Diversified Trader Index For December 2011

Monthly Rankings

Rank CTA/Program Dec 2011 Min Inv Inception
208 Superfund Group
Superfund Green Gold C (SPC)
-20.19 100k 10/1/2005
207 Superfund Group
Superfund Green Gold B (SPC)
-17.86 50k 10/1/2005
206 Superfund Group
Superfund Green Gold A (SPC)
-15.96 5k 10/1/2005
205 Superfund Group
Superfund Green Gold L.P. Series B-1
-15.33 5k 4/1/2009
204 Superfund Group
Superfund Green Gold L.P. Series A-1
-14.04 5k 4/1/2009
203 Parizek Capital
Futures Trading Program
-10.73 500k 4/1/2000
202 Superfund Group
Superfund Green Master
-9.35 2,000k 5/1/2001
201 Superfund Group
Superfund Blue SPC Class A (Gold)
-7.64 50k 12/1/2007
200 Superfund Group
Superfund Green GCT USD
-7.45 15k 1/1/2000
199 Superfund Group
Superfund Green L.P. Series B
-7.15 5k 10/1/2002
198 Zoi Capital, LLC
Telio Program (Client)
-5.48 200k 4/1/2010
197 Superfund Group
Superfund Green L.P. Series A
-4.94 5k 10/1/2002
196 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-4.92 500k 4/1/2009
195 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-4.89 4,000k 2/1/2011
194 Revolution Capital Management
Mosaic Program
-4.79 10,000k 10/1/2006
193 Amplitude Capital International Limited
Dynamic Strategy
-4.47 6/1/2005
192 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.16 2,000k 7/1/1992
191 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-4.04 250k 10/1/2009
190 Superfund Group
Superfund Green Q-AG
-3.90 2k 3/1/1996
189 Ion Asset Architecture
Ion Fund Program
-3.63 10,000k 11/1/2007
188 Ion Asset Architecture (Fund Program)
Ion Fund
-3.63 100k 11/1/2007
187 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.53 1,000k 3/1/2003
186 Hawksbill Capital Management
Global Diversified
-3.44 5,000k 11/1/1988
185 Southwest Managed Investments, LLC
Global Diversified
-3.42 200k 1/1/2002
184 Mobius Asset Management
Custom Trading Program
-3.40 100k 1/1/2002
183 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.12 1,500k 4/1/2006
182 Quantitative Investment Management
Quantitative Global Program
-2.87 20,000k 10/1/2003
181 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.87 5,000k 6/1/2010
180 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.73 1,000k 9/1/2009
179 Wraith Capital LLP
Wraith Dynamic Futures Fund
-2.70 100k 1/1/2011
178 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.67 4,000k 11/1/2008
177 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.58 3,000k 10/1/1992
176 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.57 50k 10/1/2010
175 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.55 500k 1/1/2006
174 John Locke Investments
JL Commodity Long Flat Program
-2.50 5,000k 12/1/2007
173 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.36 100k 5/1/1989
172 Clarke Capital Management
Millennium
-2.25 1,000k 1/1/1998
171 Gladius Asset Management
Fulham Program
-2.13 2,000k 1/1/2008
170 Claughton Capital
Auto-Reactive Positioning
-2.12 1,000k 10/1/2005
169 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.11 100k 6/1/1994
168 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.96 1,500k 1/1/2009
167 Futures Truth Company, FTC-CTA
MS4
-1.93 250k 10/1/2007
166 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.93 3,000k 5/1/2010
165 Briarwood Capital Management, Inc.
Diversified 2XL
-1.85 250k 11/1/2004
164 Revolution Capital Management
Mosaic Institutional Program
-1.82 25,000k 9/1/2009
163 Amplitude Capital International Limited
Klassik Strategy
-1.78 1,000k 9/1/2009
162 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-1.72 100k 5/1/2011
161 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.64 100k 5/1/1999
160 White Indian Trading Co.
STAIRS (Client)
