Diversified Trader Index For October 2011

Monthly Rankings

Rank CTA/Program Oct 2011 Min Inv Inception
207 Dendrich Ltd
QEP
-29.11 50k 12/1/2005
206 Superfund Group
Superfund Green Master
-21.46 2,000k 5/1/2001
205 Dreiss Research Corporation
Diversified Program
-21.43 1,000k 5/1/1991
204 Estlander & Partners
Alpha Trend II - Class P
-21.07 100k 12/1/2008
203 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-20.41 200k 11/1/1999
202 Clarke Capital Management
Worldwide
-19.12 250k 1/1/1996
201 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-18.89 250k 5/1/2011
200 Purple Valley Capital, Inc.
Diversified Trend 1
-17.52 100k 8/1/2008
199 Keck Capital Management LLC
The Keck Program
-17.52 2,000k 12/1/2003
198 Angle Capital Management LLC
AIP Program
-17.32 100k 1/1/2010
197 Superfund Group
Superfund Green Gold C (SPC)
-16.45 100k 10/1/2005
196 Clarke Capital Management
Millennium
-16.00 1,000k 1/1/1998
195 Parizek Capital
Futures Trading Program
-15.05 500k 4/1/2000
194 Clarke Capital Management
Jupiter
-14.47 3,000k 5/1/2005
193 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-14.14 100k 5/1/1999
192 Conquest Capital Group
Conquest Macro
-14.12 250k 5/1/1999
191 M.S. Capital Management
Global Diversified Program
-14.01 2,000k 11/1/1998
190 Kelly Angle Inc.
Genesis Program
-12.98 2,000k 4/1/2000
189 Hyman Beck and Company
Global Portfolio
-12.48 1,000k 3/1/1991
188 Rosetta Capital Management
Macro Program
-11.79 50k 1/1/2009
187 Superfund Group
Superfund Green L.P. Series B
-11.69 5k 10/1/2002
186 Conquest Capital Group
Conquest Select
-11.53 250k 6/1/2004
185 Superfund Group
Superfund Green Q-AG
-11.17 2k 3/1/1996
184 Altradis Capital AG
AlphAlgo
-11.10 100k 5/1/2007
183 Somers Brothers Capital
Diversified Futures Program #1
-10.97 100k 1/1/2005
182 Superfund Group
Superfund Green Gold B (SPC)
