Diversified Trader Index For December 2003 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 Dec 2003 Min Inv Inception 78 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.47 100k 11/1/1984 77 DUNN Capital Management DUNN Combined Fund (DCF) -3.25 100k 5/1/1989 76 Mobius Asset Management Custom Trading Program -2.20 100k 1/1/2002 75 Crabel Capital Management Crabel Multi-Product -1.40 1,000k 3/1/1998 74 Kelly Angle Inc. Genesis Program -0.72 2,000k 4/1/2000 73 DUNN Capital Management D'Best Futures Fund, L.P. -0.50 100k 6/1/1994 72 Northfield Trading Diversified -0.20 2,000k 7/1/1989 71 Keck Capital Management LLC The Keck Program 0.00 2,000k 12/1/2003 70 Transtrend B.V. DTP – Standard Risk (EUR) 0.14 10,000k 2/1/1999 69 Dreiss Research Corporation Diversified Program 0.14 1,000k 5/1/1991 68 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.15 10,000k 8/1/1999 67 Spectrum Asset Management LLC Global Diversified 0.17 2,000k 1/1/2001 66 Transtrend B.V. DTP – Enhanced Risk (USD) 0.22 10,000k 1/1/1995 65 Conquest Capital Group Conquest Macro 0.23 250k 5/1/1999 64 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.35 1,000k 3/1/1998 63 MERIT Alternative Investments GmbH Futures Portfolio 0.36 2,000k 6/1/1998 62 IKOS The IKOS Hedge Fund 1.15 10,000k 7/1/1998 61 Alee Capital Management, LLC Poniente Program 1.19 2,500k 1/1/1999 59 NuWave Investment Management, LLC NuWave Investment Partners LP 1.27 250k 6/1/2001 60 NuWave Investment Management, LLC Combined Futures Portfolio 1.27 5,000k 6/1/2001 58 M.S. Capital Management Global Diversified Program 1.94 2,000k 11/1/1998 57 Mondiale Asset Management Mondiale Trading Program 2.13 0k 9/1/1997 56 RAM Management Group RAM MRTP 1X-Conservative 2.22 1,000k 9/1/1993 55 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 54 Rivoli Fund Management Rivoli International Fund (E) 2.76 5,000k 10/1/1996 53 Estlander & Partners Global Markets 2.91 10,000k 8/1/1999 52 Quantitative Investment Management Quantitative Global Program 3.35 20,000k 10/1/2003 51 Eckhardt Trading Company Evolution Strategies 1.2X 3.35 10,000k 10/1/1991 50 Millburn Ridgefield Corporation Diversified Program 3.53 20,000k 2/1/1977 49 Mark J. Walsh Company Standard Program 3.56 2,000k 9/1/1985 48 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.60 1,000k 9/1/1997 47 Rotella Capital Management Rotella Polaris Program (Diversified) 3.66 10,000k 1/1/1991 46 Lynx Asset Management AB Lynx Program 3.69 75k 5/1/2000 45 Briarwood Capital Management, Inc. Diversified Trading Program 4.08 3,000k 7/1/2001 44 John Locke Investments Cyril Systematic Program 4.15 8,000k 7/1/2000 43 Covenant Capital Management Original Program 4.65 5,000k 9/1/1999 42 ISAM ISAM Systematic Trend Fund 4.78 1,000k 6/1/2001 41 Estlander & Partners Alpha Trend 4.89 30,000k 10/1/1991 40 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.89 100k 3/1/2003 39 QCM Global Diversified Programme 4.99 500k 12/1/1995 38 Eclipse Capital Management Global Monetary 5.01 5,000k 8/1/1990 37 Clarke Capital Management Worldwide 5.27 250k 1/1/1996 36 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.35 100k 5/1/1999 35 Hyman Beck and Company Global Portfolio 5.60 1,000k 3/1/1991 34 Estlander & Partners Global XL 5.73 5,000k 8/1/1991 33 Parizek Capital Futures Trading Program 6.13 500k 4/1/2000 32 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.43 1,000k 3/1/2003 31 Chesapeake Capital Diversified (LV) 6.61 100k 2/1/1988 30 Drury Capital Diversified Trend-Following Program 6.64 5,000k 5/1/1997 29 Tactical Investment Management Tactical Institutional Commodity Program 6.75 10,000k 4/1/1993 28 Saxon Investment Corporation Diversified Program 7.26 3,000k 9/1/1988 27 RAM Management Group MRTP Aggressive 7.57 1,000k 2/1/1998 26 Alee Capital Management, LLC Mistral Program 7.96 2,500k 1/1/1999 25 Clarke Capital Management Millennium 8.11 1,000k 1/1/1998 24 Sunrise Capital Partners Sunrise Expanded Diversified Program 8.28 1/1/1989 23 Red Rock Capital, LLC Systematic Global Macro 8.32 500k 9/1/2003 22 EMC Capital Advisors, LLC Classic 8.60 5,000k 1/1/1985 21 Abraham Trading Company Diversified Program 8.69 10,000k 1/1/1988 20 FORT LP Fort Global Contrarian 9.28 2,000k 10/1/2002 19 Rivoli Fund Management Rivoli International Fund (V9) 9.31 5,000k 1/1/2002 18 AIS Capital Management, L.P. MAAP (2x-4x) Composite 9.34 3,000k 10/1/1992 17 Rabar Market Research Diversified Program 9.45 2,000k 1/1/1989 16 FORT LP Fort Global Diversified 9.88 2,000k 10/1/1993 15 Winton Capital Management Diversified 10.27 50,000k 10/1/1997 14 Red Oak Commodity Advisors Investment Program 10.46 5,000k 12/1/1989 13 Hawksbill Capital Management Global Diversified 10.57 5,000k 11/1/1988 12 Clarke Capital Management Global Magnum 10.92 100k 8/1/1997 11 Saxon Investment Corporation Aggressive Diversified Program 12.34 2,000k 11/1/1993 10 Superfund Group Superfund Green Q-AG 12.86 2k 3/1/1996 9 Di Tomasso Group Inc. Equilibrium Program 12.88 5,000k 1/1/2002 8 AIS Capital Management, L.P. MAAP (3x-6x) Composite 14.10 2,000k 7/1/1992 7 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 14.46 200k 11/1/1999 6 Superfund Group Superfund Green GCT USD 16.28 15k 1/1/2000 5 Clarke Capital Management Global Basic 17.71 50k 2/1/1996 4 Southwest Managed Investments, LLC Global Diversified 18.80 200k 1/1/2002 3 Superfund Group Superfund Green L.P. Series A 19.45 5k 10/1/2002 2 Superfund Group Superfund Green Master 24.60 2,000k 5/1/2001 1 Superfund Group Superfund Green L.P. Series B 27.33 5k 10/1/2002 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.