Diversified Trader Index For September 2010

Monthly Rankings

Rank CTA/Program Sep 2010 Min Inv Inception
190 Insignia Managed Capital
Epoch3
-8.56 20k 7/1/2009
189 Insignia Managed Capital
Medallion
-6.84 50k 2/1/2009
188 HB Capital Management Inc.
Diversified Program
-4.68 50k 3/1/2008
187 Clarke Capital Management
FX Plus
-3.59 1,000k 5/1/2004
186 Clarke Capital Management
Global Basic
-3.48 50k 2/1/1996
185 Revolution Capital Management
Mosaic Program
-3.43 10,000k 10/1/2006
184 Conquest Capital Group
Conquest Macro
-3.35 250k 5/1/1999
183 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.06 50k 12/1/2007
182 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.03 100k 5/1/1989
181 Quantum Leap Capital Management
Managed Account Program
-2.98 300k 8/1/2006
180 Kelly Angle Inc.
Genesis Program
-2.93 2,000k 4/1/2000
179 Dominion Capital
Sapphire Program
-2.87 3,000k 5/1/2005
178 FORT LP
Fort Global Diversified
-2.58 2,000k 10/1/1993
177 Northfield Trading
Diversified
-2.57 2,000k 7/1/1989
176 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.49 5,000k 10/1/1996
175 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-2.37 1,000k 5/1/2006
174 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.18 5,000k 6/1/2006
173 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.14 100k 6/1/1994
172 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.55 1,000k 10/1/2006
171 Rivoli Fund Management
Rivoli International Fund (V9)
-1.45 5,000k 1/1/2002
170 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.44 100k 11/1/1984
169 Rho Asset Management
Rho Altius 1XL Program
-1.31 5,000k 11/1/2007
168 Conquest Capital Group
Conquest Select
-1.26 250k 6/1/2004
167 Altradis Capital AG
AlphAlgo
-1.18 100k 5/1/2007
166 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.17 10,000k 8/1/2009
165 Revolution Capital Management
Mosaic Institutional Program
-1.04 25,000k 9/1/2009
164 Lynx Asset Management AB
Lynx Program
-1.04 75k 5/1/2000
163 Claughton Capital
Institutional Program
-0.86 1,000k 10/1/2005
162 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.85 1,000k 3/1/1998
161 Quantica Capital AG
Quantica Managed Futures
-0.80 5,000k 1/1/2005
160 FORT LP
Fort Global Contrarian
-0.74 2,000k 10/1/2002
159 Mobius Asset Management
Diversified Program
-0.50 250k 3/1/2004
158 Crabel Capital Management
WPD Crabel Futures Program
-0.50 1,000k 7/1/2008
157 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.49 10,000k 1/1/2007
156 Ancile Capital Management
Global Markets Program
-0.40 2,000k 4/1/2005
155 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.37 10,000k 8/1/2007
154 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.35 250k 6/1/2001
153 Endeavour Capital LLP
Endeavour Pembroke
-0.32 2,000k 7/1/2007
152 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.31 5,000k 6/1/2001
151 Estlander & Partners
Alpha Trend II - Class P
-0.30 100k 12/1/2008
150 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.07 50k 4/1/2005
149 Angle Capital Management LLC
AIP Program
-0.05 100k 1/1/2010
