Diversified Trader Index For November 2010

Monthly Rankings

Rank CTA/Program Nov 2010 Min Inv Inception
191 Kelly Angle Inc.
Genesis Program
-13.48 2,000k 4/1/2000
190 Clarke Capital Management
Global Basic
-11.69 50k 2/1/1996
189 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.63 100k 5/1/1989
188 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.22 100k 6/1/1994
187 Revolution Capital Management
Mosaic Program
-9.49 10,000k 10/1/2006
186 Angle Capital Management LLC
AIP Program
-8.84 100k 1/1/2010
185 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.73 100k 11/1/1984
184 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.41 200k 11/1/1999
183 Altradis Capital AG
AlphAlgo
-7.91 100k 5/1/2007
182 Clarke Capital Management
FX Plus
-7.61 1,000k 5/1/2004
181 Parizek Capital
Futures Trading Program
-7.32 500k 4/1/2000
180 Dreiss Research Corporation
Diversified Program
-7.24 1,000k 5/1/1991
179 Hawksbill Capital Management
Global Diversified
-6.69 5,000k 11/1/1988
178 Rho Asset Management
Rho Altius 1XL Program
-6.66 5,000k 11/1/2007
177 Zoi Capital, LLC
Telio Program (Client)
-6.66 200k 4/1/2010
176 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-6.55 50k 10/1/2010
175 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.49 5,000k 10/1/1996
174 Manning & Napier
MN Xenon Managed Futures (2x) Program
-6.19 5,000k 6/1/2006
173 Chesapeake Capital
Diversified (LV)
-6.11 100k 2/1/1988
172 RAM Management Group
MRTP Aggressive
-5.93 1,000k 2/1/1998
171 Claughton Capital
Institutional Program
-5.72 1,000k 10/1/2005
170 AllMountain Capital AG
Mount Denali Global Trends
-5.68 160k 7/1/2007
169 M.S. Capital Management
Global Diversified Program
-5.58 2,000k 11/1/1998
168 Eclipse Capital Management
Global Monetary
-5.53 5,000k 8/1/1990
167 Clarke Capital Management
Global Magnum
-5.43 100k 8/1/1997
166 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-5.36 100k 5/1/1999
165 Conquest Capital Group
Conquest Macro
-5.29 250k 5/1/1999
164 Estlander & Partners
Alpha Trend II - Class P
-5.24 100k 12/1/2008
163 FORT LP
Fort Global Diversified
-5.22 2,000k 10/1/1993
162 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-5.16 100k 8/1/2009
161 Mark J. Walsh Company
Standard Program
-4.86 2,000k 9/1/1985
160 Dominion Capital
Sapphire Program
-4.75 3,000k 5/1/2005
159 Rosetta Capital Management
Macro Program
-4.72 50k 1/1/2009
158 ISAM
ISAM Systematic Trend Fund
-4.65 1,000k 6/1/2001
157 Southwest Managed Investments, LLC
Global Diversified
-4.65 200k 1/1/2002
156 Conquest Capital Group
Conquest Select
-4.61 250k 6/1/2004
155 Hyman Beck and Company
Global Portfolio
-4.56 1,000k 3/1/1991
154 Revolution Capital Management
Alpha Fund
-4.53 50k 1/1/2005
153 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.53 5,000k 11/1/2012
152 Superfund Group
Superfund Green Master
-4.51 2,000k 5/1/2001
151 Lynx Asset Management AB
Lynx Program
-4.39 75k 5/1/2000
150 Blackwater Capital Management
Global Program
-4.37 5,000k 7/1/2005
149 Romanesco Capital Management B.V
Persistence Program
-4.35 5,000k 9/1/2005
148 Wimmer Horizon LLP
Managed Account
-4.34 5,000k 5/1/2005
147 Drury Capital
Diversified Trend-Following Program
-4.19 5,000k 5/1/1997
146 John Locke Investments
Cyril Systematic Program
-4.11 8,000k 7/1/2000
145 Emil van Essen
