Diversified Trader Index For June 2010

Monthly Rankings

Rank CTA/Program Jun 2010 Min Inv Inception
189 Revolution Capital Management
Mosaic Program
-8.90 10,000k 10/1/2006
188 Rosetta Capital Management
Macro Program
-7.47 50k 1/1/2009
187 RAM Management Group
MRTP Aggressive
-5.02 1,000k 2/1/1998
186 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-4.27 4,000k 11/1/2008
185 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.81 200k 1/1/2007
184 Parizek Capital
Futures Trading Program
-3.66 500k 4/1/2000
183 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-3.65 750k 1/1/2009
182 Claughton Capital
Institutional Program
-3.64 1,000k 10/1/2005
181 Quantis Asset Management
PFM Systematic
-3.31 15k 5/1/2010
180 Trigon Investment Advisors, LLC
Discretionary Macro Program
-3.20 10,000k 8/1/2007
179 Quantum Leap Capital Management
Managed Account Program
-3.16 300k 8/1/2006
178 Molinero Capital Management LLP
Global Markets Program
-3.08 2,000k 7/1/2005
177 Chesapeake Capital
Diversified (LV)
-3.05 100k 2/1/1988
176 Haar Capital Management
Discretionary Commodity Trading Program
-2.89 250k 12/1/2005
175 FRP CAPITAL LLC
FRP125+
-2.89 125k 1/1/2010
174 Revolution Capital Management
Mosaic Institutional Program
-2.88 25,000k 9/1/2009
173 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.77 100k 5/1/1989
172 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.73 50k 4/1/2005
171 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.69 250k 10/1/2009
170 Dominion Capital
Sapphire Program
-2.44 3,000k 5/1/2005
169 Emil van Essen
Spread Trading Program
-2.42 5,000k 12/1/2006
168 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.15 5,000k 10/1/2007
167 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.88 3,000k 5/1/2010
166 Millburn Corporation
Commodity Program
-1.77 25,000k 3/1/2005
165 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.76 100k 1/1/2005
164 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.73 5,000k 10/1/1996
163 Abraham Trading Company
Diversified Program
-1.73 10,000k 1/1/1988
162 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.72 10,000k 1/1/1991
161 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
160 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.65 5,000k 6/1/2006
159 RAM Management Group
RAM MRTP 1X-Conservative
-1.57 1,000k 9/1/1993
158 Eclipse Capital Management
Global Monetary
-1.54 5,000k 8/1/1990
157 Jaguar Investments Ltd
Vario Capital Strategy
-1.50 1,000k 5/1/2016
156 Millburn Corporation
Diversified Program
-1.33 20,000k 2/1/1977
155 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-1.30 2,000k 7/1/1992
154 Estlander & Partners
Global XL
-1.18 5,000k 8/1/1991
153 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.11 1,500k 1/1/2009
152 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-1.08 500k 4/1/2009
151 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.07 10,000k 8/1/2009
150 IDS Capital
IDS F&F Systematic Trading
-1.04 50k 7/1/2013
149 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.97 1/1/1989
148 Rivoli Fund Management
Rivoli International Fund (V9)
-0.95 5,000k 1/1/2002
147 Red Rock Capital, LLC
Systematic Global Macro
