Diversified Trader Index For September 2011

Monthly Rankings

Rank CTA/Program Sep 2011 Min Inv Inception
206 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-43.98 2,000k 7/1/1992
205 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-30.21 3,000k 10/1/1992
204 Insignia Managed Capital
Epoch3
-22.29 20k 7/1/2009
203 Superfund Group
Superfund Green Gold C (SPC)
-16.35 100k 10/1/2005
202 Superfund Group
Superfund Green Gold B (SPC)
-15.33 50k 10/1/2005
201 Superfund Group
Superfund Green Gold A (SPC)
-14.43 5k 10/1/2005
200 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-14.24 50k 10/1/2010
199 Chesapeake Capital
Diversified (LV)
-14.09 100k 2/1/1988
198 Superfund Group
Superfund Green Gold L.P. Series B-1
-13.47 5k 4/1/2009
197 Superfund Group
Superfund Green Gold L.P. Series A-1
-12.94 5k 4/1/2009
196 Superfund Group
Superfund Blue SPC Class A (Gold)
-10.44 50k 12/1/2007
195 Insignia Managed Capital
Medallion
-10.17 50k 2/1/2009
194 Quality Capital Management
Global Diversified Programme
-9.58 10,000k 12/1/1995
193 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.47 10,000k 10/1/1991
192 Robinson-Langley Capital Management, LLC
Managed Account Program
-8.14 200k 1/1/2007
191 Eckhardt Trading Company
Evolution Strategies
-8.07 20,000k 8/1/1991
190 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-7.74 250k 10/1/2009
189 Rabar Market Research
Diversified Program
-7.29 2,000k 1/1/1989
188 Red Oak Commodity Advisors
Investment Program
-6.57 5,000k 12/1/1989
187 John Locke Investments
JL Commodity Long Flat Program
-6.54 5,000k 12/1/2007
186 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-6.54 500k 4/1/2009
185 Rabar Market Research
Short-Term Program
-6.49 2,000k 11/1/2009
184 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-6.47 1,000k 5/1/2006
183 GLOBIVEST LLC
Alpha Program
-6.41 50k 4/1/2009
182 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-6.28 5,000k 11/1/2012
181 Melissinos Trading
Eupatrid Program
-5.65 50k 1/1/2011
180 Robust Methods LLC
Macro Managed Account
-5.62 5,000k 1/1/2005
179 Superfund Group
Superfund Blue SPC Class A (EUR)
