Diversified Trader Index For November 2011

Monthly Rankings

Rank CTA/Program Nov 2011 Min Inv Inception
208 Estlander & Partners
Alpha Trend II - Class P
-16.46 100k 12/1/2008
207 Superfund Group
Superfund Green GCT USD
-15.34 15k 1/1/2000
206 Future Trade AG
Thales Swing Trading Programme
-11.87 250k 6/1/2007
205 White Indian Trading Co.
STAIRS - Futures Program (Client)
-9.92 250k 10/1/2008
204 White Indian Trading Co.
STAIRS (Client)
-7.68 250k 5/1/2009
203 Tactical Investment Management
Tactical Institutional Commodity Program
-6.77 10,000k 4/1/1993
202 Crabel Capital Management
WPD Crabel Futures Program
-6.59 1,000k 7/1/2008
201 Di Tomasso Group Inc.
Equilibrium Program
-6.49 5,000k 1/1/2002
200 Superfund Group
Superfund Green Master
-6.16 2,000k 5/1/2001
199 Estlander & Partners
Alpha Trend
-5.39 30,000k 10/1/1991
198 Rho Asset Management
Rho Altius 1XL Program
-5.30 5,000k 11/1/2007
197 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-4.99 1,000k 9/1/2009
196 Futures Truth Company, FTC-CTA
200K Options Strategy
-4.88 200k 12/1/2009
195 Amplitude Capital International Limited
Klassik Strategy
-4.86 1,000k 9/1/2009
194 ALFAKRAFT
ALFA Commodity Fund
-4.78 16k 6/1/2010
193 Superfund Group
Superfund Green L.P. Series B
-4.76 5k 10/1/2002
192 Amplitude Capital International Limited
Dynamic Strategy
-4.71 6/1/2005
191 Crabel Capital Management
Crabel Multi-Product
-4.58 1,000k 3/1/1998
190 Superfund Group
Superfund Green Gold C (SPC)
-4.47 100k 10/1/2005
189 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.44 2,000k 7/1/1992
188 Estlander & Partners
Freedom
-4.03 20,000k 8/1/2010
187 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.02 200k 1/1/2007
186 QCM
Global Diversified Programme
-4.00 500k 12/1/1995
185 Hawksbill Capital Management
Global Diversified
-3.99 5,000k 11/1/1988
184 Superfund Group
Superfund Green Q-AG
-3.80 2k 3/1/1996
183 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
-3.64 25,000k 3/1/2010
182 Dominion Capital
Sapphire Program
-3.62 3,000k 5/1/2005
181 Quantis Asset Management
PFM Systematic
-3.60 15k 5/1/2010
180 Blackwater Capital Management
Global Program
-3.57 5,000k 7/1/2005
179 Eclipse Capital Management
Global Monetary
-3.56 5,000k 8/1/1990
178 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.26 3,000k 5/1/2010
177 Superfund Group
Superfund Green Gold B (SPC)