-1.61 250k 5/1/2009
159 Acorn Global Investments Inc.
Acorn Diversified Program
-1.51 10k 7/1/2005
158 Dreiss Research Corporation
Diversified Program
-1.49 1,000k 5/1/1991
157 IStar Capital B.V.
IStar Systematic Fund
-1.45 1,000k 9/1/2011
156 RAM Management Group
MRTP Aggressive
-1.44 1,000k 2/1/1998
155 EMC Capital Advisors, LLC
Classic
-1.40 5,000k 1/1/1985
154 Spectrum Asset Management LLC
Global Diversified
-1.33 2,000k 1/1/2001
153 FRP CAPITAL LLC
FRP125+
-1.28 125k 1/1/2010
152 Mondiale Asset Management
Mondiale Trading Program
-1.20 0k 9/1/1997
151 Red Oak Commodity Advisors
Investment Program
-1.13 5,000k 12/1/1989
150 Clarke Capital Management
Jupiter
-1.11 3,000k 5/1/2005
149 Clarke Capital Management
Global Basic
-1.07 50k 2/1/1996
148 Estlander & Partners
Alpha Trend II - Class P
-1.04 100k 12/1/2008
147 Revolution Capital Management
Alpha Program
-1.01 5,000k 6/1/2007
146 Clarke Capital Management
Worldwide
-1.01 250k 1/1/1996
145 Romanesco Capital Management B.V
Persistence Program
-0.94 5,000k 9/1/2005
144 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.93 1,000k 5/1/2006
143 IDS Capital
IDS F&F Systematic Trading
-0.90 50k 7/1/2013
142 Quality Capital Management
Global Diversified Programme
-0.90 10,000k 12/1/1995
141 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.88 200k 1/1/2007
140 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.86 50k 4/1/2005
139 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.80 10,000k 1/1/2007
138 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.77 3,000k 7/1/2001
137 Somers Brothers Capital
Diversified Futures Program #1
-0.71 100k 1/1/2005
136 Angle Capital Management LLC
AIP Program
-0.67 100k 1/1/2010
135 Kelly Angle Inc.
Genesis Program
-0.58 2,000k 4/1/2000
134 Conquest Capital Group
Conquest Select
-0.52 250k 6/1/2004
133 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.51 250k 6/1/2001
132 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.48 5,000k 6/1/2001
131 RAM Management Group
RAM MRTP 1X-Conservative
-0.47 1,000k 9/1/1993
130 Tactical Investment Management
Tactical Institutional Commodity Program
-0.44 10,000k 4/1/1993
129 Robust Methods LLC
Macro Managed Account
-0.40 5,000k 1/1/2005
128 Xplor Capital Management, LLC
Global CTA Program
-0.39 1,500k 7/1/2004
127 Wavefront Global Asset Management
IMFC Global Concentrated
-0.34 500k 4/1/2009
126 Conquest Capital Group
Conquest Macro
-0.32 250k 5/1/1999
125 Estlander & Partners
Alpha Trend
-0.30 30,000k 10/1/1991
124 Mark J. Walsh Company
Standard Program
-0.28 2,000k 9/1/1985
123 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-0.18 25k 1/1/2011
122 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-0.17 50k 10/1/2011
121 Covenant Capital Management
Original Program
-0.16 5,000k 9/1/1999
120 Keck Capital Management LLC
The Keck Program
-0.16 2,000k 12/1/2003
119 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.11 100k 1/1/2005
118 Beach Horizon LLP
Managed Account
-0.10 5,000k 5/1/2005
117 Purple Valley Capital, Inc.
Diversified Trend 1
-0.10 100k 8/1/2008
116 GT CAPITAL CTA
GT CAPITAL CTA
-0.02 150k 6/1/2009
115 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
114 Beryl Investment Group LLC
Nominal Discretionary System
-0.01 50k 7/1/2007
105 Eckhardt Trading Company
Evolution Strategies 1.2X
0.00 10,000k 10/1/1991
106 Mobius Asset Management
Diversified Program
0.00 250k 3/1/2004
107 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
108 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
109 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
110 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
111 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
112 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
113 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
104 Eckhardt Trading Company
Evolution Strategies
0.03 20,000k 8/1/1991
103 John Locke Investments
Cyril Systematic Program