-0.93 500k 9/1/2003
146 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.92 3,000k 10/1/1992
145 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.77 50k 12/1/2007
144 Rabar Market Research
Diversified Program
-0.77 2,000k 1/1/1989
143 Millburn Corporation
Multi-Markets Program
-0.72 25,000k 10/1/2004
142 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.72 500k 1/1/2006
141 Red Oak Commodity Advisors
Investment Program
-0.70 5,000k 12/1/1989
140 Wavefront Global Asset Management
IMFC Global Investment Program
-0.62 2,000k 2/1/2007
139 Altradis Capital AG
AlphAlgo
-0.58 100k 5/1/2007
138 Estlander & Partners
Global Markets
-0.57 10,000k 8/1/1999
137 Robust Methods LLC
Macro Managed Account
-0.56 5,000k 1/1/2005
136 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.56 1k 10/1/2006
135 Xplor Capital Management, LLC
Global CTA Program
-0.55 1,500k 7/1/2004
134 Quality Capital Management
Global Diversified Programme
-0.54 10,000k 12/1/1995
133 Crabel Capital Management
Crabel Multi-Product
-0.51 1,000k 3/1/1998
132 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.46 1,000k 3/1/2003
131 ISAM
ISAM Systematic Trend Fund
-0.44 1,000k 6/1/2001
130 Future Trade AG
Thales Swing Trading Programme
-0.41 250k 6/1/2007
129 IKOS
The IKOS Hedge Fund
-0.40 10,000k 7/1/1998
128 Superfund Group
Superfund Green L.P. Series B
-0.36 5k 10/1/2002
127 Superfund Group
Superfund Green L.P. Series A
-0.33 5k 10/1/2002
126 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.25 10,000k 8/1/2004
125 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.22 10,000k 1/1/1995
124 Mondiale Asset Management
Mondiale Trading Program
-0.20 0k 9/1/1997
123 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.18 10,000k 8/1/1999
122 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.17 10,000k 2/1/1999
121 Northfield Trading
Diversified
-0.07 2,000k 7/1/1989
117 Metolius Capital LLC
Metolius Diversified
0.00 100k 6/1/2010
118 ALFAKRAFT
ALFA Commodity Fund
0.00 16k 6/1/2010
119 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
120 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.00 5,000k 6/1/2010
116 Saxon Investment Corporation
Diversified Program
0.03 3,000k 9/1/1988
115 Saxon Investment Corporation
Aggressive Diversified Program
0.04 2,000k 11/1/1993
114 Ion Asset Architecture (Fund Program)
Ion Fund
0.08 100k 11/1/2007
113 Ion Asset Architecture
Ion Fund Program
0.08 10,000k 11/1/2007
112 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.09 10,000k 1/1/2007
111 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.09 1,000k 5/1/2006
110 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.10 250k 6/1/2001
109 NuWave Investment Management, LLC
Combined Futures Portfolio
0.14 5,000k 6/1/2001
108 Drury Capital
Diversified Trend-Following Program
0.18 5,000k 5/1/1997
107 John Locke Investments
JL Commodity Long Flat Program
0.18 5,000k 12/1/2007
106 MERIT Alternative Investments GmbH
Futures Portfolio
0.21 2,000k 6/1/1998
105 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.24 10,000k 3/1/2006
104 Wimmer Horizon LLP
Managed Account
0.26 5,000k 5/1/2005
103 DUNN Capital Management
D'Best Futures Fund, L.P.
