Diversified Trader Index For December 2012

Monthly Rankings

Rank CTA/Program Dec 2012 Min Inv Inception
215 Conquest Capital Group
Conquest Macro
-5.97 250k 5/1/1999
214 Melissinos Trading
Eupatrid Program
-5.81 50k 1/1/2011
213 Rosetta Capital Management
Macro Program
-4.99 50k 1/1/2009
212 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.75 200k 1/1/2007
211 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-4.43 100k 5/1/2011
210 Revolution Capital Management
Mosaic Program
-4.06 10,000k 10/1/2006
209 HB Capital Management Inc.
Diversified Program
-4.01 50k 3/1/2008
208 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.76 2,000k 7/1/1992
207 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.71 50k 12/1/2007
206 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-2.82 150k 1/1/2011
205 Mobius Asset Management
Custom Trading Program
-2.75 100k 1/1/2002
204 RAM Management Group
MRTP Aggressive
-2.67 1,000k 2/1/1998
203 Chesapeake Capital
Diversified (LV)
-2.52 100k 2/1/1988
202 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.48 50k 10/1/2010
201 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.25 3,000k 5/1/2010
200 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.19 3,000k 10/1/1992
199 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-2.10 75k 6/1/2007
198 HASAFUMA
Börstjänaren Hedgehog
-2.08 60k 5/1/2012
197 Crabel Capital Management
WPD Crabel Futures Program
-2.01 1,000k 7/1/2008
196 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-1.98 10k 7/1/2005
195 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.94 5,000k 10/1/2007
194 Millburn Corporation
Commodity Program
-1.84 25,000k 3/1/2005
193 White Indian Trading Co.
STAIRS - Futures Program (Client)
-1.73 250k 10/1/2008
192 Revolution Capital Management
Mosaic Institutional Program
-1.59 25,000k 9/1/2009
191 White Indian Trading Co.
STAIRS (Client)
-1.55 250k 5/1/2009
190 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.51 5,000k 6/1/2001
189 Somers Brothers Capital
Diversified Futures Program #1
-1.48 100k 1/1/2005
188 Vergho Asset Management LLC
Kinematics
-1.47 1,000k 11/1/2008
187 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.46 250k 6/1/2001
186 Clarke Capital Management
Millennium
-1.45 1,000k 1/1/1998
185 Dendrich Ltd
QEP
-1.37 50k 12/1/2005
184 Dominion Capital
Sapphire Program
-1.35 3,000k 5/1/2005
183 John Locke Investments
JL Commodity Long Flat Program
-1.29 5,000k 12/1/2007
182 Red Rock Capital, LLC
Systematic Global Macro
-1.14 500k 9/1/2003
181 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.08 1,000k 10/1/2006
180 Lynx Asset Management AB
Lynx Program
-0.97 75k 5/1/2000
179 RAM Management Group
RAM MRTP 1X-Conservative
-0.93 1,000k 9/1/1993
178 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.90 100k 5/1/1989
177 Di Tomasso Group Inc.
Equilibrium Program
-0.85 5,000k 1/1/2002
176 Wimmer Horizon LLP
Managed Account
-0.84 5,000k 5/1/2005
175 Hawksbill Capital Management
Global Diversified
-0.82 5,000k 11/1/1988
174 Saxon Investment Corporation
Aggressive Diversified Program
-0.81 2,000k 11/1/1993
173 Insignia Managed Capital
Medallion
-0.81 50k 2/1/2009
172 FRP CAPITAL LLC
FRP125+
-0.78 125k 1/1/2010
171 Quality Capital Management
Global Diversified Programme
-0.76 10,000k 12/1/1995
170 Haar Capital Management
Discretionary Commodity Trading Program
-0.74 250k 12/1/2005
169 ALFAKRAFT
ALFA Commodity Fund
-0.74 16k 6/1/2010
168 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.68 1/1/1989
167 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.66 1,000k 5/1/2006
166 Alee Capital Management, LLC
Mistral Program
-0.65 2,500k 1/1/1999
165 ROW Asset Managment
Row Diversified Fund, L.P.