-5.55 50k 4/1/2005
178 Superfund Group
Superfund Green Master
-5.34 2,000k 5/1/2001
177 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-5.27 750k 1/1/2009
176 Purple Valley Capital, Inc.
Diversified Trend 1
-5.19 100k 8/1/2008
175 Futures Truth Company, FTC-CTA
200K Options Strategy
-4.80 200k 12/1/2009
174 Superfund Group
Superfund Green L.P. Series B
-4.59 5k 10/1/2002
173 Auctos Capital Management
Auctos Global Diversified
-4.54 3,000k 11/1/2007
172 Adamah Capital LLC
Asset Allocator Program
-4.50 50k 3/1/2011
171 Mobius Asset Management
Custom Trading Program
-4.45 100k 1/1/2002
170 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.40 1,000k 3/1/2003
169 Superfund Group
Superfund Green GCT USD
-4.25 15k 1/1/2000
168 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-4.20 100k 5/1/1999
167 Millburn Corporation
Commodity Program
-4.12 25,000k 3/1/2005
166 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-4.11 75k 6/1/2007
165 Wavefront Global Asset Management
IMFC Global Investment Program
-4.08 2,000k 2/1/2007
164 Amplitude Capital International Limited
Klassik Strategy
-4.05 1,000k 9/1/2009
163 Haar Capital Management
Discretionary Commodity Trading Program
-3.95 250k 12/1/2005
162 HB Capital Management Inc.
Diversified Program
-3.95 50k 3/1/2008
161 Crabel Capital Management
WPD Crabel Futures Program
-3.81 1,000k 7/1/2008
160 Serac, LLC
Diversified Reversal Program
-3.75 200k 4/1/2011
159 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.53 100k 5/1/1989
158 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-3.47 500k 1/1/2006
157 Quantmetrics Capital Management LLP
Directional 10V Strategy
-3.41 10,000k 1/1/2007
156 Superfund Group
Superfund Green Q-AG
-3.31 2k 3/1/1996
155 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-3.15 1,500k 1/1/2009
154 Quantis Asset Management
PFM Systematic
-3.05 15k 5/1/2010
153 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.05 100k 1/1/2005
152 Revolution Capital Management
Mosaic Program
-3.03 10,000k 10/1/2006
151 Superfund Group
Superfund Green L.P. Series A
-2.81 5k 10/1/2002
150 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.76 1,500k 4/1/2006
149 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.64 100k 11/1/1984
148 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.52 5,000k 6/1/2006
147 Xplor Capital Management, LLC
Global CTA Program
-2.41 1,500k 7/1/2004
146 Molinero Capital Management LLP
Global Markets Program
-2.41 2,000k 7/1/2005
145 Briarwood Capital Management, Inc.
Diversified 2XL
-2.40 250k 11/1/2004
144 Welton Investment Partners
Welton Global
-2.28 10,000k 6/1/2004
143 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.17 1,000k 9/1/2009
142 Endeavour Capital LLP
Endeavour Pembroke
-2.13 2,000k 7/1/2007
141 Millburn Corporation
Diversified Program
-2.12 20,000k 2/1/1977
140 Clarke Capital Management
Millennium
-2.11 1,000k 1/1/1998
139 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.03 10,000k 8/1/1999
138 Estlander & Partners
Global XL
-2.02 5,000k 8/1/1991
137 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.00 10,000k 1/1/1995
136 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.92 10,000k 8/1/2004
135 Saxon Investment Corporation
Aggressive Diversified Program
-1.90 2,000k 11/1/1993
134 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.87 5,000k 6/1/2010
133 Ion Asset Architecture
Ion Fund Program
-1.72 10,000k 11/1/2007
132 Ion Asset Architecture (Fund Program)
Ion Fund
-1.72 100k 11/1/2007
131 Northfield Trading
Diversified
-1.72 2,000k 7/1/1989
130 Covenant Capital Management
Original Program
-1.59 5,000k 9/1/1999
129 IDS Capital
IDS F&F Systematic Trading
-1.47 50k 7/1/2013
128 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.39 5,000k 10/1/2007
127 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.25 4,000k 2/1/2011
126 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.18 10,000k 2/1/1999
125 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.16 3,000k 7/1/2001
124 Revolution Capital Management
Mosaic Institutional Program
-1.09 25,000k 9/1/2009
123 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-1.06 250k 8/1/2011
122 Revolution Capital Management
Alpha Fund
-1.00 50k 1/1/2005
121 Saxon Investment Corporation
Diversified Program
-0.99 3,000k 9/1/1988
120 Estlander & Partners
Global Markets
-0.94 10,000k 8/1/1999
119 FORT LP
Fort Global Contrarian
-0.89 2,000k 10/1/2002
118 Dominion Capital
Sapphire Program
-0.84 3,000k 5/1/2005
117 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.82 5,000k 10/1/1996
116 Abraham Trading Company
Diversified Program
-0.72 10,000k 1/1/1988
115 Wimmer Horizon LLP
Managed Account
-0.61 5,000k 5/1/2005
114 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-0.56 10k 7/1/2005
113 Covenant Capital Management
Aggressive Program
-0.54 3,000k 2/1/2004
112 Rivoli Fund Management
Rivoli International Fund (V9)