148 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
147 Zoi Capital, LLC
Telio Program (Client)
0.03 200k 4/1/2010
146 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.05 100k 2/1/2010
145 Estlander & Partners
Alpha Trend
0.08 30,000k 10/1/1991
144 Mondiale Asset Management
Mondiale Trading Program
0.20 0k 9/1/1997
143 MERIT Alternative Investments GmbH
Futures Portfolio
0.37 2,000k 6/1/1998
142 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.38 750k 1/1/2009
141 Quantitative Investment Management
Quantitative Global Program
0.40 20,000k 10/1/2003
140 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.40 1,000k 9/1/1997
139 ISAM
ISAM Systematic Trend Fund
0.42 1,000k 6/1/2001
138 Robust Methods LLC
Macro Managed Account
0.46 5,000k 1/1/2005
137 Wavefront Global Asset Management
IMFC Global Concentrated
0.47 500k 4/1/2009
136 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.55 10,000k 1/1/1991
135 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.57 1k 10/1/2006
134 Rosetta Capital Management
Macro Program
0.61 50k 1/1/2009
133 Emil van Essen
Spread Trading Program
0.69 5,000k 12/1/2006
132 Futures Truth Company, FTC-CTA
MS4
0.75 250k 10/1/2007
131 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.77 250k 10/1/2008
130 Beryl Investment Group LLC
Nominal Discretionary System
0.77 50k 7/1/2007
129 Crabel Capital Management
Crabel Multi-Product
0.79 1,000k 3/1/1998
128 FRP CAPITAL LLC
FRP125+
0.81 125k 1/1/2010
127 AllMountain Capital AG
Mount Denali Global Trends
0.82 160k 7/1/2007
126 Clarke Capital Management
Global Magnum
0.93 100k 8/1/1997
125 Winton Capital Management
Diversified
0.94 50,000k 10/1/1997
124 Ion Asset Architecture (Fund Program)
Ion Fund
0.95 100k 11/1/2007
123 Ion Asset Architecture
Ion Fund Program
0.95 10,000k 11/1/2007
122 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
1.01 200k 11/1/1999
121 John Locke Investments
Cyril Systematic Program
1.02 8,000k 7/1/2000
120 Amplitude Capital International Limited
Dynamic Strategy
1.06 6/1/2005
119 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.06 1,000k 9/1/2009
118 Jaguar Investments Ltd
Vario Capital Strategy
1.09 1,000k 5/1/2016
117 Amplitude Capital International Limited
Klassik Strategy
1.26 1,000k 9/1/2009
116 GT CAPITAL CTA
GT CAPITAL CTA
1.29 150k 6/1/2009
115 Eclipse Capital Management
Global Monetary
1.38 5,000k 8/1/1990
114 Mobius Asset Management
Custom Trading Program
1.44 100k 1/1/2002
113 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.49 4,000k 11/1/2008
112 Stenger Capital Management, LLC
Diversified Trading Program
1.58 200k 4/1/2010
111 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
110 Emil van Essen
EvE Systematic Global Opportunities
1.65 1,000k 9/1/2007
109 Wavefront Global Asset Management
IMFC Global Investment Program
1.80 2,000k 2/1/2007
108 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.89 5,000k 6/1/2010
107 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
1.96 25,000k 3/1/2010
106 Transtrend B.V.
DTP – Standard Risk (EUR)
