Diversified Trader Index For June 2012

Monthly Rankings

Rank CTA/Program Jun 2012 Min Inv Inception
215 Superfund Group
Superfund Green Master
-20.86 2,000k 5/1/2001
214 Superfund Group
Superfund Green Gold C (SPC)
-20.17 100k 10/1/2005
213 Angle Capital Management LLC
AIP Program
-19.00 100k 1/1/2010
212 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-18.12 100k 5/1/1999
211 Clarke Capital Management
Jupiter
-18.04 3,000k 5/1/2005
210 Dreiss Research Corporation
Diversified Program
-17.74 1,000k 5/1/1991
209 Keck Capital Management LLC
The Keck Program
-17.73 2,000k 12/1/2003
208 Estlander & Partners
Alpha Trend II - Class P
-16.41 100k 12/1/2008
207 Clarke Capital Management
Worldwide
-15.64 250k 1/1/1996
206 Superfund Group
Superfund Green GCT USD
-15.57 15k 1/1/2000
205 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-14.97 50k 10/1/2010
204 Superfund Group
Superfund Green Gold B (SPC)
-14.78 50k 10/1/2005
203 Clarke Capital Management
Millennium
-14.40 1,000k 1/1/1998
202 Superfund Group
Superfund Green L.P. Series B
-14.25 5k 10/1/2002
201 Conquest Capital Group
Conquest Macro
-14.15 250k 5/1/1999
200 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.23 100k 11/1/1984
199 Superfund Group
Superfund Green Gold L.P. Series B-1
-12.93 5k 4/1/2009
198 Kelly Angle Inc.
Genesis Program
-12.58 2,000k 4/1/2000
197 Insignia Managed Capital
Epoch3
-12.54 20k 7/1/2009
196 Robinson-Langley Capital Management, LLC
Managed Account Program
-12.45 200k 1/1/2007
195 Blackwater Capital Management
Global Program
-12.41 5,000k 7/1/2005
194 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-12.20 200k 11/1/1999
193 Purple Valley Capital, Inc.
Diversified Trend 1
-11.62 100k 8/1/2008
192 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.13 100k 6/1/1994
191 Superfund Group
Superfund Green L.P. Series A
-9.42 5k 10/1/2002
190 Conquest Capital Group
Conquest Select
-9.28 250k 6/1/2004
189 Superfund Group
Superfund Green Gold A (SPC)
-9.26 5k 10/1/2005
188 Superfund Group
Superfund Green Q-AG
-8.94 2k 3/1/1996
187 M.S. Capital Management
Global Diversified Program
-8.94 2,000k 11/1/1998
186 Hyman Beck and Company
Global Portfolio
-8.69 1,000k 3/1/1991
185 Hawksbill Capital Management
Global Diversified
-8.65 5,000k 11/1/1988
184 Estlander & Partners
Global XL
-8.34 5,000k 8/1/1991
183 Altradis Capital AG
AlphAlgo
-8.32 100k 5/1/2007
182 Clarke Capital Management
FX Plus
-8.04 1,000k 5/1/2004
181 Superfund Group
Superfund Green Gold L.P. Series A-1
-7.91 5k 4/1/2009
180 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-7.87 1/1/1989
179 Rivoli Fund Management
Rivoli International Fund (MAP)
-7.84 5,000k 10/1/1996
178 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-7.82 100k 5/1/2011
177 Drury Capital
Diversified Trend-Following Program
-7.50 5,000k 5/1/1997
176 Eckhardt Trading Company
Evolution Strategies 1.2X
-7.49 10,000k 10/1/1991
175 Spectrum Asset Management LLC
Global Diversified
-7.46 2,000k 1/1/2001
174 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-7.40 1,000k 3/1/2003
173 Wimmer Horizon LLP
Managed Account
-7.37 5,000k 5/1/2005
172 Insignia Managed Capital
Medallion
-7.37 50k 2/1/2009
171 ISAM
ISAM Systematic Trend Fund
-7.30 1,000k 6/1/2001
170 Mark J. Walsh Company
Standard Program
-7.27 2,000k 9/1/1985
169 Melissinos Trading
