Diversified Trader Index For July 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 Jul 2003 Min Inv Inception 75 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -17.76 200k 11/1/1999 74 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -15.70 100k 3/1/2003 73 Superfund Group Superfund Green L.P. Series B -11.95 5k 10/1/2002 72 Superfund Group Superfund Green L.P. Series A -8.77 5k 10/1/2002 71 Tactical Investment Management Tactical Institutional Commodity Program -7.00 10,000k 4/1/1993 70 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -6.58 10,000k 3/1/2003 69 FORT LP Fort Global Diversified -6.44 2,000k 10/1/1993 68 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.33 100k 5/1/1999 67 Lynx Asset Management AB Lynx Program -5.32 75k 5/1/2000 66 DUNN Capital Management D'Best Futures Fund, L.P. -5.30 100k 6/1/1994 65 Abraham Trading Company Diversified Program -4.86 10,000k 1/1/1988 64 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.75 100k 11/1/1984 63 Drury Capital Diversified Trend-Following Program -4.41 5,000k 5/1/1997 62 Clarke Capital Management Millennium -4.13 1,000k 1/1/1998 61 Northfield Trading Diversified -3.90 2,000k 7/1/1989 60 Rivoli Fund Management Rivoli International Fund (E) -3.89 5,000k 10/1/1996 59 Covenant Capital Management Original Program -3.86 5,000k 9/1/1999 58 Rivoli Fund Management Rivoli International Fund (V9) -3.69 5,000k 1/1/2002 57 ISAM ISAM Systematic Trend Fund -3.65 1,000k 6/1/2001 56 Rotella Capital Management Rotella Polaris Program (Diversified) -3.45 10,000k 1/1/1991 55 Superfund Group Superfund Green GCT USD -3.14 15k 1/1/2000 54 Spectrum Asset Management LLC Global Diversified -3.06 2,000k 1/1/2001 53 Estlander & Partners Global XL -2.92 5,000k 8/1/1991 52 FORT LP Fort Global Contrarian -2.83 2,000k 10/1/2002 51 M.S. Capital Management Global Diversified Program -2.73 2,000k 11/1/1998 50 Alee Capital Management, LLC Poniente Program -2.71 2,500k 1/1/1999 49 Mobius Asset Management Custom Trading Program -2.70 100k 1/1/2002 48 Clarke Capital Management Global Magnum -2.56 100k 8/1/1997 47 Transtrend B.V. DTP – Enhanced Risk (USD) -2.36 10,000k 1/1/1995 46 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.20 10,000k 8/1/1999 45 Hyman Beck and Company Global Portfolio -2.13 1,000k 3/1/1991 44 Alee Capital Management, LLC Mistral Program -2.08 2,500k 1/1/1999 43 Chesapeake Capital Diversified (LV) -1.85 100k 2/1/1988 42 Red Oak Commodity Advisors Investment Program -1.83 5,000k 12/1/1989 41 Eckhardt Trading Company Evolution Strategies 1.2X -1.83 10,000k 10/1/1991 40 DUNN Capital Management DUNN Combined Fund (DCF) -1.75 100k 5/1/1989 39 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.71 1/1/1989 38 Eckhardt Trading Company Evolution Strategies -1.55 20,000k 8/1/1991 37 Estlander & Partners Global Markets -1.43 10,000k 8/1/1999 36 Transtrend B.V. DTP – Standard Risk (EUR) -1.39 10,000k 2/1/1999 35 Eclipse Capital Management Global Monetary -1.22 5,000k 8/1/1990 34 Superfund Group Superfund Green Q-AG -1.02 2k 3/1/1996 33 Superfund Group Superfund Green Master -0.98 2,000k 5/1/2001 32 Clarke Capital Management Global Basic -0.96 50k 2/1/1996 31 Crabel Capital Management Crabel Multi-Product -0.86 1,000k 3/1/1998 30 Winton Capital Management Diversified -0.68 50,000k 10/1/1997 29 MERIT Alternative Investments GmbH Futures Portfolio -0.62 2,000k 6/1/1998 28 Clarke Capital Management Worldwide -0.55 250k 1/1/1996 27 QCM Global Diversified Programme -0.46 500k 12/1/1995 26 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.42 1,000k 9/1/1997 25 Rabar Market Research Diversified Program -0.39 2,000k 1/1/1989 24 Dreiss Research Corporation Diversified Program -0.24 1,000k 5/1/1991 23 Mark J. Walsh Company Standard Program -0.06 2,000k 9/1/1985 22 Southwest Managed Investments, LLC Global Diversified 0.23 200k 1/1/2002 20 NuWave Investment Management, LLC NuWave Investment Partners LP 0.42 250k 6/1/2001 21 NuWave Investment Management, LLC Combined Futures Portfolio 0.42 5,000k 6/1/2001 19 Saxon Investment Corporation Diversified Program 0.52 3,000k 9/1/1988 18 Kelly Angle Inc. Genesis Program 0.67 2,000k 4/1/2000 17 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.78 1,000k 3/1/1998 16 Mondiale Asset Management Mondiale Trading Program 1.04 0k 9/1/1997 15 Conquest Capital Group Conquest Macro 1.29 250k 5/1/1999 14 Saxon Investment Corporation Aggressive Diversified Program 1.43 2,000k 11/1/1993 13 Hawksbill Capital Management Global Diversified 1.52 5,000k 11/1/1988 12 Millburn Ridgefield Corporation Diversified Program 1.81 20,000k 2/1/1977 11 Estlander & Partners Alpha Trend 2.18 30,000k 10/1/1991 10 EMC Capital Advisors, LLC Classic 2.40 5,000k 1/1/1985 9 Briarwood Capital Management, Inc. Diversified Trading Program 2.44 3,000k 7/1/2001 8 IKOS The IKOS Hedge Fund 3.44 10,000k 7/1/1998 7 RAM Management Group RAM MRTP 1X-Conservative 3.80 1,000k 9/1/1993 6 John Locke Investments Cyril Systematic Program 4.98 8,000k 7/1/2000 5 AIS Capital Management, L.P. MAAP (2x-4x) Composite 5.23 3,000k 10/1/1992 4 Parizek Capital Futures Trading Program 6.06 500k 4/1/2000 3 AIS Capital Management, L.P. MAAP (3x-6x) Composite 7.89 2,000k 7/1/1992 2 RAM Management Group MRTP Aggressive 8.20 1,000k 2/1/1998 1 Di Tomasso Group Inc. Equilibrium Program 12.85 5,000k 1/1/2002 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.