Spread Trading Program
-4.04 5,000k 12/1/2006
144 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-4.04 500k 4/1/2009
143 Rivoli Fund Management
Rivoli International Fund (V9)
-4.02 5,000k 1/1/2002
142 MERIT Alternative Investments GmbH
Futures Portfolio
-3.99 2,000k 6/1/1998
141 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.91 75k 6/1/2007
140 Haar Capital Management
Discretionary Commodity Trading Program
-3.86 250k 12/1/2005
139 Revolution Capital Management
Alpha Program
-3.66 5,000k 6/1/2007
138 Superfund Group
Superfund Green GCT USD
-3.59 15k 1/1/2000
137 Clarke Capital Management
Worldwide
-3.53 250k 1/1/1996
136 Amplitude Capital International Limited
Klassik Strategy
-3.53 1,000k 9/1/2009
135 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.49 1,000k 9/1/2009
134 FORT LP
Fort Global Contrarian
-3.42 2,000k 10/1/2002
133 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.39 1k 10/1/2006
132 Millburn Corporation
Multi-Markets Program
-3.36 25,000k 10/1/2004
131 Amplitude Capital International Limited
Dynamic Strategy
-3.31 6/1/2005
130 Revolution Capital Management
Mosaic Institutional Program
-3.29 25,000k 9/1/2009
129 Estlander & Partners
Global XL
-3.25 5,000k 8/1/1991
128 Superfund Group
Superfund Green L.P. Series B
-3.24 5k 10/1/2002
127 Welton Investment Partners
Welton Global
-3.21 10,000k 6/1/2004
126 IKOS
IKOS Futures Fund
-3.11 1,000k 2/1/2010
125 Somers Brothers Capital
Diversified Futures Program #1
-3.02 100k 1/1/2005
124 GT CAPITAL CTA
GT CAPITAL CTA
-3.02 150k 6/1/2009
123 Insignia Managed Capital
Epoch3
-2.99 20k 7/1/2009
122 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.96 10,000k 1/1/1991
121 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.94 250k 6/1/2001
120 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.92 10,000k 10/1/1991
119 Clarke Capital Management
Jupiter
-2.84 3,000k 5/1/2005
118 Millburn Corporation
Diversified Program
-2.81 20,000k 2/1/1977
117 Superfund Group
Superfund Green Q-AG
-2.72 2k 3/1/1996
116 Xplor Capital Management, LLC
Global CTA Program
-2.71 1,500k 7/1/2004
115 Superfund Group
Superfund Green L.P. Series A
-2.71 5k 10/1/2002
114 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.70 5,000k 6/1/2010
113 Alee Capital Management, LLC
Poniente Program
-2.62 2,500k 1/1/1999
112 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.54 5,000k 6/1/2001
111 Superfund Group
Superfund Green Gold B (SPC)
-2.47 50k 10/1/2005
110 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.46 1,500k 4/1/2006
109 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-2.45 10k 7/1/2005
108 Superfund Group
Superfund Green Gold C (SPC)
-2.44 100k 10/1/2005
107 Rabar Market Research
Diversified Program
-2.41 2,000k 1/1/1989
106 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-2.37 100k 2/1/2010
105 Eckhardt Trading Company
Evolution Strategies
-2.35 20,000k 8/1/1991
104 Northfield Trading
Diversified
-2.33 2,000k 7/1/1989
103 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.32 200k 1/1/2007
102 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
-2.11 25,000k 3/1/2010
101 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-2.10 1,000k 5/1/2006
100 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.07 250k 10/1/2009
99 Red Rock Capital, LLC
Systematic Global Macro
