Diversified Trader Index For May 2014

Monthly Rankings

Rank CTA/Program May 2014 Min Inv Inception
217 Future Trade AG
Thales Swing Trading Programme
-12.83 250k 6/1/2007
216 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-11.08 200k 11/1/1999
215 Clarke Capital Management
Global Magnum
-10.31 100k 8/1/1997
214 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-9.71 100k 10/1/2009
213 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.61 100k 3/1/2003
212 Purple Valley Capital, Inc.
Diversified Trend 1
-8.18 100k 8/1/2008
211 Clarke Capital Management
Global Basic
-7.76 50k 2/1/1996
210 Clarke Capital Management
Millennium
-7.36 1,000k 1/1/1998
209 Clarke Capital Management
Worldwide
-6.46 250k 1/1/1996
208 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-5.64 50k 10/1/2010
207 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-5.13 2,000k 7/1/1992
206 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-5.07 10k 7/1/2005
205 Quantum Leap Capital Management
Managed Account Program
-4.80 300k 8/1/2006
204 Emil van Essen
EvE Systematic Global Opportunities
-4.74 1,000k 9/1/2007
203 Romanesco Capital Management B.V
Persistence Program
-4.73 5,000k 9/1/2005
202 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.52 250k 5/1/2011
201 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-4.47 100k 5/1/1999
200 HASAFUMA
Börstjänaren Hedgehog
-4.04 60k 5/1/2012
199 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-3.47 3,000k 10/1/1992
198 Briarwood Capital Management, Inc.
Diversified 2XL
-3.25 250k 11/1/2004
197 FRP CAPITAL LLC
FRP125+
-3.18 125k 1/1/2010
196 Tactical Investment Management
Tactical Institutional Commodity Program
-3.16 10,000k 4/1/1993
195 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.11 10,000k 3/1/2006
194 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.11 1,500k 4/1/2006
193 Melissinos Trading
Eupatrid Program
-3.00 50k 1/1/2011
192 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.94 250k 6/1/2001
191 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.94 5,000k 6/1/2001
190 ALFAKRAFT
ALFA Commodity Fund
-2.89 16k 6/1/2010
189 RAM Management Group
MRTP Aggressive
-2.70 1,000k 2/1/1998
188 Deep Field Capital AG
SINGULARITY Fund
-2.64 100k 9/1/2011
187 John Locke Investments
JL Commodity Long Flat Program
-2.61 5,000k 12/1/2007
186 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
185 Hyman Beck and Company
Global Portfolio
-2.39 1,000k 3/1/1991
184 Zoi Capital, LLC
Telio Program (Client)
-2.34 200k 4/1/2010
183 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.33 100k 11/1/1984
182 Superfund Group
Superfund Green Gold L.P. Series A-1
-2.24 5k 4/1/2009
181 MERIT Alternative Investments GmbH
Futures Portfolio
-2.21 2,000k 6/1/1998
180 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.17 50k 12/1/2007
179 Claughton Capital
Institutional Program
-2.13 1,000k 10/1/2005
178 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.01 100k 5/1/1989
177 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.93 3,000k 5/1/2010
176 Red Oak Commodity Advisors
Investment Program
-1.88 5,000k 12/1/1989
175 Emil van Essen
Spread Trading Program
-1.83 5,000k 12/1/2006
174 GT CAPITAL CTA
GT CAPITAL CTA
-1.83 150k 6/1/2009
173 Southwest Managed Investments, LLC
Global Diversified
-1.71 200k 1/1/2002
172 Superfund Group
Superfund Green Gold B (SPC)
-1.63 50k 10/1/2005
171 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.43 3,000k 7/1/2001
170 Mehnert Capital Management, LLC
DTP (Client)
-1.33 1,000k 3/1/2012
169 Gladius Asset Management
Fulham Program
-1.33 2,000k 1/1/2008
168 Clarke Capital Management
Jupiter
-1.29 3,000k 5/1/2005
167 Robust Methods LLC
Macro Managed Account
-1.20 5,000k 1/1/2005
166 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.10 5k 4/1/2009
165 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-1.02 100k 5/1/2011
164 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.95 0k 11/1/1996
163 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.94 100k 8/1/2009
162 Dominion Capital
Sapphire Program
-0.86 3,000k 5/1/2005
161 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.85 5,000k 1/1/2005
160 RAM Management Group
RAM MRTP 1X-Conservative
-0.84 1,000k 9/1/1993
159 Ancile Capital Management
Global Markets Program
-0.71 2,000k 4/1/2005
158 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.68 1,000k 9/1/1997
157 Alee Capital Management, LLC
Poniente Program
-0.66 2,500k 1/1/1999
156 Superfund Group
Superfund Green Gold C (SPC)
-0.66 100k 10/1/2005
155 Metolius Capital LLC
Metolius Diversified
-0.65 100k 6/1/2010
154 Stenger Capital Management, LLC
Diversified Trading Program
-0.60 200k 4/1/2010
153 Amplitude Capital International Limited
Dynamic Strategy
-0.60 6/1/2005
152 Mondiale Asset Management
Mondiale Trading Program
-0.54 0k 9/1/1997
151 Mark J. Walsh Company
Standard Program
-0.53 2,000k 9/1/1985
150 Wavefront Global Asset Management
IMFC Global Concentrated
-0.50 500k 4/1/2009
149 Revolution Capital Management
Mosaic Program
-0.46 10,000k 10/1/2006
148 Rabar Market Research
Short-Term Program
-0.43 2,000k 11/1/2009
147 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.43 150k 1/1/2011
146 Hawksbill Capital Management
Global Diversified
-0.39 5,000k 11/1/1988
145 Covenant Capital Management
Aggressive Program
-0.37 3,000k 2/1/2004
144 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.37 75k 6/1/2007
143 Quantitative Investment Management
Quantitative Global Program
-0.36 20,000k 10/1/2003
142 Abraham Trading Company
Diversified Program
-0.34 10,000k 1/1/1988
141 Covenant Capital Management
Original Program
-0.33 5,000k 9/1/1999
140 Beryl Investment Group LLC
Nominal Discretionary System
-0.22 50k 7/1/2007
139 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-0.20 250k 8/1/2011
138 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.19 100k 1/1/2005
137 Revolution Capital Management
Mosaic Institutional Program
-0.12 25,000k 9/1/2009
136 Mobius Asset Management
Diversified Program
-0.08 250k 3/1/2004
135 Jaguar Investments Ltd
Vario Capital Strategy
-0.07 1,000k 5/1/2016
134 Saxon Investment Corporation
Aggressive Diversified Program
-0.04 2,000k 11/1/1993
133 Quantis Asset Management
PFM Systematic
-0.01 15k 5/1/2010
125 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.00 5,000k 10/1/2007
126 Rivoli Fund Management
Rivoli International Fund (MAP)
0.00 5,000k 10/1/1996
127 Rivoli Fund Management
Rivoli International Fund (V9)
0.00 5,000k 1/1/2002
128 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.00 500k 1/1/2006
129 Di Tomasso Group Inc.
Equilibrium Program
0.00 5,000k 1/1/2002
130 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
0.00 25k 1/1/2012
131 ACE Investment Strategists
Multi-Market Hybrid Approach (MMHA)
0.00 100k 1/1/2011
132 ACE Investment Strategists
Diversified Premium Collection (45K+)
0.00 75k 8/1/2004
124 Ion Asset Architecture
Ion Fund Program
0.01 10,000k 11/1/2007
123 Ion Asset Architecture (Fund Program)
Ion Fund
0.01 100k 11/1/2007
122 Saxon Investment Corporation
Diversified Program
0.02 3,000k 9/1/1988
121 M.S. Capital Management
Global Diversified Program
0.05 2,000k 11/1/1998
120 Alee Capital Management, LLC
Mistral Program
0.08 2,500k 1/1/1999
119 Revolution Capital Management
Alpha Program
0.09 5,000k 6/1/2007
118 Mobius Asset Management
Custom Trading Program
0.10 100k 1/1/2002
117 Vergho Asset Management LLC
Kinematics
0.11 1,000k 11/1/2008
116 Superfund Group
Superfund Blue SPC Class A (EUR)
0.13 50k 4/1/2005
115 Molinero Capital Management LLP
Global Markets Program
0.14 2,000k 7/1/2005
114 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.16 5,000k 6/1/2006
113 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.18 10,000k 8/1/2007
112 Wavefront Global Asset Management
IMFC Global Investment Program
0.18 2,000k 2/1/2007
111 Rosetta Capital Management
Macro Program
0.24 50k 1/1/2009
110 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
0.25 100k 1/1/2012
109 IKOS
IKOS Futures Fund
0.29 1,000k 2/1/2010
108 Revolution Capital Management
Alpha Fund
0.30 50k 1/1/2005
107 Endeavour Capital LLP
Endeavour Pembroke
0.31 2,000k 7/1/2007
106 DUNN Capital Management
D'Best Futures Fund, L.P.