-0.64 1,000k 11/1/2011
164 Auctos Capital Management
Auctos Global Diversified
-0.64 3,000k 11/1/2007
163 Ion Asset Architecture (Fund Program)
Ion Fund
-0.62 100k 11/1/2007
162 Welton Investment Partners
Welton Global
-0.62 10,000k 6/1/2004
161 Ion Asset Architecture
Ion Fund Program
-0.62 10,000k 11/1/2007
160 Futures Truth Company, FTC-CTA
MS4
-0.62 250k 10/1/2007
159 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
-0.59 25,000k 3/1/2010
158 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.53 100k 2/1/2010
157 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.50 10,000k 8/1/2009
156 GLOBIVEST LLC
Alpha Program
-0.48 50k 4/1/2009
155 Saxon Investment Corporation
Diversified Program
-0.48 3,000k 9/1/1988
154 Mobius Asset Management
Diversified Program
-0.40 250k 3/1/2004
153 Quantica Capital AG
Quantica Managed Futures
-0.39 5,000k 1/1/2005
152 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-0.38 25k 1/1/2011
151 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.35 1,000k 3/1/1998
150 Robust Methods LLC
Macro Managed Account
-0.34 5,000k 1/1/2005
149 FTC Capital GmbH
FTC Global Diversified
-0.32 0k 3/1/2012
148 Endeavour Capital LLP
Endeavour Pembroke
-0.29 2,000k 7/1/2007
147 1OAK Capital Limited
ACORN Commodity
-0.22 5,000k 5/1/2012
146 Deep Field Capital AG
SINGULARITY Fund
-0.21 100k 9/1/2011
145 Tactical Investment Management
Tactical Institutional Commodity Program
-0.19 10,000k 4/1/1993
144 Amplitude Capital International Limited
Klassik Strategy
-0.17 1,000k 9/1/2009
143 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.15 10,000k 1/1/2007
142 ISAM
ISAM Systematic Trend Fund
-0.14 1,000k 6/1/2001
141 Revolution Capital Management
Alpha Fund
-0.11 50k 1/1/2005
140 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.09 750k 1/1/2009
139 Red Oak Commodity Advisors
Investment Program
-0.08 5,000k 12/1/1989
138 Eckhardt Trading Company
Evolution Strategies
-0.07 20,000k 8/1/1991
137 Revolution Capital Management
Alpha Program
-0.05 5,000k 6/1/2007
136 Quantis Asset Management
PFM Systematic
-0.05 15k 5/1/2010
135 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.03 10,000k 10/1/1991
134 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
133 Rabar Market Research
Diversified Program
0.03 2,000k 1/1/1989
132 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.09 1,000k 9/1/2009
131 IKOS
IKOS Futures Fund
0.09 1,000k 2/1/2010
130 Serac, LLC
Diversified Reversal Program
0.10 200k 4/1/2011
129 Beryl Investment Group LLC
Nominal Discretionary System
0.11 50k 7/1/2007
128 Kelly Angle Inc.
Genesis Program
0.16 2,000k 4/1/2000
127 Stenger Capital Management, LLC
Diversified Trading Program
0.23 200k 4/1/2010
126 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.25 10,000k 8/1/2009
125 Emil van Essen
Spread Trading Program
0.27 5,000k 12/1/2006
124 M.S. Capital Management
Global Diversified Program
0.27 2,000k 11/1/1998
123 IKOS
The IKOS Hedge Fund
0.30 10,000k 7/1/1998
122 MERIT Alternative Investments GmbH
Futures Portfolio
0.32 2,000k 6/1/1998
121 Xplor Capital Management, LLC
Global CTA Program
0.36 1,500k 7/1/2004
120 Future Trade AG
Thales Swing Trading Programme
0.36 250k 6/1/2007
119 Superfund Group
Superfund Green Gold A (SPC)