0.03 8,000k 7/1/2000
102 Rho Asset Management
Rho Altius 1XL Program
0.05 5,000k 11/1/2007
101 Estlander & Partners
Freedom
0.08 20,000k 8/1/2010
100 ALFAKRAFT
ALFA Commodity Fund
0.09 16k 6/1/2010
99 Adamah Capital LLC
Asset Allocator Program
0.10 50k 3/1/2011
98 Millburn Corporation
Commodity Program
0.11 25,000k 3/1/2005
97 Deep Field Capital AG
SINGULARITY Fund
0.13 100k 9/1/2011
96 IKOS
The IKOS Hedge Fund
0.23 10,000k 7/1/1998
95 M.S. Capital Management
Global Diversified Program
0.31 2,000k 11/1/1998
94 Molinero Capital Management LLP
Global Markets Program
0.34 2,000k 7/1/2005
93 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.35 1,000k 3/1/1998
92 Auctos Capital Management
Auctos Global Diversified
0.37 3,000k 11/1/2007
91 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.38 100k 8/1/2009
90 Rabar Market Research
Diversified Program
0.38 2,000k 1/1/1989
89 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.38 1/1/1989
88 Clarke Capital Management
FX Plus
0.39 1,000k 5/1/2004
87 Crabel Capital Management
Crabel Multi-Product
0.40 1,000k 3/1/1998
86 Stenger Capital Management, LLC
Diversified Trading Program
0.40 200k 4/1/2010
85 Abraham Trading Company
Diversified Program
0.41 10,000k 1/1/1988
84 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.45 5,000k 10/1/2007
83 MERIT Alternative Investments GmbH
Futures Portfolio
0.53 2,000k 6/1/1998
82 Welton Investment Partners
Welton Global
0.53 10,000k 6/1/2004
81 Haar Capital Management
Discretionary Commodity Trading Program
0.55 250k 12/1/2005
80 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.57 5,000k 11/1/2012
79 Millburn Corporation
Diversified Program
0.57 20,000k 2/1/1977
78 Estlander & Partners
Global Markets
0.63 10,000k 8/1/1999
77 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.65 750k 1/1/2009
76 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.68 10,000k 8/1/2007
75 Rabar Market Research
Short-Term Program
0.71 2,000k 11/1/2009
74 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.75 200k 11/1/1999
73 Red Rock Capital, LLC
Systematic Global Macro
0.76 500k 9/1/2003
72 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.77 25,000k 3/1/2010
71 IKOS
IKOS Futures Fund
0.80 1,000k 2/1/2010
70 White Indian Trading Co.
SCS Program (Client)
0.83 250k 2/1/2011
69 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.84 10,000k 3/1/2006
68 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.85 1,000k 10/1/2006
67 Endeavour Capital LLP
Endeavour Pembroke
0.87 2,000k 7/1/2007
66 Quantica Capital AG
Quantica Managed Futures
0.88 5,000k 1/1/2005
65 Covenant Capital Management
Aggressive Program
0.88 3,000k 2/1/2004
64 HB Capital Management Inc.
Diversified Program
0.88 50k 3/1/2008
63 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.91 250k 10/1/2008
62 Blackwater Capital Management
Global Program
0.92 5,000k 7/1/2005
61 Metolius Capital LLC
Metolius Diversified
0.97 100k 6/1/2010
60 Millburn Corporation
Multi-Markets Program
1.02 25,000k 10/1/2004
59 Chesapeake Capital
Diversified (LV)
1.04 100k 2/1/1988
58 Emil van Essen
EvE Systematic Global Opportunities
1.04 1,000k 9/1/2007
57 Northfield Trading
Diversified
1.10 2,000k 7/1/1989
56 Transtrend B.V.
DTP – Standard Risk (EUR)
1.11 10,000k 2/1/1999
55 ISAM
ISAM Systematic Trend Fund
1.18 1,000k 6/1/2001
54 Wavefront Global Asset Management
IMFC Global Investment Program
1.22 2,000k 2/1/2007
53 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.25 100k 11/1/1984
52 Estlander & Partners
Global XL
1.25 5,000k 8/1/1991
51 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.25 75k 6/1/2007
50 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.33 100k 2/1/2010
49 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
1.33 10,000k 8/1/2009
48 Clarke Capital Management
Global Magnum
1.37 100k 8/1/1997
47 Hyman Beck and Company
Global Portfolio
1.38 1,000k 3/1/1991
46 ROW Asset Managment
Row Diversified Fund, L.P.
