Diversified Trader Index For March 2012

Monthly Rankings

Rank CTA/Program Mar 2012 Min Inv Inception
213 Superfund Group
Superfund Green Gold C (SPC)
-16.54 100k 10/1/2005
212 Superfund Group
Superfund Green Master
-13.92 2,000k 5/1/2001
211 Superfund Group
Superfund Green Gold B (SPC)
-13.12 50k 10/1/2005
210 Superfund Group
Superfund Green Gold L.P. Series B-1
-12.79 5k 4/1/2009
209 Estlander & Partners
Alpha Trend II - Class P
-12.65 100k 12/1/2008
208 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-12.14 100k 7/1/2011
207 Superfund Group
Superfund Green GCT USD
-11.08 15k 1/1/2000
206 Superfund Group
Superfund Green L.P. Series B
-9.99 5k 10/1/2002
205 Superfund Group
Superfund Green Gold A (SPC)
-9.68 5k 10/1/2005
204 Superfund Group
Superfund Green Gold L.P. Series A-1
-9.37 5k 4/1/2009
203 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.32 100k 3/1/2003
202 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-7.94 100k 10/1/2009
201 Superfund Group
Superfund Green L.P. Series A
-7.77 5k 10/1/2002
200 Rabar Market Research
Short-Term Program
-7.59 2,000k 11/1/2009
199 Altradis Capital AG
AlphAlgo
-7.33 100k 5/1/2007
198 Superfund Group
Superfund Green Q-AG
-7.18 2k 3/1/1996
197 Rosetta Capital Management
Macro Program
-6.75 50k 1/1/2009
196 Parizek Capital
Futures Trading Program
-6.52 500k 4/1/2000
195 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.36 250k 10/1/2009
194 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-6.26 25,000k 3/1/2010
193 AllMountain Capital AG
Mount Denali Global Trends
-6.17 160k 7/1/2007
192 Conquest Capital Group
Conquest Macro
-5.98 250k 5/1/1999
191 Hawksbill Capital Management
Global Diversified
-5.53 5,000k 11/1/1988
190 Tactical Investment Management
Tactical Institutional Commodity Program
-5.43 10,000k 4/1/1993
189 Blackwater Capital Management
Global Program
-5.12 5,000k 7/1/2005
188 Keck Capital Management LLC
The Keck Program
-5.09 2,000k 12/1/2003
187 Rabar Market Research
Diversified Program
-4.92 2,000k 1/1/1989
186 White Indian Trading Co.
STAIRS (Client)