0.37 5k 10/1/2005
118 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
0.37 25k 1/1/2012
117 Transtrend B.V.
DTP – Standard Risk (EUR)
0.37 10,000k 2/1/1999
116 Estlander & Partners
Alpha Trend
0.38 30,000k 10/1/1991
115 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.39 5,000k 6/1/2006
114 Adamah Capital LLC
Asset Allocator Program
0.40 50k 3/1/2011
113 Jaguar Investments Ltd
Vario Capital Strategy
0.41 1,000k 5/1/2016
112 GT CAPITAL CTA
GT CAPITAL CTA
0.43 150k 6/1/2009
111 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.43 5,000k 1/1/2005
110 Wavefront Global Asset Management
IMFC Global Concentrated
0.44 500k 4/1/2009
109 OptHedge Advisors LLC
Diversified Options & Futures Program
0.45 250k 10/1/2008
108 Parizek Capital
Futures Trading Program
0.47 500k 4/1/2000
107 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.48 500k 1/1/2006
106 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.50 10,000k 1/1/1995
105 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.52 10,000k 8/1/1999
104 Superfund Group
Superfund Blue SPC Class A (EUR)
0.54 50k 4/1/2005
103 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
0.55 100k 1/1/2012
102 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.58 10,000k 8/1/2004
101 Rabar Market Research
Short-Term Program
0.59 2,000k 11/1/2009
100 IDS Capital
IDS F&F Systematic Trading
0.60 50k 7/1/2013
99 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.62 1,000k 3/1/2003
98 Wavefront Global Asset Management
IMFC Global Investment Program
0.63 2,000k 2/1/2007
97 Abraham Trading Company
Diversified Program
0.64 10,000k 1/1/1988
96 Zoi Capital, LLC
Telio Program (Client)
0.71 200k 4/1/2010
95 Wraith Capital LLP
Wraith Dynamic Futures Fund
0.71 100k 1/1/2011
94 Spectrum Asset Management LLC
Global Diversified
0.75 2,000k 1/1/2001
93 Mulvaney Capital Management
The Mulvaney Global Markets Fund
0.76 100k 5/1/1999
92 Amplitude Capital International Limited
Dynamic Strategy
0.80 6/1/2005
91 Estlander & Partners
Alpha Trend II - Class P
0.88 100k 12/1/2008
90 Estlander & Partners
Global Markets
0.89 10,000k 8/1/1999
89 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.89 250k 5/1/2011
88 Claughton Capital
Institutional Program
0.92 1,000k 10/1/2005
87 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.95 100k 8/1/2009
86 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.96 10,000k 3/1/2006
85 Altradis Capital AG
AlphAlgo
0.98 100k 5/1/2007
84 Superfund Group
Superfund Green Gold L.P. Series A-1
0.98 5k 4/1/2009
83 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.98 1,500k 4/1/2006
82 FORT LP
Fort Global Contrarian
0.98 2,000k 10/1/2002
81 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.98 5,000k 6/1/2010
80 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.98 50k 10/1/2011
79 Mondiale Asset Management
Mondiale Trading Program
1.01 0k 9/1/1997
78 Gladius Asset Management
Fulham Program
1.01 2,000k 1/1/2008
77 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.04 1,500k 1/1/2009
76 Estlander & Partners
Freedom
1.12 20,000k 8/1/2010
75 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.18 1,000k 9/1/1997
74 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.18 500k 4/1/2009
73 Non Correlated Capital
Positive Theta Program
1.18 250k 10/1/2007
72 Mark J. Walsh Company
Standard Program
1.19 2,000k 9/1/1985
71 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.19 1k 10/1/2006
70 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
69 Millburn Corporation
Multi-Markets Program
1.34 25,000k 10/1/2004
68 Winton Capital Management
Diversified
1.36 50,000k 10/1/1997
67 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.37 10,000k 8/1/2007
66 Futures Truth Company, FTC-CTA
200K Options Strategy
1.38 200k 12/1/2009
65 Millburn Corporation
Diversified Program
1.42 20,000k 2/1/1977
64 DUNN Capital Management
D'Best Futures Fund, L.P.
1.46 100k 6/1/1994
63 Non Correlated Capital
Positive Theta Fund
1.58 50k 10/1/2007
62 Romanesco Capital Management B.V
Persistence Program
1.60 5,000k 9/1/2005
61 Ancile Capital Management
Global Markets Program
1.62 2,000k 4/1/2005
60 John Locke Investments
Cyril Systematic Program
1.63 8,000k 7/1/2000
59 FORT LP
Fort Global Diversified
1.64 2,000k 10/1/1993
58 Crabel Capital Management
Crabel Multi-Product
1.64 1,000k 3/1/1998
57 Sharp Mountain Advisors, LLC
Diversified Managed Futures
1.64 250k 8/1/2011
56 Quantitative Investment Management
Quantitative Global Program
1.66 20,000k 10/1/2003
55 Estlander & Partners
Global XL
1.69 5,000k 8/1/1991
54 Covenant Capital Management
Original Program
1.70 5,000k 9/1/1999
53 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.73 4,000k 11/1/2008
52 Superfund Group
Superfund Green Gold B (SPC)
