Diversified Trader Index For August 2010

Monthly Rankings

Rank CTA/Program Aug 2010 Min Inv Inception
190 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-10.62 2,000k 7/1/1992
189 Insignia Managed Capital
Epoch3
-9.61 20k 7/1/2009
188 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.10 3,000k 10/1/1992
187 White Indian Trading Co.
STAIRS (Client)
-5.89 250k 5/1/2009
186 White Indian Trading Co.
STAIRS - Futures Program (Client)
-5.22 250k 10/1/2008
185 Non Correlated Capital
Positive Theta Fund
-5.13 50k 10/1/2007
184 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-4.82 100k 10/1/2009
183 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.46 100k 3/1/2003
182 Tactical Investment Management
Tactical Institutional Commodity Program
-3.65 10,000k 4/1/1993
181 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-3.53 4,000k 11/1/2008
180 Non Correlated Capital
Positive Theta Program
-3.39 250k 10/1/2007
179 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-2.71 750k 1/1/2009
178 Gladius Asset Management
Fulham Program
-2.46 2,000k 1/1/2008
177 Southwest Managed Investments, LLC
Global Diversified
-1.86 200k 1/1/2002
176 Purple Valley Capital, Inc.
Diversified Trend 1
-1.83 100k 8/1/2008
175 Red Oak Commodity Advisors
Investment Program
-1.82 5,000k 12/1/1989
174 Dendrich Ltd
QEP
-1.78 50k 12/1/2005
173 White River Group
Diversified Option Writing Strategy
-1.54 20k 11/1/2008
172 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.50 10,000k 8/1/2007
171 Di Tomasso Group Inc.
Equilibrium Program
-1.46 5,000k 1/1/2002
170 John Locke Investments
JL Commodity Long Flat Program
-1.31 5,000k 12/1/2007
169 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.87 10,000k 1/1/2007
168 Jaguar Investments Ltd
Vario Capital Strategy
-0.83 1,000k 5/1/2016
167 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.49 1,000k 5/1/2006
166 Millburn Corporation
Commodity Program
-0.48 25,000k 3/1/2005
165 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.40 5,000k 10/1/2007
164 Mondiale Asset Management
Mondiale Trading Program
-0.39 0k 9/1/1997
163 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-0.26 500k 4/1/2009
162 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.20 500k 1/1/2006
161 Robust Methods LLC
Macro Managed Account
-0.11 5,000k 1/1/2005
160 GT CAPITAL CTA
GT CAPITAL CTA
-0.04 150k 6/1/2009
158 Estlander & Partners
Freedom
0.00 20,000k 8/1/2010
159 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
157 Blackwater Capital Management
Global Program
0.04 5,000k 7/1/2005
156 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.06 1,000k 9/1/1997
155 OptHedge Advisors LLC
Diversified Options & Futures Program
0.13 250k 10/1/2008
154 Saxon Investment Corporation
Diversified Program
0.24 3,000k 9/1/1988
153 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.25 3,000k 5/1/2010
152 Superfund Group
Superfund Blue SPC Class A (EUR)
