Diversified Trader Index For January 2002 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 Jan 2002 Min Inv Inception 70 RAM Management Group MRTP Aggressive -13.05 1,000k 2/1/1998 69 Winton Capital Management Diversified -10.13 50,000k 10/1/1997 68 Alee Capital Management, LLC Mistral Program -6.99 2,500k 1/1/1999 67 Mark J. Walsh Company Standard Program -6.57 2,000k 9/1/1985 66 Clarke Capital Management Global Magnum -5.85 100k 8/1/1997 65 Tactical Investment Management Tactical Institutional Commodity Program -5.52 10,000k 4/1/1993 64 Estlander & Partners Global XL -5.04 5,000k 8/1/1991 63 Hawksbill Capital Management Global Diversified -4.97 5,000k 11/1/1988 62 Covenant Capital Management Original Program -4.93 5,000k 9/1/1999 61 EMC Capital Advisors, LLC Classic -4.70 5,000k 1/1/1985 60 Estlander & Partners Alpha Trend -4.60 30,000k 10/1/1991 59 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.38 200k 11/1/1999 58 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.37 2,000k 7/1/1992 57 Saxon Investment Corporation Aggressive Diversified Program -4.32 2,000k 11/1/1993 56 RAM Management Group RAM MRTP 1X-Conservative -3.57 1,000k 9/1/1993 55 Clarke Capital Management Global Basic -3.55 50k 2/1/1996 54 Clarke Capital Management Millennium -3.42 1,000k 1/1/1998 53 Dreiss Research Corporation Diversified Program -3.28 1,000k 5/1/1991 52 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.96 3,000k 10/1/1992 51 Hyman Beck and Company Global Portfolio -2.81 1,000k 3/1/1991 50 Kelly Angle Inc. Genesis Program -2.60 2,000k 4/1/2000 49 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.52 1/1/1989 48 QCM Global Diversified Programme -2.49 500k 12/1/1995 47 Saxon Investment Corporation Diversified Program -2.40 3,000k 9/1/1988 46 MERIT Alternative Investments GmbH Futures Portfolio -2.34 2,000k 6/1/1998 44 NuWave Investment Management, LLC NuWave Investment Partners LP -2.33 250k 6/1/2001 45 NuWave Investment Management, LLC Combined Futures Portfolio -2.33 5,000k 6/1/2001 43 Estlander & Partners Global Markets -2.28 10,000k 8/1/1999 42 Chesapeake Capital Diversified (LV) -2.11 100k 2/1/1988 41 John Locke Investments Cyril Systematic Program -2.11 8,000k 7/1/2000 40 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.10 1,000k 9/1/1997 39 M.S. Capital Management Global Diversified Program -1.76 2,000k 11/1/1998 38 Abraham Trading Company Diversified Program -1.73 10,000k 1/1/1988 37 Rotella Capital Management Rotella Polaris Program (Diversified) -1.58 10,000k 1/1/1991 36 Spectrum Asset Management LLC Global Diversified -1.51 2,000k 1/1/2001 35 Alee Capital Management, LLC Poniente Program -1.48 2,500k 1/1/1999 34 DUNN Capital Management D'Best Futures Fund, L.P. -1.42 100k 6/1/1994 33 Clarke Capital Management Worldwide -1.31 250k 1/1/1996 32 FORT LP Fort Global Diversified -1.25 2,000k 10/1/1993 31 Transtrend B.V. DTP – Enhanced Risk (USD) -1.17 10,000k 1/1/1995 30 Red Oak Commodity Advisors Investment Program -1.14 5,000k 12/1/1989 29 Mondiale Asset Management Mondiale Trading Program -0.95 0k 9/1/1997 28 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.93 10,000k 8/1/1999 27 Rabar Market Research Diversified Program -0.72 2,000k 1/1/1989 26 Transtrend B.V. DTP – Standard Risk (EUR) -0.70 10,000k 2/1/1999 25 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.61 1,000k 3/1/1998 24 Superfund Group Superfund Green Q-AG -0.59 2k 3/1/1996 23 IKOS The IKOS Hedge Fund -0.06 10,000k 7/1/1998 22 Superfund Group Superfund Green Master -0.02 2,000k 5/1/2001 17 Mobius Asset Management Custom Trading Program 0.00 100k 1/1/2002 18 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 19 Rivoli Fund Management Rivoli International Fund (V9) 0.00 5,000k 1/1/2002 20 Di Tomasso Group Inc. Equilibrium Program 0.00 5,000k 1/1/2002 21 Southwest Managed Investments, LLC Global Diversified 0.00 200k 1/1/2002 16 Lynx Asset Management AB Lynx Program 0.40 75k 5/1/2000 15 Eclipse Capital Management Global Monetary 0.42 5,000k 8/1/1990 14 Drury Capital Diversified Trend-Following Program 0.52 5,000k 5/1/1997 13 DUNN Capital Management DUNN Combined Fund (DCF) 0.66 100k 5/1/1989 12 ISAM ISAM Systematic Trend Fund 0.96 1,000k 6/1/2001 11 Superfund Group Superfund Green GCT USD 1.06 15k 1/1/2000 10 Crabel Capital Management Crabel Multi-Product 1.25 1,000k 3/1/1998 9 Briarwood Capital Management, Inc. Diversified Trading Program 1.29 3,000k 7/1/2001 8 Rivoli Fund Management Rivoli International Fund (E) 1.34 5,000k 10/1/1996 7 Parizek Capital Futures Trading Program 1.78 500k 4/1/2000 6 Millburn Ridgefield Corporation Diversified Program 2.12 20,000k 2/1/1977 5 Northfield Trading Diversified 2.30 2,000k 7/1/1989 4 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 3 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.03 100k 11/1/1984 2 Eckhardt Trading Company Evolution Strategies 1.2X 3.22 10,000k 10/1/1991 1 Conquest Capital Group Conquest Macro 6.14 250k 5/1/1999 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.