Diversified Trader Index For October 2012

Monthly Rankings

Rank CTA/Program Oct 2012 Min Inv Inception
215 Estlander & Partners
Alpha Trend II - Class P
-21.15 100k 12/1/2008
214 Dreiss Research Corporation
Diversified Program
-17.70 1,000k 5/1/1991
213 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-15.07 100k 5/1/1999
212 Hawksbill Capital Management
Global Diversified
-13.74 5,000k 11/1/1988
211 Robinson-Langley Capital Management, LLC
Managed Account Program
-12.77 200k 1/1/2007
210 Superfund Group
Superfund Green Gold C (SPC)
-11.92 100k 10/1/2005
209 QCM
Global Diversified Programme
-10.91 500k 12/1/1995
208 Purple Valley Capital, Inc.
Diversified Trend 1
-10.73 100k 8/1/2008
207 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-10.65 2,000k 7/1/1992
206 Somers Brothers Capital
Diversified Futures Program #1
-10.55 100k 1/1/2005
205 Clarke Capital Management
Jupiter
-10.06 3,000k 5/1/2005
204 Superfund Group
Superfund Green Gold B (SPC)
-9.88 50k 10/1/2005
203 Angle Capital Management LLC
AIP Program
-9.74 100k 1/1/2010
202 Kelly Angle Inc.
Genesis Program
-9.32 2,000k 4/1/2000
201 DUNN Capital Management
D'Best Futures Fund, L.P.
-9.25 100k 6/1/1994
200 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.04 10,000k 10/1/1991
199 Clarke Capital Management
Millennium
-8.79 1,000k 1/1/1998
198 Superfund Group
Superfund Green Master
-8.37 2,000k 5/1/2001
197 Eckhardt Trading Company
Evolution Strategies
-7.91 20,000k 8/1/1991
196 Superfund Group
Superfund Green Gold A (SPC)
-7.74 5k 10/1/2005
195 Rabar Market Research
Short-Term Program
-7.63 2,000k 11/1/2009
194 Rho Asset Management
Rho Altius 1XL Program
-7.22 5,000k 11/1/2007
193 Rabar Market Research
Diversified Program
-7.17 2,000k 1/1/1989
192 Covenant Capital Management
Aggressive Program
-7.15 3,000k 2/1/2004
191 Estlander & Partners
Alpha Trend
-6.95 30,000k 10/1/1991
190 Superfund Group
Superfund Green Gold L.P. Series B-1
-6.95 5k 4/1/2009
189 Altradis Capital AG
AlphAlgo
-6.94 100k 5/1/2007
188 Estlander & Partners
Global XL
-6.88 5,000k 8/1/1991
187 Estlander & Partners
Freedom
-6.83 20,000k 8/1/2010
186 Amplitude Capital International Limited
Klassik Strategy
-6.77 1,000k 9/1/2009
185 Melissinos Trading
Eupatrid Program
-6.73 50k 1/1/2011
184 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.69 75k 6/1/2007
183 Superfund Group
Superfund Green GCT USD
-6.68 15k 1/1/2000
182 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.66 5,000k 10/1/1996
181 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.59 100k 11/1/1984
180 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-6.48 1,000k 9/1/2009
179 Keck Capital Management LLC
The Keck Program
-6.46 2,000k 12/1/2003
178 Manning & Napier
MN Xenon Managed Futures (2x) Program
-6.40 5,000k 6/1/2006
177 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-6.19 3,000k 10/1/1992
176 Lynx Asset Management AB
Lynx Program
-6.19 75k 5/1/2000
175 Superfund Group
Superfund Green Gold L.P. Series A-1
-6.03 5k 4/1/2009
174 Southwest Managed Investments, LLC
Global Diversified
-6.03 200k 1/1/2002
173 Tactical Investment Management
Tactical Institutional Commodity Program
-5.74 10,000k 4/1/1993
172 Superfund Group
Superfund Green L.P. Series B
-5.71 5k 10/1/2002
171 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-5.69 100k 7/1/2011
170 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.68 100k 5/1/1989
169 Amplitude Capital International Limited
Dynamic Strategy
-5.61 6/1/2005
168 Clarke Capital Management
Worldwide
-5.52 250k 1/1/1996
167 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-5.51 5,000k 11/1/2012
166 Spectrum Asset Management LLC
Global Diversified
-5.51 2,000k 1/1/2001
165 ALFAKRAFT
ALFA Commodity Fund
-5.51 16k 6/1/2010
164 Covenant Capital Management
Original Program
-5.49 5,000k 9/1/1999
163 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-5.48 5,000k 10/1/2007
162 EMC Capital Advisors, LLC
Classic
-5.40 5,000k 1/1/1985
161 Chesapeake Capital
Diversified (LV)