0.29 50k 4/1/2005
151 Futures Truth Company, FTC-CTA
200K Options Strategy
0.38 200k 12/1/2009
150 IKOS
The IKOS Hedge Fund
0.42 10,000k 7/1/1998
149 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.44 10,000k 8/1/2009
148 Stenger Capital Management, LLC
Diversified Trading Program
0.59 200k 4/1/2010
147 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.63 10,000k 8/1/2009
146 Ion Asset Architecture
Ion Fund Program
0.79 10,000k 11/1/2007
145 Saxon Investment Corporation
Aggressive Diversified Program
0.79 2,000k 11/1/1993
144 Ion Asset Architecture (Fund Program)
Ion Fund
0.79 100k 11/1/2007
143 EMC Capital Advisors, LLC
Classic
0.80 5,000k 1/1/1985
142 Metolius Capital LLC
Metolius Diversified
0.81 100k 6/1/2010
141 Mobius Asset Management
Diversified Program
0.82 250k 3/1/2004
140 Beryl Investment Group LLC
Nominal Discretionary System
0.84 50k 7/1/2007
139 Briarwood Capital Management, Inc.
Diversified Trading Program
0.86 3,000k 7/1/2001
138 Red Rock Capital, LLC
Systematic Global Macro
0.90 500k 9/1/2003
137 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
0.95 1,500k 1/1/2009
136 Dominion Capital
Sapphire Program
1.06 3,000k 5/1/2005
135 RAM Management Group
RAM MRTP 1X-Conservative
1.12 1,000k 9/1/1993
134 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.16 1,500k 4/1/2006
133 Quantis Asset Management
PFM Systematic
1.33 15k 5/1/2010
132 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.37 1k 10/1/2006
131 Quantitative Investment Management
Quantitative Global Program
1.39 20,000k 10/1/2003
130 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.41 1,000k 3/1/2003
129 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.46 5,000k 11/1/2012
128 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.50 1/1/1989
127 Auctos Capital Management
Auctos Global Diversified
1.54 3,000k 11/1/2007
126 Estlander & Partners
Global Markets
1.63 10,000k 8/1/1999
125 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.65 1,000k 9/1/2009
124 Briarwood Capital Management, Inc.
Diversified 2XL
1.65 250k 11/1/2004
123 GLOBIVEST LLC
Alpha Program
1.67 50k 4/1/2009
122 Amplitude Capital International Limited
Dynamic Strategy
1.69 6/1/2005
121 IKOS
IKOS Futures Fund
1.72 1,000k 2/1/2010
120 Transtrend B.V.
DTP – Standard Risk (EUR)
1.73 10,000k 2/1/1999
119 Covenant Capital Management
Aggressive Program
1.76 3,000k 2/1/2004
118 FRP CAPITAL LLC
FRP125+
1.79 125k 1/1/2010
117 Amplitude Capital International Limited
Klassik Strategy
1.89 1,000k 9/1/2009
116 Molinero Capital Management LLP
Global Markets Program
1.97 2,000k 7/1/2005
115 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.01 1,000k 3/1/1998
114 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
2.14 100k 2/1/2010
113 Parizek Capital
Futures Trading Program
2.22 500k 4/1/2000
112 Altradis Capital AG
AlphAlgo
2.25 100k 5/1/2007
111 Revolution Capital Management
Alpha Fund
2.28 50k 1/1/2005
110 MERIT Alternative Investments GmbH
Futures Portfolio
2.35 2,000k 6/1/1998
109 Robinson-Langley Capital Management, LLC
Managed Account Program
2.38 200k 1/1/2007
108 HB Capital Management Inc.
Diversified Program
2.43 50k 3/1/2008
107 Welton Investment Partners
Welton Global
2.46 10,000k 6/1/2004
106 Revolution Capital Management
Mosaic Institutional Program
2.47 25,000k 9/1/2009
105 Insignia Managed Capital
Medallion
2.49 50k 2/1/2009
104 IDS Capital
IDS F&F Systematic Trading
2.57 50k 7/1/2013
103 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.63 5,000k 6/1/2010
102 Revolution Capital Management
Alpha Program
2.65 5,000k 6/1/2007
101 Drury Capital
Diversified Trend-Following Program
2.66 5,000k 5/1/1997
100 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.66 10,000k 8/1/2004
99 Estlander & Partners
Alpha Trend
2.68 30,000k 10/1/1991
98 Future Trade AG
Thales Swing Trading Programme
2.74 250k 6/1/2007
97 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.75 10,000k 1/1/1995
96 AllMountain Capital AG
Mount Denali Global Trends
2.78 160k 7/1/2007
95 ALFAKRAFT
ALFA Commodity Fund
2.79 16k 6/1/2010
94 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.85 10,000k 8/1/1999
93 Eclipse Capital Management
Global Monetary
2.90 5,000k 8/1/1990
92 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.97 10,000k 3/1/2006
91 NuWave Investment Management, LLC
Combined Futures Portfolio
2.97 5,000k 6/1/2001
90 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.00 250k 6/1/2001
89 Haar Capital Management
Discretionary Commodity Trading Program
3.09 250k 12/1/2005
88 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.11 10,000k 1/1/1991
87 Crabel Capital Management
Crabel Multi-Product
3.15 1,000k 3/1/1998
86 Ancile Capital Management
Global Markets Program
3.19 2,000k 4/1/2005
85 Estlander & Partners
Global XL
3.27 5,000k 8/1/1991
84 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.39 250k 10/1/2009
83 Millburn Corporation
Diversified Program
3.48 20,000k 2/1/1977
82 Chesapeake Capital
Diversified (LV)
3.50 100k 2/1/1988
81 RAM Management Group
MRTP Aggressive
3.51 1,000k 2/1/1998
80 Hyman Beck and Company
Global Portfolio
3.55 1,000k 3/1/1991
79 Futures Truth Company, FTC-CTA
MS4
3.57 250k 10/1/2007
78 Rivoli Fund Management
Rivoli International Fund (V9)
