Diversified Trader Index For May 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 May 2002 Min Inv Inception 70 AIS Capital Management, L.P. MAAP (3x-6x) Composite -8.76 2,000k 7/1/1992 69 AIS Capital Management, L.P. MAAP (2x-4x) Composite -5.86 3,000k 10/1/1992 68 Drury Capital Diversified Trend-Following Program -5.13 5,000k 5/1/1997 67 Northfield Trading Diversified -4.60 2,000k 7/1/1989 66 Winton Capital Management Diversified -3.96 50,000k 10/1/1997 65 Conquest Capital Group Conquest Macro -3.67 250k 5/1/1999 64 Rivoli Fund Management Rivoli International Fund (E) -2.89 5,000k 10/1/1996 63 Mondiale Asset Management Mondiale Trading Program -2.26 0k 9/1/1997 62 John Locke Investments Cyril Systematic Program -1.60 8,000k 7/1/2000 61 Eckhardt Trading Company Evolution Strategies -0.68 20,000k 8/1/1991 60 Eckhardt Trading Company Evolution Strategies 1.2X -0.62 10,000k 10/1/1991 59 ISAM ISAM Systematic Trend Fund -0.37 1,000k 6/1/2001 58 Crabel Capital Management Crabel Multi-Product -0.14 1,000k 3/1/1998 57 Southwest Managed Investments, LLC Global Diversified 0.00 200k 1/1/2002 56 IKOS The IKOS Hedge Fund 0.19 10,000k 7/1/1998 55 RAM Management Group MRTP Aggressive 0.30 1,000k 2/1/1998 54 Eclipse Capital Management Global Monetary 0.37 5,000k 8/1/1990 53 Clarke Capital Management Global Magnum 0.39 100k 8/1/1997 52 RAM Management Group RAM MRTP 1X-Conservative 0.52 1,000k 9/1/1993 51 FORT LP Fort Global Diversified 0.53 2,000k 10/1/1993 50 MERIT Alternative Investments GmbH Futures Portfolio 0.61 2,000k 6/1/1998 49 Rotella Capital Management Rotella Polaris Program (Diversified) 0.68 10,000k 1/1/1991 48 Parizek Capital Futures Trading Program 1.25 500k 4/1/2000 47 Superfund Group Superfund Green Q-AG 1.31 2k 3/1/1996 46 QCM Global Diversified Programme 1.34 500k 12/1/1995 44 NuWave Investment Management, LLC NuWave Investment Partners LP 1.39 250k 6/1/2001 45 NuWave Investment Management, LLC Combined Futures Portfolio 1.39 5,000k 6/1/2001 43 Abraham Trading Company Diversified Program 1.51 10,000k 1/1/1988 42 Transtrend B.V. DTP – Standard Risk (EUR) 1.59 10,000k 2/1/1999 41 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.72 1,000k 3/1/1998 40 Clarke Capital Management Millennium 2.06 1,000k 1/1/1998 39 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.17 10,000k 8/1/1999 38 Chesapeake Capital Diversified (LV) 2.26 100k 2/1/1988 37 Transtrend B.V. DTP – Enhanced Risk (USD) 2.34 10,000k 1/1/1995 36 Alee Capital Management, LLC Poniente Program 2.35 2,500k 1/1/1999 35 Clarke Capital Management Worldwide 2.52 250k 1/1/1996 34 Estlander & Partners Global Markets 2.78 10,000k 8/1/1999 33 Rivoli Fund Management Rivoli International Fund (V9) 3.33 5,000k 1/1/2002 32 Superfund Group Superfund Green GCT USD 3.56 15k 1/1/2000 31 Superfund Group Superfund Green Master 3.71 2,000k 5/1/2001 30 Dreiss Research Corporation Diversified Program 3.84 1,000k 5/1/1991 29 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.96 1,000k 9/1/1997 28 Sunrise Capital Partners Sunrise Expanded Diversified Program 4.26 1/1/1989 27 DUNN Capital Management D'Best Futures Fund, L.P. 4.67 100k 6/1/1994 26 Clarke Capital Management Global Basic 4.79 50k 2/1/1996 25 DUNN Capital Management DUNN Combined Fund (DCF) 5.09 100k 5/1/1989 24 Hyman Beck and Company Global Portfolio 5.11 1,000k 3/1/1991 23 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.41 100k 11/1/1984 22 Estlander & Partners Global XL 5.54 5,000k 8/1/1991 21 Lynx Asset Management AB Lynx Program 5.65 75k 5/1/2000 20 Spectrum Asset Management LLC Global Diversified 5.75 2,000k 1/1/2001 19 Briarwood Capital Management, Inc. Diversified Trading Program 5.99 3,000k 7/1/2001 18 M.S. Capital Management Global Diversified Program 6.06 2,000k 11/1/1998 17 Estlander & Partners Alpha Trend 6.27 30,000k 10/1/1991 16 Kelly Angle Inc. Genesis Program 6.44 2,000k 4/1/2000 15 EMC Capital Advisors, LLC Classic 6.50 5,000k 1/1/1985 14 Millburn Ridgefield Corporation Diversified Program 6.58 20,000k 2/1/1977 13 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.75 100k 5/1/1999 12 Rabar Market Research Diversified Program 6.77 2,000k 1/1/1989 11 Saxon Investment Corporation Diversified Program 8.20 3,000k 9/1/1988 10 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.74 200k 11/1/1999 9 Alee Capital Management, LLC Mistral Program 9.02 2,500k 1/1/1999 8 Hawksbill Capital Management Global Diversified 9.06 5,000k 11/1/1988 7 Tactical Investment Management Tactical Institutional Commodity Program 9.92 10,000k 4/1/1993 6 Mark J. Walsh Company Standard Program 10.10 2,000k 9/1/1985 5 Mobius Asset Management Custom Trading Program 12.70 100k 1/1/2002 4 Saxon Investment Corporation Aggressive Diversified Program 14.39 2,000k 11/1/1993 3 Di Tomasso Group Inc. Equilibrium Program 21.53 5,000k 1/1/2002 2 Covenant Capital Management Original Program 25.11 5,000k 9/1/1999 1 Red Oak Commodity Advisors Investment Program 25.68 5,000k 12/1/1989 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.