2.01 10,000k 2/1/1999
105 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.10 1,500k 4/1/2006
104 Xplor Capital Management, LLC
Global CTA Program
2.13 1,500k 7/1/2004
103 RAM Management Group
RAM MRTP 1X-Conservative
2.17 1,000k 9/1/1993
102 Romanesco Capital Management B.V
Persistence Program
2.21 5,000k 9/1/2005
101 Millburn Corporation
Multi-Markets Program
2.37 25,000k 10/1/2004
100 Estlander & Partners
Freedom
2.38 20,000k 8/1/2010
99 GLOBIVEST LLC
Alpha Program
2.47 50k 4/1/2009
98 Haar Capital Management
Discretionary Commodity Trading Program
2.70 250k 12/1/2005
97 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.73 75k 6/1/2007
96 Briarwood Capital Management, Inc.
Diversified Trading Program
2.76 3,000k 7/1/2001
95 Wimmer Horizon LLP
Managed Account
2.77 5,000k 5/1/2005
94 Keck Capital Management LLC
The Keck Program
2.78 2,000k 12/1/2003
93 White Indian Trading Co.
STAIRS (Client)
2.92 250k 5/1/2009
92 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
2.93 10k 7/1/2005
91 Paskewitz Asset Management LLC
Multi-strategy Futures Program
3.06 3,000k 5/1/2010
90 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
3.16 500k 1/1/2006
89 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.34 10,000k 8/1/1999
88 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
87 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
3.44 100k 8/1/2009
86 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.48 1/1/1989
85 Quality Capital Management
Global Diversified Programme
3.57 10,000k 12/1/1995
84 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.59 10,000k 1/1/1995
83 Revolution Capital Management
Alpha Program
3.68 5,000k 6/1/2007
82 Saxon Investment Corporation
Diversified Program
3.69 3,000k 9/1/1988
81 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.73 10,000k 8/1/2004
80 Superfund Group
Superfund Green Q-AG
3.74 2k 3/1/1996
79 Metolius Capital LLC
Metolius Diversified
3.80 100k 6/1/2010
78 Molinero Capital Management LLP
Global Markets Program
3.80 2,000k 7/1/2005
77 Welton Investment Partners
Welton Global
3.86 10,000k 6/1/2004
76 Millburn Corporation
Diversified Program
3.91 20,000k 2/1/1977
75 Estlander & Partners
Global Markets
4.06 10,000k 8/1/1999
74 OptHedge Advisors LLC
Diversified Options & Futures Program
4.08 250k 10/1/2008
73 Drury Capital
Diversified Trend-Following Program
4.19 5,000k 5/1/1997
72 IKOS
The IKOS Hedge Fund
4.21 10,000k 7/1/1998
71 IDS Capital
IDS F&F Systematic Trading
4.23 50k 7/1/2013
70 Clarke Capital Management
Worldwide
4.23 250k 1/1/1996
69 Revolution Capital Management
Alpha Fund
4.32 50k 1/1/2005
68 Millburn Corporation
Commodity Program
4.55 25,000k 3/1/2005
67 Superfund Group
Superfund Green L.P. Series A
4.55 5k 10/1/2002
66 Abraham Trading Company
Diversified Program
4.56 10,000k 1/1/1988
65 Spectrum Asset Management LLC
Global Diversified
4.74 2,000k 1/1/2001
64 Auctos Capital Management
Auctos Global Diversified
4.83 3,000k 11/1/2007
63 M.S. Capital Management
Global Diversified Program
4.97 2,000k 11/1/1998
62 Eckhardt Trading Company
Evolution Strategies
5.09 20,000k 8/1/1991
61 Briarwood Capital Management, Inc.
Diversified 2XL
5.12 250k 11/1/2004
60 Futures Truth Company, FTC-CTA
200K Options Strategy
5.25 200k 12/1/2009
59 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
5.36 1,500k 1/1/2009
58 White River Group
Diversified Option Writing Strategy
5.43 20k 11/1/2008
57 Rabar Market Research
Short-Term Program
5.49 2,000k 11/1/2009
56 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.65 100k 1/1/2005
55 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
5.83 10,000k 8/1/2009
54 Eckhardt Trading Company
Evolution Strategies 1.2X
5.97 10,000k 10/1/1991
53 Red Rock Capital, LLC
