Diversified Trader Index For July 2012

Monthly Rankings

Rank CTA/Program Jul 2012 Min Inv Inception
215 Revolution Capital Management
Mosaic Program
-16.06 10,000k 10/1/2006
214 Option Capital Advisory
OCA Premium
-12.98 100k 5/1/2011
213 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-10.68 50k 10/1/2011
212 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.99 50k 10/1/2010
211 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-8.26 25k 1/1/2011
210 Emil van Essen
Spread Trading Program
-8.00 5,000k 12/1/2006
209 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.50 100k 5/1/1989
208 Revolution Capital Management
Mosaic Institutional Program
-6.51 25,000k 9/1/2009
207 Serac, LLC
Diversified Reversal Program
-5.85 200k 4/1/2011
206 GT CAPITAL CTA
GT CAPITAL CTA
-5.48 150k 6/1/2009
205 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-5.26 100k 10/1/2009
204 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.06 100k 3/1/2003
203 Superfund Group
Superfund Blue SPC Class A (EUR)
-4.83 50k 4/1/2005
202 Clarke Capital Management
Global Basic
-2.73 50k 2/1/1996
201 Mobius Asset Management
Custom Trading Program
-2.59 100k 1/1/2002
200 Quantitative Investment Management
Quantitative Global Program
-2.05 20,000k 10/1/2003
199 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.77 75k 6/1/2007
198 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.69 50k 12/1/2007
197 FTC Capital GmbH
FTC Global Diversified
-1.60 0k 3/1/2012
196 GLOBIVEST LLC
Alpha Program
-1.47 50k 4/1/2009
195 White Indian Trading Co.
SCS Program (Client)
