Diversified Trader Index For February 2012

Monthly Rankings

Rank CTA/Program Feb 2012 Min Inv Inception
210 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.40 100k 5/1/1989
209 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-6.64 100k 3/1/2003
208 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-6.43 100k 10/1/2009
207 Revolution Capital Management
Mosaic Program
-6.39 10,000k 10/1/2006
206 Molinero Capital Management LLP
Global Markets Program
-6.30 2,000k 7/1/2005
205 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.13 250k 5/1/2011
204 Conquest Capital Group
Conquest Macro
-6.04 250k 5/1/1999
203 Wraith Capital LLP
Wraith Dynamic Futures Fund
-5.97 100k 1/1/2011
202 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.96 100k 11/1/1984
201 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-4.70 3,000k 5/1/2010
200 Ancile Capital Management
Global Markets Program
-4.68 2,000k 4/1/2005
199 Emil van Essen
Spread Trading Program
-4.51 5,000k 12/1/2006
198 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.30 10,000k 3/1/2006
197 Acorn Global Investments Inc.
Acorn Diversified Program
-4.19 10k 7/1/2005
196 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.89 100k 6/1/1994
195 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.84 50k 12/1/2007
194 GT CAPITAL CTA
GT CAPITAL CTA
-3.56 150k 6/1/2009
193 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.04 5,000k 6/1/2001
192 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.04 250k 6/1/2001
191 Rosetta Capital Management
Macro Program
-2.85 50k 1/1/2009
190 Wavefront Global Asset Management
IMFC Global Investment Program
-2.75 2,000k 2/1/2007
189 Chesapeake Capital
Diversified (LV)
-2.68 100k 2/1/1988
188 Revolution Capital Management
Mosaic Institutional Program
-2.51 25,000k 9/1/2009
187 Endeavour Capital LLP
Endeavour Pembroke
-2.49 2,000k 7/1/2007
186 Dominion Capital
Sapphire Program
-2.46 3,000k 5/1/2005
185 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-2.40 4,000k 2/1/2011
184 Wavefront Global Asset Management
IMFC Global Concentrated
-2.38 500k 4/1/2009
183 Red Rock Capital, LLC
Systematic Global Macro
-2.25 500k 9/1/2003
182 Dreiss Research Corporation
Diversified Program
-2.19 1,000k 5/1/1991
181 Emil van Essen
EvE Systematic Global Opportunities
-2.16 1,000k 9/1/2007
180 Xplor Capital Management, LLC
Global CTA Program
-2.08 1,500k 7/1/2004
179 FORT LP
Fort Global Diversified
-1.95 2,000k 10/1/1993
178 White Indian Trading Co.
STAIRS - Futures Program (Client)
-1.95 250k 10/1/2008
177 Romanesco Capital Management B.V
Persistence Program
-1.89 5,000k 9/1/2005
176 Millburn Corporation
Multi-Markets Program
-1.84 25,000k 10/1/2004
175 Vergho Asset Management LLC
Kinematics
-1.75 1,000k 11/1/2008
174 IKOS
IKOS Futures Fund
-1.75 1,000k 2/1/2010
173 Abraham Trading Company
Diversified Program
-1.54 10,000k 1/1/1988
172 Beach Horizon LLP
Managed Account
-1.53 5,000k 5/1/2005
171 Millburn Corporation
Diversified Program
-1.47 20,000k 2/1/1977
170 Quantitative Investment Management
Quantitative Global Program
-1.41 20,000k 10/1/2003
169 White Indian Trading Co.
STAIRS (Client)