-2.05 500k 9/1/2003
98 Rabar Market Research
Short-Term Program
-2.04 2,000k 11/1/2009
97 Winton Capital Management
Diversified
-2.01 50,000k 10/1/1997
96 IKOS
The IKOS Hedge Fund
-2.00 10,000k 7/1/1998
95 RAM Management Group
RAM MRTP 1X-Conservative
-1.99 1,000k 9/1/1993
94 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.97 500k 1/1/2006
93 Gladius Asset Management
Fulham Program
-1.92 2,000k 1/1/2008
92 Quantitative Investment Management
Quantitative Global Program
-1.90 20,000k 10/1/2003
91 Ancile Capital Management
Global Markets Program
-1.89 2,000k 4/1/2005
90 Wavefront Global Asset Management
IMFC Global Investment Program
-1.86 2,000k 2/1/2007
89 Metolius Capital LLC
Metolius Diversified
-1.84 100k 6/1/2010
88 Saxon Investment Corporation
Aggressive Diversified Program
-1.78 2,000k 11/1/1993
87 Alee Capital Management, LLC
Mistral Program
-1.72 2,500k 1/1/1999
86 Abraham Trading Company
Diversified Program
-1.72 10,000k 1/1/1988
85 Futures Truth Company, FTC-CTA
200K Options Strategy
-1.72 200k 12/1/2009
84 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.71 1/1/1989
83 John Locke Investments
JL Commodity Long Flat Program
-1.69 5,000k 12/1/2007
82 Estlander & Partners
Freedom
-1.64 20,000k 8/1/2010
81 Estlander & Partners
Global Markets
-1.61 10,000k 8/1/1999
80 Quantum Leap Capital Management
Managed Account Program
-1.61 300k 8/1/2006
79 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.60 1,000k 10/1/2006
78 Clarke Capital Management
Millennium
-1.58 1,000k 1/1/1998
77 Crabel Capital Management
Crabel Multi-Product
-1.50 1,000k 3/1/1998
76 Quantica Capital AG
Quantica Managed Futures
-1.50 5,000k 1/1/2005
75 Keck Capital Management LLC
The Keck Program
-1.49 2,000k 12/1/2003
74 Endeavour Capital LLP
Endeavour Pembroke
-1.43 2,000k 7/1/2007
73 Molinero Capital Management LLP
Global Markets Program
-1.42 2,000k 7/1/2005
72 Auctos Capital Management
Auctos Global Diversified
-1.33 3,000k 11/1/2007
71 Briarwood Capital Management, Inc.
Diversified 2XL
-1.27 250k 11/1/2004
70 Estlander & Partners
Alpha Trend
-1.20 30,000k 10/1/1991
69 Ion Asset Architecture (Fund Program)
Ion Fund
-1.19 100k 11/1/2007
68 Ion Asset Architecture
Ion Fund Program
-1.19 10,000k 11/1/2007
67 Crabel Capital Management
WPD Crabel Futures Program
-1.05 1,000k 7/1/2008
66 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.04 1,000k 3/1/1998
65 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.98 100k 1/1/2005
64 Superfund Group
Superfund Green Gold L.P. Series B-1
-0.97 5k 4/1/2009
63 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.89 10,000k 8/1/2004
62 Covenant Capital Management
Original Program
-0.89 5,000k 9/1/1999
61 Non Correlated Capital
Positive Theta Fund
-0.85 50k 10/1/2007
60 Saxon Investment Corporation
Diversified Program
-0.83 3,000k 9/1/1988
59 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.82 10,000k 1/1/1995
58 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.81 10,000k 8/1/1999
57 Jaguar Investments Ltd
Vario Capital Strategy
-0.73 1,000k 5/1/2016
56 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.71 3,000k 7/1/2001
55 QCM
Global Diversified Programme
-0.69 500k 12/1/1995
54 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.67 1,000k 3/1/2003
53 Superfund Group
Superfund Green Gold A (SPC)
