Diversified Trader Index For February 2013

Monthly Rankings

Rank CTA/Program Feb 2013 Min Inv Inception
215 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-16.56 2,000k 7/1/1992
214 Purple Valley Capital, Inc.
Diversified Trend 1
-11.29 100k 8/1/2008
213 Clarke Capital Management
Jupiter
-11.08 3,000k 5/1/2005
212 Dreiss Research Corporation
Diversified Program
-11.04 1,000k 5/1/1991
211 RAM Management Group
MRTP Aggressive
-10.97 1,000k 2/1/1998
210 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-10.48 3,000k 10/1/1992
209 Clarke Capital Management
Millennium
-9.83 1,000k 1/1/1998
208 Future Trade AG
Thales Swing Trading Programme
-9.15 250k 6/1/2007
207 Serac, LLC
Diversified Reversal Program
-8.48 200k 4/1/2011
206 Rho Asset Management
Rho Altius 1XL Program
-7.83 5,000k 11/1/2007
205 Covenant Capital Management
Aggressive Program
-7.57 3,000k 2/1/2004
204 Clarke Capital Management
Global Basic
-6.95 50k 2/1/1996
203 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.20 75k 6/1/2007
202 Hyman Beck and Company
Global Portfolio
-6.01 1,000k 3/1/1991
201 Manning & Napier
MN Xenon Managed Futures (2x) Program
-5.71 5,000k 6/1/2006
200 Revolution Capital Management
Mosaic Program
-5.50 10,000k 10/1/2006
199 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-5.49 1/1/1989
198 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
197 FTC Capital GmbH
FTC Global Diversified
-5.11 0k 3/1/2012
196 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-4.89 5,000k 10/1/2007
195 Tactical Investment Management
Tactical Institutional Commodity Program
-4.79 10,000k 4/1/1993
194 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-4.71 10k 7/1/2005
193 Covenant Capital Management
Original Program
-4.66 5,000k 9/1/1999
192 Alee Capital Management, LLC
Mistral Program
-4.47 2,500k 1/1/1999
191 Northfield Trading
Diversified
-4.46 2,000k 7/1/1989
190 Superfund Group
Superfund Green Gold A (SPC)
-4.40 5k 10/1/2005
189 Wimmer Horizon LLP
Managed Account
-4.14 5,000k 5/1/2005
188 Keck Capital Management LLC
The Keck Program
-4.11 2,000k 12/1/2003
187 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-4.02 100k 7/1/2011
186 Superfund Group
Superfund Green Gold L.P. Series A-1
-3.94 5k 4/1/2009
185 Superfund Group
Superfund Green Gold B (SPC)
-3.92 50k 10/1/2005
184 Spectrum Asset Management LLC
Global Diversified
-3.88 2,000k 1/1/2001
183 Zoi Capital, LLC
Telio Program (Client)
-3.84 200k 4/1/2010
182 HASAFUMA
Börstjänaren Hedgehog
-3.82 60k 5/1/2012
181 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.80 200k 1/1/2007
180 Altradis Capital AG
AlphAlgo
-3.77 100k 5/1/2007
179 Briarwood Capital Management, Inc.
Diversified 2XL
-3.72 250k 11/1/2004
178 RAM Management Group
RAM MRTP 1X-Conservative
-3.66 1,000k 9/1/1993
177 EMC Capital Advisors, LLC
Classic
-3.60 5,000k 1/1/1985
176 Dominion Capital
Sapphire Program
-3.59 3,000k 5/1/2005
175 Mark J. Walsh Company
Standard Program
-3.53 2,000k 9/1/1985
174 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.50 5,000k 11/1/2012
173 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.40 10,000k 3/1/2006
172 Superfund Group
Superfund Green Gold C (SPC)
-3.31 100k 10/1/2005
171 Saxon Investment Corporation
Aggressive Diversified Program
-3.29 2,000k 11/1/1993
170 QCM
Global Diversified Programme
-3.25 500k 12/1/1995
169 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-3.14 10,000k 8/1/2009
168 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-3.14 5,000k 1/1/2005
167 Conquest Capital Group
Conquest Select
-2.94 250k 6/1/2004
166 Southwest Managed Investments, LLC
Global Diversified
-2.92 200k 1/1/2002
165 Amplitude Capital International Limited
Klassik Strategy
-2.83 1,000k 9/1/2009
164 Rabar Market Research
Diversified Program
-2.62 2,000k 1/1/1989
163 AllMountain Capital AG
Mount Denali Global Trends
-2.56 160k 7/1/2007
162 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.50 1,000k 9/1/2009
161 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.45 250k 10/1/2009
160 John Locke Investments
JL Commodity Long Flat Program
-2.44 5,000k 12/1/2007
159 Superfund Group
Superfund Green Gold L.P. Series B-1
-2.38 5k 4/1/2009
158 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.32 1,000k 10/1/2006
157 Clarke Capital Management
FX Plus
-2.25 1,000k 5/1/2004
156 Robust Methods LLC
Macro Managed Account
-2.25 5,000k 1/1/2005
155 Emil van Essen
EvE Systematic Global Opportunities
-2.24 1,000k 9/1/2007
154 ROW Asset Managment
Row Diversified Fund, L.P.