-1.41 250k 5/1/2009
168 Futures Truth Company, FTC-CTA
200K Options Strategy
-1.40 200k 12/1/2009
167 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-1.38 25,000k 3/1/2010
166 Di Tomasso Group Inc.
Equilibrium Program
-1.38 5,000k 1/1/2002
165 Ion Asset Architecture
Ion Fund Program
-1.34 10,000k 11/1/2007
164 Ion Asset Architecture (Fund Program)
Ion Fund
-1.34 100k 11/1/2007
163 M.S. Capital Management
Global Diversified Program
-1.24 2,000k 11/1/1998
162 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.10 4,000k 11/1/2008
161 IKOS
The IKOS Hedge Fund
-1.08 10,000k 7/1/1998
160 Crabel Capital Management
Crabel Multi-Product
-1.05 1,000k 3/1/1998
159 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.97 1,500k 4/1/2006
158 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.92 200k 1/1/2007
157 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.90 1,000k 5/1/2006
156 IDS Capital
IDS F&F Systematic Trading
-0.90 50k 7/1/2013
155 HB Capital Management Inc.
Diversified Program
-0.87 50k 3/1/2008
154 Millburn Corporation
Commodity Program
-0.85 25,000k 3/1/2005
153 Winton Capital Management
Diversified
-0.83 50,000k 10/1/1997
152 Mobius Asset Management
Custom Trading Program
-0.79 100k 1/1/2002
151 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.74 150k 1/1/2011
150 Manning & Napier
MN Xenon Managed Futures (2x) Program
-0.68 5,000k 6/1/2006
149 Melissinos Trading
Eupatrid Program
-0.67 50k 1/1/2011
148 IStar Capital B.V.
IStar Systematic Fund
-0.64 1,000k 9/1/2011
147 Spectrum Asset Management LLC
Global Diversified
-0.63 2,000k 1/1/2001
146 Lynx Asset Management AB
Lynx Program
-0.57 75k 5/1/2000
145 Mondiale Asset Management
Mondiale Trading Program
-0.56 0k 9/1/1997
144 Adamah Capital LLC
Asset Allocator Program
-0.50 50k 3/1/2011
143 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.32 1k 10/1/2006
142 MERIT Alternative Investments GmbH
Futures Portfolio
-0.23 2,000k 6/1/1998
141 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.21 5k 4/1/2009
140 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.21 50k 4/1/2005
139 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.20 10,000k 8/1/2009
138 FORT LP
Fort Global Contrarian
-0.19 2,000k 10/1/2002
137 Superfund Group
Superfund Green Gold A (SPC)
-0.13 5k 10/1/2005
136 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-0.12 100k 5/1/2011
135 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.08 1/1/1989
134 Mobius Asset Management
Diversified Program
-0.07 250k 3/1/2004
128 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
129 Quantum Leap Capital Management
Managed Account Program
0.00 300k 8/1/2006
130 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
131 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
132 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
133 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
127 Saxon Investment Corporation
Diversified Program
0.03 3,000k 9/1/1988
126 Saxon Investment Corporation
Aggressive Diversified Program
0.06 2,000k 11/1/1993
125 Auctos Capital Management
Auctos Global Diversified
0.10 3,000k 11/1/2007
124 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.16 5,000k 11/1/2012
123 Claughton Capital
Auto-Reactive Positioning
0.28 1,000k 10/1/2005
122 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.33 100k 1/1/2005
121 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.37 1,000k 3/1/1998
120 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
0.37 100k 1/1/2012
119 Beryl Investment Group LLC
Nominal Discretionary System
0.38 50k 7/1/2007
118 Tactical Investment Management
Tactical Institutional Commodity Program
0.45 10,000k 4/1/1993
117 Gladius Asset Management
Fulham Program
0.45 2,000k 1/1/2008
116 Superfund Group
Superfund Green Gold L.P. Series B-1
0.46 5k 4/1/2009
115 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.59 10,000k 1/1/2007
114 Futures Truth Company, FTC-CTA
MS4
0.60 250k 10/1/2007
113 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
0.69 25k 1/1/2012
112 Stenger Capital Management, LLC
Diversified Trading Program
0.70 200k 4/1/2010
111 Jaguar Investments Ltd
Vario Capital Strategy
0.74 1,000k 5/1/2016
110 Covenant Capital Management
Original Program
0.76 5,000k 9/1/1999
109 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.78 100k 5/1/1999
108 ALFAKRAFT
ALFA Commodity Fund
0.80 16k 6/1/2010
107 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.80 200k 11/1/1999
106 Mark J. Walsh Company
Standard Program
0.80 2,000k 9/1/1985
105 Crabel Capital Management
WPD Crabel Futures Program
0.82 1,000k 7/1/2008
104 Superfund Group
Superfund Green Gold B (SPC)
0.86 50k 10/1/2005
103 Haar Capital Management
Discretionary Commodity Trading Program
0.87 250k 12/1/2005
102 Metolius Capital LLC
Metolius Diversified
0.93 100k 6/1/2010
101 Superfund Group
Superfund Green L.P. Series A
0.95 5k 10/1/2002
100 Robust Methods LLC
Macro Managed Account
0.98 5,000k 1/1/2005
99 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.98 1,000k 10/1/2006
98 Rivoli Fund Management
Rivoli International Fund (V9)
1.03 5,000k 1/1/2002
97 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.11 1,000k 9/1/1997
96 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.22 100k 2/1/2010
95 Welton Investment Partners
Welton Global
1.31 10,000k 6/1/2004
94 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.31 10,000k 1/1/1991
93 Rivoli Fund Management
Rivoli International Fund (MAP)