-3.10 50k 10/1/2005
176 Superfund Group
Superfund Green L.P. Series A
-3.04 5k 10/1/2002
175 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.02 3,000k 10/1/1992
174 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.85 10,000k 10/1/1991
173 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.82 1,000k 10/1/2006
172 Eckhardt Trading Company
Evolution Strategies
-2.53 20,000k 8/1/1991
171 Molinero Capital Management LLP
Global Markets Program
-2.53 2,000k 7/1/2005
170 Deep Field Capital AG
SINGULARITY Fund
-2.41 100k 9/1/2011
169 Ion Asset Architecture
Ion Fund Program
-2.33 10,000k 11/1/2007
168 Ion Asset Architecture (Fund Program)
Ion Fund
-2.33 100k 11/1/2007
167 John Locke Investments
Cyril Systematic Program
-2.08 8,000k 7/1/2000
166 Clarke Capital Management
Global Magnum
-2.06 100k 8/1/1997
165 Briarwood Capital Management, Inc.
Diversified 2XL
-1.90 250k 11/1/2004
164 Revolution Capital Management
Alpha Program
-1.86 5,000k 6/1/2007
163 Jaguar Investments Ltd
Vario Capital Strategy
-1.86 1,000k 5/1/2016
162 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.83 5,000k 10/1/1996
161 Welton Investment Partners
Welton Global
-1.76 10,000k 6/1/2004
160 Futures Truth Company, FTC-CTA
MS4
-1.71 250k 10/1/2007
159 Superfund Group
Superfund Green Gold A (SPC)
-1.57 5k 10/1/2005
158 Red Oak Commodity Advisors
Investment Program
-1.56 5,000k 12/1/1989
157 Northfield Trading
Diversified
-1.56 2,000k 7/1/1989
156 Robust Methods LLC
Macro Managed Account
-1.51 5,000k 1/1/2005
155 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.51 1,000k 3/1/1998
154 Revolution Capital Management
Mosaic Program
-1.45 10,000k 10/1/2006
153 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.43 250k 10/1/2009
152 Mondiale Asset Management
Mondiale Trading Program
-1.43 0k 9/1/1997
151 Estlander & Partners
Global XL
-1.36 5,000k 8/1/1991
150 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.35 50k 4/1/2005
149 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.32 1,000k 3/1/2003
148 Rabar Market Research
Diversified Program
-1.29 2,000k 1/1/1989
147 IStar Capital B.V.
IStar Systematic Fund
-1.29 1,000k 9/1/2011
146 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.25 5k 4/1/2009
145 Metolius Capital LLC
Metolius Diversified
-1.15 100k 6/1/2010
144 Rivoli Fund Management
Rivoli International Fund (V9)