-4.78 250k 5/1/2009
185 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.68 2,000k 7/1/1992
184 Clarke Capital Management
Worldwide
-4.62 250k 1/1/1996
183 Angle Capital Management LLC
AIP Program
-4.52 100k 1/1/2010
182 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.48 200k 11/1/1999
181 Clarke Capital Management
Jupiter
-4.28 3,000k 5/1/2005
180 Abraham Trading Company
Diversified Program
-4.27 10,000k 1/1/1988
179 Eclipse Capital Management
Global Monetary
-4.20 5,000k 8/1/1990
178 Lynx Asset Management AB
Lynx Program
-4.16 75k 5/1/2000
177 Estlander & Partners
Global XL
-4.12 5,000k 8/1/1991
176 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-4.09 150k 1/1/2011
175 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.07 250k 5/1/2011
174 Estlander & Partners
Alpha Trend
-4.03 30,000k 10/1/1991
173 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.00 5,000k 11/1/2012
172 Estlander & Partners
Freedom
-3.98 20,000k 8/1/2010
171 Di Tomasso Group Inc.
Equilibrium Program
-3.92 5,000k 1/1/2002
170 Hyman Beck and Company
Global Portfolio
-3.84 1,000k 3/1/1991
169 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.78 10,000k 1/1/1991
168 M.S. Capital Management
Global Diversified Program
-3.62 2,000k 11/1/1998
167 FRP CAPITAL LLC
FRP125+
-3.51 125k 1/1/2010
166 Briarwood Capital Management, Inc.
Diversified 2XL
-3.51 250k 11/1/2004
165 Robust Methods LLC
Macro Managed Account
-3.45 5,000k 1/1/2005
164 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.44 1,000k 3/1/2003
163 Mark J. Walsh Company
Standard Program
-3.42 2,000k 9/1/1985
162 Melissinos Trading
Eupatrid Program
-3.42 50k 1/1/2011
161 EMC Capital Advisors, LLC
Classic
-3.40 5,000k 1/1/1985
160 Wimmer Horizon LLP
Managed Account
-3.36 5,000k 5/1/2005
159 John Locke Investments
Cyril Systematic Program
-3.35 8,000k 7/1/2000
158 White Indian Trading Co.
STAIRS - Futures Program (Client)
-3.30 250k 10/1/2008
157 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.28 1,000k 10/1/2006
156 Northfield Trading
Diversified
-3.21 2,000k 7/1/1989
155 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.19 10,000k 10/1/1991
154 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-3.14 1,500k 1/1/2009
153 ISAM
ISAM Systematic Trend Fund
-3.10 1,000k 6/1/2001
152 Spectrum Asset Management LLC
Global Diversified
-3.00 2,000k 1/1/2001
151 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.96 100k 11/1/1984
150 Clarke Capital Management
FX Plus
-2.91 1,000k 5/1/2004
149 Futures Truth Company, FTC-CTA
MS4
-2.82 250k 10/1/2007
148 Covenant Capital Management
Aggressive Program
-2.82 3,000k 2/1/2004
147 Millburn Corporation
Diversified Program
-2.82 20,000k 2/1/1977
146 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.73 3,000k 10/1/1992
145 Emil van Essen
Spread Trading Program
-2.70 5,000k 12/1/2006
144 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.65 10,000k 8/1/2009
143 Millburn Corporation
Multi-Markets Program
-2.63 25,000k 10/1/2004
142 John Locke Investments
JL Commodity Long Flat Program
-2.62 5,000k 12/1/2007
141 Conquest Capital Group
Conquest Select
-2.60 250k 6/1/2004
140 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.51 5,000k 1/1/2005
139 Quantum Leap Capital Management
Managed Account Program
-2.50 300k 8/1/2006
138 Eckhardt Trading Company
Evolution Strategies
-2.47 20,000k 8/1/1991
137 Wavefront Global Asset Management
IMFC Global Concentrated
-2.46 500k 4/1/2009
136 Covenant Capital Management
Original Program
-2.28 5,000k 9/1/1999
135 Kelly Angle Inc.
Genesis Program
-2.27 2,000k 4/1/2000
134 IKOS
IKOS Futures Fund
-2.18 1,000k 2/1/2010
133 Dreiss Research Corporation
Diversified Program
-2.15 1,000k 5/1/1991
132 Amplitude Capital International Limited
Klassik Strategy
-2.10 1,000k 9/1/2009
131 Red Rock Capital, LLC
Systematic Global Macro
-2.02 500k 9/1/2003
130 Estlander & Partners
Global Markets
-2.01 10,000k 8/1/1999
129 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.95 5,000k 6/1/2006
128 Purple Valley Capital, Inc.
Diversified Trend 1
-1.92 100k 8/1/2008
127 Molinero Capital Management LLP
Global Markets Program
-1.92 2,000k 7/1/2005
126 ALFAKRAFT
ALFA Commodity Fund
-1.68 16k 6/1/2010
125 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.67 1,000k 3/1/1998
124 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.59 75k 6/1/2007
123 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.59 3,000k 7/1/2001
122 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.59 50k 12/1/2007
121 Wavefront Global Asset Management
IMFC Global Investment Program
-1.51 2,000k 2/1/2007
120 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.50 200k 1/1/2007
119 IDS Capital
IDS F&F Systematic Trading
-1.50 50k 7/1/2013
118 FORT LP
Fort Global Diversified
-1.48 2,000k 10/1/1993
117 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.46 10,000k 8/1/2009
116 Ancile Capital Management
Global Markets Program
-1.45 2,000k 4/1/2005
115 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.44 1k 10/1/2006
114 Quality Capital Management
Global Diversified Programme
-1.44 10,000k 12/1/1995
113 IKOS
The IKOS Hedge Fund
-1.43 10,000k 7/1/1998
112 Welton Investment Partners
Welton Global
-1.41 10,000k 6/1/2004
111 Metolius Capital LLC
Metolius Diversified
-1.39 100k 6/1/2010
110 Rho Asset Management
Rho Altius 1XL Program
-1.29 5,000k 11/1/2007
109 Mobius Asset Management
Custom Trading Program
-1.27 100k 1/1/2002
108 Endeavour Capital LLP
Endeavour Pembroke
-1.26 2,000k 7/1/2007
107 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.08 1,000k 9/1/2009
106 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.07 1,500k 4/1/2006
105 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-1.06 500k 4/1/2009
104 Xplor Capital Management, LLC
Global CTA Program
-1.03 1,500k 7/1/2004
103 FORT LP
Fort Global Contrarian
-0.98 2,000k 10/1/2002
102 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.92 750k 1/1/2009
101 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.89 10,000k 1/1/1995
100 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.87 10,000k 8/1/1999
99 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.83 3,000k 5/1/2010
98 Jaguar Investments Ltd
Vario Capital Strategy
-0.83 1,000k 5/1/2016
97 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.74 100k 2/1/2010
96 GT CAPITAL CTA
GT CAPITAL CTA
-0.71 150k 6/1/2009
95 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.70 10,000k 8/1/2004
94 Winton Capital Management
Diversified
-0.68 50,000k 10/1/1997
93 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.66 5,000k 10/1/2007
92 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.66 10,000k 2/1/1999
91 ROW Asset Managment
Row Diversified Fund, L.P.
-0.62 1,000k 11/1/2011
90 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.54 500k 1/1/2006
89 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.39 100k 6/1/1994
88 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.38 5,000k 10/1/1996
87 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.36 100k 1/1/2005
86 Quantica Capital AG
Quantica Managed Futures
-0.35 5,000k 1/1/2005
85 Rivoli Fund Management
Rivoli International Fund (V9)
-0.29 5,000k 1/1/2002
84 Mondiale Asset Management
Mondiale Trading Program
-0.19 0k 9/1/1997
83 Serac, LLC
Diversified Reversal Program
-0.14 200k 4/1/2011
82 Saxon Investment Corporation
Aggressive Diversified Program
-0.07 2,000k 11/1/1993
81 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.05 5,000k 6/1/2001
80 Saxon Investment Corporation
Diversified Program
-0.05 3,000k 9/1/1988
73 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
74 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.00 250k 6/1/2001
75 FTC Capital GmbH
FTC Global Diversified
0.00 0k 3/1/2012
76 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
77 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
78 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
79 1OAK Capital Limited
ACORN Commodity
0.00 5,000k 5/1/2012
72 Vergho Asset Management LLC
Kinematics
0.01 1,000k 11/1/2008
71 Haar Capital Management
Discretionary Commodity Trading Program
0.03 250k 12/1/2005
70 Mobius Asset Management
Diversified Program
0.07 250k 3/1/2004
69 Auctos Capital Management
Auctos Global Diversified
0.09 3,000k 11/1/2007
68 Adamah Capital LLC
Asset Allocator Program
0.10 50k 3/1/2011
67 Stenger Capital Management, LLC
Diversified Trading Program
0.13 200k 4/1/2010
66 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.13 1,000k 9/1/1997
65 Gladius Asset Management
Fulham Program
0.17 2,000k 1/1/2008
64 Red Oak Commodity Advisors
Investment Program
0.18 5,000k 12/1/1989
63 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.31 100k 8/1/2009
62 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.35 25k 1/1/2011
61 MERIT Alternative Investments GmbH
Futures Portfolio
0.36 2,000k 6/1/1998
60 Emil van Essen
EvE Systematic Global Opportunities
0.49 1,000k 9/1/2007
59 Ion Asset Architecture
Ion Fund Program
0.50 10,000k 11/1/2007
58 Superfund Group
Superfund Blue SPC Class A (EUR)
0.50 50k 4/1/2005
57 Ion Asset Architecture (Fund Program)
Ion Fund
0.50 100k 11/1/2007
56 IStar Capital B.V.
IStar Systematic Fund
0.64 1,000k 9/1/2011
55 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.69 10,000k 1/1/2007
54 Chesapeake Capital
Diversified (LV)
0.72 100k 2/1/1988
53 HB Capital Management Inc.
Diversified Program
0.88 50k 3/1/2008
52 Acorn Global Investments Inc.
Acorn Diversified Program
0.96 10k 7/1/2005
51 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.99 4,000k 11/1/2008
50 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.06 1,000k 5/1/2006
49 Clarke Capital Management
Millennium
1.06 1,000k 1/1/1998
48 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.12 10,000k 3/1/2006
47 Millburn Corporation
Commodity Program
1.13 25,000k 3/1/2005
46 Quantitative Investment Management
Quantitative Global Program
1.20 20,000k 10/1/2003
45 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.20 10,000k 8/1/2007
44 Beryl Investment Group LLC
Nominal Discretionary System
1.23 50k 7/1/2007
43 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
1.28 25k 1/1/2012
42 Deep Field Capital AG
SINGULARITY Fund
1.38 100k 9/1/2011
41 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.38 5,000k 6/1/2010
40 Non Correlated Capital
Positive Theta Program
1.43 250k 10/1/2007
39 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
1.44 100k 5/1/2011
38 Future Trade AG
Thales Swing Trading Programme
1.45 250k 6/1/2007
37 Quantis Asset Management
PFM Systematic
1.49 15k 5/1/2010
36 Non Correlated Capital
Positive Theta Fund
1.49 50k 10/1/2007
35 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.53 50k 10/1/2010
34 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
1.54 100k 1/1/2012
33 Southwest Managed Investments, LLC
Global Diversified
1.60 200k 1/1/2002
32 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.91 1/1/1989
31 Amplitude Capital International Limited
Dynamic Strategy
1.94 6/1/2005
30 OptHedge Advisors LLC
Diversified Options & Futures Program
2.09 250k 10/1/2008
29 Crabel Capital Management
Crabel Multi-Product
2.14 1,000k 3/1/1998
28 White River Group
Diversified Option Writing Strategy
2.25 20k 11/1/2008
27 Romanesco Capital Management B.V
Persistence Program
2.29 5,000k 9/1/2005
26 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
2.36 4,000k 2/1/2011
25 Dominion Capital
Sapphire Program
2.41 3,000k 5/1/2005
24 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.60 50k 10/1/2011
23 Claughton Capital
Institutional Program
2.82 1,000k 10/1/2005
22 Drury Capital
Diversified Trend-Following Program
2.87 5,000k 5/1/1997
21 GLOBIVEST LLC
Alpha Program
2.87 50k 4/1/2009
20 Crabel Capital Management
WPD Crabel Futures Program
3.18 1,000k 7/1/2008
19 RAM Management Group
RAM MRTP 1X-Conservative
3.31 1,000k 9/1/1993
18 Revolution Capital Management
Mosaic Institutional Program
3.68 25,000k 9/1/2009
17 Somers Brothers Capital
Diversified Futures Program #1
3.73 100k 1/1/2005
16 Option Capital Advisory
OCA Premium
3.82 100k 5/1/2011
15 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.97 100k 1/1/2011
14 Revolution Capital Management
Alpha Program
4.14 5,000k 6/1/2007
13 DUNN Capital Management
DUNN Combined Fund (DCF)
4.29 100k 5/1/1989
12 White Indian Trading Co.
SCS Program (Client)
4.35 250k 2/1/2011
11 Insignia Managed Capital
Medallion
4.45 50k 2/1/2009
10 Futures Truth Company, FTC-CTA
200K Options Strategy
5.15 200k 12/1/2009
9 Mulvaney Capital Management
The Mulvaney Global Markets Fund
5.21 100k 5/1/1999
8 Sharp Mountain Advisors, LLC
Diversified Managed Futures
5.96 250k 8/1/2011
7 Insignia Managed Capital
Epoch3
6.55 20k 7/1/2009
6 Dendrich Ltd
QEP
9.04 50k 12/1/2005
5 Zoi Capital, LLC
Telio Program (Client)
9.11 200k 4/1/2010
4 Revolution Capital Management
Mosaic Program
9.42 10,000k 10/1/2006
3 RAM Management Group
MRTP Aggressive
10.66 1,000k 2/1/1998
2 Clarke Capital Management
Global Basic
12.54 50k 2/1/1996
1 Clarke Capital Management
Global Magnum
13.83 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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