3.58 5,000k 1/1/2002
77 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.58 1,000k 10/1/2006
76 Eckhardt Trading Company
Evolution Strategies
3.63 20,000k 8/1/1991
75 Abraham Trading Company
Diversified Program
3.70 10,000k 1/1/1988
74 Romanesco Capital Management B.V
Persistence Program
3.71 5,000k 9/1/2005
73 Rabar Market Research
Short-Term Program
3.84 2,000k 11/1/2009
72 Northfield Trading
Diversified
3.90 2,000k 7/1/1989
71 Vergho Asset Management LLC
Kinematics
3.94 1,000k 11/1/2008
70 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
3.96 100k 8/1/2009
69 Wimmer Horizon LLP
Managed Account
4.04 5,000k 5/1/2005
68 Superfund Group
Superfund Green Q-AG
4.10 2k 3/1/1996
67 Superfund Group
Superfund Green L.P. Series A
4.15 5k 10/1/2002
66 Mobius Asset Management
Custom Trading Program
4.30 100k 1/1/2002
65 Alee Capital Management, LLC
Poniente Program
4.30 2,500k 1/1/1999
64 Eckhardt Trading Company
Evolution Strategies 1.2X
4.31 10,000k 10/1/1991
63 Emil van Essen
Spread Trading Program
4.40 5,000k 12/1/2006
62 Millburn Corporation
Multi-Markets Program
4.49 25,000k 10/1/2004
61 Endeavour Capital LLP
Endeavour Pembroke
4.49 2,000k 7/1/2007
60 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.50 100k 1/1/2005
59 Spectrum Asset Management LLC
Global Diversified
4.57 2,000k 1/1/2001
58 Alee Capital Management, LLC
Mistral Program
4.64 2,500k 1/1/1999
57 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
4.69 75k 6/1/2007
56 Quantica Capital AG
Quantica Managed Futures
4.70 5,000k 1/1/2005
55 Xplor Capital Management, LLC
Global CTA Program
4.76 1,500k 7/1/2004
54 Winton Capital Management
Diversified
4.78 50,000k 10/1/1997
53 Rabar Market Research
Diversified Program
4.87 2,000k 1/1/1989
52 Mark J. Walsh Company
Standard Program
4.92 2,000k 9/1/1985
51 Covenant Capital Management
Original Program
4.97 5,000k 9/1/1999
50 Quantum Leap Capital Management
Managed Account Program
5.51 300k 8/1/2006
49 Manning & Napier
MN Xenon Managed Futures (2x) Program
5.51 5,000k 6/1/2006
48 Somers Brothers Capital
Diversified Futures Program #1
5.52 100k 1/1/2005
47 John Locke Investments
Cyril Systematic Program
5.54 8,000k 7/1/2000
46 Quality Capital Management
Global Diversified Programme
5.61 10,000k 12/1/1995
45 Acorn Global Investments Inc.
Acorn Diversified Program
5.84 10k 7/1/2005
44 Rivoli Fund Management
Rivoli International Fund (MAP)
5.90 5,000k 10/1/1996
43 Conquest Capital Group
Conquest Select
5.96 250k 6/1/2004
42 Superfund Group
Superfund Green GCT USD
6.21 15k 1/1/2000
41 Superfund Group
Superfund Green L.P. Series B
6.43 5k 10/1/2002
40 Hawksbill Capital Management
Global Diversified
6.52 5,000k 11/1/1988
39 Rho Asset Management
Rho Altius 1XL Program