0.30 100k 6/1/1994
102 Covenant Capital Management
Aggressive Program
0.44 3,000k 2/1/2004
101 Quantitative Investment Management
Quantitative Global Program
0.45 20,000k 10/1/2003
100 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.46 5,000k 11/1/2012
99 Mulvaney Capital Management
The Mulvaney Global Markets Fund
0.53 100k 5/1/1999
98 Emil van Essen
EvE Systematic Global Opportunities
0.64 1,000k 9/1/2007
97 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.72 1,500k 4/1/2006
96 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.77 25,000k 3/1/2010
95 Wavefront Global Asset Management
IMFC Global Concentrated
0.81 500k 4/1/2009
94 Rabar Market Research
Short-Term Program
0.82 2,000k 11/1/2009
93 GLOBIVEST LLC
Alpha Program
0.86 50k 4/1/2009
92 John Locke Investments
Cyril Systematic Program
0.86 8,000k 7/1/2000
91 Quantica Capital AG
Quantica Managed Futures
0.90 5,000k 1/1/2005
90 HB Capital Management Inc.
Diversified Program
0.96 50k 3/1/2008
89 Endeavour Capital LLP
Endeavour Pembroke
0.98 2,000k 7/1/2007
88 Conquest Capital Group
Conquest Select
1.00 250k 6/1/2004
87 Superfund Group
Superfund Green Q-AG
1.04 2k 3/1/1996
86 Stenger Capital Management, LLC
Diversified Trading Program
1.11 200k 4/1/2010
85 Covenant Capital Management
Original Program
1.14 5,000k 9/1/1999
84 OptHedge Advisors LLC
Diversified Options & Futures Program
1.14 250k 10/1/2008
83 Conquest Capital Group
Conquest Macro
1.18 250k 5/1/1999
82 Ancile Capital Management
Global Markets Program
1.25 2,000k 4/1/2005
81 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.30 1,000k 9/1/1997
80 Welton Investment Partners
Welton Global
1.32 10,000k 6/1/2004
79 Somers Brothers Capital
Diversified Futures Program #1
1.37 100k 1/1/2005
78 Gladius Asset Management
Fulham Program
1.40 2,000k 1/1/2008
77 Dreiss Research Corporation
Diversified Program
1.41 1,000k 5/1/1991
76 Revolution Capital Management
Alpha Program
1.43 5,000k 6/1/2007
75 Hyman Beck and Company
Global Portfolio
1.44 1,000k 3/1/1991
74 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.46 1,000k 9/1/2009
73 Winton Capital Management
Diversified
1.47 50,000k 10/1/1997
72 Blackwater Capital Management
Global Program
1.49 5,000k 7/1/2005
71 Superfund Group
Superfund Green Master
1.53 2,000k 5/1/2001
70 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.54 1,000k 3/1/1998
69 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.56 100k 2/1/2010
68 Spectrum Asset Management LLC
Global Diversified
1.65 2,000k 1/1/2001
67 Crabel Capital Management
WPD Crabel Futures Program
1.68 1,000k 7/1/2008
66 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.86 100k 10/1/2009
65 Lynx Asset Management AB
Lynx Program
1.89 75k 5/1/2000
64 Auctos Capital Management
Auctos Global Diversified
1.89 3,000k 11/1/2007
63 Revolution Capital Management
Alpha Fund
1.91 50k 1/1/2005
62 Acorn Global Investments Inc.
Acorn Diversified Program
2.02 10k 7/1/2005
61 Amplitude Capital International Limited
Klassik Strategy
2.03 1,000k 9/1/2009
60 IKOS
IKOS Futures Fund
2.08 1,000k 2/1/2010
59 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.09 75k 6/1/2007
58 Rho Asset Management
Rho Altius 1XL Program
2.12 5,000k 11/1/2007
57 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.21 100k 3/1/2003
56 Futures Truth Company, FTC-CTA
200K Options Strategy
2.28 200k 12/1/2009
55 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.44 10,000k 8/1/2009
54 Clarke Capital Management
Global Magnum
2.45 100k 8/1/1997
53 GT CAPITAL CTA
GT CAPITAL CTA
2.48 150k 6/1/2009
52 Superfund Group
Superfund Green GCT USD