-1.10 5,000k 1/1/2002
143 IKOS
The IKOS Hedge Fund
-0.99 10,000k 7/1/1998
142 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.99 1,000k 9/1/1997
141 Vergho Asset Management LLC
Kinematics
-0.93 1,000k 11/1/2008
140 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.93 10,000k 8/1/2007
139 IKOS
IKOS Futures Fund
-0.87 1,000k 2/1/2010
138 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.86 3,000k 7/1/2001
137 Conquest Capital Group
Conquest Select
-0.84 250k 6/1/2004
136 Mobius Asset Management
Custom Trading Program
-0.80 100k 1/1/2002
135 HB Capital Management Inc.
Diversified Program
-0.75 50k 3/1/2008
134 Rabar Market Research
Short-Term Program
-0.68 2,000k 11/1/2009
133 Estlander & Partners
Global Markets
-0.67 10,000k 8/1/1999
132 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.66 5,000k 11/1/2012
131 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.60 150k 1/1/2011
130 Quantum Leap Capital Management
Managed Account Program
-0.60 300k 8/1/2006
129 Haar Capital Management
Discretionary Commodity Trading Program
-0.59 250k 12/1/2005
128 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.58 5k 4/1/2009
127 Emil van Essen
EvE Systematic Global Opportunities
-0.57 1,000k 9/1/2007
126 Revolution Capital Management
Mosaic Institutional Program
-0.56 25,000k 9/1/2009
125 Endeavour Capital LLP
Endeavour Pembroke
-0.56 2,000k 7/1/2007
124 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.50 1,500k 1/1/2009
123 RAM Management Group
MRTP Aggressive
-0.40 1,000k 2/1/1998
122 Stenger Capital Management, LLC
Diversified Trading Program
-0.39 200k 4/1/2010
121 Clarke Capital Management
Global Basic
-0.38 50k 2/1/1996
120 Emil van Essen
Spread Trading Program
-0.38 5,000k 12/1/2006
119 Gladius Asset Management
Fulham Program
-0.18 2,000k 1/1/2008
118 GT CAPITAL CTA
GT CAPITAL CTA
-0.17 150k 6/1/2009
117 Millburn Corporation
Diversified Program
-0.14 20,000k 2/1/1977
116 Southwest Managed Investments, LLC
Global Diversified
-0.13 200k 1/1/2002
115 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.12 100k 1/1/2005
114 Mark J. Walsh Company
Standard Program
-0.09 2,000k 9/1/1985
113 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
112 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
99 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
100 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
101 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
102 RAM Management Group
RAM MRTP 1X-Conservative
0.00 1,000k 9/1/1993
103 Clarke Capital Management
FX Plus
0.00 1,000k 5/1/2004
104 Claughton Capital
Institutional Program
0.00 1,000k 10/1/2005
105 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
106 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
107 White Indian Trading Co.
SCS Program (Client)
0.00 250k 2/1/2011
108 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
109 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
110 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
111 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
98 Altradis Capital AG
AlphAlgo
0.02 100k 5/1/2007
97 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.05 50k 10/1/2011
96 Auctos Capital Management
Auctos Global Diversified
0.15 3,000k 11/1/2007
95 John Locke Investments
JL Commodity Long Flat Program
0.16 5,000k 12/1/2007
94 Transtrend B.V.
DTP – Standard Risk (EUR)
0.18 10,000k 2/1/1999
93 Somers Brothers Capital
Diversified Futures Program #1
0.18 100k 1/1/2005
92 IDS Capital
IDS F&F Systematic Trading
0.20 50k 7/1/2013
91 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.21 5,000k 6/1/2010
90 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.27 100k 2/1/2010
89 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.29 10,000k 8/1/1999
88 Rosetta Capital Management
Macro Program
0.32 50k 1/1/2009
87 Wavefront Global Asset Management
IMFC Global Concentrated
0.48 500k 4/1/2009
86 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.48 10,000k 1/1/1995
85 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.49 10,000k 1/1/1991
84 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.51 10,000k 8/1/2004
83 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.55 5,000k 6/1/2006
82 Romanesco Capital Management B.V
Persistence Program
0.59 5,000k 9/1/2005
81 Wraith Capital LLP
Wraith Dynamic Futures Fund
0.61 100k 1/1/2011
80 Covenant Capital Management
Original Program
0.61 5,000k 9/1/1999
79 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
0.63 10k 7/1/2005
78 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.63 100k 3/1/2003
77 Wavefront Global Asset Management
IMFC Global Investment Program
0.68 2,000k 2/1/2007
76 Adamah Capital LLC
Asset Allocator Program
0.70 50k 3/1/2011
75 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.71 10,000k 8/1/2009
74 Xplor Capital Management, LLC
Global CTA Program
0.72 1,500k 7/1/2004
73 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.77 10,000k 3/1/2006
72 Beryl Investment Group LLC
Nominal Discretionary System
0.83 50k 7/1/2007
71 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.85 1k 10/1/2006
70 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.86 25k 1/1/2011
69 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.90 10,000k 8/1/2009
68 Lynx Asset Management AB
Lynx Program
0.91 75k 5/1/2000
67 OptHedge Advisors LLC
Diversified Options & Futures Program
0.91 250k 10/1/2008
66 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.95 75k 6/1/2007
65 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.95 100k 10/1/2009
64 Winton Capital Management
Diversified
0.97 50,000k 10/1/1997
63 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.99 200k 11/1/1999
62 Covenant Capital Management
Aggressive Program
1.14 3,000k 2/1/2004
61 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.17 1,500k 4/1/2006
60 Millburn Corporation
Multi-Markets Program
1.30 25,000k 10/1/2004
59 AllMountain Capital AG
Mount Denali Global Trends
1.32 160k 7/1/2007
58 Abraham Trading Company
Diversified Program
1.35 10,000k 1/1/1988
57 Drury Capital
Diversified Trend-Following Program
1.38 5,000k 5/1/1997
56 Purple Valley Capital, Inc.
Diversified Trend 1
1.42 100k 8/1/2008
55 DUNN Capital Management
D'Best Futures Fund, L.P.