Systematic Global Macro
6.10 500k 9/1/2003
52 EMC Capital Advisors, LLC
Classic
6.20 5,000k 1/1/1985
51 Saxon Investment Corporation
Aggressive Diversified Program
6.27 2,000k 11/1/1993
50 Vergho Asset Management LLC
Kinematics
6.34 1,000k 11/1/2008
49 Covenant Capital Management
Original Program
6.38 5,000k 9/1/1999
48 John Locke Investments
JL Commodity Long Flat Program
6.50 5,000k 12/1/2007
47 Quantis Asset Management
PFM Systematic
6.87 15k 5/1/2010
46 RAM Management Group
MRTP Aggressive
6.91 1,000k 2/1/1998
45 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
6.95 500k 4/1/2009
44 Hyman Beck and Company
Global Portfolio
7.11 1,000k 3/1/1991
43 IKOS
IKOS Futures Fund
7.19 1,000k 2/1/2010
42 Superfund Group
Superfund Green GCT USD
7.21 15k 1/1/2000
41 Red Oak Commodity Advisors
Investment Program
7.43 5,000k 12/1/1989
40 Superfund Group
Superfund Green L.P. Series B
7.44 5k 10/1/2002
39 ALFAKRAFT
ALFA Commodity Fund
7.91 16k 6/1/2010
38 Di Tomasso Group Inc.
Equilibrium Program
8.14 5,000k 1/1/2002
37 Estlander & Partners
Global XL
8.34 5,000k 8/1/1991
36 Gladius Asset Management
Fulham Program
8.37 2,000k 1/1/2008
35 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
8.59 100k 3/1/2003
34 Chesapeake Capital
Diversified (LV)
8.80 100k 2/1/1988
33 Hawksbill Capital Management
Global Diversified
8.94 5,000k 11/1/1988
32 Superfund Group
Superfund Green Gold A (SPC)
9.01 5k 10/1/2005
31 Dendrich Ltd
QEP
9.11 50k 12/1/2005
30 Rabar Market Research
Diversified Program
9.29 2,000k 1/1/1989
29 Clarke Capital Management
Jupiter
9.40 3,000k 5/1/2005
28 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
9.53 100k 10/1/2009
27 Blackwater Capital Management
Global Program
9.73 5,000k 7/1/2005
26 Superfund Group
Superfund Green Gold L.P. Series A-1
9.83 5k 4/1/2009
25 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
10.12 5,000k 11/1/2012
24 Future Trade AG
Thales Swing Trading Programme
10.21 250k 6/1/2007
23 Commodity Strategies AG
CSAG Active Long Short Commodity Program
10.28 5,000k 10/1/2007
22 Alee Capital Management, LLC
Poniente Program
10.31 2,500k 1/1/1999
21 Somers Brothers Capital
Diversified Futures Program #1
10.53 100k 1/1/2005
20 Covenant Capital Management
Aggressive Program
10.54 3,000k 2/1/2004
19 Robinson-Langley Capital Management, LLC
Managed Account Program
10.74 200k 1/1/2007
18 Mark J. Walsh Company
Standard Program
10.76 2,000k 9/1/1985
17 Superfund Group
Superfund Green Gold B (SPC)
11.22 50k 10/1/2005
16 Parizek Capital
Futures Trading Program
11.39 500k 4/1/2000
15 Superfund Group
Superfund Green Gold L.P. Series B-1
11.47 5k 4/1/2009
14 Non Correlated Capital
Positive Theta Fund
11.81 50k 10/1/2007
13 Non Correlated Capital
Positive Theta Program
12.27 250k 10/1/2007
12 Superfund Group
Superfund Green Master
12.41 2,000k 5/1/2001
11 Alee Capital Management, LLC
Mistral Program
12.87 2,500k 1/1/1999
10 Clarke Capital Management
Millennium
13.38 1,000k 1/1/1998
9 Dreiss Research Corporation
Diversified Program
13.72 1,000k 5/1/1991
8 Superfund Group
Superfund Green Gold C (SPC)
13.89 100k 10/1/2005
7 Southwest Managed Investments, LLC
Global Diversified
14.82 200k 1/1/2002
6 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
15.80 250k 10/1/2009
5 Mulvaney Capital Management
The Mulvaney Global Markets Fund
16.46 100k 5/1/1999
4 Tactical Investment Management
Tactical Institutional Commodity Program
19.98 10,000k 4/1/1993
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
23.00 3,000k 10/1/1992
2 Purple Valley Capital, Inc.
Diversified Trend 1
32.45 100k 8/1/2008
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
36.15 2,000k 7/1/1992

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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