1.46 1,000k 11/1/2011
45 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.58 10,000k 1/1/1995
44 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.62 5,000k 6/1/2006
43 Eclipse Capital Management
Global Monetary
1.64 5,000k 8/1/1990
42 Winton Capital Management
Diversified
1.65 50,000k 10/1/1997
41 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.69 10,000k 8/1/2004
40 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.70 10,000k 8/1/2009
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.76 10,000k 8/1/1999
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.88 10,000k 1/1/1991
37 Vergho Asset Management LLC
Kinematics
2.00 1,000k 11/1/2008
36 Altradis Capital AG
AlphAlgo
2.03 100k 5/1/2007
35 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
2.12 100k 10/1/2009
34 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.23 1,000k 9/1/1997
33 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.25 1k 10/1/2006
32 Jaguar Investments Ltd
Vario Capital Strategy
2.30 1,000k 5/1/2016
31 Drury Capital
Diversified Trend-Following Program
2.30 5,000k 5/1/1997
30 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.40 100k 3/1/2003
29 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
2.43 150k 1/1/2011
28 Di Tomasso Group Inc.
Equilibrium Program
2.57 5,000k 1/1/2002
27 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.86 250k 5/1/2011
26 Non Correlated Capital
Positive Theta Program
2.86 250k 10/1/2007
25 Non Correlated Capital
Positive Theta Fund
2.88 50k 10/1/2007
24 White River Group
Diversified Option Writing Strategy
2.97 20k 11/1/2008
23 Quantis Asset Management
PFM Systematic
3.00 15k 5/1/2010
22 Lynx Asset Management AB
Lynx Program
3.06 75k 5/1/2000
21 Sharp Mountain Advisors, LLC
Diversified Managed Futures
3.12 250k 8/1/2011
20 Rivoli Fund Management
Rivoli International Fund (V9)
3.13 5,000k 1/1/2002
19 Emil van Essen
Spread Trading Program
3.18 5,000k 12/1/2006
18 Ancile Capital Management
Global Markets Program
3.72 2,000k 4/1/2005
17 Dominion Capital
Sapphire Program
3.86 3,000k 5/1/2005
16 AllMountain Capital AG
Mount Denali Global Trends
4.03 160k 7/1/2007
15 Quantum Leap Capital Management
Managed Account Program
4.20 300k 8/1/2006
14 Insignia Managed Capital
Epoch3
4.52 20k 7/1/2009
13 Rivoli Fund Management
Rivoli International Fund (MAP)
4.54 5,000k 10/1/1996
12 GLOBIVEST LLC
Alpha Program
4.56 50k 4/1/2009
11 FORT LP
Fort Global Contrarian
4.69 2,000k 10/1/2002
10 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
4.86 100k 7/1/2011
9 Option Capital Advisory
OCA Premium
4.92 100k 5/1/2011
8 Insignia Managed Capital
Medallion
5.22 50k 2/1/2009
7 FORT LP
Fort Global Diversified
5.90 2,000k 10/1/1993
6 Rosetta Capital Management
Macro Program
8.14 50k 1/1/2009
5 OptHedge Advisors LLC
Diversified Options & Futures Program
8.35 250k 10/1/2008
4 Future Trade AG
Thales Swing Trading Programme
8.39 250k 6/1/2007
3 Crabel Capital Management
WPD Crabel Futures Program
9.85 1,000k 7/1/2008
2 Dendrich Ltd
QEP
11.87 50k 12/1/2005
1 Futures Truth Company, FTC-CTA
200K Options Strategy
13.60 200k 12/1/2009

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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