-2.21 1,000k 11/1/2011
153 Revolution Capital Management
Mosaic Institutional Program
-2.13 25,000k 9/1/2009
152 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.05 1,500k 4/1/2006
151 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.00 1,000k 9/1/1997
150 Angle Capital Management LLC
AIP Program
-1.98 100k 1/1/2010
149 Amplitude Capital International Limited
Dynamic Strategy
-1.96 6/1/2005
148 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.94 3,000k 7/1/2001
147 Chesapeake Capital
Diversified (LV)
-1.86 100k 2/1/1988
146 Saxon Investment Corporation
Diversified Program
-1.80 3,000k 9/1/1988
145 M.S. Capital Management
Global Diversified Program
-1.69 2,000k 11/1/1998
144 Rosetta Capital Management
Macro Program
-1.68 50k 1/1/2009
143 FRP CAPITAL LLC
FRP125+
-1.58 125k 1/1/2010
142 Millburn Corporation
Multi-Markets Program
-1.43 25,000k 10/1/2004
141 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.39 10,000k 1/1/1991
140 Auctos Capital Management
Auctos Global Diversified
-1.36 3,000k 11/1/2007
139 Alee Capital Management, LLC
Poniente Program
-1.34 2,500k 1/1/1999
138 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.33 10,000k 10/1/1991
137 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.32 10,000k 1/1/1995
136 Welton Investment Partners
Welton Global
-1.32 10,000k 6/1/2004
135 Millburn Corporation
Commodity Program
-1.30 25,000k 3/1/2005
134 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.30 1,000k 3/1/2003
133 Beryl Investment Group LLC
Nominal Discretionary System
-1.29 50k 7/1/2007
132 Eckhardt Trading Company
Evolution Strategies
-1.27 20,000k 8/1/1991
131 Somers Brothers Capital
Diversified Futures Program #1
-1.26 100k 1/1/2005
130 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.22 1,500k 1/1/2009
129 Quantica Capital AG
Quantica Managed Futures
-1.21 5,000k 1/1/2005
128 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.20 10,000k 8/1/1999
127 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.16 10,000k 8/1/2004
126 Claughton Capital
Institutional Program
-1.15 1,000k 10/1/2005
125 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.14 5,000k 10/1/1996
124 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.14 100k 1/1/2005
123 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.13 100k 2/1/2010
122 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.10 1,000k 3/1/1998
121 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-1.10 150k 1/1/2011
120 MERIT Alternative Investments GmbH
Futures Portfolio
-1.03 2,000k 6/1/1998
119 Metolius Capital LLC
Metolius Diversified
-0.97 100k 6/1/2010
118 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.90 10,000k 2/1/1999
117 Red Rock Capital, LLC
Systematic Global Macro
-0.89 500k 9/1/2003
116 John Locke Investments
Cyril Systematic Program
-0.89 8,000k 7/1/2000
115 Abraham Trading Company
Diversified Program
-0.86 10,000k 1/1/1988