Eupatrid Program
-6.88 50k 1/1/2011
168 Clarke Capital Management
Global Magnum
-6.72 100k 8/1/1997
167 Eckhardt Trading Company
Evolution Strategies
-6.71 20,000k 8/1/1991
166 Molinero Capital Management LLP
Global Markets Program
-6.45 2,000k 7/1/2005
165 EMC Capital Advisors, LLC
Classic
-6.40 5,000k 1/1/1985
164 Somers Brothers Capital
Diversified Futures Program #1
-6.34 100k 1/1/2005
163 Estlander & Partners
Freedom
-6.32 20,000k 8/1/2010
162 Southwest Managed Investments, LLC
Global Diversified
-6.27 200k 1/1/2002
161 Auspice Capital Advisors Ltd
Auspice Diversified Program
-6.16 1,500k 4/1/2006
160 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.07 100k 5/1/1989
159 Lynx Asset Management AB
Lynx Program
-6.05 75k 5/1/2000
158 Wavefront Global Asset Management
IMFC Global Investment Program
-6.02 2,000k 2/1/2007
157 Amplitude Capital International Limited
Dynamic Strategy
-5.91 6/1/2005
156 Covenant Capital Management
Aggressive Program
-5.89 3,000k 2/1/2004
155 Parizek Capital
Futures Trading Program
-5.79 500k 4/1/2000
154 Eclipse Capital Management
Global Monetary
-5.79 5,000k 8/1/1990
153 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-5.74 250k 10/1/2009
152 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.72 250k 6/1/2001
151 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.72 5,000k 6/1/2001
150 White River Group
Diversified Option Writing Strategy
-5.65 20k 11/1/2008
149 Quantum Leap Capital Management
Managed Account Program
-5.50 300k 8/1/2006
148 John Locke Investments
Cyril Systematic Program
-5.49 8,000k 7/1/2000
147 Red Rock Capital, LLC
Systematic Global Macro
-5.47 500k 9/1/2003
146 IDS Capital
IDS F&F Systematic Trading
-5.40 50k 7/1/2013
145 Serac, LLC
Diversified Reversal Program
-5.38 200k 4/1/2011
144 Amplitude Capital International Limited
Klassik Strategy
-5.35 1,000k 9/1/2009
143 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-5.33 10,000k 8/1/2004
142 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-5.28 10,000k 8/1/1999
141 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.27 10,000k 1/1/1995
140 Estlander & Partners
Alpha Trend
-5.21 30,000k 10/1/1991
139 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-5.16 1,000k 9/1/2009
138 Rivoli Fund Management
Rivoli International Fund (V9)
-5.10 5,000k 1/1/2002
137 Claughton Capital
Institutional Program
-5.01 1,000k 10/1/2005
136 ALFAKRAFT
ALFA Commodity Fund
-4.90 16k 6/1/2010
135 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-4.73 50k 10/1/2011
134 Welton Investment Partners
Welton Global
-4.71 10,000k 6/1/2004
133 Abraham Trading Company
Diversified Program
-4.44 10,000k 1/1/1988
132 Rabar Market Research
Diversified Program
-4.39 2,000k 1/1/1989
131 Chesapeake Capital
Diversified (LV)
-4.29 100k 2/1/1988
130 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.28 100k 3/1/2003
129 Wavefront Global Asset Management
IMFC Global Concentrated
-4.27 500k 4/1/2009
128 Estlander & Partners
Global Markets
-4.19 10,000k 8/1/1999
127 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-4.18 100k 10/1/2009
126 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-4.02 1k 10/1/2006
125 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.98 1,000k 10/1/2006
124 Covenant Capital Management
Original Program
-3.96 5,000k 9/1/1999