-10.85 50k 10/1/2005
181 Southwest Managed Investments, LLC
Global Diversified
-10.73 200k 1/1/2002
180 Superfund Group
Superfund Green GCT USD
-10.70 15k 1/1/2000
179 Tactical Investment Management
Tactical Institutional Commodity Program
-10.52 10,000k 4/1/1993
178 Hawksbill Capital Management
Global Diversified
-10.39 5,000k 11/1/1988
177 Di Tomasso Group Inc.
Equilibrium Program
-10.21 5,000k 1/1/2002
176 Blackwater Capital Management
Global Program
-10.12 5,000k 7/1/2005
175 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-9.36 100k 8/1/2009
174 Lynx Asset Management AB
Lynx Program
-9.12 75k 5/1/2000
173 EMC Capital Advisors, LLC
Classic
-9.00 5,000k 1/1/1985
172 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.00 100k 11/1/1984
171 Drury Capital
Diversified Trend-Following Program
-8.98 5,000k 5/1/1997
170 ISAM
ISAM Systematic Trend Fund
-8.79 1,000k 6/1/2001
169 Eclipse Capital Management
Global Monetary
-8.54 5,000k 8/1/1990
168 Gladius Asset Management
Fulham Program
-8.48 2,000k 1/1/2008
167 Mark J. Walsh Company
Standard Program
-8.43 2,000k 9/1/1985
166 IStar Capital B.V.
IStar Systematic Fund
-8.31 1,000k 9/1/2011
165 Ancile Capital Management
Global Markets Program
-8.30 2,000k 4/1/2005
164 Superfund Group
Superfund Green L.P. Series A
-7.83 5k 10/1/2002
163 Clarke Capital Management
FX Plus
-7.82 1,000k 5/1/2004
162 Clarke Capital Management
Global Basic
-7.71 50k 2/1/1996
161 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.70 100k 1/1/2005
160 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.46 100k 6/1/1994
159 John Locke Investments
Cyril Systematic Program
-7.31 8,000k 7/1/2000
158 Briarwood Capital Management, Inc.
Diversified 2XL
-7.10 250k 11/1/2004
157 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.82 1/1/1989
156 Estlander & Partners
Alpha Trend
-6.77 30,000k 10/1/1991
155 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.75 200k 1/1/2007
154 Estlander & Partners
Freedom
-6.69 20,000k 8/1/2010
153 Estlander & Partners
Global XL
-6.57 5,000k 8/1/1991
152 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-6.56 4,000k 2/1/2011
151 Wimmer Horizon LLP
Managed Account
-6.54 5,000k 5/1/2005
150 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-6.21 1,000k 10/1/2006
149 Melissinos Trading
Eupatrid Program
-6.21 50k 1/1/2011
148 ALFAKRAFT
ALFA Commodity Fund
-6.06 16k 6/1/2010
147 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.02 250k 10/1/2009
146 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.83 5,000k 10/1/1996
145 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-5.80 10k 7/1/2005
144 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.74 250k 6/1/2001
143 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.63 5,000k 6/1/2001
142 IDS Capital
IDS F&F Systematic Trading
-5.52 50k 7/1/2013
141 Welton Investment Partners
Welton Global
-5.49 10,000k 6/1/2004
140 Clarke Capital Management
Global Magnum
-5.48 100k 8/1/1997
139 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-5.26 500k 4/1/2009
138 AllMountain Capital AG
Mount Denali Global Trends
-5.23 160k 7/1/2007
137 Superfund Group
Superfund Green Gold A (SPC)
-5.22 5k 10/1/2005
136 Futures Truth Company, FTC-CTA
200K Options Strategy
-5.19 200k 12/1/2009
135 IKOS
IKOS Futures Fund
-4.94 1,000k 2/1/2010
134 Quantum Leap Capital Management
Managed Account Program
-4.90 300k 8/1/2006
133 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-4.90 1k 10/1/2006
132 Molinero Capital Management LLP
Global Markets Program
-4.67 2,000k 7/1/2005
131 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-4.67 25k 1/1/2011
130 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.58 10,000k 10/1/1991
129 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.55 10,000k 1/1/1991
128 Spectrum Asset Management LLC
Global Diversified
-4.54 2,000k 1/1/2001
127 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-4.52 150k 1/1/2011
126 MERIT Alternative Investments GmbH
Futures Portfolio
-4.47 2,000k 6/1/1998
125 Covenant Capital Management
Aggressive Program
-4.47 3,000k 2/1/2004
124 Wavefront Global Asset Management
IMFC Global Investment Program
-4.29 2,000k 2/1/2007
123 Jaguar Investments Ltd
Vario Capital Strategy
-4.13 1,000k 5/1/2016
122 Manning & Napier
MN Xenon Managed Futures (2x) Program
-4.08 5,000k 6/1/2006
121 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-4.07 75k 6/1/2007
120 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.06 10,000k 3/1/2006
119 Rabar Market Research
Diversified Program
-4.01 2,000k 1/1/1989
118 Millburn Corporation
Multi-Markets Program
-3.96 25,000k 10/1/2004
117 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-3.94 5,000k 10/1/2007
116 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.93 1,500k 4/1/2006
115 Eckhardt Trading Company
Evolution Strategies
-3.92 20,000k 8/1/1991
114 Rivoli Fund Management
Rivoli International Fund (V9)
-3.87 5,000k 1/1/2002
113 Abraham Trading Company
Diversified Program
-3.69 10,000k 1/1/1988
112 GLOBIVEST LLC
Alpha Program
-3.62 50k 4/1/2009
111 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.55 1,000k 9/1/1997
110 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.51 3,000k 7/1/2001
109 RAM Management Group
MRTP Aggressive
-3.48 1,000k 2/1/1998
108 Red Rock Capital, LLC
Systematic Global Macro
-3.46 500k 9/1/2003
107 Northfield Trading
Diversified
-3.39 2,000k 7/1/1989
106 Futures Truth Company, FTC-CTA
MS4
-3.34 250k 10/1/2007
105 Estlander & Partners
Global Markets
-3.32 10,000k 8/1/1999
104 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.32 1,000k 3/1/1998
103 Rho Asset Management
Rho Altius 1XL Program
-3.31 5,000k 11/1/2007
102 Romanesco Capital Management B.V
Persistence Program
-3.22 5,000k 9/1/2005
101 Metolius Capital LLC
Metolius Diversified
-3.15 100k 6/1/2010
100 Quality Capital Management
Global Diversified Programme
-3.10 10,000k 12/1/1995
99 Superfund Group
Superfund Green Gold L.P. Series B-1
-3.00 5k 4/1/2009
98 Millburn Corporation
Diversified Program
-2.97 20,000k 2/1/1977
97 IKOS
The IKOS Hedge Fund
-2.96 10,000k 7/1/1998
96 Amplitude Capital International Limited
Dynamic Strategy
-2.91 6/1/2005
95 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.65 500k 1/1/2006
94 Winton Capital Management
Diversified
-2.59 50,000k 10/1/1997
93 FORT LP
Fort Global Diversified
-2.54 2,000k 10/1/1993
92 Covenant Capital Management
Original Program
-2.49 5,000k 9/1/1999
91 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-2.35 1,500k 1/1/2009
90 Wavefront Global Asset Management
IMFC Global Concentrated
-2.30 500k 4/1/2009
89 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.23 10,000k 8/1/2004
88 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-2.18 100k 2/1/2010
87 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.18 4,000k 11/1/2008
86 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.15 10,000k 8/1/1999
85 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.11 10,000k 1/1/1995
84 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-2.01 100k 7/1/2011
83 Wraith Capital LLP
Wraith Dynamic Futures Fund
-1.92 100k 1/1/2011
82 Robust Methods LLC
Macro Managed Account
-1.87 5,000k 1/1/2005
81 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.81 1,000k 9/1/2009
80 Crabel Capital Management
WPD Crabel Futures Program
-1.71 1,000k 7/1/2008
79 Rabar Market Research
Short-Term Program
-1.64 2,000k 11/1/2009
78 Chesapeake Capital
Diversified (LV)
-1.61 100k 2/1/1988
77 Xplor Capital Management, LLC
Global CTA Program
-1.39 1,500k 7/1/2004
76 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.35 10,000k 2/1/1999
75 Millburn Corporation
Commodity Program
-1.34 25,000k 3/1/2005
74 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.30 1,000k 3/1/2003
73 Emil van Essen
EvE Systematic Global Opportunities
-1.27 1,000k 9/1/2007
72 Quantica Capital AG
Quantica Managed Futures
-1.25 5,000k 1/1/2005
71 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.22 10,000k 8/1/2009
70 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.21 10,000k 8/1/2007
69 Claughton Capital
Institutional Program
-1.16 1,000k 10/1/2005
68 White Indian Trading Co.
SCS Program (Client)
-1.11 250k 2/1/2011
67 Future Trade AG
Thales Swing Trading Programme
-1.08 250k 6/1/2007
66 Amplitude Capital International Limited
Klassik Strategy
-1.06 1,000k 9/1/2009
65 RAM Management Group
RAM MRTP 1X-Conservative
-1.06 1,000k 9/1/1993
64 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-0.97 10,000k 8/1/2009
63 Mobius Asset Management
Custom Trading Program
-0.76 100k 1/1/2002
62 Auctos Capital Management
Auctos Global Diversified
-0.75 3,000k 11/1/2007
61 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
60 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-0.32 250k 8/1/2011
59 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.32 100k 5/1/1989
58 Mondiale Asset Management
Mondiale Trading Program
-0.25 0k 9/1/1997
57 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.24 5k 4/1/2009
56 Mobius Asset Management
Diversified Program
-0.20 250k 3/1/2004
55 Zoi Capital, LLC
Telio Program (Client)