114 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.82 10,000k 8/1/2009
113 Ancile Capital Management
Global Markets Program
-0.80 2,000k 4/1/2005
112 Millburn Corporation
Diversified Program
-0.80 20,000k 2/1/1977
111 Rabar Market Research
Short-Term Program
-0.75 2,000k 11/1/2009
110 Rivoli Fund Management
Rivoli International Fund (V9)
-0.75 5,000k 1/1/2002
109 Blackwater Capital Management
Global Program
-0.70 5,000k 7/1/2005
108 FORT LP
Fort Global Diversified
-0.66 2,000k 10/1/1993
107 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.61 3,000k 5/1/2010
106 Adamah Capital LLC
Asset Allocator Program
-0.60 50k 3/1/2011
105 Hawksbill Capital Management
Global Diversified
-0.58 5,000k 11/1/1988
104 Wavefront Global Asset Management
IMFC Global Investment Program
-0.52 2,000k 2/1/2007
103 ISAM
ISAM Systematic Trend Fund
-0.44 1,000k 6/1/2001
102 Futures Truth Company, FTC-CTA
MS4
-0.43 250k 10/1/2007
101 Estlander & Partners
Global XL
-0.43 5,000k 8/1/1991
100 Quantitative Investment Management
Quantitative Global Program
-0.43 20,000k 10/1/2003
99 Parizek Capital
Futures Trading Program
-0.42 500k 4/1/2000
98 Wavefront Global Asset Management
IMFC Global Concentrated
-0.38 500k 4/1/2009
97 Estlander & Partners
Global Markets
-0.20 10,000k 8/1/1999
96 Lynx Asset Management AB
Lynx Program
-0.19 75k 5/1/2000
95 IKOS
IKOS Futures Fund
-0.17 1,000k 2/1/2010
94 Jaguar Investments Ltd
Vario Capital Strategy
-0.17 1,000k 5/1/2016
93 Xplor Capital Management, LLC
Global CTA Program
-0.16 1,500k 7/1/2004
92 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.14 1k 10/1/2006
91 FORT LP
Fort Global Contrarian
-0.14 2,000k 10/1/2002
90 Mondiale Asset Management
Mondiale Trading Program
-0.14 0k 9/1/1997
89 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.04 250k 6/1/2001
88 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.04 10,000k 8/1/2007
87 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
86 NuWave Investment Management, LLC
Combined Futures Portfolio
0.02 5,000k 6/1/2001
85 Eclipse Capital Management
Global Monetary
0.06 5,000k 8/1/1990
84 Option Capital Advisory
OCA Premium
0.11 100k 5/1/2011
83 Stenger Capital Management, LLC
Diversified Trading Program
0.15 200k 4/1/2010
82 Winton Capital Management
Diversified
0.17 50,000k 10/1/1997
81 Di Tomasso Group Inc.
Equilibrium Program
0.22 5,000k 1/1/2002
80 IStar Capital B.V.
IStar Systematic Fund
0.24 1,000k 9/1/2011
79 Non Correlated Capital
Positive Theta Program
0.26 250k 10/1/2007
78 Gladius Asset Management
Fulham Program
0.28 2,000k 1/1/2008
77 IDS Capital
IDS F&F Systematic Trading
0.30 50k 7/1/2013
76 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.36 500k 1/1/2006
75 Mobius Asset Management
Custom Trading Program
0.37 100k 1/1/2002
74 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.40 25k 1/1/2011
73 OptHedge Advisors LLC
Diversified Options & Futures Program
0.41 250k 10/1/2008
72 White Indian Trading Co.
SCS Program (Client)