0.48 100k 6/1/1994
105 Haar Capital Management
Discretionary Commodity Trading Program
0.49 250k 12/1/2005
104 OptHedge Advisors LLC
Diversified Options & Futures Program
0.50 250k 10/1/2008
103 Rabar Market Research
Diversified Program
0.59 2,000k 1/1/1989
102 Xplor Capital Management, LLC
Global CTA Program
0.66 1,500k 7/1/2004
101 AllMountain Capital AG
Mount Denali Global Trends
0.66 160k 7/1/2007
100 EMC Capital Advisors, LLC
Classic
0.71 5,000k 1/1/1985
99 IKOS
The IKOS Hedge Fund
0.75 10,000k 7/1/1998
98 Red Rock Capital, LLC
Systematic Global Macro
0.76 500k 9/1/2003
97 Conquest Capital Group
Conquest Select
0.83 250k 6/1/2004
96 Chesapeake Capital
Diversified (LV)
0.88 100k 2/1/1988
95 Futures Truth Company, FTC-CTA
MS4
0.89 250k 10/1/2007
94 Millburn Ridgefield Corporation
Commodity Program
0.90 25,000k 3/1/2005
93 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.96 1/1/1989
92 Conquest Capital Group
Conquest Macro
1.22 250k 5/1/1999
91 Non Correlated Capital
Positive Theta Fund
1.28 50k 10/1/2007
90 Non Correlated Capital
Positive Theta Program
1.28 250k 10/1/2007
89 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.29 1,000k 3/1/1998
88 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
87 John Locke Investments
Cyril Systematic Program
1.33 8,000k 7/1/2000
86 Spectrum Asset Management LLC
Global Diversified
1.35 2,000k 1/1/2001
85 Superfund Group
Superfund Green Q-AG
1.41 2k 3/1/1996
84 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.42 1,500k 1/1/2009
83 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.43 100k 2/1/2010
82 Crabel Capital Management
Crabel Multi-Product
1.53 1,000k 3/1/1998
81 White Indian Trading Co.
SCS Program (Client)
1.55 250k 2/1/2011
80 Superfund Group
Superfund Green L.P. Series A
1.58 5k 10/1/2002
79 Crabel Capital Management
WPD Crabel Futures Program
1.59 1,000k 7/1/2008
78 Winton Capital Management
Diversified
1.68 50,000k 10/1/1997
77 Altradis Capital AG
AlphAlgo
1.73 100k 5/1/2007
76 Auctos Capital Management
Auctos Global Diversified
1.73 3,000k 11/1/2007
75 Northfield Trading
Diversified
1.76 2,000k 7/1/1989
74 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.77 250k 10/1/2008
73 Eckhardt Trading Company
Evolution Strategies
1.77 20,000k 8/1/1991
72 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.78 4,000k 11/1/2008
71 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.81 1,000k 5/1/2006
70 IStar Capital B.V.
IStar Systematic Fund
1.84 1,000k 9/1/2011
69 White Indian Trading Co.
STAIRS (Client)
