Diversified Trader Index For August 2011

Monthly Rankings

Rank CTA/Program Aug 2011 Min Inv Inception
204 Revolution Capital Management
Mosaic Program
-16.88 10,000k 10/1/2006
203 White River Group
Diversified Option Writing Strategy
-15.08 20k 11/1/2008
202 White Indian Trading Co.
SCS Program (Client)
-13.72 250k 2/1/2011
201 Adamah Capital LLC
Asset Allocator Program
-10.50 50k 3/1/2011
200 Futures Truth Company, FTC-CTA
200K Options Strategy
-9.51 200k 12/1/2009
199 Drury Capital
Diversified Trend-Following Program
-8.34 5,000k 5/1/1997
198 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-6.77 750k 1/1/2009
197 Revolution Capital Management
Mosaic Institutional Program
-6.65 25,000k 9/1/2009
196 Quantis Asset Management
PFM Systematic
-6.13 15k 5/1/2010
195 Dominion Capital
Sapphire Program
-5.29 3,000k 5/1/2005
194 Endeavour Capital LLP
Endeavour Pembroke
-4.39 2,000k 7/1/2007
193 M.S. Capital Management
Global Diversified Program
-4.37 2,000k 11/1/1998
192 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.88 100k 5/1/1989
191 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.87 5,000k 11/1/2012
190 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-3.86 100k 5/1/2011
189 Dendrich Ltd
QEP
-3.79 50k 12/1/2005
188 Emil van Essen
EvE Systematic Global Opportunities
-3.61 1,000k 9/1/2007
187 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.56 10,000k 8/1/2004
186 Welton Investment Partners
Welton Global
-3.51 10,000k 6/1/2004
185 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.50 10,000k 8/1/1999
184 Dreiss Research Corporation
Diversified Program
-3.26 1,000k 5/1/1991
183 QCM
Global Diversified Programme
-3.26 500k 12/1/1995
182 Quantum Leap Capital Management
Managed Account Program
-3.20 300k 8/1/2006
181 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.20 10,000k 1/1/1995
180 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.79 5,000k 6/1/2010
179 Blackwater Capital Management
Global Program
-2.73 5,000k 7/1/2005
178 Eclipse Capital Management
Global Monetary
-2.58 5,000k 8/1/1990
177 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.50 100k 8/1/2009
176 Crabel Capital Management
Crabel Multi-Product
-2.50 1,000k 3/1/1998
175 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.40 10,000k 8/1/2009
174 Di Tomasso Group Inc.
Equilibrium Program
-2.39 5,000k 1/1/2002
173 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.37 10,000k 2/1/1999
172 OptHedge Advisors LLC
Diversified Options & Futures Program
-2.31 250k 10/1/2008
171 IDS Capital
IDS F&F Systematic Trading
-2.13 50k 7/1/2013
170 Abraham Trading Company
Diversified Program
-2.06 10,000k 1/1/1988
169 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-2.06 25k 1/1/2011
168 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.04 250k 10/1/2009
167 Briarwood Capital Management, Inc.
Diversified 2XL
-2.03 250k 11/1/2004
166 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
165 IKOS
The IKOS Hedge Fund
-1.99 10,000k 7/1/1998
164 Emil van Essen
Spread Trading Program
-1.94 5,000k 12/1/2006
163 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.87 250k 5/1/2011
162 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.75 5,000k 10/1/2007
161 Red Oak Commodity Advisors
Investment Program
-1.74 5,000k 12/1/1989
160 Zoi Capital, LLC
Telio Program (Client)
-1.71 200k 4/1/2010
159 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.66 1,000k 3/1/2003
158 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.57 200k 11/1/1999
157 Millburn Ridgefield Corporation
Diversified Program
-1.43 20,000k 2/1/1977
156 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.20 1,500k 4/1/2006
155 Ion Asset Architecture
Ion Fund Program
-1.17 10,000k 11/1/2007
154 Ion Asset Architecture (Fund Program)
Ion Fund
-1.17 100k 11/1/2007
153 Molinero Capital Management LLP
Global Markets Program
-1.11 2,000k 7/1/2005
152 Chesapeake Capital
Diversified (LV)