-1.32 250k 2/1/2011
194 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.24 100k 6/1/1994
193 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.15 250k 6/1/2001
192 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.13 5,000k 6/1/2001
191 Robust Methods LLC
Macro Managed Account
-1.12 5,000k 1/1/2005
190 Jaguar Investments Ltd
Vario Capital Strategy
-0.99 1,000k 5/1/2016
189 Future Trade AG
Thales Swing Trading Programme
-0.99 250k 6/1/2007
188 White River Group
Diversified Option Writing Strategy
-0.88 20k 11/1/2008
187 Di Tomasso Group Inc.
Equilibrium Program
-0.83 5,000k 1/1/2002
186 Revolution Capital Management
Alpha Program
-0.73 5,000k 6/1/2007
185 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.54 10,000k 8/1/2007
184 Vergho Asset Management LLC
Kinematics
-0.46 1,000k 11/1/2008
183 Mobius Asset Management
Diversified Program
-0.38 250k 3/1/2004
182 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-0.26 10,000k 8/1/2009
181 HASAFUMA
Börstjänaren Hedgehog
-0.17 60k 5/1/2012
180 Emil van Essen
EvE Systematic Global Opportunities
-0.09 1,000k 9/1/2007
179 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.05 150k 1/1/2011
175 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
176 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
177 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
178 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
174 IStar Capital B.V.
IStar Systematic Fund
0.07 1,000k 9/1/2011
173 MERIT Alternative Investments GmbH
Futures Portfolio
0.24 2,000k 6/1/1998
172 Stenger Capital Management, LLC
Diversified Trading Program
0.25 200k 4/1/2010
171 Red Oak Commodity Advisors
Investment Program
0.26 5,000k 12/1/1989
170 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.27 1,000k 3/1/1998
169 EMC Capital Advisors, LLC
Classic
0.30 5,000k 1/1/1985
168 HB Capital Management Inc.
Diversified Program
0.34 50k 3/1/2008
167 OptHedge Advisors LLC
Diversified Options & Futures Program
0.39 250k 10/1/2008
166 Claughton Capital
Institutional Program
0.56 1,000k 10/1/2005
165 AllMountain Capital AG
Mount Denali Global Trends
0.57 160k 7/1/2007
164 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.59 1,000k 10/1/2006
163 Altradis Capital AG
AlphAlgo
0.67 100k 5/1/2007
162 1OAK Capital Limited
ACORN Commodity
0.70 5,000k 5/1/2012
161 Saxon Investment Corporation
Diversified Program
0.74 3,000k 9/1/1988
160 Wavefront Global Asset Management
IMFC Global Concentrated
0.92 500k 4/1/2009
159 Insignia Managed Capital
Medallion
0.93 50k 2/1/2009
158 Romanesco Capital Management B.V
Persistence Program
0.96 5,000k 9/1/2005
157 Parizek Capital
Futures Trading Program
1.07 500k 4/1/2000
156 Sharp Mountain Advisors, LLC
Diversified Managed Futures
1.14 250k 8/1/2011
155 Beryl Investment Group LLC
Nominal Discretionary System
1.21 50k 7/1/2007
154 Wavefront Global Asset Management
IMFC Global Investment Program
1.22 2,000k 2/1/2007
153 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.23 100k 1/1/2005
152 Auctos Capital Management
Auctos Global Diversified
1.31 3,000k 11/1/2007
151 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.32 1,500k 4/1/2006
150 Millburn Corporation
Commodity Program
1.34 25,000k 3/1/2005
149 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.34 750k 1/1/2009
148 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.42 5,000k 1/1/2005
147 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.43 100k 2/1/2010
146 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.48 10,000k 8/1/2009
145 Acorn Global Investments Inc.
Acorn Diversified Program
1.50 10k 7/1/2005
144 IKOS
The IKOS Hedge Fund
1.59 10,000k 7/1/1998
143 Saxon Investment Corporation
Aggressive Diversified Program
1.60 2,000k 11/1/1993
142 IDS Capital
IDS F&F Systematic Trading
1.60 50k 7/1/2013
141 Conquest Capital Group
Conquest Select
1.69 250k 6/1/2004
140 Ion Asset Architecture (Fund Program)
Ion Fund
1.73 100k 11/1/2007
139 Futures Truth Company, FTC-CTA
200K Options Strategy
1.73 200k 12/1/2009
138 Ion Asset Architecture
Ion Fund Program
1.73 10,000k 11/1/2007
137 Rho Asset Management
Rho Altius 1XL Program
1.88 5,000k 11/1/2007
136 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.89 500k 1/1/2006
135 Superfund Group
Superfund Green Gold L.P. Series A-1
1.92 5k 4/1/2009
134 Non Correlated Capital
Positive Theta Program
1.92 250k 10/1/2007
133 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.92 3,000k 5/1/2010
132 Metolius Capital LLC
Metolius Diversified
1.98 100k 6/1/2010
131 Non Correlated Capital
Positive Theta Fund
1.99 50k 10/1/2007
130 Quantum Leap Capital Management
Managed Account Program
1.99 300k 8/1/2006
129 Conquest Capital Group
Conquest Macro
2.05 250k 5/1/1999
128 Molinero Capital Management LLP
Global Markets Program
2.05 2,000k 7/1/2005
127 Rabar Market Research
Short-Term Program
2.07 2,000k 11/1/2009
126 Dominion Capital
Sapphire Program
2.18 3,000k 5/1/2005
125 Briarwood Capital Management, Inc.
Diversified Trading Program
2.20 3,000k 7/1/2001
124 Northfield Trading
Diversified
2.23 2,000k 7/1/1989
123 Superfund Group
Superfund Green Q-AG
2.23 2k 3/1/1996
122 Mondiale Asset Management
Mondiale Trading Program
2.28 0k 9/1/1997
121 Xplor Capital Management, LLC
Global CTA Program
2.29 1,500k 7/1/2004
120 Quantis Asset Management
PFM Systematic
2.30 15k 5/1/2010
119 Zoi Capital, LLC
Telio Program (Client)
2.30 200k 4/1/2010
118 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.31 10,000k 1/1/2007
117 Endeavour Capital LLP
Endeavour Pembroke
2.31 2,000k 7/1/2007
116 ALFAKRAFT
ALFA Commodity Fund
2.33 16k 6/1/2010
115 Superfund Group
Superfund Green Gold A (SPC)