-5.40 100k 2/1/1988
160 Conquest Capital Group
Conquest Select
-5.38 250k 6/1/2004
159 Eclipse Capital Management
Global Monetary
-5.20 5,000k 8/1/1990
158 John Locke Investments
Cyril Systematic Program
-5.02 8,000k 7/1/2000
157 M.S. Capital Management
Global Diversified Program
-4.94 2,000k 11/1/1998
156 Alee Capital Management, LLC
Mistral Program
-4.92 2,500k 1/1/1999
155 Emil van Essen
EvE Systematic Global Opportunities
-4.88 1,000k 9/1/2007
154 ISAM
ISAM Systematic Trend Fund
-4.80 1,000k 6/1/2001
153 Wavefront Global Asset Management
IMFC Global Investment Program
-4.78 2,000k 2/1/2007
152 Briarwood Capital Management, Inc.
Diversified 2XL
-4.74 250k 11/1/2004
151 QCM
Alpha Financials Program
-4.64 10,000k 6/1/2012
150 Clarke Capital Management
Global Basic
-4.62 50k 2/1/1996
149 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.51 1/1/1989
148 Wimmer Horizon LLP
Managed Account
-4.50 5,000k 5/1/2005
147 Mark J. Walsh Company
Standard Program
-4.41 2,000k 9/1/1985
146 Adamah Capital LLC
Asset Allocator Program
-4.40 50k 3/1/2011
145 Wraith Capital LLP
Wraith Dynamic Futures Fund
-4.38 100k 1/1/2011
144 Superfund Group
Superfund Green Q-AG
-4.37 2k 3/1/1996
143 Wavefront Global Asset Management
IMFC Global Concentrated
-4.36 500k 4/1/2009
142 Rivoli Fund Management
Rivoli International Fund (V9)
