Diversified Trader Index For September 2012

Monthly Rankings

Rank CTA/Program Sep 2012 Min Inv Inception
215 Dreiss Research Corporation
Diversified Program
-10.34 1,000k 5/1/1991
214 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.58 100k 5/1/1999
213 White Indian Trading Co.
STAIRS - Futures Program (Client)
-8.47 250k 10/1/2008
212 White Indian Trading Co.
STAIRS (Client)
-7.00 250k 5/1/2009
211 Altradis Capital AG
AlphAlgo
-6.88 100k 5/1/2007
210 Southwest Managed Investments, LLC
Global Diversified
-6.69 200k 1/1/2002
209 Superfund Group
Superfund Green L.P. Series B
-6.15 5k 10/1/2002
208 Chesapeake Capital
Diversified (LV)
-5.69 100k 2/1/1988
207 Conquest Capital Group
Conquest Macro
-5.36 250k 5/1/1999
206 Clarke Capital Management
Global Basic
-5.14 50k 2/1/1996
205 Rosetta Capital Management
Macro Program
-4.94 50k 1/1/2009
204 Clarke Capital Management
Jupiter
-4.92 3,000k 5/1/2005
203 IDS Capital
IDS F&F Systematic Trading
-4.90 50k 7/1/2013
202 Hyman Beck and Company
Global Portfolio
-4.88 1,000k 3/1/1991
201 Beach Horizon LLP
Managed Account
-4.88 5,000k 5/1/2005
200 Superfund Group
Superfund Green Master
-4.73 2,000k 5/1/2001
199 Superfund Group
Superfund Green GCT USD
-4.59 15k 1/1/2000
198 Wavefront Global Asset Management
IMFC Global Investment Program
-4.51 2,000k 2/1/2007
197 Spectrum Asset Management LLC
Global Diversified
-4.48 2,000k 1/1/2001
196 Wavefront Global Asset Management
IMFC Global Concentrated
-4.45 500k 4/1/2009
195 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.37 100k 11/1/1984
194 Superfund Group
Superfund Green L.P. Series A
-4.31 5k 10/1/2002
193 Futures Truth Company, FTC-CTA
MS4
-4.14 250k 10/1/2007
192 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.98 1/1/1989
191 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.94 1,000k 3/1/2003
190 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.78 5,000k 10/1/1996
189 Millburn Corporation
Commodity Program
-3.75 25,000k 3/1/2005
188 Kelly Angle Inc.
Genesis Program
-3.46 2,000k 4/1/2000
187 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.46 1,500k 4/1/2006
186 Drury Capital
Diversified Trend-Following Program
-3.41 5,000k 5/1/1997
185 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.39 100k 6/1/1994
184 ROW Asset Managment
Row Diversified Fund, L.P.
-3.38 1,000k 11/1/2011
183 Lynx Asset Management AB
Lynx Program
-3.36 75k 5/1/2000
182 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
-3.35 100k 1/1/2012
181 Red Rock Capital, LLC
Systematic Global Macro
-3.28 500k 9/1/2003
180 John Locke Investments
Cyril Systematic Program
-3.08 8,000k 7/1/2000
179 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.07 10,000k 1/1/1995
178 Zoi Capital, LLC
Telio Program (Client)
-3.07 200k 4/1/2010
177 White Indian Trading Co.
SCS Program (Client)
-3.06 250k 2/1/2011
176 Purple Valley Capital, Inc.
Diversified Trend 1
-2.98 100k 8/1/2008
175 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.96 10,000k 8/1/2004
174 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.96 200k 1/1/2007
173 Blackwater Capital Management
Global Program
-2.96 5,000k 7/1/2005
172 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.94 10,000k 8/1/1999
171 Estlander & Partners
Alpha Trend II - Class P
-2.91 100k 12/1/2008
170 Rabar Market Research
Diversified Program
-2.91 2,000k 1/1/1989
169 Clarke Capital Management
Millennium
-2.90 1,000k 1/1/1998
168 Superfund Group
Superfund Green Q-AG
-2.87 2k 3/1/1996
167 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.87 5,000k 6/1/2006
166 Welton Investment Partners
Welton Global
-2.86 10,000k 6/1/2004
165 Haar Capital Management
Discretionary Commodity Trading Program
-2.79 250k 12/1/2005
164 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-2.73 500k 4/1/2009
163 Hawksbill Capital Management
Global Diversified
-2.61 5,000k 11/1/1988
162 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.55 100k 1/1/2005
161 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.54 1,000k 10/1/2006
160 Abraham Trading Company
Diversified Program
-2.48 10,000k 1/1/1988
159 Rivoli Fund Management
Rivoli International Fund (V9)