2.34 5k 10/1/2005
114 Southwest Managed Investments, LLC
Global Diversified
2.35 200k 1/1/2002
113 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.38 1k 10/1/2006
112 Clarke Capital Management
FX Plus
2.41 1,000k 5/1/2004
111 Gladius Asset Management
Fulham Program
2.45 2,000k 1/1/2008
110 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.49 1,000k 5/1/2006
109 Deep Field Capital AG
SINGULARITY Fund
2.51 100k 9/1/2011
108 Superfund Group
Superfund Green L.P. Series A
2.54 5k 10/1/2002
107 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.61 1,500k 1/1/2009
106 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
2.61 25,000k 3/1/2010
105 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.70 10,000k 1/1/1991
104 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
2.71 4,000k 11/1/2008
103 Rabar Market Research
Diversified Program
2.72 2,000k 1/1/1989
102 Dendrich Ltd
QEP
2.89 50k 12/1/2005
101 Transtrend B.V.
DTP – Standard Risk (EUR)
2.92 10,000k 2/1/1999
100 Crabel Capital Management
WPD Crabel Futures Program
2.97 1,000k 7/1/2008
99 Clarke Capital Management
Global Magnum
2.98 100k 8/1/1997
98 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.99 1,000k 9/1/2009
97 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
2.99 100k 5/1/2011
96 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.08 1,000k 9/1/1997
95 Rivoli Fund Management
Rivoli International Fund (V9)
3.09 5,000k 1/1/2002
94 Superfund Group
Superfund Green Gold L.P. Series B-1
3.10 5k 4/1/2009
93 Spectrum Asset Management LLC
Global Diversified
3.16 2,000k 1/1/2001
92 Drury Capital
Diversified Trend-Following Program
3.17 5,000k 5/1/1997
91 Haar Capital Management
Discretionary Commodity Trading Program
3.23 250k 12/1/2005
90 Wimmer Horizon LLP
Managed Account
3.24 5,000k 5/1/2005
89 Quality Capital Management
Alpha Financials Program
3.30 10,000k 6/1/2012
88 Kelly Angle Inc.
Genesis Program
3.31 2,000k 4/1/2000
87 Crabel Capital Management
Crabel Multi-Product
3.37 1,000k 3/1/1998
86 Insignia Managed Capital
Epoch3
3.38 20k 7/1/2009
85 Amplitude Capital International Limited
Klassik Strategy
3.39 1,000k 9/1/2009
84 Superfund Group
Superfund Green L.P. Series B
3.40 5k 10/1/2002
83 Amplitude Capital International Limited
Dynamic Strategy
3.41 6/1/2005
82 Rosetta Capital Management
Macro Program
3.43 50k 1/1/2009
81 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
3.49 100k 1/1/2012
80 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.50 5,000k 11/1/2012
79 Futures Truth Company, FTC-CTA
MS4
3.52 250k 10/1/2007
78 Superfund Group
Superfund Green Gold B (SPC)
3.62 50k 10/1/2005
77 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.66 100k 1/1/2011
76 Hyman Beck and Company
Global Portfolio
3.67 1,000k 3/1/1991
75 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
3.80 500k 4/1/2009
74 Estlander & Partners
Alpha Trend
3.87 30,000k 10/1/1991
73 Superfund Group
Superfund Green GCT USD
3.96 15k 1/1/2000
72 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.01 1,000k 3/1/2003
71 IKOS
IKOS Futures Fund
4.03 1,000k 2/1/2010
70 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.04 10,000k 1/1/1995
69 ISAM
ISAM Systematic Trend Fund
4.12 1,000k 6/1/2001
68 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.15 10,000k 8/1/2004
67 John Locke Investments
JL Commodity Long Flat Program
4.29 5,000k 12/1/2007
66 Quantica Capital AG
Quantica Managed Futures
4.31 5,000k 1/1/2005
65 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.35 10,000k 8/1/1999
64 Millburn Corporation
Diversified Program
4.37 20,000k 2/1/1977
63 Winton Capital Management
Diversified
4.41 50,000k 10/1/1997
62 Hawksbill Capital Management
Global Diversified
4.42 5,000k 11/1/1988
61 RAM Management Group
RAM MRTP 1X-Conservative
4.47 1,000k 9/1/1993
60 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.53 100k 11/1/1984
59 Rivoli Fund Management
Rivoli International Fund (MAP)
4.56 5,000k 10/1/1996
58 Millburn Corporation
Multi-Markets Program
4.67 25,000k 10/1/2004
57 Abraham Trading Company
Diversified Program
4.70 10,000k 1/1/1988
56 Robinson-Langley Capital Management, LLC
Managed Account Program
4.75 200k 1/1/2007
55 Eclipse Capital Management
Global Monetary
4.85 5,000k 8/1/1990
54 ROW Asset Managment
Row Diversified Fund, L.P.
