Diversified Trader Index For February 2004 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 Feb 2004 Min Inv Inception 79 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.70 1,000k 3/1/1998 78 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.01 10,000k 8/1/1999 77 Northfield Trading Diversified -0.90 2,000k 7/1/1989 76 Briarwood Capital Management, Inc. Diversified Trading Program -0.05 3,000k 7/1/2001 75 Covenant Capital Management Aggressive Program 0.00 3,000k 2/1/2004 74 Mondiale Asset Management Mondiale Trading Program 0.12 0k 9/1/1997 73 Dreiss Research Corporation Diversified Program 0.25 1,000k 5/1/1991 72 Southwest Managed Investments, LLC Global Diversified 0.59 200k 1/1/2002 71 RAM Management Group RAM MRTP 1X-Conservative 0.74 1,000k 9/1/1993 70 Conquest Capital Group Conquest Macro 0.76 250k 5/1/1999 69 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.10 1,000k 9/1/1997 68 Rivoli Fund Management Rivoli International Fund (V9) 1.33 5,000k 1/1/2002 67 IKOS The IKOS Hedge Fund 1.47 10,000k 7/1/1998 66 Crabel Capital Management Crabel Multi-Product 2.01 1,000k 3/1/1998 65 Rotella Capital Management Rotella Polaris Program (Diversified) 2.24 10,000k 1/1/1991 64 MERIT Alternative Investments GmbH Futures Portfolio 2.33 2,000k 6/1/1998 63 Covenant Capital Management Original Program 3.18 5,000k 9/1/1999 62 Transtrend B.V. DTP – Standard Risk (EUR) 3.28 10,000k 2/1/1999 61 Millburn Ridgefield Corporation Diversified Program 3.31 20,000k 2/1/1977 60 Quantitative Investment Management Quantitative Global Program 3.51 20,000k 10/1/2003 59 RAM Management Group MRTP Aggressive 3.73 1,000k 2/1/1998 58 Estlander & Partners Global Markets 3.82 10,000k 8/1/1999 57 Rivoli Fund Management Rivoli International Fund (E) 3.88 5,000k 10/1/1996 56 Eckhardt Trading Company Evolution Strategies 4.28 20,000k 8/1/1991 55 ISAM ISAM Systematic Trend Fund 4.40 1,000k 6/1/2001 54 Eclipse Capital Management Global Monetary 4.46 5,000k 8/1/1990 53 Alee Capital Management, LLC Poniente Program 4.47 2,500k 1/1/1999 52 Red Oak Commodity Advisors Investment Program 4.67 5,000k 12/1/1989 51 Lynx Asset Management AB Lynx Program 4.69 75k 5/1/2000 50 Transtrend B.V. DTP – Enhanced Risk (USD) 4.94 10,000k 1/1/1995 48 NuWave Investment Management, LLC NuWave Investment Partners LP 5.03 250k 6/1/2001 49 NuWave Investment Management, LLC Combined Futures Portfolio 5.03 5,000k 6/1/2001 47 Chesapeake Capital Diversified (LV) 5.05 100k 2/1/1988 46 Eckhardt Trading Company Evolution Strategies 1.2X 5.10 10,000k 10/1/1991 45 Mobius Asset Management Custom Trading Program 5.13 100k 1/1/2002 44 Saxon Investment Corporation Diversified Program 5.26 3,000k 9/1/1988 43 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 5.27 100k 3/1/2003 42 Hyman Beck and Company Global Portfolio 5.54 1,000k 3/1/1991 41 Parizek Capital Futures Trading Program 5.77 500k 4/1/2000 40 Hawksbill Capital Management Global Diversified 6.15 5,000k 11/1/1988 39 Spectrum Asset Management LLC Global Diversified 6.51 2,000k 1/1/2001 38 John Locke Investments Cyril Systematic Program 6.58 8,000k 7/1/2000 37 Estlander & Partners Alpha Trend 6.74 30,000k 10/1/1991 36 Clarke Capital Management Worldwide 6.82 250k 1/1/1996 35 Clarke Capital Management Millennium 6.96 1,000k 1/1/1998 34 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.07 1,000k 3/1/2003 33 FORT LP Fort Global Contrarian 7.13 2,000k 10/1/2002 32 Alee Capital Management, LLC Mistral Program 7.19 2,500k 1/1/1999 31 Red Rock Capital, LLC Systematic Global Macro 7.27 500k 9/1/2003 30 QCM Global Diversified Programme 7.33 500k 12/1/1995 29 Sunrise Capital Partners Sunrise Expanded Diversified Program 7.67 1/1/1989 28 Estlander & Partners Global XL 7.76 5,000k 8/1/1991 27 Mark J. Walsh Company Standard Program 8.19 2,000k 9/1/1985 26 Rabar Market Research Diversified Program 8.34 2,000k 1/1/1989 25 Abraham Trading Company Diversified Program 8.38 10,000k 1/1/1988 24 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.38 100k 11/1/1984 23 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.45 100k 5/1/1999 22 Saxon Investment Corporation Aggressive Diversified Program 8.56 2,000k 11/1/1993 21 Superfund Group Superfund Green Q-AG 8.69 2k 3/1/1996 20 Clarke Capital Management Global Magnum 9.40 100k 8/1/1997 19 EMC Capital Advisors, LLC Classic 9.60 5,000k 1/1/1985 18 AIS Capital Management, L.P. MAAP (2x-4x) Composite 10.82 3,000k 10/1/1992 17 Drury Capital Diversified Trend-Following Program 11.09 5,000k 5/1/1997 16 FORT LP Fort Global Diversified 11.48 2,000k 10/1/1993 15 Di Tomasso Group Inc. Equilibrium Program 11.53 5,000k 1/1/2002 14 Winton Capital Management Diversified 11.56 50,000k 10/1/1997 13 DUNN Capital Management DUNN Combined Fund (DCF) 11.91 100k 5/1/1989 12 M.S. Capital Management Global Diversified Program 12.24 2,000k 11/1/1998 11 Superfund Group Superfund Green L.P. Series A 12.65 5k 10/1/2002 10 Superfund Group Superfund Green GCT USD 14.05 15k 1/1/2000 9 Tactical Investment Management Tactical Institutional Commodity Program 14.38 10,000k 4/1/1993 8 Superfund Group Superfund Green Master 14.98 2,000k 5/1/2001 7 AIS Capital Management, L.P. MAAP (3x-6x) Composite 17.06 2,000k 7/1/1992 6 DUNN Capital Management D'Best Futures Fund, L.P. 17.11 100k 6/1/1994 5 Superfund Group Superfund Green L.P. Series B 18.63 5k 10/1/2002 4 Kelly Angle Inc. Genesis Program 18.88 2,000k 4/1/2000 3 Keck Capital Management LLC The Keck Program 18.97 2,000k 12/1/2003 2 Clarke Capital Management Global Basic 20.42 50k 2/1/1996 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 22.58 200k 11/1/1999 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.