1.34 5,000k 10/1/1996
92 Amplitude Capital International Limited
Dynamic Strategy
1.36 6/1/2005
91 Transtrend B.V.
DTP – Standard Risk (EUR)
1.37 10,000k 2/1/1999
90 Superfund Group
Superfund Green L.P. Series B
1.45 5k 10/1/2002
89 John Locke Investments
Cyril Systematic Program
1.45 8,000k 7/1/2000
88 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.49 500k 1/1/2006
87 Conquest Capital Group
Conquest Select
1.57 250k 6/1/2004
86 Rabar Market Research
Short-Term Program
1.57 2,000k 11/1/2009
85 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.58 10,000k 8/1/2007
84 Non Correlated Capital
Positive Theta Program
1.68 250k 10/1/2007
83 Eckhardt Trading Company
Evolution Strategies
1.68 20,000k 8/1/1991
82 OptHedge Advisors LLC
Diversified Options & Futures Program
1.72 250k 10/1/2008
81 Non Correlated Capital
Positive Theta Fund
1.73 50k 10/1/2007
80 GLOBIVEST LLC
Alpha Program
1.80 50k 4/1/2009
79 Estlander & Partners
Alpha Trend
1.85 30,000k 10/1/1991
78 ROW Asset Managment
Row Diversified Fund, L.P.
1.86 1,000k 11/1/2011
77 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
1.87 100k 8/1/2009
76 Superfund Group
Superfund Green Gold C (SPC)
1.87 100k 10/1/2005
75 ISAM
ISAM Systematic Trend Fund
1.92 1,000k 6/1/2001
74 Eckhardt Trading Company
Evolution Strategies 1.2X
1.93 10,000k 10/1/1991
73 Option Capital Advisory
OCA Premium
1.97 100k 5/1/2011
72 Dendrich Ltd
QEP
1.97 50k 12/1/2005
71 Superfund Group
Superfund Green Q-AG
1.97 2k 3/1/1996
70 Parizek Capital
Futures Trading Program
1.98 500k 4/1/2000
69 Hyman Beck and Company
Global Portfolio
1.98 1,000k 3/1/1991
68 Quantica Capital AG
Quantica Managed Futures
2.05 5,000k 1/1/2005
67 Superfund Group
Superfund Green GCT USD
2.12 15k 1/1/2000
66 RAM Management Group
RAM MRTP 1X-Conservative
2.13 1,000k 9/1/1993
65 Red Oak Commodity Advisors
Investment Program
2.20 5,000k 12/1/1989
64 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.31 10,000k 1/1/1995
63 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.32 10,000k 8/1/1999
62 John Locke Investments
JL Commodity Long Flat Program
2.34 5,000k 12/1/2007
61 Global Vista Advisors, LLC
Global Vista Options ("GVO")
2.38 50k 10/1/2010
60 AllMountain Capital AG
Mount Denali Global Trends
2.43 160k 7/1/2007
59 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.45 10,000k 8/1/2004
58 Altradis Capital AG
AlphAlgo
2.54 100k 5/1/2007
57 Blackwater Capital Management
Global Program
2.63 5,000k 7/1/2005
56 Covenant Capital Management
Aggressive Program
2.74 3,000k 2/1/2004
55 Rabar Market Research
Diversified Program
2.79 2,000k 1/1/1989
54 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.83 1,000k 3/1/2003
53 Estlander & Partners
Global Markets
2.85 10,000k 8/1/1999
52 Revolution Capital Management
Alpha Program
3.04 5,000k 6/1/2007
51 Estlander & Partners
Freedom
3.05 20,000k 8/1/2010
50 Deep Field Capital AG
SINGULARITY Fund
3.07 100k 9/1/2011
49 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
3.11 500k 4/1/2009
48 Future Trade AG
Thales Swing Trading Programme
3.12 250k 6/1/2007
47 Keck Capital Management LLC
The Keck Program
3.24 2,000k 12/1/2003
46 Commodity Strategies AG
CSAG Active Long Short Commodity Program
3.26 5,000k 10/1/2007