-1.03 100k 2/1/1988
151 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.01 3,000k 7/1/2001
150 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.01 1,500k 1/1/2009
149 Non Correlated Capital
Positive Theta Program
-0.89 250k 10/1/2007
148 Non Correlated Capital
Positive Theta Fund
-0.89 50k 10/1/2007
147 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.83 3,000k 5/1/2010
146 Millburn Ridgefield Corporation
Multi-Markets Program
-0.78 25,000k 10/1/2004
145 Millburn Ridgefield Corporation
Commodity Program
-0.61 25,000k 3/1/2005
144 Hyman Beck and Company
Global Portfolio
-0.57 1,000k 3/1/1991
143 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.47 10,000k 8/1/2009
142 Hawksbill Capital Management
Global Diversified
-0.42 5,000k 11/1/1988
141 Rabar Market Research
Diversified Program
-0.37 2,000k 1/1/1989
140 John Locke Investments
JL Commodity Long Flat Program
-0.34 5,000k 12/1/2007
139 Eckhardt Trading Company
Evolution Strategies
-0.32 20,000k 8/1/1991
138 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.31 10,000k 8/1/2007
137 Clarke Capital Management
Jupiter
-0.31 3,000k 5/1/2005
136 MERIT Alternative Investments GmbH
Futures Portfolio
-0.30 2,000k 6/1/1998
135 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.29 10,000k 10/1/1991
134 Estlander & Partners
Global XL
-0.19 5,000k 8/1/1991
133 Metolius Capital LLC
Metolius Diversified
-0.15 100k 6/1/2010
132 Superfund Group
Superfund Green L.P. Series A
-0.09 5k 10/1/2002
131 Rosetta Capital Management
Macro Program
-0.08 50k 1/1/2009
130 Revolution Capital Management
Alpha Fund
-0.07 50k 1/1/2005
129 Estlander & Partners
Global Markets
-0.07 10,000k 8/1/1999
128 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.04 10,000k 3/1/2006
126 Sharp Mountain Advisors, LLC
Diversified Managed Futures
0.00 250k 8/1/2011
127 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
125 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.15 10,000k 1/1/1991
124 Superfund Group
Superfund Green L.P. Series B
0.16 5k 10/1/2002
123 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.20 1,000k 3/1/1998
122 FRP CAPITAL LLC
FRP125+
0.23 125k 1/1/2010
121 IKOS
IKOS Futures Fund
0.23 1,000k 2/1/2010
120 Stenger Capital Management, LLC
Diversified Trading Program
0.24 200k 4/1/2010
119 Quantitative Investment Management
Quantitative Global Program
0.30 20,000k 10/1/2003
118 Revolution Capital Management
Alpha Program
0.36 5,000k 6/1/2007
117 Saxon Investment Corporation
Diversified Program
0.38 3,000k 9/1/1988
116 Red Rock Capital, LLC
Systematic Global Macro
0.42 500k 9/1/2003
115 Spectrum Asset Management LLC
Global Diversified
0.45 2,000k 1/1/2001
114 Wimmer Horizon LLP
Managed Account
0.46 5,000k 5/1/2005
113 HB Capital Management Inc.
Diversified Program
0.48 50k 3/1/2008
112 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.59 1/1/1989
111 Saxon Investment Corporation
Aggressive Diversified Program
0.64 2,000k 11/1/1993
110 Superfund Group
Superfund Green Q-AG
0.64 2k 3/1/1996
109 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.67 1,000k 10/1/2006
108 Vergho Asset Management LLC
Kinematics
0.67 1,000k 11/1/2008
107 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.69 500k 1/1/2006
106 Crabel Capital Management
WPD Crabel Futures Program
0.69 1,000k 7/1/2008
105 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.78 4,000k 11/1/2008
104 Superfund Group
Superfund Green GCT USD
0.83 15k 1/1/2000
103 Futures Truth Company, FTC-CTA
MS4
0.88 250k 10/1/2007
102 Mobius Asset Management
Diversified Program
0.90 250k 3/1/2004
101 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.92 1k 10/1/2006
100 Lynx Asset Management AB
Lynx Program
0.95 75k 5/1/2000