-4.27 5,000k 1/1/2002
141 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.26 100k 1/1/2005
140 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.24 10,000k 1/1/1991
139 Drury Capital
Diversified Trend-Following Program
-4.22 5,000k 5/1/1997
138 John Locke Investments
JL Commodity Long Flat Program
-4.09 5,000k 12/1/2007
137 Clarke Capital Management
Global Magnum
-4.05 100k 8/1/1997
136 Welton Investment Partners
Welton Global
-3.95 10,000k 6/1/2004
135 Superfund Group
Superfund Green L.P. Series A
-3.85 5k 10/1/2002
134 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.85 50k 12/1/2007
133 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.83 250k 10/1/2009
132 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.73 10,000k 8/1/2004
131 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.67 10,000k 8/1/1999
130 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.65 10,000k 1/1/1995
129 Saxon Investment Corporation
Aggressive Diversified Program
-3.53 2,000k 11/1/1993
128 Quantum Leap Capital Management
Managed Account Program
-3.50 300k 8/1/2006
127 Estlander & Partners
Global Markets
-3.47 10,000k 8/1/1999
126 Future Trade AG
Thales Swing Trading Programme
-3.47 250k 6/1/2007
125 Xplor Capital Management, LLC
Global CTA Program
-3.39 1,500k 7/1/2004
124 FORT LP
Fort Global Diversified
-3.37 2,000k 10/1/1993
123 Alee Capital Management, LLC
Poniente Program
-3.35 2,500k 1/1/1999
122 Vergho Asset Management LLC
Kinematics
-3.31 1,000k 11/1/2008
121 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-3.27 500k 4/1/2009
120 Molinero Capital Management LLP
Global Markets Program
-3.26 2,000k 7/1/2005
119 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-3.08 10k 7/1/2005
118 Abraham Trading Company
Diversified Program
-2.92 10,000k 1/1/1988
117 Quantica Capital AG
Quantica Managed Futures
-2.89 5,000k 1/1/2005
116 Endeavour Capital LLP
Endeavour Pembroke
-2.80 2,000k 7/1/2007
115 Millburn Corporation
Multi-Markets Program
-2.70 25,000k 10/1/2004
114 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-2.62 4,000k 2/1/2011
113 Parizek Capital
Futures Trading Program
-2.60 500k 4/1/2000
112 FORT LP
Fort Global Contrarian
-2.58 2,000k 10/1/2002
111 Winton Capital Management
Diversified
-2.54 50,000k 10/1/1997
110 Di Tomasso Group Inc.
Equilibrium Program
-2.52 5,000k 1/1/2002
109 Millburn Corporation
Commodity Program
-2.51 25,000k 3/1/2005
108 AllMountain Capital AG
Mount Denali Global Trends
-2.49 160k 7/1/2007
107 Ancile Capital Management
Global Markets Program
-2.46 2,000k 4/1/2005
106 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.42 10,000k 2/1/1999
105 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.30 3,000k 7/1/2001
104 Crabel Capital Management
WPD Crabel Futures Program
-2.26 1,000k 7/1/2008
103 Hyman Beck and Company
Global Portfolio
-2.24 1,000k 3/1/1991
102 Metolius Capital LLC
Metolius Diversified
-2.20 100k 6/1/2010
101 Blackwater Capital Management
Global Program
-2.15 5,000k 7/1/2005
100 IStar Capital B.V.
IStar Systematic Fund
-2.11 1,000k 9/1/2011
99 Millburn Corporation
Diversified Program
-2.04 20,000k 2/1/1977
98 IDS Capital
IDS F&F Systematic Trading
-2.00 50k 7/1/2013
97 Deep Field Capital AG
SINGULARITY Fund
-1.98 100k 9/1/2011
96 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.93 1k 10/1/2006
95 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.91 1,500k 1/1/2009
94 Revolution Capital Management
Mosaic Program
-1.89 10,000k 10/1/2006
93 Mondiale Asset Management
Mondiale Trading Program
-1.85 0k 9/1/1997
92 Claughton Capital
Institutional Program
-1.84 1,000k 10/1/2005
91 Quantitative Investment Management
Quantitative Global Program
-1.81 20,000k 10/1/2003
90 Saxon Investment Corporation
Diversified Program
-1.80 3,000k 9/1/1988
89 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.79 500k 1/1/2006
88 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.79 1,000k 10/1/2006
87 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.75 100k 2/1/2010
86 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.73 1,500k 4/1/2006
85 MERIT Alternative Investments GmbH
Futures Portfolio
-1.72 2,000k 6/1/1998
84 Auctos Capital Management
Auctos Global Diversified
-1.72 3,000k 11/1/2007
83 FTC Capital GmbH
FTC Global Diversified
-1.69 0k 3/1/2012
82 Gladius Asset Management
Fulham Program
-1.67 2,000k 1/1/2008
81 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.54 1,000k 3/1/2003
80 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-1.53 250k 8/1/2011
79 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.49 250k 5/1/2011
78 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.48 5,000k 6/1/2010
77 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.30 4,000k 11/1/2008
76 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.28 100k 8/1/2009
75 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.28 10,000k 3/1/2006
74 IKOS
IKOS Futures Fund
-1.09 1,000k 2/1/2010
73 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.08 200k 11/1/1999
72 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.01 3,000k 5/1/2010
71 ROW Asset Managment
Row Diversified Fund, L.P.