123 AllMountain Capital AG
Mount Denali Global Trends
-3.83 160k 7/1/2007
122 Xplor Capital Management, LLC
Global CTA Program
-3.75 1,500k 7/1/2004
121 Millburn Ridgefield Corporation
Multi-Markets Program
-3.70 25,000k 10/1/2004
120 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.70 10,000k 1/1/1991
119 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.60 10,000k 2/1/1999
118 Millburn Ridgefield Corporation
Commodity Program
-3.45 25,000k 3/1/2005
117 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.42 5,000k 6/1/2006
116 Millburn Ridgefield Corporation
Diversified Program
-3.41 20,000k 2/1/1977
115 QCM
Global Diversified Programme
-3.33 500k 12/1/1995
114 Winton Capital Management
Diversified
-3.17 50,000k 10/1/1997
113 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-2.93 1,500k 1/1/2009
112 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.89 250k 5/1/2011
111 Future Trade AG
Thales Swing Trading Programme
-2.87 250k 6/1/2007
110 GLOBIVEST LLC
Alpha Program
-2.85 50k 4/1/2009
109 IKOS
IKOS Futures Fund
-2.70 1,000k 2/1/2010
108 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.69 100k 8/1/2009
107 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.67 50k 4/1/2005
106 Rho Asset Management
Rho Altius 1XL Program
-2.64 5,000k 11/1/2007
105 Metolius Capital LLC
Metolius Diversified
-2.58 100k 6/1/2010
104 Emil van Essen
Spread Trading Program
-2.55 5,000k 12/1/2006
103 Robust Methods LLC
Macro Managed Account
-2.51 5,000k 1/1/2005
102 FORT LP
Fort Global Diversified
-2.48 2,000k 10/1/1993
101 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.41 50k 12/1/2007
100 MERIT Alternative Investments GmbH
Futures Portfolio
-2.35 2,000k 6/1/1998
99 IKOS
The IKOS Hedge Fund
-2.32 10,000k 7/1/1998
98 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-2.30 10k 7/1/2005
97 Quantica Capital AG
Quantica Managed Futures
-2.11 5,000k 1/1/2005
96 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.06 1,000k 3/1/1998
95 FORT LP
Fort Global Contrarian
-1.96 2,000k 10/1/2002
94 Futures Truth Company, FTC-CTA
MS4
-1.85 250k 10/1/2007
93 Clarke Capital Management
Global Basic
-1.76 50k 2/1/1996
92 Rabar Market Research
Short-Term Program
-1.72 2,000k 11/1/2009
91 RAM Management Group
MRTP Aggressive
-1.58 1,000k 2/1/1998
90 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.56 5,000k 11/1/2012
89 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.54 100k 1/1/2005
88 Gladius Asset Management
Fulham Program
-1.51 2,000k 1/1/2008
87 HASAFUMA
Börstjänaren Hedgehog
-1.47 60k 5/1/2012
86 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.44 5,000k 1/1/2005
85 FTC Capital GmbH
FTC Global Diversified
-1.29 0k 3/1/2012
84 Quantis Asset Management
PFM Systematic
-1.12 15k 5/1/2010
83 HB Capital Management Inc.
Diversified Program
-1.11 50k 3/1/2008
82 Quantmetrics Capital Management LLP
Directional 10V Strategy
-1.11 10,000k 1/1/2007
81 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.99 100k 2/1/2010
80 Northfield Trading
Diversified
-0.98 2,000k 7/1/1989
79 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.91 5,000k 10/1/2007
78 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.85 10,000k 8/1/2007
77 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.82 1,000k 5/1/2006
76 ROW Asset Managment
Row Diversified Fund, L.P.
