Diversified Trader Index For August 2012

Monthly Rankings

Rank CTA/Program Aug 2012 Min Inv Inception
215 Clarke Capital Management
Jupiter
-11.07 3,000k 5/1/2005
214 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.80 200k 11/1/1999
213 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-10.74 4,000k 2/1/2011
212 Conquest Capital Group
Conquest Macro
-9.54 250k 5/1/1999
211 Dreiss Research Corporation
Diversified Program
-9.29 1,000k 5/1/1991
210 Wraith Capital LLP
Wraith Dynamic Futures Fund
-8.98 100k 1/1/2011
209 Di Tomasso Group Inc.
Equilibrium Program
-8.39 5,000k 1/1/2002
208 Estlander & Partners
Alpha Trend II - Class P
-7.88 100k 12/1/2008
207 White Indian Trading Co.
STAIRS (Client)
-6.95 250k 5/1/2009
206 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-6.26 100k 5/1/1999
205 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.14 100k 6/1/1994
204 Serac, LLC
Diversified Reversal Program
-6.12 200k 4/1/2011
203 Somers Brothers Capital
Diversified Futures Program #1
-5.96 100k 1/1/2005
202 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-5.83 100k 5/1/2011
201 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.52 100k 5/1/1989
200 Hyman Beck and Company
Global Portfolio
-5.28 1,000k 3/1/1991
199 M.S. Capital Management
Global Diversified Program
-5.07 2,000k 11/1/1998
198 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.02 250k 6/1/2001
197 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.02 5,000k 6/1/2001
196 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-5.01 75k 6/1/2007
195 Southwest Managed Investments, LLC
Global Diversified
-4.97 200k 1/1/2002
194 ISAM
ISAM Systematic Trend Fund
-4.68 1,000k 6/1/2001
193 White Indian Trading Co.
STAIRS - Futures Program (Client)