-0.97 1,000k 11/1/2011
70 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.96 1,000k 3/1/1998
69 Ion Asset Architecture
Ion Fund Program
-0.91 10,000k 11/1/2007
68 Ion Asset Architecture (Fund Program)
Ion Fund
-0.91 100k 11/1/2007
67 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.85 10,000k 8/1/2009
66 Northfield Trading
Diversified
-0.79 2,000k 7/1/1989
65 Revolution Capital Management
Mosaic Institutional Program
-0.72 25,000k 9/1/2009
64 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.72 5,000k 1/1/2005
63 FRP CAPITAL LLC
FRP125+
-0.60 125k 1/1/2010
62 Beryl Investment Group LLC
Nominal Discretionary System
-0.58 50k 7/1/2007
61 Conquest Capital Group
Conquest Macro
-0.41 250k 5/1/1999
60 Clarke Capital Management
FX Plus
-0.41 1,000k 5/1/2004
59 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
-0.39 100k 1/1/2012
58 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-0.28 100k 5/1/2011
57 Futures Truth Company, FTC-CTA
200K Options Strategy
-0.22 200k 12/1/2009
56 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.18 10,000k 1/1/2007
55 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.14 10,000k 8/1/2007
54 Mobius Asset Management
Custom Trading Program
-0.13 100k 1/1/2002
53 Red Rock Capital, LLC
Systematic Global Macro
-0.06 500k 9/1/2003
52 Haar Capital Management
Discretionary Commodity Trading Program
-0.06 250k 12/1/2005
51 Jaguar Investments Ltd
Vario Capital Strategy
-0.01 1,000k 5/1/2016
50 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
49 Robust Methods LLC
Macro Managed Account
0.01 5,000k 1/1/2005
48 GT CAPITAL CTA
GT CAPITAL CTA
0.03 150k 6/1/2009
47 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.10 1,000k 9/1/1997
46 Mobius Asset Management
Diversified Program
0.10 250k 3/1/2004
45 NuWave Investment Management, LLC
Combined Futures Portfolio
0.11 5,000k 6/1/2001
44 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.16 250k 6/1/2001
43 RAM Management Group
RAM MRTP 1X-Conservative
0.23 1,000k 9/1/1993
42 Superfund Group
Superfund Blue SPC Class A (EUR)
0.23 50k 4/1/2005
41 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.25 10,000k 8/1/2009
40 Stenger Capital Management, LLC
Diversified Trading Program
0.33 200k 4/1/2010
39 IKOS
The IKOS Hedge Fund
0.38 10,000k 7/1/1998
38 OptHedge Advisors LLC
Diversified Options & Futures Program
0.45 250k 10/1/2008
37 Red Oak Commodity Advisors
Investment Program
0.45 5,000k 12/1/1989
36 Revolution Capital Management
Alpha Program
0.53 5,000k 6/1/2007
35 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.56 1,000k 5/1/2006
34 Revolution Capital Management
Alpha Fund
0.70 50k 1/1/2005
33 RAM Management Group
MRTP Aggressive
0.80 1,000k 2/1/1998
32 HASAFUMA
Börstjänaren Hedgehog
0.86 60k 5/1/2012
31 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
0.95 25,000k 3/1/2010
30 1OAK Capital Limited
ACORN Commodity
1.10 5,000k 5/1/2012
29 Futures Truth Company, FTC-CTA
MS4
1.23 250k 10/1/2007
28 Emil van Essen
Spread Trading Program
1.41 5,000k 12/1/2006
27 Dominion Capital
Sapphire Program
1.46 3,000k 5/1/2005
26 Non Correlated Capital
Positive Theta Program
2.03 250k 10/1/2007
25 GLOBIVEST LLC
Alpha Program
2.04 50k 4/1/2009
24 Crabel Capital Management
Crabel Multi-Product
2.06 1,000k 3/1/1998
23 Serac, LLC
Diversified Reversal Program
2.23 200k 4/1/2011
22 Non Correlated Capital
Positive Theta Fund
2.24 50k 10/1/2007
21 White Indian Trading Co.
SCS Program (Client)
2.31 250k 2/1/2011
20 Global Vista Advisors, LLC
Global Vista Options ("GVO")
2.35 50k 10/1/2010
19 Zoi Capital, LLC
Telio Program (Client)
2.63 200k 4/1/2010
18 Insignia Managed Capital
Epoch3
2.85 20k 7/1/2009
17 Romanesco Capital Management B.V
Persistence Program
2.85 5,000k 9/1/2005
16 Insignia Managed Capital
Medallion
2.91 50k 2/1/2009
15 White River Group
Diversified Option Writing Strategy
3.54 20k 11/1/2008
14 Quantis Asset Management
PFM Systematic
3.72 15k 5/1/2010
13 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
3.96 150k 1/1/2011
12 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
4.03 100k 10/1/2009
11 HB Capital Management Inc.
Diversified Program
4.18 50k 3/1/2008
10 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.29 100k 3/1/2003
9 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.52 750k 1/1/2009
8 Rosetta Capital Management
Macro Program
5.12 50k 1/1/2009
7 Option Capital Advisory
OCA Premium
6.17 100k 5/1/2011
6 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
7.87 50k 10/1/2011
5 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
8.33 25k 1/1/2011
4 Dendrich Ltd
QEP
10.94 50k 12/1/2005
3 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
15.96 25k 1/1/2012
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
16.89 250k 10/1/2008
1 White Indian Trading Co.
STAIRS (Client)
18.96 250k 5/1/2009

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan