategy
2.84 20k 11/1/2008
14 Amplitude Capital International Limited
Dynamic Strategy
3.20 6/1/2005
13 Superfund Group
Superfund Blue SPC Class A (Gold)
3.31 50k 12/1/2007
12 Futures Truth Company, FTC-CTA
MS4
3.86 250k 10/1/2007
11 Xplor Capital Management, LLC
Global CTA Program
3.94 1,500k 7/1/2004
10 OptHedge Advisors LLC
Diversified Options & Futures Program
4.34 250k 10/1/2008
9 Insignia Managed Capital
Medallion
4.49 50k 2/1/2009
8 AllMountain Capital AG
Mount Denali Global Trends
5.06 160k 7/1/2007
7 Futures Truth Company, FTC-CTA
200K Options Strategy
5.07 200k 12/1/2009
6 Clarke Capital Management
Worldwide
5.90 250k 1/1/1996
5 Rosetta Capital Management
Macro Program
6.66 50k 1/1/2009
4 Non Correlated Capital
Positive Theta Program
8.89 250k 10/1/2007
3 Dendrich Ltd
QEP
9.45 50k 12/1/2005
2 Future Trade AG
Thales Swing Trading Programme
10.17 250k 6/1/2007
1 Non Correlated Capital
Positive Theta Fund
11.49 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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