-0.64 5k 10/1/2005
52 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.63 10,000k 2/1/1999
51 Covenant Capital Management
Aggressive Program
-0.61 3,000k 2/1/2004
50 Wavefront Global Asset Management
IMFC Global Concentrated
-0.60 500k 4/1/2009
49 Non Correlated Capital
Positive Theta Program
-0.58 250k 10/1/2007
48 Spectrum Asset Management LLC
Global Diversified
-0.55 2,000k 1/1/2001
47 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.53 4,000k 11/1/2008
46 Di Tomasso Group Inc.
Equilibrium Program
-0.51 5,000k 1/1/2002
45 ALFAKRAFT
ALFA Commodity Fund
-0.49 16k 6/1/2010
44 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.46 1,500k 1/1/2009
43 White Indian Trading Co.
STAIRS (Client)
-0.45 250k 5/1/2009
42 FRP CAPITAL LLC
FRP125+
-0.42 125k 1/1/2010
41 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.40 10,000k 1/1/2007
40 Stenger Capital Management, LLC
Diversified Trading Program
-0.37 200k 4/1/2010
39 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.29 5k 4/1/2009
38 Mobius Asset Management
Diversified Program
-0.20 250k 3/1/2004
37 EMC Capital Advisors, LLC
Classic
-0.20 5,000k 1/1/1985
36 IDS Capital
IDS F&F Systematic Trading
-0.18 50k 7/1/2013
35 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
34 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.17 5,000k 10/1/2007
33 Vergho Asset Management LLC
Kinematics
0.33 1,000k 11/1/2008
32 OptHedge Advisors LLC
Diversified Options & Futures Program
0.43 250k 10/1/2008
31 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.47 10,000k 8/1/2007
30 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.61 10,000k 8/1/2009
29 Beryl Investment Group LLC
Nominal Discretionary System
0.63 50k 7/1/2007
28 Millburn Corporation
Commodity Program
0.67 25,000k 3/1/2005
27 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.70 100k 10/1/2009
26 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.77 250k 10/1/2008
25 Robust Methods LLC
Macro Managed Account
0.81 5,000k 1/1/2005
24 Purple Valley Capital, Inc.
Diversified Trend 1
0.88 100k 8/1/2008
23 Emil van Essen
EvE Systematic Global Opportunities
1.01 1,000k 9/1/2007
22 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.01 1,000k 9/1/1997
21 Mobius Asset Management
Custom Trading Program
1.21 100k 1/1/2002
20 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.30 100k 3/1/2003
19 Red Oak Commodity Advisors
Investment Program
1.53 5,000k 12/1/1989
18 Insignia Managed Capital
Medallion
1.64 50k 2/1/2009
17 HB Capital Management Inc.
Diversified Program
1.73 50k 3/1/2008
16 Quantis Asset Management
PFM Systematic
1.74 15k 5/1/2010
15 Mondiale Asset Management
Mondiale Trading Program
1.78 0k 9/1/1997
14 Future Trade AG
Thales Swing Trading Programme
1.78 250k 6/1/2007
13 Futures Truth Company, FTC-CTA
MS4
1.92 250k 10/1/2007
12 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.09 3,000k 5/1/2010
11 GLOBIVEST LLC
Alpha Program
2.11 50k 4/1/2009
10 Dendrich Ltd
QEP
2.59 50k 12/1/2005
9 Superfund Group
Superfund Blue SPC Class A (EUR)
2.62 50k 4/1/2005
8 White River Group
Diversified Option Writing Strategy
2.81 20k 11/1/2008
7 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.90 3,000k 10/1/1992
6 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.07 10,000k 3/1/2006
5 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
3.59 750k 1/1/2009
4 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
3.68 10,000k 8/1/2009
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
4.45 2,000k 7/1/1992
2 Tactical Investment Management
Tactical Institutional Commodity Program
9.23 10,000k 4/1/1993
1 Superfund Group
Superfund Blue SPC Class A (Gold)
11.55 50k 12/1/2007

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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