-0.77 1,000k 11/1/2011
75 Auctos Capital Management
Auctos Global Diversified
-0.73 3,000k 11/1/2007
74 Tactical Investment Management
Tactical Institutional Commodity Program
-0.71 10,000k 4/1/1993
73 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-0.66 25k 1/1/2011
72 Mobius Asset Management
Custom Trading Program
-0.64 100k 1/1/2002
71 Briarwood Capital Management, Inc.
Diversified 2XL
-0.56 250k 11/1/2004
70 Non Correlated Capital
Positive Theta Fund
-0.56 50k 10/1/2007
69 Crabel Capital Management
WPD Crabel Futures Program
-0.54 1,000k 7/1/2008
68 RAM Management Group
RAM MRTP 1X-Conservative
-0.53 1,000k 9/1/1993
67 Red Oak Commodity Advisors
Investment Program
-0.52 5,000k 12/1/1989
66 Non Correlated Capital
Positive Theta Program
-0.46 250k 10/1/2007
65 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-0.46 4,000k 2/1/2011
64 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-0.43 10,000k 8/1/2009
63 Dominion Capital
Sapphire Program
-0.28 3,000k 5/1/2005
62 Ion Asset Architecture (Fund Program)
Ion Fund
-0.25 100k 11/1/2007
61 Ion Asset Architecture
Ion Fund Program
-0.25 10,000k 11/1/2007
60 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.24 3,000k 7/1/2001
59 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.23 4,000k 11/1/2008
58 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.20 5,000k 6/1/2010
57 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-0.18 500k 4/1/2009
56 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.12 1,000k 9/1/1997
55 Vergho Asset Management LLC
Kinematics
-0.11 1,000k 11/1/2008
54 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.06 10,000k 8/1/2009
53 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.05 500k 1/1/2006
52 Romanesco Capital Management B.V
Persistence Program
-0.05 5,000k 9/1/2005
51 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
44 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
45 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
46 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.00 10,000k 3/1/2006
47 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
48 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
49 QCM
Alpha Financials Program
0.00 10,000k 6/1/2012
50 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
43 Haar Capital Management
Discretionary Commodity Trading Program
0.13 250k 12/1/2005
42 Option Capital Advisory
OCA Premium
0.15 100k 5/1/2011
41 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
0.22 100k 1/1/2012
40 Jaguar Investments Ltd
Vario Capital Strategy
0.30 1,000k 5/1/2016
39 Mobius Asset Management
Diversified Program
0.39 250k 3/1/2004
38 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
0.40 25,000k 3/1/2010
37 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.42 75k 6/1/2007
36 Revolution Capital Management
Alpha Program
0.50 5,000k 6/1/2007
35 Stenger Capital Management, LLC
Diversified Trading Program
0.51 200k 4/1/2010
34 Dendrich Ltd
QEP
0.52 50k 12/1/2005
33 White Indian Trading Co.
SCS Program (Client)
0.55 250k 2/1/2011
32 1OAK Capital Limited
ACORN Commodity
0.59 5,000k 5/1/2012
31 Crabel Capital Management
Crabel Multi-Product
0.61 1,000k 3/1/1998
30 IStar Capital B.V.
IStar Systematic Fund
0.69 1,000k 9/1/2011
29 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.71 750k 1/1/2009
28 John Locke Investments
JL Commodity Long Flat Program
0.89 5,000k 12/1/2007
27 Ancile Capital Management
Global Markets Program
1.07 2,000k 4/1/2005
26 Emil van Essen
EvE Systematic Global Opportunities
1.17 1,000k 9/1/2007
25 Quantitative Investment Management
Quantitative Global Program
1.29 20,000k 10/1/2003
24 Beryl Investment Group LLC
Nominal Discretionary System
1.36 50k 7/1/2007
23 Revolution Capital Management
Mosaic Institutional Program
1.54 25,000k 9/1/2009
22 Zoi Capital, LLC
Telio Program (Client)
1.79 200k 4/1/2010
21 Mondiale Asset Management
Mondiale Trading Program
1.99 0k 9/1/1997
20 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
2.15 150k 1/1/2011
19 OptHedge Advisors LLC
Diversified Options & Futures Program
2.23 250k 10/1/2008
18 Deep Field Capital AG
SINGULARITY Fund
2.27 100k 9/1/2011
17 Endeavour Capital LLP
Endeavour Pembroke
2.34 2,000k 7/1/2007
16 Di Tomasso Group Inc.
Equilibrium Program
2.46 5,000k 1/1/2002
15 GT CAPITAL CTA
GT CAPITAL CTA
2.48 150k 6/1/2009
14 Adamah Capital LLC
Asset Allocator Program
2.70 50k 3/1/2011
13 FRP CAPITAL LLC
FRP125+
2.92 125k 1/1/2010
12 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.07 100k 1/1/2011
11 Sharp Mountain Advisors, LLC
Diversified Managed Futures
3.30 250k 8/1/2011
10 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
3.32 100k 7/1/2011
9 Futures Truth Company, FTC-CTA
200K Options Strategy
3.35 200k 12/1/2009
8 Revolution Capital Management
Mosaic Program
3.72 10,000k 10/1/2006
7 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
7.60 25k 1/1/2012
6 Paskewitz Asset Management LLC
Multi-strategy Futures Program
8.65 3,000k 5/1/2010
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.95 3,000k 10/1/1992
4 Rosetta Capital Management
Macro Program
13.78 50k 1/1/2009
3 White Indian Trading Co.
STAIRS (Client)
14.46 250k 5/1/2009
2 White Indian Trading Co.
STAIRS - Futures Program (Client)
18.59 250k 10/1/2008
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
19.00 2,000k 7/1/1992

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