-0.53 5,000k 1/1/2002
111 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.51 100k 8/1/2009
110 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.46 4,000k 11/1/2008
109 Futures Truth Company, FTC-CTA
MS4
-0.38 250k 10/1/2007
108 Millburn Corporation
Multi-Markets Program
-0.29 25,000k 10/1/2004
107 Rho Asset Management
Rho Altius 1XL Program
-0.25 5,000k 11/1/2007
106 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.24 10,000k 8/1/2007
105 Hawksbill Capital Management
Global Diversified
-0.19 5,000k 11/1/1988
104 Quantica Capital AG
Quantica Managed Futures
-0.13 5,000k 1/1/2005
103 Red Rock Capital, LLC
Systematic Global Macro
-0.12 500k 9/1/2003
102 Stenger Capital Management, LLC
Diversified Trading Program
-0.07 200k 4/1/2010
101 IKOS
The IKOS Hedge Fund
-0.05 10,000k 7/1/1998
100 Wavefront Global Asset Management
IMFC Global Concentrated
-0.05 500k 4/1/2009
99 Mobius Asset Management
Diversified Program
-0.02 250k 3/1/2004
96 Deep Field Capital AG
SINGULARITY Fund
0.00 100k 9/1/2011
97 IStar Capital B.V.
IStar Systematic Fund
0.00 1,000k 9/1/2011
98 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
95 Clarke Capital Management
Global Magnum
0.05 100k 8/1/1997
94 Winton Capital Management
Diversified
0.16 50,000k 10/1/1997
93 Mondiale Asset Management
Mondiale Trading Program
0.22 0k 9/1/1997
92 Somers Brothers Capital
Diversified Futures Program #1
0.34 100k 1/1/2005
91 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.37 100k 2/1/2010
90 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.53 10,000k 1/1/1991
89 Beryl Investment Group LLC
Nominal Discretionary System
0.56 50k 7/1/2007
88 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.64 10,000k 8/1/2009
87 Emil van Essen
EvE Systematic Global Opportunities
0.74 1,000k 9/1/2007
86 Revolution Capital Management
Alpha Program
0.75 5,000k 6/1/2007
85 FORT LP
Fort Global Diversified
0.80 2,000k 10/1/1993
84 Estlander & Partners
Freedom
0.81 20,000k 8/1/2010
83 Tactical Investment Management
Tactical Institutional Commodity Program
0.82 10,000k 4/1/1993
82 Alee Capital Management, LLC
Mistral Program
0.86 2,500k 1/1/1999
81 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.86 3,000k 5/1/2010
80 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.87 1,000k 3/1/1998
79 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
0.89 25,000k 3/1/2010
78 Spectrum Asset Management LLC
Global Diversified
0.99 2,000k 1/1/2001
77 OptHedge Advisors LLC
Diversified Options & Futures Program
1.07 250k 10/1/2008
76 Quantum Leap Capital Management
Managed Account Program
1.30 300k 8/1/2006
75 Future Trade AG
Thales Swing Trading Programme
1.42 250k 6/1/2007
74 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.42 1k 10/1/2006
73 Romanesco Capital Management B.V
Persistence Program
1.80 5,000k 9/1/2005
72 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.88 1,000k 10/1/2006
71 DUNN Capital Management
D'Best Futures Fund, L.P.
1.99 100k 6/1/1994
70 AllMountain Capital AG
Mount Denali Global Trends
2.13 160k 7/1/2007
69 Estlander & Partners
Alpha Trend
2.14 30,000k 10/1/1991
68 Metolius Capital LLC
Metolius Diversified
2.25 100k 6/1/2010
67 MERIT Alternative Investments GmbH
Futures Portfolio
2.43 2,000k 6/1/1998
66 Vergho Asset Management LLC
Kinematics
2.61 1,000k 11/1/2008
65 Clarke Capital Management
Worldwide
2.64 250k 1/1/1996
64 ALFAKRAFT
ALFA Commodity Fund
2.66 16k 6/1/2010
63 ISAM
ISAM Systematic Trend Fund
2.70 1,000k 6/1/2001
62 Claughton Capital
Institutional Program
2.74 1,000k 10/1/2005
61 John Locke Investments
Cyril Systematic Program
2.78 8,000k 7/1/2000
60 Crabel Capital Management
Crabel Multi-Product
2.79 1,000k 3/1/1998
59 Alee Capital Management, LLC
Poniente Program
2.88 2,500k 1/1/1999
58 GT CAPITAL CTA
GT CAPITAL CTA
2.96 150k 6/1/2009
57 Amplitude Capital International Limited
Dynamic Strategy
2.97 6/1/2005
