Diversified Trader Index For May 2012

Monthly Rankings

Rank CTA/Program May 2012 Min Inv Inception
214 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-35.27 2,000k 7/1/1992
213 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-24.19 3,000k 10/1/1992
212 Revolution Capital Management
Mosaic Program
-18.53 10,000k 10/1/2006
211 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-10.79 500k 4/1/2009
210 Ancile Capital Management
Global Markets Program
-10.62 2,000k 4/1/2005
209 Insignia Managed Capital
Epoch3
-10.04 20k 7/1/2009
208 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-9.20 100k 7/1/2011
207 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-8.78 5,000k 6/1/2010
206 Insignia Managed Capital
Medallion
-8.73 50k 2/1/2009
205 Revolution Capital Management
Mosaic Institutional Program
-7.48 25,000k 9/1/2009
204 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
-7.23 25k 1/1/2012
203 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.12 100k 5/1/1989
202 Wraith Capital LLP
Wraith Dynamic Futures Fund
-6.13 100k 1/1/2011
201 Red Oak Commodity Advisors
Investment Program
-5.75 5,000k 12/1/1989
200 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-5.50 500k 1/1/2006
199 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-5.39 50k 10/1/2010
198 White River Group
Diversified Option Writing Strategy
-5.38 20k 11/1/2008
197 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.93 5,000k 11/1/2012
196 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-4.45 750k 1/1/2009
195 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-4.16 3,000k 5/1/2010
194 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.06 1/1/1989
193 Chesapeake Capital
Diversified (LV)
-3.90 100k 2/1/1988
192 John Locke Investments
JL Commodity Long Flat Program
-2.81 5,000k 12/1/2007
191 Adamah Capital LLC
Asset Allocator Program
-2.80 50k 3/1/2011
190 Futures Truth Company, FTC-CTA
200K Options Strategy
-2.73 200k 12/1/2009
189 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.26 50k 4/1/2005
188 Auctos Capital Management
Auctos Global Diversified
-2.21 3,000k 11/1/2007
187 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.96 10,000k 8/1/2009
186 Zoi Capital, LLC
Telio Program (Client)
-1.95 200k 4/1/2010
185 Emil van Essen
Spread Trading Program
-1.81 5,000k 12/1/2006
184 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.80 50k 12/1/2007
183 1OAK Capital Limited
ACORN Commodity
-1.63 5,000k 5/1/2012
182 Ion Asset Architecture (Fund Program)
Ion Fund
-1.53 100k 11/1/2007
181 Ion Asset Architecture
Ion Fund Program
-1.53 10,000k 11/1/2007
180 Crabel Capital Management
WPD Crabel Futures Program
-1.25 1,000k 7/1/2008
179 Quality Capital Management
Global Diversified Programme
-1.24 10,000k 12/1/1995
178 Quantica Capital AG
Quantica Managed Futures
-1.21 5,000k 1/1/2005
177 Endeavour Capital LLP
Endeavour Pembroke
-1.19 2,000k 7/1/2007
176 Robust Methods LLC
Macro Managed Account
-1.15 5,000k 1/1/2005
175 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.04 5,000k 10/1/2007
174 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.04 250k 10/1/2008
173 FORT LP
Fort Global Contrarian
-1.01 2,000k 10/1/2002
172 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-0.90 100k 5/1/1999
171 Haar Capital Management
Discretionary Commodity Trading Program
-0.80 250k 12/1/2005
170 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-0.74 250k 8/1/2011
169 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.71 10,000k 8/1/2007
168 Tactical Investment Management
Tactical Institutional Commodity Program
-0.63 10,000k 4/1/1993
167 Beryl Investment Group LLC
Nominal Discretionary System
-0.63 50k 7/1/2007
166 Saxon Investment Corporation
Aggressive Diversified Program
-0.62 2,000k 11/1/1993
165 Millburn Corporation
Commodity Program
-0.50 25,000k 3/1/2005
164 Mobius Asset Management
Custom Trading Program
-0.45 100k 1/1/2002
163 Saxon Investment Corporation
Diversified Program
-0.37 3,000k 9/1/1988
162 Rosetta Capital Management
Macro Program
-0.29 50k 1/1/2009
161 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.24 1,000k 3/1/2003
160 Somers Brothers Capital
Diversified Futures Program #1
-0.23 100k 1/1/2005
159 Winton Capital Management
Diversified
-0.22 50,000k 10/1/1997
158 Drury Capital
Diversified Trend-Following Program
-0.20 5,000k 5/1/1997
153 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
154 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
155 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
156 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
157 HASAFUMA
Börstjänaren Hedgehog
0.00 60k 5/1/2012
152 GLOBIVEST LLC
Alpha Program
0.03 50k 4/1/2009
151 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.07 75k 6/1/2007
150 Mobius Asset Management
Diversified Program
0.10 250k 3/1/2004
149 IKOS
The IKOS Hedge Fund
0.13 10,000k 7/1/1998
148 IStar Capital B.V.
IStar Systematic Fund
0.16 1,000k 9/1/2011
147 Stenger Capital Management, LLC
Diversified Trading Program
0.18 200k 4/1/2010
146 Briarwood Capital Management, Inc.
Diversified 2XL
0.22 250k 11/1/2004
145 Quantis Asset Management
PFM Systematic
0.24 15k 5/1/2010
144 Briarwood Capital Management, Inc.
Diversified Trading Program
0.25 3,000k 7/1/2001
143 Non Correlated Capital
Positive Theta Program
0.34 250k 10/1/2007
142 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.38 5,000k 6/1/2006
141 Non Correlated Capital
Positive Theta Fund
0.42 50k 10/1/2007
140 HB Capital Management Inc.
Diversified Program
0.45 50k 3/1/2008
139 IKOS
IKOS Futures Fund
0.49 1,000k 2/1/2010
138 IDS Capital
IDS F&F Systematic Trading
0.60 50k 7/1/2013
137 Covenant Capital Management
Original Program
0.83 5,000k 9/1/1999
136 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.88 100k 2/1/2010
135 Estlander & Partners
Global Markets
0.88 10,000k 8/1/1999
134 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.05 10,000k 1/1/2007
133 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
1.09 100k 5/1/2011
132 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.16 100k 1/1/2005
131 Hyman Beck and Company
Global Portfolio
1.16 1,000k 3/1/1991
130 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.19 5,000k 1/1/2005
129 Red Rock Capital, LLC
Systematic Global Macro
1.24 500k 9/1/2003
128 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
1.25 100k 1/1/2012
127 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.27 1,000k 5/1/2006
126 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.31 1k 10/1/2006
125 Welton Investment Partners
Welton Global
1.33 10,000k 6/1/2004
124 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
1.35 25,000k 3/1/2010
123 Metolius Capital LLC
Metolius Diversified
1.36 100k 6/1/2010
122 White Indian Trading Co.
SCS Program (Client)
1.41 250k 2/1/2011
121 Dreiss Research Corporation
Diversified Program
1.42 1,000k 5/1/1991
120 M.S. Capital Management
Global Diversified Program
1.44 2,000k 11/1/1998
119 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.50 10,000k 1/1/1991
118 FORT LP
Fort Global Diversified
1.62 2,000k 10/1/1993
117 Millburn Corporation
Multi-Markets Program
1.69 25,000k 10/1/2004
116 GT CAPITAL CTA
GT CAPITAL CTA
1.70 150k 6/1/2009
115 Estlander & Partners
Global XL
1.71 5,000k 8/1/1991
114 Dendrich Ltd
QEP
1.71 50k 12/1/2005
113 FTC Capital GmbH
FTC Global Diversified
1.72 0k 3/1/2012
112 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
1.81 150k 1/1/2011
111 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.82 1,500k 4/1/2006
110 Crabel Capital Management
Crabel Multi-Product
1.85 1,000k 3/1/1998
109 ROW Asset Managment
Row Diversified Fund, L.P.
1.91 1,000k 11/1/2011
108 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.95 100k 10/1/2009
107 AllMountain Capital AG
Mount Denali Global Trends
2.17 160k 7/1/2007
106 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.21 100k 3/1/2003
105 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.32 250k 5/1/2011
104 Millburn Corporation
Diversified Program
2.35 20,000k 2/1/1977
103 Covenant Capital Management
Aggressive Program
2.36 3,000k 2/1/2004
102 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
2.43 100k 8/1/2009
101 DUNN Capital Management
D'Best Futures Fund, L.P.
2.61 100k 6/1/1994
100 Vergho Asset Management LLC
Kinematics
2.66 1,000k 11/1/2008
99 NuWave Investment Management, LLC
Combined Futures Portfolio
2.77 5,000k 6/1/2001
98 Deep Field Capital AG
SINGULARITY Fund
2.78 100k 9/1/2011
97 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.84 250k 6/1/2001
96 Jaguar Investments Ltd
Vario Capital Strategy
2.91 1,000k 5/1/2016
95 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.98 1,500k 1/1/2009
94 ISAM
ISAM Systematic Trend Fund
3.01 1,000k 6/1/2001
93 Mondiale Asset Management
Mondiale Trading Program
3.43 0k 9/1/1997
92 Option Capital Advisory
OCA Premium
3.52 100k 5/1/2011
91 Futures Truth Company, FTC-CTA
MS4
3.60 250k 10/1/2007
90 RAM Management Group
RAM MRTP 1X-Conservative
3.67 1,000k 9/1/1993
89 MERIT Alternative Investments GmbH
Futures Portfolio
3.80 2,000k 6/1/1998
88 Estlander & Partners
Freedom
3.92 20,000k 8/1/2010
87 FRP CAPITAL LLC
FRP125+
4.07 125k 1/1/2010
86 Xplor Capital Management, LLC
Global CTA Program
4.51 1,500k 7/1/2004
85 Blackwater Capital Management
Global Program
4.54 5,000k 7/1/2005
84 Rivoli Fund Management
Rivoli International Fund (V9)
4.62 5,000k 1/1/2002
83 John Locke Investments
Cyril Systematic Program
4.95 8,000k 7/1/2000
82 Estlander & Partners
Alpha Trend
4.96 30,000k 10/1/1991
81 Transtrend B.V.
DTP – Standard Risk (EUR)
4.98 10,000k 2/1/1999
80 Spectrum Asset Management LLC
Global Diversified
4.98 2,000k 1/1/2001
79 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
5.31 4,000k 11/1/2008
78 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
5.52 10,000k 8/1/2009
77 Serac, LLC
Diversified Reversal Program
5.59 200k 4/1/2011
76 Abraham Trading Company
Diversified Program
5.65 10,000k 1/1/1988
75 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
5.91 250k 10/1/2009
74 Altradis Capital AG
AlphAlgo
5.97 100k 5/1/2007
73 W.G. Wealth Guardian Ltd.
SAFI2 Program
6.14 1,000k 9/1/1997
72 Keck Capital Management LLC
The Keck Program
6.15 2,000k 12/1/2003
71 Clarke Capital Management
Global Basic
6.33 50k 2/1/1996
70 Dominion Capital
Sapphire Program
6.41 3,000k 5/1/2005
69 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
6.43 1,000k 3/1/1998
68 Rho Asset Management
Rho Altius 1XL Program
6.44 5,000k 11/1/2007
67 Gladius Asset Management
Fulham Program
6.49 2,000k 1/1/2008
66 Amplitude Capital International Limited
Klassik Strategy
6.54 1,000k 9/1/2009
65 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
6.57 1,000k 9/1/2009
64 Rabar Market Research
Short-Term Program
6.73 2,000k 11/1/2009
63 Eclipse Capital Management
Global Monetary
6.76 5,000k 8/1/1990
62 Wimmer Horizon LLP
Managed Account
6.85 5,000k 5/1/2005
61 Emil van Essen
EvE Systematic Global Opportunities
6.86 1,000k 9/1/2007
60 Wavefront Global Asset Management
IMFC Global Investment Program
6.99 2,000k 2/1/2007
59 Quantitative Investment Management
Quantitative Global Program
7.17 20,000k 10/1/2003
58 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.46 10,000k 8/1/2004
57 Rivoli Fund Management
Rivoli International Fund (MAP)
7.49 5,000k 10/1/1996
56 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.53 10,000k 1/1/1995
55 Wavefront Global Asset Management
IMFC Global Concentrated
7.58 500k 4/1/2009
54 Rotella Capital Management
Rotella Orion (Short-Term) Program
7.67 10,000k 3/1/2006
53 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.69 100k 11/1/1984
52 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.71 10,000k 8/1/1999
51 Lynx Asset Management AB
Lynx Program
7.84 75k 5/1/2000
50 Rabar Market Research
Diversified Program
7.87 2,000k 1/1/1989
49 Quantum Leap Capital Management
Managed Account Program
7.99 300k 8/1/2006
48 Revolution Capital Management
Alpha Program
7.99 5,000k 6/1/2007
47 Eckhardt Trading Company
Evolution Strategies
8.23 20,000k 8/1/1991
46 White Indian Trading Co.
STAIRS (Client)
8.29 250k 5/1/2009
45 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
8.51 50k 10/1/2011
44 Molinero Capital Management LLP
Global Markets Program
8.59 2,000k 7/1/2005
43 Amplitude Capital International Limited
Dynamic Strategy
8.62 6/1/2005
42 Northfield Trading
Diversified
8.96 2,000k 7/1/1989
41 Eckhardt Trading Company
Evolution Strategies 1.2X
9.27 10,000k 10/1/1991
40 Di Tomasso Group Inc.
Equilibrium Program
9.31 5,000k 1/1/2002
39 Melissinos Trading
Eupatrid Program
9.41 50k 1/1/2011
38 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
9.92 10k 7/1/2005
37 Mark J. Walsh Company
Standard Program
10.75 2,000k 9/1/1985
36 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
10.95 25k 1/1/2011
35 Superfund Group
Superfund Green Gold A (SPC)
10.99 5k 10/1/2005
34 ALFAKRAFT
ALFA Commodity Fund
11.04 16k 6/1/2010
33 Robinson-Langley Capital Management, LLC
Managed Account Program
11.06 200k 1/1/2007
32 RAM Management Group
MRTP Aggressive
11.13 1,000k 2/1/1998
31 Superfund Group
Superfund Green Gold L.P. Series A-1
11.29 5k 4/1/2009
30 Angle Capital Management LLC
AIP Program
11.37 100k 1/1/2010
29 Romanesco Capital Management B.V
Persistence Program
11.65 5,000k 9/1/2005
28 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
12.01 4,000k 2/1/2011
27 White Indian Trading Co.
STAIRS - Futures Program (Client)
12.09 250k 10/1/2008
26 Future Trade AG
Thales Swing Trading Programme
12.42 250k 6/1/2007
25 Kelly Angle Inc.
Genesis Program
12.44 2,000k 4/1/2000
24 Clarke Capital Management
FX Plus
12.50 1,000k 5/1/2004
23 Conquest Capital Group
Conquest Select
12.59 250k 6/1/2004
22 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
12.80 1,000k 10/1/2006
21 Claughton Capital
Institutional Program
14.00 1,000k 10/1/2005
20 Purple Valley Capital, Inc.
Diversified Trend 1
14.64 100k 8/1/2008
19 Conquest Capital Group
Conquest Macro
14.95 250k 5/1/1999
18 Superfund Group
Superfund Green L.P. Series A
15.78 5k 10/1/2002
17 Clarke Capital Management
Global Magnum
16.11 100k 8/1/1997
16 Parizek Capital
Futures Trading Program
16.17 500k 4/1/2000
15 Hawksbill Capital Management
Global Diversified
16.20 5,000k 11/1/1988
14 Estlander & Partners
Alpha Trend II - Class P
16.41 100k 12/1/2008
13 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
18.15 200k 11/1/1999
12 Superfund Group
Superfund Green Q-AG
18.54 2k 3/1/1996
11 EMC Capital Advisors, LLC
Classic
19.10 5,000k 1/1/1985
10 Superfund Group
Superfund Green Gold L.P. Series B-1
19.43 5k 4/1/2009
9 Superfund Group
Superfund Green Gold B (SPC)
19.73 50k 10/1/2005
8 Superfund Group
Superfund Green L.P. Series B
23.63 5k 10/1/2002
7 Superfund Group
Superfund Green GCT USD
25.23 15k 1/1/2000
6 Clarke Capital Management
Worldwide
28.42 250k 1/1/1996
5 Superfund Group
Superfund Green Gold C (SPC)
28.54 100k 10/1/2005
4 Superfund Group
Superfund Green Master
36.11 2,000k 5/1/2001
3 Clarke Capital Management
Jupiter
39.70 3,000k 5/1/2005
2 Southwest Managed Investments, LLC
Global Diversified
44.73 200k 1/1/2002
1 Clarke Capital Management
Millennium
46.47 1,000k 1/1/1998

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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