1.79 50k 10/1/2005
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
50 White Indian Trading Co.
SCS Program (Client)
1.91 250k 2/1/2011
49 Drury Capital
Diversified Trend-Following Program
1.93 5,000k 5/1/1997
48 Rho Asset Management
Rho Altius 1XL Program
1.94 5,000k 11/1/2007
47 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.98 100k 1/1/2005
46 Superfund Group
Superfund Green L.P. Series A
1.99 5k 10/1/2002
45 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.00 5,000k 11/1/2012
44 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.04 250k 10/1/2009
43 Option Capital Advisory
OCA Premium
2.08 100k 5/1/2011
42 Metolius Capital LLC
Metolius Diversified
2.15 100k 6/1/2010
41 Northfield Trading
Diversified
2.25 2,000k 7/1/1989
40 Superfund Group
Superfund Green Q-AG
2.50 2k 3/1/1996
39 Insignia Managed Capital
Epoch3
2.51 20k 7/1/2009
38 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.64 100k 11/1/1984
37 White River Group
Diversified Option Writing Strategy
2.67 20k 11/1/2008
36 Southwest Managed Investments, LLC
Global Diversified
2.68 200k 1/1/2002
35 Alee Capital Management, LLC
Poniente Program
2.70 2,500k 1/1/1999
34 Covenant Capital Management
Aggressive Program
2.80 3,000k 2/1/2004
33 Superfund Group
Superfund Green Gold L.P. Series B-1
2.89 5k 4/1/2009
32 AllMountain Capital AG
Mount Denali Global Trends
3.08 160k 7/1/2007
31 IStar Capital B.V.
IStar Systematic Fund
3.12 1,000k 9/1/2011
30 Superfund Group
Superfund Green Gold C (SPC)
3.30 100k 10/1/2005
29 Purple Valley Capital, Inc.
Diversified Trend 1
3.33 100k 8/1/2008
28 Conquest Capital Group
Conquest Select
3.34 250k 6/1/2004
27 Quality Capital Management
Alpha Financials Program
3.47 10,000k 6/1/2012
26 Superfund Group
Superfund Green L.P. Series B
3.48 5k 10/1/2002
25 Blackwater Capital Management
Global Program
3.62 5,000k 7/1/2005
24 Hyman Beck and Company
Global Portfolio
3.67 1,000k 3/1/1991
23 Rivoli Fund Management
Rivoli International Fund (V9)
3.77 5,000k 1/1/2002
22 Superfund Group
Superfund Green GCT USD
3.87 15k 1/1/2000
21 Clarke Capital Management
Global Magnum
3.93 100k 8/1/1997
20 Molinero Capital Management LLP
Global Markets Program
4.11 2,000k 7/1/2005
19 Angle Capital Management LLC
AIP Program
4.37 100k 1/1/2010
18 Emil van Essen
EvE Systematic Global Opportunities
4.54 1,000k 9/1/2007
17 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.58 100k 3/1/2003
16 Eclipse Capital Management
Global Monetary
4.73 5,000k 8/1/1990
15 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
4.85 100k 7/1/2011
14 Clarke Capital Management
Worldwide
4.92 250k 1/1/1996
13 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
5.00 100k 10/1/2009
12 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
5.42 4,000k 2/1/2011
11 Rivoli Fund Management
Rivoli International Fund (MAP)
5.58 5,000k 10/1/1996
10 Superfund Group
Superfund Green Master
5.79 2,000k 5/1/2001
9 Clarke Capital Management
Jupiter
5.92 3,000k 5/1/2005
8 Dreiss Research Corporation
Diversified Program
7.17 1,000k 5/1/1991
7 Keck Capital Management LLC
The Keck Program
7.34 2,000k 12/1/2003
6 Briarwood Capital Management, Inc.
Diversified Trading Program
7.56 3,000k 7/1/2001
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.76 200k 11/1/1999
4 Clarke Capital Management
FX Plus
8.32 1,000k 5/1/2004
3 Quantum Leap Capital Management
Managed Account Program
9.10 300k 8/1/2006
2 Clarke Capital Management
Global Basic
9.15 50k 2/1/1996
1 Briarwood Capital Management, Inc.
Diversified 2XL
17.44 250k 11/1/2004

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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