-4.54 250k 10/1/2008
192 Revolution Capital Management
Mosaic Program
-4.22 10,000k 10/1/2006
191 Clarke Capital Management
FX Plus
-4.17 1,000k 5/1/2004
190 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.17 100k 11/1/1984
189 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.02 1/1/1989
188 Superfund Group
Superfund Green Master
-3.93 2,000k 5/1/2001
187 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-3.91 4,000k 11/1/2008
186 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.88 250k 5/1/2011
185 Clarke Capital Management
Millennium
-3.77 1,000k 1/1/1998
184 Spectrum Asset Management LLC
Global Diversified
-3.76 2,000k 1/1/2001
183 Superfund Group
Superfund Green GCT USD
-3.66 15k 1/1/2000
182 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-3.61 10,000k 8/1/2009
181 Keck Capital Management LLC
The Keck Program
-3.60 2,000k 12/1/2003
180 Angle Capital Management LLC
AIP Program
-3.43 100k 1/1/2010
179 Wimmer Horizon LLP
Managed Account
-3.11 5,000k 5/1/2005
178 Superfund Group
Superfund Green L.P. Series B
-3.08 5k 10/1/2002
177 Deep Field Capital AG
SINGULARITY Fund
-2.97 100k 9/1/2011
176 Molinero Capital Management LLP
Global Markets Program
-2.94 2,000k 7/1/2005
175 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-2.82 25,000k 3/1/2010
174 Altradis Capital AG
AlphAlgo
-2.79 100k 5/1/2007
173 Amplitude Capital International Limited
Dynamic Strategy
-2.77 6/1/2005
172 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
171 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.67 50k 10/1/2011
170 Acorn Global Investments Inc.
Acorn Diversified Program
-2.66 10k 7/1/2005
169 Quantica Capital AG
Quantica Managed Futures
-2.55 5,000k 1/1/2005
168 Millburn Corporation
Multi-Markets Program
-2.48 25,000k 10/1/2004
167 Estlander & Partners
Alpha Trend
-2.45 30,000k 10/1/1991
166 Emil van Essen
EvE Systematic Global Opportunities
-2.37 1,000k 9/1/2007
165 AllMountain Capital AG
Mount Denali Global Trends
-2.36 160k 7/1/2007
164 Superfund Group
Superfund Green Q-AG
-2.36 2k 3/1/1996
163 Blackwater Capital Management
Global Program
-2.36 5,000k 7/1/2005
162 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-2.36 100k 7/1/2011
161 Romanesco Capital Management B.V
Persistence Program
-2.32 5,000k 9/1/2005
160 Lynx Asset Management AB
Lynx Program
-2.24 75k 5/1/2000
159 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.20 200k 1/1/2007
158 Superfund Group
Superfund Green L.P. Series A
-2.19 5k 10/1/2002
157 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-2.13 150k 1/1/2011
156 Clarke Capital Management
Worldwide
-2.10 250k 1/1/1996
155 FORT LP
Fort Global Contrarian
-2.01 2,000k 10/1/2002
154 Kelly Angle Inc.
Genesis Program
-2.00 2,000k 4/1/2000
153 Adamah Capital LLC
Asset Allocator Program
-1.90 50k 3/1/2011
152 Crabel Capital Management
Crabel Multi-Product
-1.89 1,000k 3/1/1998
151 Millburn Corporation
Diversified Program
-1.89 20,000k 2/1/1977
150 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.73 5,000k 10/1/1996
149 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.72 10,000k 8/1/2004
148 FORT LP
Fort Global Diversified
-1.71 2,000k 10/1/1993
147 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.70 100k 2/1/2010
146 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.66 5,000k 11/1/2012
145 Ancile Capital Management
Global Markets Program
-1.64 2,000k 4/1/2005
144 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.62 1k 10/1/2006
143 Revolution Capital Management
Mosaic Institutional Program
-1.61 25,000k 9/1/2009
142 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.58 100k 1/1/2005
141 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.57 10,000k 8/1/1999
140 Jaguar Investments Ltd
Vario Capital Strategy
-1.56 1,000k 5/1/2016
139 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.48 10,000k 8/1/2009
138 Mark J. Walsh Company
Standard Program
-1.46 2,000k 9/1/1985
137 Wavefront Global Asset Management
IMFC Global Investment Program
-1.46 2,000k 2/1/2007
136 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.41 10,000k 1/1/1995
135 IDS Capital
IDS F&F Systematic Trading
-1.40 50k 7/1/2013
134 Northfield Trading
Diversified
-1.39 2,000k 7/1/1989
133 Estlander & Partners
Freedom
-1.37 20,000k 8/1/2010
132 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.32 5,000k 6/1/2006
131 Rho Asset Management
Rho Altius 1XL Program
-1.31 5,000k 11/1/2007
130 Winton Capital Management
Diversified
-1.29 50,000k 10/1/1997
129 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.28 10,000k 8/1/2007
128 Red Rock Capital, LLC
Systematic Global Macro