56 RAM Management Group
RAM MRTP 1X-Conservative
3.31 1,000k 9/1/1993
55 EMC Capital Advisors, LLC
Classic
3.40 5,000k 1/1/1985
54 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.44 1,000k 9/1/1997
53 Emil van Essen
Spread Trading Program
3.47 5,000k 12/1/2006
52 Ancile Capital Management
Global Markets Program
3.58 2,000k 4/1/2005
51 IKOS
IKOS Futures Fund
3.65 1,000k 2/1/2010
50 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.68 10,000k 8/1/2009
49 Clarke Capital Management
Jupiter
3.83 3,000k 5/1/2005
48 Altradis Capital AG
AlphAlgo
3.98 100k 5/1/2007
47 Option Capital Advisory
OCA Premium
4.00 100k 5/1/2011
46 Clarke Capital Management
FX Plus
4.05 1,000k 5/1/2004
45 FRP CAPITAL LLC
FRP125+
4.05 125k 1/1/2010
44 Non Correlated Capital
Positive Theta Fund
4.20 50k 10/1/2007
43 Non Correlated Capital
Positive Theta Program
4.23 250k 10/1/2007
42 Wraith Capital LLP
Wraith Dynamic Futures Fund
4.35 100k 1/1/2011
41 Gladius Asset Management
Fulham Program
4.48 2,000k 1/1/2008
40 Eclipse Capital Management
Global Monetary
4.52 5,000k 8/1/1990
39 Quantitative Investment Management
Quantitative Global Program
4.55 20,000k 10/1/2003
38 Mark J. Walsh Company
Standard Program
4.82 2,000k 9/1/1985
37 Jaguar Investments Ltd
Vario Capital Strategy
4.98 1,000k 5/1/2016
36 Lynx Asset Management AB
Lynx Program
5.41 75k 5/1/2000
35 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.57 1/1/1989
34 Keck Capital Management LLC
The Keck Program
5.67 2,000k 12/1/2003
33 Estlander & Partners
Alpha Trend II - Class P
5.85 100k 12/1/2008
32 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.86 10,000k 3/1/2006
31 Hyman Beck and Company
Global Portfolio
6.15 1,000k 3/1/1991
30 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
6.44 150k 1/1/2011
29 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
6.51 100k 5/1/2011
28 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.60 100k 3/1/2003
27 Conquest Capital Group
Conquest Select
6.71 250k 6/1/2004
26 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
7.32 100k 10/1/2009
25 NuWave Investment Management, LLC
Combined Futures Portfolio
7.34 5,000k 6/1/2001
24 Southwest Managed Investments, LLC
Global Diversified
7.37 200k 1/1/2002
23 NuWave Investment Management, LLC
NuWave Investment Partners LP
7.73 250k 6/1/2001
22 Drury Capital
Diversified Trend-Following Program
8.00 5,000k 5/1/1997
21 White River Group
Diversified Option Writing Strategy
8.02 20k 11/1/2008
20 Dixon Midland Company LLC
Dixon Midland Diversified LLC
8.75 250k 5/1/2011
19 Clarke Capital Management
Global Basic
9.07 50k 2/1/1996
18 Angle Capital Management LLC
AIP Program
9.62 100k 1/1/2010
17 White Indian Trading Co.
SCS Program (Client)
9.75 250k 2/1/2011
16 Blackwater Capital Management
Global Program
10.25 5,000k 7/1/2005
15 RAM Management Group
MRTP Aggressive
10.30 1,000k 2/1/1998
14 Parizek Capital
Futures Trading Program
10.43 500k 4/1/2000
13 Zoi Capital, LLC
Telio Program (Client)
10.59 200k 4/1/2010
12 Conquest Capital Group
Conquest Macro
11.19 250k 5/1/1999
11 Kelly Angle Inc.
Genesis Program
11.89 2,000k 4/1/2000
10 M.S. Capital Management
Global Diversified Program
12.10 2,000k 11/1/1998
9 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
12.33 100k 7/1/2011
8 Rosetta Capital Management
Macro Program
12.73 50k 1/1/2009
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
13.11 200k 11/1/1999
6 Dreiss Research Corporation
Diversified Program
13.37 1,000k 5/1/1991
5 Dendrich Ltd
QEP
13.44 50k 12/1/2005
4 White Indian Trading Co.
STAIRS (Client)
16.85 250k 5/1/2009
3 Di Tomasso Group Inc.
Equilibrium Program
23.60 5,000k 1/1/2002
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
32.66 250k 10/1/2008
1 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
39.69 25k 1/1/2011

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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