1.85 250k 5/1/2009
68 1OAK Capital Limited
ACORN Commodity
1.89 5,000k 5/1/2012
67 Eckhardt Trading Company
Evolution Strategies 1.2X
1.90 10,000k 10/1/1991
66 Adamah Capital LLC
Asset Allocator Program
2.10 50k 3/1/2011
65 Transtrend B.V.
DTP – Standard Risk (EUR)
2.23 10,000k 2/1/1999
64 Superfund Group
Superfund Green GCT USD
2.28 15k 1/1/2000
63 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.32 10,000k 8/1/2009
62 Superfund Group
Superfund Green L.P. Series B
2.38 5k 10/1/2002
61 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.40 5,000k 6/1/2010
60 Estlander & Partners
Alpha Trend
2.43 30,000k 10/1/1991
59 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.46 10,000k 1/1/2007
58 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.54 1,000k 3/1/2003
57 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.64 1,000k 10/1/2006
56 Clarke Capital Management
FX Plus
2.66 1,000k 5/1/2004
55 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.68 500k 4/1/2009
54 Futures Truth Company, FTC-CTA
200K Options Strategy
2.68 200k 12/1/2009
53 Parizek Capital
Futures Trading Program
2.74 500k 4/1/2000
52 Millburn Ridgefield Corporation
Multi-Markets Program
2.77 25,000k 10/1/2004
51 Blackwater Capital Management
Global Program
2.78 5,000k 7/1/2005
50 Wimmer Horizon LLP
Managed Account
2.78 5,000k 5/1/2005
49 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.79 1,000k 9/1/2009
48 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.81 250k 10/1/2009
47 IDS Capital
IDS F&F Systematic Trading
2.83 50k 7/1/2013
46 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.86 10,000k 1/1/1991
45 Somers Brothers Capital
Diversified Futures Program #1
2.97 100k 1/1/2005
44 FORT LP
Fort Global Contrarian
3.05 2,000k 10/1/2002
43 Lynx Asset Management AB
Lynx Program
3.09 75k 5/1/2000
42 Estlander & Partners
Global Markets
3.16 10,000k 8/1/1999
41 Millburn Ridgefield Corporation
Diversified Program
3.21 20,000k 2/1/1977
40 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
3.22 100k 7/1/2011
39 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.33 10,000k 1/1/1995
38 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.39 1k 10/1/2006
37 Superfund Group
Superfund Green Master
3.49 2,000k 5/1/2001
36 GLOBIVEST LLC
Alpha Program
3.50 50k 4/1/2009
35 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.51 10,000k 8/1/2004
34 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
3.62 25,000k 3/1/2010
33 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.78 100k 1/1/2011
32 ISAM
ISAM Systematic Trend Fund
3.86 1,000k 6/1/2001
31 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.88 10,000k 8/1/1999
30 Estlander & Partners
Freedom
3.97 20,000k 8/1/2010
29 FTC Capital GmbH
FTC Global Diversified
4.11 0k 3/1/2012
28 ROW Asset Managment
Row Diversified Fund, L.P.
4.12 1,000k 11/1/2011
27 Robinson-Langley Capital Management, LLC
Managed Account Program
4.20 200k 1/1/2007
26 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.20 750k 1/1/2009
25 Eclipse Capital Management
Global Monetary
4.36 5,000k 8/1/1990
24 Keck Capital Management LLC
The Keck Program
4.40 2,000k 12/1/2003
23 FORT LP
Fort Global Diversified
4.41 2,000k 10/1/1993
22 Dendrich Ltd
QEP
4.42 50k 12/1/2005
21 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
4.53 10,000k 8/1/2009
20 Angle Capital Management LLC
AIP Program
4.67 100k 1/1/2010
19 QCM
Global Diversified Programme
4.92 500k 12/1/1995
18 Welton Investment Partners
Welton Global
5.17 10,000k 6/1/2004
17 HB Capital Management Inc.
Diversified Program
5.25 50k 3/1/2008
16 White River Group
Diversified Option Writing Strategy
5.62 20k 11/1/2008
15 Drury Capital
Diversified Trend-Following Program
5.72 5,000k 5/1/1997
14 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.77 5,000k 11/1/2012
13 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
5.78 4,000k 2/1/2011
12 Insignia Managed Capital
Epoch3
5.88 20k 7/1/2009
11 Rho Asset Management
Rho Altius 1XL Program
6.00 5,000k 11/1/2007
10 Option Capital Advisory
OCA Premium
6.07 100k 5/1/2011
9 QCM
Alpha Financials Program
6.24 10,000k 6/1/2012
8 Estlander & Partners
Global XL
6.34 5,000k 8/1/1991
7 Insignia Managed Capital
Medallion
6.35 50k 2/1/2009
6 Serac, LLC
Diversified Reversal Program
6.67 200k 4/1/2011
5 Kelly Angle Inc.
Genesis Program
6.98 2,000k 4/1/2000
4 Dreiss Research Corporation
Diversified Program
6.98 1,000k 5/1/1991
3 Estlander & Partners
Alpha Trend II - Class P
7.90 100k 12/1/2008
2 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
9.06 50k 10/1/2011
1 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
11.25 25k 1/1/2011

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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