2.53 15k 1/1/2000
51 Clarke Capital Management
Global Basic
2.57 50k 2/1/1996
50 Estlander & Partners
Alpha Trend
2.62 30,000k 10/1/1991
49 Futures Truth Company, FTC-CTA
MS4
2.70 250k 10/1/2007
48 Mark J. Walsh Company
Standard Program
2.73 2,000k 9/1/1985
47 Vergho Asset Management LLC
Kinematics
2.80 1,000k 11/1/2008
46 Superfund Group
Superfund Green Gold L.P. Series B-1
2.81 5k 4/1/2009
45 Amplitude Capital International Limited
Dynamic Strategy
2.82 6/1/2005
44 Insignia Managed Capital
Epoch3
2.90 20k 7/1/2009
43 Superfund Group
Superfund Green Gold L.P. Series A-1
3.08 5k 4/1/2009
42 Clarke Capital Management
Worldwide
3.16 250k 1/1/1996
41 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.17 1,000k 10/1/2006
40 Briarwood Capital Management, Inc.
Diversified Trading Program
3.24 3,000k 7/1/2001
39 Tactical Investment Management
Tactical Institutional Commodity Program
3.24 10,000k 4/1/1993
38 Southwest Managed Investments, LLC
Global Diversified
3.32 200k 1/1/2002
37 Mobius Asset Management
Custom Trading Program
3.34 100k 1/1/2002
36 Zoi Capital, LLC
Telio Program (Client)
3.38 200k 4/1/2010
35 M.S. Capital Management
Global Diversified Program
3.63 2,000k 11/1/1998
34 FORT LP
Fort Global Contrarian
3.76 2,000k 10/1/2002
33 Superfund Group
Superfund Green Gold A (SPC)
3.85 5k 10/1/2005
32 Mobius Asset Management
Diversified Program
3.85 250k 3/1/2004
31 Beryl Investment Group LLC
Nominal Discretionary System
4.07 50k 7/1/2007
30 Dendrich Ltd
QEP
4.25 50k 12/1/2005
29 AllMountain Capital AG
Mount Denali Global Trends
4.52 160k 7/1/2007
28 Hawksbill Capital Management
Global Diversified
4.53 5,000k 11/1/1988
27 Superfund Group
Superfund Green Gold B (SPC)
4.56 50k 10/1/2005
26 FORT LP
Fort Global Diversified
5.01 2,000k 10/1/1993
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.02 100k 11/1/1984
24 Di Tomasso Group Inc.
Equilibrium Program
5.13 5,000k 1/1/2002
23 Kelly Angle Inc.
Genesis Program
5.15 2,000k 4/1/2000
22 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
5.19 100k 8/1/2009
21 Purple Valley Capital, Inc.
Diversified Trend 1
5.21 100k 8/1/2008
20 Alee Capital Management, LLC
Mistral Program
5.26 2,500k 1/1/1999
19 Alee Capital Management, LLC
Poniente Program
5.33 2,500k 1/1/1999
18 Superfund Group
Superfund Green Gold C (SPC)
5.38 100k 10/1/2005
17 Eckhardt Trading Company
Evolution Strategies
5.53 20,000k 8/1/1991
16 Angle Capital Management LLC
AIP Program
5.63 100k 1/1/2010
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.98 200k 11/1/1999
14 Briarwood Capital Management, Inc.
Diversified 2XL
6.19 250k 11/1/2004
13 Eckhardt Trading Company
Evolution Strategies 1.2X
6.41 10,000k 10/1/1991
12 Keck Capital Management LLC
The Keck Program
6.59 2,000k 12/1/2003
11 White River Group
Diversified Option Writing Strategy
6.98 20k 11/1/2008
10 Insignia Managed Capital
Medallion
7.08 50k 2/1/2009
9 Romanesco Capital Management B.V
Persistence Program
7.12 5,000k 9/1/2005
8 White Indian Trading Co.
STAIRS - Futures Program (Client)
7.50 250k 10/1/2008
7 Estlander & Partners
Alpha Trend II - Class P
8.14 100k 12/1/2008
6 Non Correlated Capital
Positive Theta Program
8.94 250k 10/1/2007
5 Non Correlated Capital
Positive Theta Fund
9.00 50k 10/1/2007
4 Clarke Capital Management
FX Plus
12.15 1,000k 5/1/2004
3 White Indian Trading Co.
STAIRS (Client)
13.00 250k 5/1/2009
2 Clarke Capital Management
Millennium
16.08 1,000k 1/1/1998
1 Clarke Capital Management
Jupiter
17.27 3,000k 5/1/2005

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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