45 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
3.49 75k 6/1/2007
44 Hawksbill Capital Management
Global Diversified
3.52 5,000k 11/1/1988
43 Insignia Managed Capital
Epoch3
3.57 20k 7/1/2009
42 Quantis Asset Management
PFM Systematic
3.58 15k 5/1/2010
41 Clarke Capital Management
FX Plus
3.63 1,000k 5/1/2004
40 Insignia Managed Capital
Medallion
3.63 50k 2/1/2009
39 Quality Capital Management
Global Diversified Programme
4.00 10,000k 12/1/1995
38 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
4.00 1,000k 9/1/2009
37 White River Group
Diversified Option Writing Strategy
4.11 20k 11/1/2008
36 Rho Asset Management
Rho Altius 1XL Program
4.14 5,000k 11/1/2007
35 Drury Capital
Diversified Trend-Following Program
4.23 5,000k 5/1/1997
34 Superfund Group
Superfund Green Master
4.38 2,000k 5/1/2001
33 Northfield Trading
Diversified
4.58 2,000k 7/1/1989
32 Amplitude Capital International Limited
Klassik Strategy
4.76 1,000k 9/1/2009
31 Zoi Capital, LLC
Telio Program (Client)
4.80 200k 4/1/2010
30 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
4.83 1,500k 1/1/2009
29 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
5.49 10,000k 8/1/2009
28 Briarwood Capital Management, Inc.
Diversified Trading Program
5.58 3,000k 7/1/2001
27 Estlander & Partners
Alpha Trend II - Class P
5.68 100k 12/1/2008
26 Estlander & Partners
Global XL
5.74 5,000k 8/1/1991
25 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
5.76 750k 1/1/2009
24 Southwest Managed Investments, LLC
Global Diversified
5.86 200k 1/1/2002
23 White Indian Trading Co.
SCS Program (Client)
5.93 250k 2/1/2011
22 Kelly Angle Inc.
Genesis Program
6.04 2,000k 4/1/2000
21 EMC Capital Advisors, LLC
Classic
6.30 5,000k 1/1/1985
20 RAM Management Group
MRTP Aggressive
6.32 1,000k 2/1/1998
19 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.36 3,000k 10/1/1992
18 Eclipse Capital Management
Global Monetary
6.40 5,000k 8/1/1990
17 Angle Capital Management LLC
AIP Program
6.58 100k 1/1/2010
16 QMS Capital Management LP
QMS Diversified Global Macro Strategy
6.67 5,000k 6/1/2010
15 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
6.68 50k 10/1/2011
14 Sharp Mountain Advisors, LLC
Diversified Managed Futures
6.69 250k 8/1/2011
13 Clarke Capital Management
Millennium
7.39 1,000k 1/1/1998
12 Clarke Capital Management
Worldwide
7.78 250k 1/1/1996
11 FRP CAPITAL LLC
FRP125+
7.94 125k 1/1/2010
10 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
8.27 100k 7/1/2011
9 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
8.38 25k 1/1/2011
8 Somers Brothers Capital
Diversified Futures Program #1
9.39 100k 1/1/2005
7 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
9.92 250k 10/1/2009
6 Clarke Capital Management
Jupiter
10.44 3,000k 5/1/2005
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
10.74 2,000k 7/1/1992
4 Purple Valley Capital, Inc.
Diversified Trend 1
11.77 100k 8/1/2008
3 Briarwood Capital Management, Inc.
Diversified 2XL
12.63 250k 11/1/2004
2 Clarke Capital Management
Global Basic
16.58 50k 2/1/1996
1 Clarke Capital Management
Global Magnum
16.76 100k 8/1/1997

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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