Diversified Trader Index For July 2001 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Jul 2001 Min Inv Inception 66 Kelly Angle Inc. Genesis Program -10.02 2,000k 4/1/2000 65 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -9.49 200k 11/1/1999 64 Alee Capital Management, LLC Poniente Program -6.30 2,500k 1/1/1999 63 Millburn Ridgefield Corporation Diversified Program -5.02 20,000k 2/1/1977 62 Estlander & Partners Global XL -4.99 5,000k 8/1/1991 61 Covenant Capital Management Original Program -4.46 5,000k 9/1/1999 60 Alee Capital Management, LLC Mistral Program -4.33 2,500k 1/1/1999 59 Eclipse Capital Management Global Monetary -3.72 5,000k 8/1/1990 58 Drury Capital Diversified Trend-Following Program -3.66 5,000k 5/1/1997 57 DUNN Capital Management DUNN Combined Fund (DCF) -3.65 100k 5/1/1989 56 John Locke Investments Cyril Systematic Program -3.59 8,000k 7/1/2000 55 Tactical Investment Management Tactical Institutional Commodity Program -3.37 10,000k 4/1/1993 54 AIS Capital Management, L.P. MAAP (3x-6x) Composite -3.25 2,000k 7/1/1992 53 Chesapeake Capital Diversified (LV) -3.06 100k 2/1/1988 52 Spectrum Asset Management LLC Global Diversified -2.99 2,000k 1/1/2001 51 Abraham Trading Company Diversified Program -2.85 10,000k 1/1/1988 50 FORT LP Fort Global Diversified -2.82 2,000k 10/1/1993 49 RAM Management Group MRTP Aggressive -2.66 1,000k 2/1/1998 48 Mondiale Asset Management Mondiale Trading Program -2.35 0k 9/1/1997 47 Estlander & Partners Global Markets -2.29 10,000k 8/1/1999 46 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.15 3,000k 10/1/1992 45 EMC Capital Advisors, LLC Classic -1.70 5,000k 1/1/1985 44 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.63 1/1/1989 43 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.61 1,000k 3/1/1998 42 Eckhardt Trading Company Evolution Strategies 1.2X -1.49 10,000k 10/1/1991 41 Hyman Beck and Company Global Portfolio -1.45 1,000k 3/1/1991 40 Estlander & Partners Alpha Trend -1.45 30,000k 10/1/1991 39 Eckhardt Trading Company Evolution Strategies -1.42 20,000k 8/1/1991 38 DUNN Capital Management D'Best Futures Fund, L.P. -1.35 100k 6/1/1994 37 RAM Management Group RAM MRTP 1X-Conservative -1.30 1,000k 9/1/1993 36 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.26 100k 5/1/1999 35 MERIT Alternative Investments GmbH Futures Portfolio -0.88 2,000k 6/1/1998 34 Clarke Capital Management Global Magnum -0.78 100k 8/1/1997 33 QCM Global Diversified Programme -0.52 500k 12/1/1995 32 Northfield Trading Diversified -0.50 2,000k 7/1/1989 31 Mark J. Walsh Company Standard Program -0.09 2,000k 9/1/1985 30 Briarwood Capital Management, Inc. Diversified Trading Program 0.00 3,000k 7/1/2001 29 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.09 100k 11/1/1984 28 Clarke Capital Management Worldwide 0.20 250k 1/1/1996 27 Clarke Capital Management Global Basic 0.29 50k 2/1/1996 26 Rabar Market Research Diversified Program 0.65 2,000k 1/1/1989 25 Winton Capital Management Diversified 0.66 50,000k 10/1/1997 24 Lynx Asset Management AB Lynx Program 0.77 75k 5/1/2000 23 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.81 1,000k 9/1/1997 21 NuWave Investment Management, LLC NuWave Investment Partners LP 0.89 250k 6/1/2001 22 NuWave Investment Management, LLC Combined Futures Portfolio 0.89 5,000k 6/1/2001 20 Superfund Group Superfund Green GCT USD 1.11 15k 1/1/2000 19 Crabel Capital Management Crabel Multi-Product 1.62 1,000k 3/1/1998 18 ISAM ISAM Systematic Trend Fund 1.72 1,000k 6/1/2001 17 Parizek Capital Futures Trading Program 1.79 500k 4/1/2000 16 Superfund Group Superfund Green Q-AG 1.83 2k 3/1/1996 15 IKOS The IKOS Hedge Fund 2.07 10,000k 7/1/1998 14 Rotella Capital Management Rotella Polaris Program (Diversified) 2.16 10,000k 1/1/1991 13 Clarke Capital Management Millennium 2.26 1,000k 1/1/1998 12 Dreiss Research Corporation Diversified Program 2.39 1,000k 5/1/1991 11 Rivoli Fund Management Rivoli International Fund (E) 3.00 5,000k 10/1/1996 10 Transtrend B.V. DTP – Standard Risk (EUR) 3.20 10,000k 2/1/1999 9 Conquest Capital Group Conquest Macro 3.59 250k 5/1/1999 8 Superfund Group Superfund Green Master 3.92 2,000k 5/1/2001 7 Saxon Investment Corporation Diversified Program 4.50 3,000k 9/1/1988 6 Transtrend B.V. DTP – Enhanced Risk (USD) 4.72 10,000k 1/1/1995 5 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.78 10,000k 8/1/1999 4 M.S. Capital Management Global Diversified Program 6.23 2,000k 11/1/1998 3 Red Oak Commodity Advisors Investment Program 7.89 5,000k 12/1/1989 2 Saxon Investment Corporation Aggressive Diversified Program 8.71 2,000k 11/1/1993 1 Hawksbill Capital Management Global Diversified 11.41 5,000k 11/1/1988 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.