Diversified Trader Index For August 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 Aug 2003 Min Inv Inception 75 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -6.00 1,000k 3/1/2003 74 Alee Capital Management, LLC Mistral Program -5.32 2,500k 1/1/1999 73 FORT LP Fort Global Diversified -4.04 2,000k 10/1/1993 72 Mobius Asset Management Custom Trading Program -3.80 100k 1/1/2002 71 Estlander & Partners Global XL -3.64 5,000k 8/1/1991 70 Abraham Trading Company Diversified Program -3.54 10,000k 1/1/1988 69 John Locke Investments Cyril Systematic Program -2.74 8,000k 7/1/2000 68 Clarke Capital Management Global Basic -2.70 50k 2/1/1996 67 Hyman Beck and Company Global Portfolio -2.03 1,000k 3/1/1991 66 Estlander & Partners Global Markets -1.93 10,000k 8/1/1999 65 Rivoli Fund Management Rivoli International Fund (V9) -1.83 5,000k 1/1/2002 64 M.S. Capital Management Global Diversified Program -1.70 2,000k 11/1/1998 63 RAM Management Group MRTP Aggressive -1.47 1,000k 2/1/1998 62 QCM Global Diversified Programme -1.47 500k 12/1/1995 61 Alee Capital Management, LLC Poniente Program -1.02 2,500k 1/1/1999 60 Briarwood Capital Management, Inc. Diversified Trading Program -1.02 3,000k 7/1/2001 59 ISAM ISAM Systematic Trend Fund -1.02 1,000k 6/1/2001 58 Southwest Managed Investments, LLC Global Diversified -0.99 200k 1/1/2002 57 FORT LP Fort Global Contrarian -0.95 2,000k 10/1/2002 56 RAM Management Group RAM MRTP 1X-Conservative -0.89 1,000k 9/1/1993 55 Drury Capital Diversified Trend-Following Program -0.87 5,000k 5/1/1997 54 Rotella Capital Management Rotella Polaris Program (Diversified) -0.84 10,000k 1/1/1991 53 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.76 200k 11/1/1999 52 MERIT Alternative Investments GmbH Futures Portfolio -0.52 2,000k 6/1/1998 51 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.49 1,000k 3/1/1998 50 Spectrum Asset Management LLC Global Diversified -0.17 2,000k 1/1/2001 49 Eclipse Capital Management Global Monetary -0.15 5,000k 8/1/1990 48 Transtrend B.V. DTP – Enhanced Risk (USD) -0.10 10,000k 1/1/1995 47 Clarke Capital Management Global Magnum -0.05 100k 8/1/1997 46 Transtrend B.V. DTP – Standard Risk (EUR) -0.04 10,000k 2/1/1999 45 Clarke Capital Management Worldwide -0.03 250k 1/1/1996 44 IKOS The IKOS Hedge Fund 0.00 10,000k 7/1/1998 43 EMC Capital Advisors, LLC Classic 0.00 5,000k 1/1/1985 42 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.01 10,000k 8/1/1999 41 Rabar Market Research Diversified Program 0.03 2,000k 1/1/1989 40 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.07 100k 5/1/1999 39 Estlander & Partners Alpha Trend 0.09 30,000k 10/1/1991 38 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.18 1/1/1989 37 Tactical Investment Management Tactical Institutional Commodity Program 0.34 10,000k 4/1/1993 36 Mark J. Walsh Company Standard Program 0.40 2,000k 9/1/1985 35 Lynx Asset Management AB Lynx Program 0.41 75k 5/1/2000 34 Eckhardt Trading Company Evolution Strategies 0.44 20,000k 8/1/1991 33 Winton Capital Management Diversified 0.62 50,000k 10/1/1997 32 Saxon Investment Corporation Diversified Program 0.69 3,000k 9/1/1988 31 Eckhardt Trading Company Evolution Strategies 1.2X 0.70 10,000k 10/1/1991 30 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.11 1,000k 9/1/1997 29 Saxon Investment Corporation Aggressive Diversified Program 1.20 2,000k 11/1/1993 28 Superfund Group Superfund Green Q-AG 1.47 2k 3/1/1996 27 Crabel Capital Management Crabel Multi-Product 1.48 1,000k 3/1/1998 26 Northfield Trading Diversified 1.50 2,000k 7/1/1989 25 Dreiss Research Corporation Diversified Program 1.68 1,000k 5/1/1991 24 Millburn Ridgefield Corporation Diversified Program 1.94 20,000k 2/1/1977 23 Hawksbill Capital Management Global Diversified 2.06 5,000k 11/1/1988 22 Superfund Group Superfund Green L.P. Series A 2.16 5k 10/1/2002 21 Covenant Capital Management Original Program 2.17 5,000k 9/1/1999 20 Mondiale Asset Management Mondiale Trading Program 2.36 0k 9/1/1997 19 Chesapeake Capital Diversified (LV) 2.42 100k 2/1/1988 18 Clarke Capital Management Millennium 2.50 1,000k 1/1/1998 17 Conquest Capital Group Conquest Macro 2.56 250k 5/1/1999 16 Superfund Group Superfund Green GCT USD 2.62 15k 1/1/2000 15 Superfund Group Superfund Green L.P. Series B 3.42 5k 10/1/2002 14 Parizek Capital Futures Trading Program 3.60 500k 4/1/2000 13 Superfund Group Superfund Green Master 3.64 2,000k 5/1/2001 12 Kelly Angle Inc. Genesis Program 4.47 2,000k 4/1/2000 10 NuWave Investment Management, LLC NuWave Investment Partners LP 4.59 250k 6/1/2001 11 NuWave Investment Management, LLC Combined Futures Portfolio 4.59 5,000k 6/1/2001 9 Red Oak Commodity Advisors Investment Program 5.00 5,000k 12/1/1989 8 Rivoli Fund Management Rivoli International Fund (E) 5.03 5,000k 10/1/1996 7 AIS Capital Management, L.P. MAAP (2x-4x) Composite 6.40 3,000k 10/1/1992 6 Di Tomasso Group Inc. Equilibrium Program 8.44 5,000k 1/1/2002 5 DUNN Capital Management D'Best Futures Fund, L.P. 8.49 100k 6/1/1994 4 DUNN Capital Management DUNN Combined Fund (DCF) 10.60 100k 5/1/1989 3 AIS Capital Management, L.P. MAAP (3x-6x) Composite 11.06 2,000k 7/1/1992 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.70 100k 11/1/1984 1 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 29.29 100k 3/1/2003 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.