0.42 250k 2/1/2011
71 Mobius Asset Management
Diversified Program
0.43 250k 3/1/2004
70 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.43 250k 5/1/2011
69 Vergho Asset Management LLC
Kinematics
0.48 1,000k 11/1/2008
68 Haar Capital Management
Discretionary Commodity Trading Program
0.50 250k 12/1/2005
67 Revolution Capital Management
Alpha Program
0.51 5,000k 6/1/2007
66 Emil van Essen
Spread Trading Program
0.53 5,000k 12/1/2006
65 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.70 5,000k 6/1/2010
64 Non Correlated Capital
Positive Theta Fund
0.76 50k 10/1/2007
63 White Indian Trading Co.
STAIRS (Client)
0.77 250k 5/1/2009
62 Revolution Capital Management
Alpha Fund
0.77 50k 1/1/2005
61 Superfund Group
Superfund Green Q-AG
0.78 2k 3/1/1996
60 Insignia Managed Capital
Medallion
0.79 50k 2/1/2009
59 Crabel Capital Management
WPD Crabel Futures Program
0.84 1,000k 7/1/2008
58 Clarke Capital Management
Worldwide
0.85 250k 1/1/1996
57 ALFAKRAFT
ALFA Commodity Fund
0.95 16k 6/1/2010
56 Futures Truth Company, FTC-CTA
200K Options Strategy
0.98 200k 12/1/2009
55 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.98 100k 8/1/2009
54 IKOS
The IKOS Hedge Fund
1.02 10,000k 7/1/1998
53 Superfund Group
Superfund Green L.P. Series A
1.03 5k 10/1/2002
52 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.07 500k 4/1/2009
51 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
1.19 25,000k 3/1/2010
50 Endeavour Capital LLP
Endeavour Pembroke
1.21 2,000k 7/1/2007
49 Kelly Angle Inc.
Genesis Program
1.33 2,000k 4/1/2000
48 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.33 750k 1/1/2009
47 Red Oak Commodity Advisors
Investment Program
1.35 5,000k 12/1/1989
46 Estlander & Partners
Freedom
1.39 20,000k 8/1/2010
45 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.43 50k 10/1/2010
44 Deep Field Capital AG
SINGULARITY Fund
1.46 100k 9/1/2011
43 Insignia Managed Capital
Epoch3
1.49 20k 7/1/2009
42 Superfund Group
Superfund Blue SPC Class A (Gold)
1.49 50k 12/1/2007
41 GLOBIVEST LLC
Alpha Program
1.52 50k 4/1/2009
40 Superfund Group
Superfund Green GCT USD
1.60 15k 1/1/2000
39 Molinero Capital Management LLP
Global Markets Program
1.62 2,000k 7/1/2005
38 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
1.68 50k 10/1/2011
37 Ion Asset Architecture
Ion Fund Program
1.69 10,000k 11/1/2007
36 Ion Asset Architecture (Fund Program)
Ion Fund
1.69 100k 11/1/2007
35 Melissinos Trading
Eupatrid Program
1.91 50k 1/1/2011
34 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.91 250k 10/1/2008
33 Superfund Group
Superfund Green L.P. Series B
1.98 5k 10/1/2002
32 Superfund Group
Superfund Green Master
2.11 2,000k 5/1/2001
31 White River Group
Diversified Option Writing Strategy
2.14 20k 11/1/2008
30 HB Capital Management Inc.
Diversified Program
2.16 50k 3/1/2008
29 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
2.17 4,000k 11/1/2008
28 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
2.24 100k 1/1/2012
27 QCM
Alpha Financials Program
2.28 10,000k 6/1/2012
26 Romanesco Capital Management B.V
Persistence Program
2.33 5,000k 9/1/2005
25 Sharp Mountain Advisors, LLC
Diversified Managed Futures
2.53 250k 8/1/2011
24 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.54 10,000k 1/1/2007
23 Estlander & Partners
Alpha Trend
2.66 30,000k 10/1/1991
22 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
2.82 1,000k 5/1/2006
21 Superfund Group
Superfund Blue SPC Class A (EUR)
2.99 50k 4/1/2005
20 Drury Capital
Diversified Trend-Following Program
3.01 5,000k 5/1/1997
19 Dendrich Ltd
QEP
3.02 50k 12/1/2005
18 GT CAPITAL CTA
GT CAPITAL CTA
3.24 150k 6/1/2009
17 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
3.39 100k 5/1/2011
16 Crabel Capital Management
Crabel Multi-Product
3.53 1,000k 3/1/1998
15 Conquest Capital Group
Conquest Macro
3.81 250k 5/1/1999
14 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.88 100k 1/1/2011
13 Quantum Leap Capital Management
Managed Account Program
3.89 300k 8/1/2006
12 1OAK Capital Limited
ACORN Commodity
4.08 5,000k 5/1/2012
11 Quantis Asset Management
PFM Systematic
4.50 15k 5/1/2010
10 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
5.91 4,000k 2/1/2011
9 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.35 200k 11/1/1999
8 DUNN Capital Management
D'Best Futures Fund, L.P.
7.30 100k 6/1/1994
7 Mulvaney Capital Management
The Mulvaney Global Markets Fund
7.39 100k 5/1/1999
6 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
7.51 25k 1/1/2012
5 DUNN Capital Management
DUNN Combined Fund (DCF)
7.61 100k 5/1/1989
4 Estlander & Partners
Alpha Trend II - Class P
8.30 100k 12/1/2008
3 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.05 100k 3/1/2003
2 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
9.21 100k 10/1/2009
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.79 100k 11/1/1984

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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