99 Clarke Capital Management
Worldwide
1.00 250k 1/1/1996
98 Wavefront Global Asset Management
IMFC Global Investment Program
1.03 2,000k 2/1/2007
97 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.09 75k 6/1/2007
96 Superfund Group
Superfund Blue SPC Class A (EUR)
1.11 50k 4/1/2005
95 Serac, LLC
Diversified Reversal Program
1.13 200k 4/1/2011
94 Auctos Capital Management
Auctos Global Diversified
1.14 3,000k 11/1/2007
93 Beryl Investment Group LLC
Nominal Discretionary System
1.31 50k 7/1/2007
92 ALFAKRAFT
ALFA Commodity Fund
1.39 16k 6/1/2010
91 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.40 500k 4/1/2009
90 Clarke Capital Management
Millennium
1.41 1,000k 1/1/1998
89 Winton Capital Management
Diversified
1.43 50,000k 10/1/1997
88 Insignia Managed Capital
Medallion
1.48 50k 2/1/2009
87 ISAM
ISAM Systematic Trend Fund
1.49 1,000k 6/1/2001
86 Superfund Group
Superfund Green Master
1.57 2,000k 5/1/2001
85 GT CAPITAL CTA
GT CAPITAL CTA
1.58 150k 6/1/2009
84 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.58 250k 10/1/2008
83 Mulvaney Capital Management
The Mulvaney Global Markets Fund
1.59 100k 5/1/1999
82 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.69 4,000k 2/1/2011
81 NuWave Investment Management, LLC
Combined Futures Portfolio
1.73 5,000k 6/1/2001
80 AllMountain Capital AG
Mount Denali Global Trends
1.85 160k 7/1/2007
79 Clarke Capital Management
FX Plus
1.88 1,000k 5/1/2004
78 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.88 100k 2/1/2010
77 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.01 250k 6/1/2001
76 Rivoli Fund Management
Rivoli International Fund (V9)
2.07 5,000k 1/1/2002
75 Covenant Capital Management
Aggressive Program
2.08 3,000k 2/1/2004
74 Robinson-Langley Capital Management, LLC
Managed Account Program
2.11 200k 1/1/2007
73 Haar Capital Management
Discretionary Commodity Trading Program
2.28 250k 12/1/2005
72 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
2.52 25,000k 3/1/2010
71 Conquest Capital Group
Conquest Macro
2.54 250k 5/1/1999
70 Estlander & Partners
Freedom
2.59 20,000k 8/1/2010
69 Jaguar Investments Ltd
Vario Capital Strategy
2.91 1,000k 5/1/2016
68 Xplor Capital Management, LLC
Global CTA Program
2.91 1,500k 7/1/2004
67 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.01 100k 10/1/2009
66 Covenant Capital Management
Original Program
3.05 5,000k 9/1/1999
65 Ancile Capital Management
Global Markets Program
3.09 2,000k 4/1/2005
64 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
3.16 10k 7/1/2005
63 Rivoli Fund Management
Rivoli International Fund (MAP)
3.20 5,000k 10/1/1996
62 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.28 100k 1/1/2005
61 Tactical Investment Management
Tactical Institutional Commodity Program
3.30 10,000k 4/1/1993
60 Wavefront Global Asset Management
IMFC Global Concentrated
3.34 500k 4/1/2009
59 John Locke Investments
Cyril Systematic Program
3.46 8,000k 7/1/2000
58 Estlander & Partners
Alpha Trend
3.56 30,000k 10/1/1991
57 Amplitude Capital International Limited
Dynamic Strategy
3.71 6/1/2005
56 Gladius Asset Management
Fulham Program
3.72 2,000k 1/1/2008
55 Robust Methods LLC
Macro Managed Account
3.76 5,000k 1/1/2005
54 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.95 100k 3/1/2003
53 Rabar Market Research
Short-Term Program
4.17 2,000k 11/1/2009
52 White Indian Trading Co.
STAIRS (Client)
4.17 250k 5/1/2009
51 Mark J. Walsh Company
Standard Program
4.24 2,000k 9/1/1985
50 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.29 1,000k 9/1/1997
49 Somers Brothers Capital
Diversified Futures Program #1
4.30 100k 1/1/2005
48 GLOBIVEST LLC
Alpha Program
4.51 50k 4/1/2009
47 DUNN Capital Management
D'Best Futures Fund, L.P.