-1.28 500k 9/1/2003
127 John Locke Investments
Cyril Systematic Program
-1.27 8,000k 7/1/2000
126 Welton Investment Partners
Welton Global
-1.26 10,000k 6/1/2004
125 Drury Capital
Diversified Trend-Following Program
-1.26 5,000k 5/1/1997
124 Rivoli Fund Management
Rivoli International Fund (V9)
-1.16 5,000k 1/1/2002
123 Millburn Corporation
Commodity Program
-1.15 25,000k 3/1/2005
122 IKOS
IKOS Futures Fund
-1.13 1,000k 2/1/2010
121 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.09 10,000k 2/1/1999
120 Conquest Capital Group
Conquest Select
-1.02 250k 6/1/2004
119 Chesapeake Capital
Diversified (LV)
-0.96 100k 2/1/1988
118 Quantis Asset Management
PFM Systematic
-0.94 15k 5/1/2010
117 Metolius Capital LLC
Metolius Diversified
-0.92 100k 6/1/2010
116 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.90 10,000k 3/1/2006
115 Dominion Capital
Sapphire Program
-0.87 3,000k 5/1/2005
114 Gladius Asset Management
Fulham Program
-0.86 2,000k 1/1/2008
113 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
112 Emil van Essen
Spread Trading Program
-0.67 5,000k 12/1/2006
111 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.59 1,500k 4/1/2006
110 Alee Capital Management, LLC
Poniente Program
-0.58 2,500k 1/1/1999
109 Claughton Capital
Institutional Program
-0.50 1,000k 10/1/2005
108 RAM Management Group
MRTP Aggressive
-0.47 1,000k 2/1/1998
107 Mondiale Asset Management
Mondiale Trading Program
-0.44 0k 9/1/1997
106 Abraham Trading Company
Diversified Program
-0.43 10,000k 1/1/1988
105 Quality Capital Management
Alpha Financials Program
-0.38 10,000k 6/1/2012
104 MERIT Alternative Investments GmbH
Futures Portfolio
-0.37 2,000k 6/1/1998
103 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.34 1,000k 10/1/2006
102 Wavefront Global Asset Management
IMFC Global Concentrated
-0.26 500k 4/1/2009
101 Option Capital Advisory
OCA Premium
-0.25 100k 5/1/2011
100 Xplor Capital Management, LLC
Global CTA Program
-0.23 1,500k 7/1/2004
99 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.23 1,000k 9/1/1997
98 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-0.22 250k 10/1/2009
97 Clarke Capital Management
Global Basic
-0.21 50k 2/1/1996
96 RAM Management Group
RAM MRTP 1X-Conservative
-0.18 1,000k 9/1/1993
95 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.17 1,500k 1/1/2009
94 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.14 1,000k 3/1/1998
93 Endeavour Capital LLP
Endeavour Pembroke
-0.11 2,000k 7/1/2007
92 IKOS
The IKOS Hedge Fund
-0.08 10,000k 7/1/1998
91 1OAK Capital Limited
ACORN Commodity
-0.07 5,000k 5/1/2012
90 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.06 1,000k 3/1/2003
89 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
-0.01 100k 1/1/2012
87 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
88 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
86 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.01 5,000k 1/1/2005
85 Futures Truth Company, FTC-CTA
MS4
0.01 250k 10/1/2007
84 Stenger Capital Management, LLC
Diversified Trading Program
0.12 200k 4/1/2010
83 Saxon Investment Corporation
Diversified Program
0.13 3,000k 9/1/1988
82 Eclipse Capital Management
Global Monetary
0.14 5,000k 8/1/1990
81 Superfund Group
Superfund Green Gold C (SPC)
0.17 100k 10/1/2005
80 Beryl Investment Group LLC
Nominal Discretionary System
0.20 50k 7/1/2007
79 Briarwood Capital Management, Inc.
Diversified Trading Program
0.20 3,000k 7/1/2001
78 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.24 500k 1/1/2006
77 Mobius Asset Management
Diversified Program
0.25 250k 3/1/2004
76 Saxon Investment Corporation
Aggressive Diversified Program
0.28 2,000k 11/1/1993
75 Parizek Capital
Futures Trading Program
0.29 500k 4/1/2000
74 Ion Asset Architecture
Ion Fund Program
0.30 10,000k 11/1/2007
73 Melissinos Trading
Eupatrid Program
0.30 50k 1/1/2011
72 Ion Asset Architecture (Fund Program)
Ion Fund
0.30 100k 11/1/2007
71 GT CAPITAL CTA
GT CAPITAL CTA
0.32 150k 6/1/2009
70 Estlander & Partners
Global Markets
0.33 10,000k 8/1/1999
69 Briarwood Capital Management, Inc.
Diversified 2XL
0.36 250k 11/1/2004
68 Alee Capital Management, LLC
Mistral Program
0.39 2,500k 1/1/1999
67 Sharp Mountain Advisors, LLC
Diversified Managed Futures
0.44 250k 8/1/2011
66 Superfund Group
Superfund Blue SPC Class A (EUR)
0.47 50k 4/1/2005
65 Quantitative Investment Management
Quantitative Global Program
0.52 20,000k 10/1/2003
64 Covenant Capital Management
Original Program
0.53 5,000k 9/1/1999
63 Superfund Group
Superfund Green Gold L.P. Series B-1
0.58 5k 4/1/2009
62 ROW Asset Managment
Row Diversified Fund, L.P.