-0.14 200k 4/1/2010
54 Crabel Capital Management
Crabel Multi-Product
-0.14 1,000k 3/1/1998
53 FRP CAPITAL LLC
FRP125+
-0.13 125k 1/1/2010
52 Stenger Capital Management, LLC
Diversified Trading Program
-0.09 200k 4/1/2010
51 Saxon Investment Corporation
Aggressive Diversified Program
-0.03 2,000k 11/1/1993
50 Insignia Managed Capital
Epoch3
-0.03 20k 7/1/2009
44 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
45 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
46 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.00 50k 10/1/2011
48 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
47 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
49 Saxon Investment Corporation
Diversified Program
0.00 3,000k 9/1/1988
43 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
0.09 100k 5/1/2011
42 White Indian Trading Co.
STAIRS (Client)
0.14 250k 5/1/2009
41 HB Capital Management Inc.
Diversified Program
0.20 50k 3/1/2008
40 Dominion Capital
Sapphire Program
0.25 3,000k 5/1/2005
39 Haar Capital Management
Discretionary Commodity Trading Program
0.28 250k 12/1/2005
38 Beryl Investment Group LLC
Nominal Discretionary System
0.47 50k 7/1/2007
37 OptHedge Advisors LLC
Diversified Options & Futures Program
0.62 250k 10/1/2008
36 Endeavour Capital LLP
Endeavour Pembroke
0.88 2,000k 7/1/2007
35 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.95 750k 1/1/2009
34 Emil van Essen
Spread Trading Program
1.14 5,000k 12/1/2006
33 Revolution Capital Management
Alpha Program
1.44 5,000k 6/1/2007
32 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.49 5,000k 11/1/2012
31 John Locke Investments
JL Commodity Long Flat Program
1.58 5,000k 12/1/2007
30 Ion Asset Architecture
Ion Fund Program
1.78 10,000k 11/1/2007
29 Ion Asset Architecture (Fund Program)
Ion Fund
1.78 100k 11/1/2007
28 Revolution Capital Management
Alpha Fund
2.17 50k 1/1/2005
27 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.22 5,000k 6/1/2010
26 Superfund Group
Superfund Blue SPC Class A (EUR)
2.32 50k 4/1/2005
25 GT CAPITAL CTA
GT CAPITAL CTA
2.85 150k 6/1/2009
24 Quantitative Investment Management
Quantitative Global Program
3.01 20,000k 10/1/2003
23 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.02 100k 10/1/2009
22 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
3.02 25,000k 3/1/2010
21 Deep Field Capital AG
SINGULARITY Fund
3.26 100k 9/1/2011
20 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.31 100k 3/1/2003
19 Revolution Capital Management
Mosaic Institutional Program
3.38 25,000k 9/1/2009
18 Option Capital Advisory
OCA Premium
3.46 100k 5/1/2011
17 Quantis Asset Management
PFM Systematic
3.86 15k 5/1/2010
16 Quantmetrics Capital Management LLP
Directional 10V Strategy
3.91 10,000k 1/1/2007
15 Vergho Asset Management LLC
Kinematics
4.62 1,000k 11/1/2008
14 Superfund Group
Superfund Blue SPC Class A (Gold)
4.78 50k 12/1/2007
13 Red Oak Commodity Advisors
Investment Program
4.98 5,000k 12/1/1989
12 White Indian Trading Co.
STAIRS - Futures Program (Client)
5.13 250k 10/1/2008
11 Non Correlated Capital
Positive Theta Program
5.84 250k 10/1/2007
10 White River Group
Diversified Option Writing Strategy
5.86 20k 11/1/2008
9 Paskewitz Asset Management LLC
Multi-strategy Futures Program
6.14 3,000k 5/1/2010
8 Non Correlated Capital
Positive Theta Fund
6.31 50k 10/1/2007
7 Adamah Capital LLC
Asset Allocator Program
6.40 50k 3/1/2011
6 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
7.28 1,000k 5/1/2006
5 Revolution Capital Management
Mosaic Program
8.57 10,000k 10/1/2006
4 Insignia Managed Capital
Medallion
9.67 50k 2/1/2009
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
12.13 3,000k 10/1/1992
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
18.23 2,000k 7/1/1992
1 Global Vista Advisors, LLC
Global Vista Options ("GVO")
19.53 50k 10/1/2010

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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