4.71 100k 6/1/1994
46 Mondiale Asset Management
Mondiale Trading Program
4.80 0k 9/1/1997
45 Clarke Capital Management
Global Magnum
4.89 100k 8/1/1997
44 FORT LP
Fort Global Contrarian
4.90 2,000k 10/1/2002
43 Manning & Napier
MN Xenon Managed Futures (2x) Program
4.94 5,000k 6/1/2006
42 Alee Capital Management, LLC
Poniente Program
5.05 2,500k 1/1/1999
41 Mobius Asset Management
Custom Trading Program
5.07 100k 1/1/2002
40 Conquest Capital Group
Conquest Select
5.30 250k 6/1/2004
39 Quantica Capital AG
Quantica Managed Futures
5.33 5,000k 1/1/2005
38 Insignia Managed Capital
Epoch3
5.54 20k 7/1/2009
37 Claughton Capital
Institutional Program
5.56 1,000k 10/1/2005
36 Romanesco Capital Management B.V
Persistence Program
5.68 5,000k 9/1/2005
35 Alee Capital Management, LLC
Mistral Program
5.78 2,500k 1/1/1999
34 Quantmetrics Capital Management LLP
Directional 10V Strategy
6.24 10,000k 1/1/2007
33 RAM Management Group
RAM MRTP 1X-Conservative
6.68 1,000k 9/1/1993
32 Northfield Trading
Diversified
6.70 2,000k 7/1/1989
31 Option Capital Advisory
OCA Premium
6.74 100k 5/1/2011
30 Southwest Managed Investments, LLC
Global Diversified
6.97 200k 1/1/2002
29 FORT LP
Fort Global Diversified
7.57 2,000k 10/1/1993
28 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.89 3,000k 10/1/1992
27 Wraith Capital LLP
Wraith Dynamic Futures Fund
8.66 100k 1/1/2011
26 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
8.73 1,000k 9/1/2009
25 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
8.75 150k 1/1/2011
24 Parizek Capital
Futures Trading Program
8.79 500k 4/1/2000
23 Estlander & Partners
Alpha Trend II - Class P
9.48 100k 12/1/2008
22 Melissinos Trading
Eupatrid Program
9.56 50k 1/1/2011
21 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.40 100k 11/1/1984
20 Future Trade AG
Thales Swing Trading Programme
10.67 250k 6/1/2007
19 Amplitude Capital International Limited
Klassik Strategy
11.16 1,000k 9/1/2009
18 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
11.40 2,000k 7/1/1992
17 Altradis Capital AG
AlphAlgo
11.51 100k 5/1/2007
16 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
11.72 100k 7/1/2011
15 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
12.10 1,000k 5/1/2006
14 Superfund Group
Superfund Green Gold A (SPC)
12.46 5k 10/1/2005
13 Superfund Group
Superfund Green Gold B (SPC)
12.67 50k 10/1/2005
12 Superfund Group
Superfund Green Gold C (SPC)
13.23 100k 10/1/2005
11 Superfund Group
Superfund Green Gold L.P. Series A-1
13.42 5k 4/1/2009
10 Superfund Group
Superfund Blue SPC Class A (Gold)
13.45 50k 12/1/2007
9 Keck Capital Management LLC
The Keck Program
13.76 2,000k 12/1/2003
8 Rho Asset Management
Rho Altius 1XL Program
14.13 5,000k 11/1/2007
7 Superfund Group
Superfund Green Gold L.P. Series B-1
14.16 5k 4/1/2009
6 Global Vista Advisors, LLC
Global Vista Options ("GVO")
15.70 50k 10/1/2010
5 Angle Capital Management LLC
AIP Program
15.81 100k 1/1/2010
4 Clarke Capital Management
Global Basic
16.20 50k 2/1/1996
3 Purple Valley Capital, Inc.
Diversified Trend 1
17.02 100k 8/1/2008
2 Kelly Angle Inc.
Genesis Program
17.22 2,000k 4/1/2000
1 RAM Management Group
MRTP Aggressive
20.81 1,000k 2/1/1998

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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