4.90 1,000k 11/1/2011
53 Superfund Group
Superfund Green Gold C (SPC)
4.90 100k 10/1/2005
52 FRP CAPITAL LLC
FRP125+
4.94 125k 1/1/2010
51 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.10 200k 11/1/1999
50 Briarwood Capital Management, Inc.
Diversified 2XL
5.13 250k 11/1/2004
49 Commodity Strategies AG
CSAG Active Long Short Commodity Program
5.15 5,000k 10/1/2007
48 Clarke Capital Management
Millennium
5.18 1,000k 1/1/1998
47 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
5.19 100k 8/1/2009
46 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
5.21 25k 1/1/2012
45 Superfund Group
Superfund Green Master
5.22 2,000k 5/1/2001
44 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
5.26 250k 10/1/2009
43 Welton Investment Partners
Welton Global
5.27 10,000k 6/1/2004
42 Red Rock Capital, LLC
Systematic Global Macro
5.29 500k 9/1/2003
41 Adamah Capital LLC
Asset Allocator Program
5.30 50k 3/1/2011
40 Angle Capital Management LLC
AIP Program
5.42 100k 1/1/2010
39 QMS Capital Management LP
QMS Diversified Global Macro Strategy
5.43 5,000k 6/1/2010
38 FORT LP
Fort Global Contrarian
5.50 2,000k 10/1/2002
37 Estlander & Partners
Global Markets
5.56 10,000k 8/1/1999
36 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.65 10,000k 3/1/2006
35 Clarke Capital Management
Jupiter
5.79 3,000k 5/1/2005
34 Chesapeake Capital
Diversified (LV)
5.85 100k 2/1/1988
33 Dixon Midland Company LLC
Dixon Midland Diversified LLC
5.95 250k 5/1/2011
32 Blackwater Capital Management
Global Program
5.98 5,000k 7/1/2005
31 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
6.00 4,000k 2/1/2011
30 Mark J. Walsh Company
Standard Program
6.01 2,000k 9/1/1985
29 Estlander & Partners
Freedom
6.14 20,000k 8/1/2010
28 Keck Capital Management LLC
The Keck Program
6.24 2,000k 12/1/2003
27 John Locke Investments
Cyril Systematic Program
6.45 8,000k 7/1/2000
26 Manning & Napier
MN Xenon Managed Futures (2x) Program
6.61 5,000k 6/1/2006
25 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.69 1/1/1989
24 Melissinos Trading
Eupatrid Program
6.80 50k 1/1/2011
23 Quality Capital Management
Global Diversified Programme
6.83 10,000k 12/1/1995
22 M.S. Capital Management
Global Diversified Program
6.90 2,000k 11/1/1998
21 Lynx Asset Management AB
Lynx Program
6.97 75k 5/1/2000
20 Covenant Capital Management
Original Program
8.02 5,000k 9/1/1999
19 Eckhardt Trading Company
Evolution Strategies
8.29 20,000k 8/1/1991
18 FORT LP
Fort Global Diversified
8.70 2,000k 10/1/1993
17 Clarke Capital Management
Worldwide
8.95 250k 1/1/1996
16 Eckhardt Trading Company
Evolution Strategies 1.2X
9.29 10,000k 10/1/1991
15 Somers Brothers Capital
Diversified Futures Program #1
10.27 100k 1/1/2005
14 Purple Valley Capital, Inc.
Diversified Trend 1
10.47 100k 8/1/2008
13 Estlander & Partners
Global XL
11.36 5,000k 8/1/1991
12 Mulvaney Capital Management
The Mulvaney Global Markets Fund
11.38 100k 5/1/1999
11 Covenant Capital Management
Aggressive Program
11.94 3,000k 2/1/2004
10 Estlander & Partners
Alpha Trend II - Class P
12.39 100k 12/1/2008
9 Ancile Capital Management
Global Markets Program
12.59 2,000k 4/1/2005
8 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
12.75 3,000k 10/1/1992
7 RAM Management Group
MRTP Aggressive
13.81 1,000k 2/1/1998
6 Dreiss Research Corporation
Diversified Program
14.96 1,000k 5/1/1991
5 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
16.13 100k 7/1/2011
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
18.84 2,000k 7/1/1992
3 Tactical Investment Management
Tactical Institutional Commodity Program
21.17 10,000k 4/1/1993
2 White Indian Trading Co.
STAIRS (Client)
22.38 250k 5/1/2009
1 White Indian Trading Co.
STAIRS - Futures Program (Client)
24.33 250k 10/1/2008

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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