-2.45 5,000k 1/1/2002
158 Millburn Corporation
Multi-Markets Program
-2.33 25,000k 10/1/2004
157 Millburn Corporation
Diversified Program
-2.32 20,000k 2/1/1977
156 IKOS
IKOS Futures Fund
-2.29 1,000k 2/1/2010
155 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.19 250k 5/1/2011
154 Winton Capital Management
Diversified
-2.18 50,000k 10/1/1997
153 AllMountain Capital AG
Mount Denali Global Trends
-2.16 160k 7/1/2007
152 Tactical Investment Management
Tactical Institutional Commodity Program
-2.06 10,000k 4/1/1993
151 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.03 100k 5/1/1989
150 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.01 10,000k 2/1/1999
149 Clarke Capital Management
FX Plus
-2.01 1,000k 5/1/2004
148 Endeavour Capital LLP
Endeavour Pembroke
-1.96 2,000k 7/1/2007
147 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-1.91 100k 7/1/2011
146 Somers Brothers Capital
Diversified Futures Program #1
-1.90 100k 1/1/2005
145 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.89 50k 10/1/2011
144 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.89 250k 10/1/2009
143 M.S. Capital Management
Global Diversified Program
-1.88 2,000k 11/1/1998
142 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.77 5,000k 6/1/2001
141 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.75 1,000k 5/1/2006
140 Melissinos Trading
Eupatrid Program
-1.71 50k 1/1/2011
139 Mark J. Walsh Company
Standard Program
-1.70 2,000k 9/1/1985
138 IKOS
The IKOS Hedge Fund
-1.70 10,000k 7/1/1998
137 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.66 250k 6/1/2001
136 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.64 10,000k 8/1/2009
135 Ancile Capital Management
Global Markets Program
-1.64 2,000k 4/1/2005
134 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.59 5,000k 11/1/2012
133 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.45 500k 1/1/2006
132 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.29 1,000k 3/1/1998
131 ISAM
ISAM Systematic Trend Fund
-1.24 1,000k 6/1/2001
130 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.23 100k 8/1/2009
129 Auctos Capital Management
Auctos Global Diversified
-1.20 3,000k 11/1/2007
128 EMC Capital Advisors, LLC
Classic
-1.20 5,000k 1/1/1985
127 MERIT Alternative Investments GmbH
Futures Portfolio
-1.12 2,000k 6/1/1998
126 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.05 10,000k 10/1/1991
125 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-1.03 250k 8/1/2011
124 Clarke Capital Management
Global Magnum
-1.00 100k 8/1/1997
123 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.96 200k 11/1/1999
122 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.95 1,500k 1/1/2009
121 Eckhardt Trading Company
Evolution Strategies
-0.95 20,000k 8/1/1991
120 Conquest Capital Group
Conquest Select
-0.93 250k 6/1/2004
119 Gladius Asset Management
Fulham Program
-0.91 2,000k 1/1/2008
118 Adamah Capital LLC
Asset Allocator Program
-0.90 50k 3/1/2011
117 Ion Asset Architecture
Ion Fund Program
-0.89 10,000k 11/1/2007
116 Ion Asset Architecture (Fund Program)
Ion Fund
-0.89 100k 11/1/2007
115 Rabar Market Research
Short-Term Program
-0.76 2,000k 11/1/2009
114 Estlander & Partners
Alpha Trend
-0.75 30,000k 10/1/1991
113 FTC Capital GmbH
FTC Global Diversified
-0.71 0k 3/1/2012
112 GLOBIVEST LLC
Alpha Program
-0.65 50k 4/1/2009
111 Xplor Capital Management, LLC
Global CTA Program
-0.61 1,500k 7/1/2004
110 Quantica Capital AG
Quantica Managed Futures
-0.52 5,000k 1/1/2005
109 Robust Methods LLC
Macro Managed Account
-0.51 5,000k 1/1/2005
108 FORT LP
Fort Global Diversified
-0.50 2,000k 10/1/1993
107 Northfield Trading
Diversified
-0.47 2,000k 7/1/1989
106 HB Capital Management Inc.
Diversified Program
-0.46 50k 3/1/2008
105 Superfund Group
Superfund Green Gold L.P. Series B-1
-0.44 5k 4/1/2009
104 GT CAPITAL CTA
GT CAPITAL CTA
-0.43 150k 6/1/2009
103 Eclipse Capital Management
Global Monetary
-0.38 5,000k 8/1/1990
102 1OAK Capital Limited
ACORN Commodity
-0.36 5,000k 5/1/2012
101 Stenger Capital Management, LLC
Diversified Trading Program
-0.34 200k 4/1/2010
100 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.32 5,000k 6/1/2010
99 Quality Capital Management
Global Diversified Programme
-0.31 10,000k 12/1/1995
98 Mobius Asset Management
Diversified Program
-0.30 250k 3/1/2004
97 Jaguar Investments Ltd
Vario Capital Strategy
-0.29 1,000k 5/1/2016
96 Superfund Group
Superfund Green Gold C (SPC)
-0.27 100k 10/1/2005
95 Clarke Capital Management
Worldwide
-0.27 250k 1/1/1996
94 Di Tomasso Group Inc.
Equilibrium Program
-0.26 5,000k 1/1/2002
93 Metolius Capital LLC
Metolius Diversified
-0.21 100k 6/1/2010
92 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.19 5,000k 1/1/2005
91 Deep Field Capital AG
SINGULARITY Fund
-0.19 100k 9/1/2011
90 FORT LP
Fort Global Contrarian
-0.14 2,000k 10/1/2002
89 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.11 1,000k 9/1/1997
88 Estlander & Partners
Freedom
-0.09 20,000k 8/1/2010
87 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.07 750k 1/1/2009
86 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.07 3,000k 5/1/2010
85 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
84 Quantis Asset Management
PFM Systematic
0.01 15k 5/1/2010
83 John Locke Investments
JL Commodity Long Flat Program
0.01 5,000k 12/1/2007
82 Parizek Capital
Futures Trading Program
0.05 500k 4/1/2000
81 Superfund Group
Superfund Blue SPC Class A (EUR)
0.08 50k 4/1/2005
80 Crabel Capital Management
Crabel Multi-Product
0.11 1,000k 3/1/1998
79 Revolution Capital Management
Alpha Program
0.12 5,000k 6/1/2007
78 Angle Capital Management LLC
AIP Program
0.20 100k 1/1/2010
77 Saxon Investment Corporation
Diversified Program
0.25 3,000k 9/1/1988
76 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.26 25k 1/1/2011
75 Beryl Investment Group LLC
Nominal Discretionary System
0.29 50k 7/1/2007
74 Quantitative Investment Management
Quantitative Global Program
0.32 20,000k 10/1/2003
73 Amplitude Capital International Limited
Dynamic Strategy
0.37 6/1/2005
72 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.38 10,000k 8/1/2009
71 OptHedge Advisors LLC
Diversified Options & Futures Program
0.38 250k 10/1/2008
70 Rho Asset Management
Rho Altius 1XL Program
0.41 5,000k 11/1/2007
69 Claughton Capital
Auto-Reactive Positioning
0.44 1,000k 10/1/2005
68 Revolution Capital Management
Alpha Fund
0.46 50k 1/1/2005
67 Vergho Asset Management LLC
Kinematics
0.47 1,000k 11/1/2008
66 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.48 1k 10/1/2006
65 Future Trade AG
Thales Swing Trading Programme
0.49 250k 6/1/2007
64 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
0.50 150k 1/1/2011
63 Estlander & Partners
Global Markets
0.52 10,000k 8/1/1999
62 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.54 4,000k 11/1/2008
61 Saxon Investment Corporation
Aggressive Diversified Program
0.55 2,000k 11/1/1993
60 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.70 3,000k 10/1/1992
59 Quality Capital Management
Alpha Financials Program
0.74 10,000k 6/1/2012
58 Mobius Asset Management
Custom Trading Program
0.75 100k 1/1/2002
57 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.76 10,000k 1/1/2007
56 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.82 10,000k 8/1/2007
55 Revolution Capital Management
Mosaic Institutional Program
0.85 25,000k 9/1/2009
54 Superfund Group
Superfund Green Gold B (SPC)