6.54 5,000k 11/1/2007
38 Emil van Essen
EvE Systematic Global Opportunities
6.75 1,000k 9/1/2007
37 ISAM
ISAM Systematic Trend Fund
6.80 1,000k 6/1/2001
36 Zoi Capital, LLC
Telio Program (Client)
7.28 200k 4/1/2010
35 Revolution Capital Management
Mosaic Program
7.31 10,000k 10/1/2006
34 M.S. Capital Management
Global Diversified Program
7.51 2,000k 11/1/1998
33 Wavefront Global Asset Management
IMFC Global Concentrated
7.59 500k 4/1/2009
32 FORT LP
Fort Global Contrarian
7.92 2,000k 10/1/2002
31 Kelly Angle Inc.
Genesis Program
8.03 2,000k 4/1/2000
30 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.19 200k 11/1/1999
29 Claughton Capital
Institutional Program
8.28 1,000k 10/1/2005
28 Estlander & Partners
Alpha Trend II - Class P
8.47 100k 12/1/2008
27 Angle Capital Management LLC
AIP Program
8.50 100k 1/1/2010
26 Superfund Group
Superfund Green Gold A (SPC)
8.63 5k 10/1/2005
25 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
8.96 25,000k 3/1/2010
24 Superfund Group
Superfund Green Master
9.06 2,000k 5/1/2001
23 Superfund Group
Superfund Blue SPC Class A (Gold)
9.12 50k 12/1/2007
22 Clarke Capital Management
Worldwide
9.15 250k 1/1/1996
21 Keck Capital Management LLC
The Keck Program
9.27 2,000k 12/1/2003
20 Rosetta Capital Management
Macro Program
9.28 50k 1/1/2009
19 Wavefront Global Asset Management
IMFC Global Investment Program
9.37 2,000k 2/1/2007
18 FORT LP
Fort Global Diversified
10.06 2,000k 10/1/1993
17 Conquest Capital Group
Conquest Macro
10.24 250k 5/1/1999
16 Lynx Asset Management AB
Lynx Program
10.38 75k 5/1/2000
15 Superfund Group
Superfund Green Gold B (SPC)
10.45 50k 10/1/2005
14 Superfund Group
Superfund Green Gold L.P. Series A-1
10.47 5k 4/1/2009
13 Dreiss Research Corporation
Diversified Program
11.31 1,000k 5/1/1991
12 Crabel Capital Management
WPD Crabel Futures Program
11.44 1,000k 7/1/2008
11 Superfund Group
Superfund Green Gold C (SPC)
12.30 100k 10/1/2005
10 Superfund Group
Superfund Green Gold L.P. Series B-1
12.36 5k 4/1/2009
9 Mulvaney Capital Management
The Mulvaney Global Markets Fund
14.59 100k 5/1/1999
8 Clarke Capital Management
FX Plus
14.73 1,000k 5/1/2004
7 DUNN Capital Management
D'Best Futures Fund, L.P.
15.56 100k 6/1/1994
6 DUNN Capital Management
DUNN Combined Fund (DCF)
15.77 100k 5/1/1989
5 Clarke Capital Management
Global Magnum
16.56 100k 8/1/1997
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.96 100k 11/1/1984
3 Clarke Capital Management
Millennium
17.27 1,000k 1/1/1998
2 Clarke Capital Management
Jupiter
21.26 3,000k 5/1/2005
1 Clarke Capital Management
Global Basic
24.30 50k 2/1/1996

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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