0.64 1,000k 11/1/2011
61 Estlander & Partners
Global XL
0.64 5,000k 8/1/1991
60 Revolution Capital Management
Alpha Program
0.67 5,000k 6/1/2007
59 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.68 750k 1/1/2009
58 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
0.71 500k 4/1/2009
57 Rabar Market Research
Short-Term Program
0.75 2,000k 11/1/2009
56 OptHedge Advisors LLC
Diversified Options & Futures Program
0.79 250k 10/1/2008
55 IStar Capital B.V.
IStar Systematic Fund
0.81 1,000k 9/1/2011
54 Auctos Capital Management
Auctos Global Diversified
0.84 3,000k 11/1/2007
53 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.92 100k 8/1/2009
52 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.95 25k 1/1/2011
51 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.07 10,000k 1/1/2007
50 Vergho Asset Management LLC
Kinematics
1.08 1,000k 11/1/2008
49 Superfund Group
Superfund Green Gold B (SPC)
1.11 50k 10/1/2005
48 Rabar Market Research
Diversified Program
1.13 2,000k 1/1/1989
47 Red Oak Commodity Advisors
Investment Program
1.17 5,000k 12/1/1989
46 Tactical Investment Management
Tactical Institutional Commodity Program
1.22 10,000k 4/1/1993
45 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.38 1,000k 5/1/2006
44 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.43 3,000k 5/1/2010
43 Quantum Leap Capital Management
Managed Account Program
1.50 300k 8/1/2006
42 Quality Capital Management
Global Diversified Programme
1.54 10,000k 12/1/1995
41 Clarke Capital Management
Global Magnum
1.62 100k 8/1/1997
40 Superfund Group
Superfund Green Gold L.P. Series A-1
1.63 5k 4/1/2009
39 John Locke Investments
JL Commodity Long Flat Program
1.69 5,000k 12/1/2007
38 Commodity Strategies AG
CSAG Active Long Short Commodity Program
1.70 5,000k 10/1/2007
37 White Indian Trading Co.
SCS Program (Client)
1.72 250k 2/1/2011
36 Eckhardt Trading Company
Evolution Strategies
1.72 20,000k 8/1/1991
35 Eckhardt Trading Company
Evolution Strategies 1.2X
1.86 10,000k 10/1/1991
34 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.95 1,000k 9/1/2009
33 Hawksbill Capital Management
Global Diversified
1.98 5,000k 11/1/1988
32 Covenant Capital Management
Aggressive Program
1.99 3,000k 2/1/2004
31 Superfund Group
Superfund Green Gold A (SPC)
2.12 5k 10/1/2005
30 FTC Capital GmbH
FTC Global Diversified
2.14 0k 3/1/2012
29 Rosetta Capital Management
Macro Program
2.43 50k 1/1/2009
28 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
2.50 100k 10/1/2009
27 Future Trade AG
Thales Swing Trading Programme
2.57 250k 6/1/2007
26 Superfund Group
Superfund Blue SPC Class A (Gold)
2.67 50k 12/1/2007
25 Crabel Capital Management
WPD Crabel Futures Program
2.71 1,000k 7/1/2008
24 Non Correlated Capital
Positive Theta Program
2.76 250k 10/1/2007
23 Insignia Managed Capital
Medallion
2.83 50k 2/1/2009
22 HB Capital Management Inc.
Diversified Program
2.87 50k 3/1/2008
21 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.03 100k 3/1/2003
20 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.09 5,000k 6/1/2010
19 Non Correlated Capital
Positive Theta Fund
3.13 50k 10/1/2007
18 Purple Valley Capital, Inc.
Diversified Trend 1
3.14 100k 8/1/2008
17 GLOBIVEST LLC
Alpha Program
3.29 50k 4/1/2009
16 Robust Methods LLC
Macro Managed Account
3.40 5,000k 1/1/2005
15 Mobius Asset Management
Custom Trading Program
3.57 100k 1/1/2002
14 ALFAKRAFT
ALFA Commodity Fund
3.71 16k 6/1/2010
13 Zoi Capital, LLC
Telio Program (Client)
3.80 200k 4/1/2010
12 Amplitude Capital International Limited
Klassik Strategy
3.89 1,000k 9/1/2009
11 Futures Truth Company, FTC-CTA
200K Options Strategy
4.07 200k 12/1/2009
10 Insignia Managed Capital
Epoch3
4.52 20k 7/1/2009
9 Global Vista Advisors, LLC
Global Vista Options ("GVO")
4.84 50k 10/1/2010
8 Dendrich Ltd
QEP
4.96 50k 12/1/2005
7 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
4.96 25k 1/1/2012
6 FRP CAPITAL LLC
FRP125+
5.06 125k 1/1/2010
5 Haar Capital Management
Discretionary Commodity Trading Program
5.90 250k 12/1/2005
4 White River Group
Diversified Option Writing Strategy
7.52 20k 11/1/2008
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.76 3,000k 10/1/1992
2 HASAFUMA
Börstjänaren Hedgehog
16.67 60k 5/1/2012
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
18.72 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.

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