0.97 50k 10/1/2005
53 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.99 5,000k 10/1/2007
52 Alee Capital Management, LLC
Mistral Program
1.03 2,500k 1/1/1999
51 Estlander & Partners
Global XL
1.07 5,000k 8/1/1991
50 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.11 4,000k 2/1/2011
49 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.15 2,000k 7/1/1992
48 RAM Management Group
RAM MRTP 1X-Conservative
1.25 1,000k 9/1/1993
47 Revolution Capital Management
Mosaic Program
1.29 10,000k 10/1/2006
46 Briarwood Capital Management, Inc.
Diversified Trading Program
1.39 3,000k 7/1/2001
45 Insignia Managed Capital
Medallion
1.40 50k 2/1/2009
44 Mondiale Asset Management
Mondiale Trading Program
1.48 0k 9/1/1997
43 Superfund Group
Superfund Green Gold L.P. Series A-1
1.48 5k 4/1/2009
42 Emil van Essen
Spread Trading Program
1.49 5,000k 12/1/2006
41 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.54 75k 6/1/2007
40 Alee Capital Management, LLC
Poniente Program
1.55 2,500k 1/1/1999
39 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.56 1,000k 9/1/2009
38 Non Correlated Capital
Positive Theta Program
1.61 250k 10/1/2007
37 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.74 10,000k 3/1/2006
36 Emil van Essen
EvE Systematic Global Opportunities
1.86 1,000k 9/1/2007
35 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.91 100k 2/1/2010
34 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
1.93 25,000k 3/1/2010
33 Non Correlated Capital
Positive Theta Fund
1.95 50k 10/1/2007
32 Futures Truth Company, FTC-CTA
200K Options Strategy
2.17 200k 12/1/2009
31 Superfund Group
Superfund Blue SPC Class A (Gold)
2.20 50k 12/1/2007
30 Superfund Group
Superfund Green Gold A (SPC)
2.22 5k 10/1/2005
29 Amplitude Capital International Limited
Klassik Strategy
2.25 1,000k 9/1/2009
28 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
2.37 100k 5/1/2011
27 IStar Capital B.V.
IStar Systematic Fund
2.39 1,000k 9/1/2011
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.50 10,000k 1/1/1991
25 Briarwood Capital Management, Inc.
Diversified 2XL
2.56 250k 11/1/2004
24 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.76 100k 3/1/2003
23 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
2.79 100k 10/1/2009
22 Romanesco Capital Management B.V
Persistence Program
2.85 5,000k 9/1/2005
21 FRP CAPITAL LLC
FRP125+
2.87 125k 1/1/2010
20 Keck Capital Management LLC
The Keck Program
2.93 2,000k 12/1/2003
19 Option Capital Advisory
OCA Premium
3.10 100k 5/1/2011
18 Insignia Managed Capital
Epoch3
3.17 20k 7/1/2009
17 Dominion Capital
Sapphire Program
3.52 3,000k 5/1/2005
16 Red Oak Commodity Advisors
Investment Program
3.72 5,000k 12/1/1989
15 Serac, LLC
Diversified Reversal Program
3.89 200k 4/1/2011
14 RAM Management Group
MRTP Aggressive
3.97 1,000k 2/1/1998
13 Covenant Capital Management
Original Program
4.04 5,000k 9/1/1999
12 ALFAKRAFT
ALFA Commodity Fund
4.05 16k 6/1/2010
11 Molinero Capital Management LLP
Global Markets Program
4.06 2,000k 7/1/2005
10 White River Group
Diversified Option Writing Strategy
4.12 20k 11/1/2008
9 Dendrich Ltd
QEP
4.56 50k 12/1/2005
8 Quantum Leap Capital Management
Managed Account Program
4.70 300k 8/1/2006
7 Crabel Capital Management
WPD Crabel Futures Program
5.14 1,000k 7/1/2008
6 Wraith Capital LLP
Wraith Dynamic Futures Fund
5.91 100k 1/1/2011
5 Covenant Capital Management
Aggressive Program
6.19 3,000k 2/1/2004
4 Acorn Global Investments Inc.
Acorn Diversified Program
9.96 10k 7/1/2005
3 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
10.00 25k 1/1/2012
2 Global Vista Advisors, LLC
Global Vista Options ("GVO")
13.76 50k 10/1/2010
1 HASAFUMA
Börstjänaren Hedgehog
20.85 100k 5/1/2012

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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