1.44 100k 6/1/1994
54 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
1.53 100k 8/1/2009
53 MERIT Alternative Investments GmbH
Futures Portfolio
1.61 2,000k 6/1/1998
52 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.85 500k 1/1/2006
51 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.87 50k 10/1/2010
50 Commodity Strategies AG
CSAG Active Long Short Commodity Program
1.94 5,000k 10/1/2007
49 Kelly Angle Inc.
Genesis Program
2.00 2,000k 4/1/2000
48 Hyman Beck and Company
Global Portfolio
2.06 1,000k 3/1/1991
47 Clarke Capital Management
Worldwide
2.07 250k 1/1/1996
46 Red Rock Capital, LLC
Systematic Global Macro
2.08 500k 9/1/2003
45 FORT LP
Fort Global Diversified
2.08 2,000k 10/1/1993
44 Conquest Capital Group
Conquest Macro
2.09 250k 5/1/1999
43 EMC Capital Advisors, LLC
Classic
2.10 5,000k 1/1/1985
42 Sharp Mountain Advisors, LLC
Diversified Managed Futures
2.27 250k 8/1/2011
41 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.29 1/1/1989
40 Insignia Managed Capital
Medallion
2.33 50k 2/1/2009
39 DUNN Capital Management
DUNN Combined Fund (DCF)
2.35 100k 5/1/1989
38 Millburn Corporation
Commodity Program
2.41 25,000k 3/1/2005
37 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
2.47 100k 7/1/2011
36 Insignia Managed Capital
Epoch3
2.47 20k 7/1/2009
35 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.67 10,000k 1/1/2007
34 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
2.68 750k 1/1/2009
33 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.96 250k 6/1/2001
32 NuWave Investment Management, LLC
Combined Futures Portfolio
3.05 5,000k 6/1/2001
31 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
3.37 100k 5/1/2011
30 FORT LP
Fort Global Contrarian
3.42 2,000k 10/1/2002
29 Superfund Group
Superfund Blue SPC Class A (Gold)
3.42 50k 12/1/2007
28 Zoi Capital, LLC
Telio Program (Client)
3.45 200k 4/1/2010
27 Spectrum Asset Management LLC
Global Diversified
3.49 2,000k 1/1/2001
26 Wimmer Horizon LLP
Managed Account
3.59 5,000k 5/1/2005
25 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.66 1,000k 5/1/2006
24 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
3.93 500k 4/1/2009
23 ISAM
ISAM Systematic Trend Fund
4.11 1,000k 6/1/2001
22 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
4.16 4,000k 11/1/2008
21 Dendrich Ltd
QEP
4.32 50k 12/1/2005
20 Quantitative Investment Management
Quantitative Global Program
4.36 20,000k 10/1/2003
19 Angle Capital Management LLC
AIP Program
4.84 100k 1/1/2010
18 Keck Capital Management LLC
The Keck Program
4.90 2,000k 12/1/2003
17 Non Correlated Capital
Positive Theta Fund
5.24 50k 10/1/2007
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.26 100k 11/1/1984
15 Non Correlated Capital
Positive Theta Program
5.29 250k 10/1/2007
14 Chesapeake Capital
Diversified (LV)
5.58 100k 2/1/1988
13 Clarke Capital Management
Jupiter
5.92 3,000k 5/1/2005
12 GLOBIVEST LLC
Alpha Program
6.05 50k 4/1/2009
11 Dixon Midland Company LLC
Dixon Midland Diversified LLC
6.06 250k 5/1/2011
10 Ancile Capital Management
Global Markets Program
6.25 2,000k 4/1/2005
9 M.S. Capital Management
Global Diversified Program
6.50 2,000k 11/1/1998
8 Option Capital Advisory
OCA Premium
6.68 100k 5/1/2011
7 White River Group
Diversified Option Writing Strategy
7.80 20k 11/1/2008
6 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
11.82 4,000k 2/1/2011
5 Mulvaney Capital Management
The Mulvaney Global Markets Fund
12.05 100k 5/1/1999
4 FRP CAPITAL LLC
FRP125+
13.34 125k 1/1/2010
3 Clarke Capital Management
Millennium
15.80 1,000k 1/1/1998
2 Dreiss Research Corporation
Diversified Program
17.95 1,000k 5/1/1991
1 Parizek Capital
Futures Trading Program
19.73 500k 4/1/2000

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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