Diversified Trader Index For September 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 Sep 2004 Min Inv Inception 85 RAM Management Group MRTP Aggressive -6.86 1,000k 2/1/1998 84 John Locke Investments Cyril Systematic Program -3.83 8,000k 7/1/2000 83 Hawksbill Capital Management Global Diversified -3.28 5,000k 11/1/1988 82 Conquest Capital Group Conquest Macro -3.28 250k 5/1/1999 81 Clarke Capital Management Global Basic -3.01 50k 2/1/1996 80 Northfield Trading Diversified -3.00 2,000k 7/1/1989 79 Alee Capital Management, LLC Poniente Program -2.64 2,500k 1/1/1999 78 DUNN Capital Management D'Best Futures Fund, L.P. -2.01 100k 6/1/1994 77 Rivoli Fund Management Rivoli International Fund (E) -1.69 5,000k 10/1/1996 76 EMC Capital Advisors, LLC Classic -1.50 5,000k 1/1/1985 75 RAM Management Group RAM MRTP 1X-Conservative -1.37 1,000k 9/1/1993 74 QCM Global Diversified Programme -0.97 500k 12/1/1995 73 Xplor Capital Management, LLC Global CTA Program -0.91 1,500k 7/1/2004 72 Estlander & Partners Alpha Trend -0.87 30,000k 10/1/1991 71 Kelly Angle Inc. Genesis Program -0.84 2,000k 4/1/2000 70 Lynx Asset Management AB Lynx Program -0.60 75k 5/1/2000 69 Mondiale Asset Management Mondiale Trading Program -0.53 0k 9/1/1997 68 Clarke Capital Management FX Plus -0.48 1,000k 5/1/2004 67 Mobius Asset Management Diversified Program -0.38 250k 3/1/2004 66 Briarwood Capital Management, Inc. Diversified Trading Program -0.34 3,000k 7/1/2001 65 Dreiss Research Corporation Diversified Program -0.34 1,000k 5/1/1991 64 Southwest Managed Investments, LLC Global Diversified -0.09 200k 1/1/2002 63 Clarke Capital Management Global Magnum -0.07 100k 8/1/1997 62 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 61 MERIT Alternative Investments GmbH Futures Portfolio 0.08 2,000k 6/1/1998 60 Crabel Capital Management Crabel Multi-Product 0.16 1,000k 3/1/1998 59 Spectrum Asset Management LLC Global Diversified 0.23 2,000k 1/1/2001 58 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.46 10,000k 3/1/2003 57 Red Oak Commodity Advisors Investment Program 0.69 5,000k 12/1/1989 56 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.71 1/1/1989 55 Rotella Capital Management Rotella Polaris Program (Diversified) 0.74 10,000k 1/1/1991 54 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 53 Rabar Market Research Diversified Program 0.92 2,000k 1/1/1989 52 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.96 1,000k 9/1/1997 51 Transtrend B.V. DTP – Standard Risk (EUR) 1.07 10,000k 2/1/1999 50 Eckhardt Trading Company Evolution Strategies 1.2X 1.08 10,000k 10/1/1991 49 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.09 1,000k 3/1/1998 48 Millburn Ridgefield Corporation Diversified Program 1.26 20,000k 2/1/1977 47 Estlander & Partners Global Markets 1.42 10,000k 8/1/1999 46 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.58 100k 11/1/1984 45 Transtrend B.V. DTP – Enhanced Risk (USD) 1.63 10,000k 1/1/1995 44 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.68 10,000k 8/1/1999 43 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.80 10,000k 8/1/2004 42 Mobius Asset Management Custom Trading Program 2.00 100k 1/1/2002 41 Mark J. Walsh Company Standard Program 2.12 2,000k 9/1/1985 40 Welton Investment Partners Welton Global 2.18 10,000k 6/1/2004 39 Saxon Investment Corporation Diversified Program 2.41 3,000k 9/1/1988 37 NuWave Investment Management, LLC NuWave Investment Partners LP 2.42 250k 6/1/2001 38 NuWave Investment Management, LLC Combined Futures Portfolio 2.42 5,000k 6/1/2001 36 Parizek Capital Futures Trading Program 2.54 500k 4/1/2000 35 Hyman Beck and Company Global Portfolio 2.69 1,000k 3/1/1991 34 FORT LP Fort Global Contrarian 2.72 2,000k 10/1/2002 33 Covenant Capital Management Original Program 2.81 5,000k 9/1/1999 32 Eclipse Capital Management Global Monetary 2.90 5,000k 8/1/1990 31 Conquest Capital Group Conquest Select 3.01 250k 6/1/2004 30 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.04 3,000k 10/1/1992 29 IKOS The IKOS Hedge Fund 3.21 10,000k 7/1/1998 28 Estlander & Partners Global XL 3.47 5,000k 8/1/1991 27 Chesapeake Capital Diversified (LV) 3.50 100k 2/1/1988 26 Alee Capital Management, LLC Mistral Program 3.73 2,500k 1/1/1999 25 M.S. Capital Management Global Diversified Program 3.75 2,000k 11/1/1998 24 ISAM ISAM Systematic Trend Fund 3.94 1,000k 6/1/2001 23 FORT LP Fort Global Diversified 3.98 2,000k 10/1/1993 22 Superfund Group Superfund Green Q-AG 4.04 2k 3/1/1996 21 Saxon Investment Corporation Aggressive Diversified Program 4.11 2,000k 11/1/1993 20 Covenant Capital Management Aggressive Program 4.13 3,000k 2/1/2004 19 Red Rock Capital, LLC Systematic Global Macro 4.13 500k 9/1/2003 18 Clarke Capital Management Worldwide 4.73 250k 1/1/1996 17 Keck Capital Management LLC The Keck Program 5.04 2,000k 12/1/2003 16 Winton Capital Management Diversified 5.14 50,000k 10/1/1997 15 AIS Capital Management, L.P. MAAP (3x-6x) Composite 5.60 2,000k 7/1/1992 14 Rivoli Fund Management Rivoli International Fund (V9) 5.86 5,000k 1/1/2002 13 Tactical Investment Management Tactical Institutional Commodity Program 5.98 10,000k 4/1/1993 12 Quantitative Investment Management Quantitative Global Program 6.05 20,000k 10/1/2003 11 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.76 100k 5/1/1999 10 Drury Capital Diversified Trend-Following Program 7.78 5,000k 5/1/1997 9 Abraham Trading Company Diversified Program 7.84 10,000k 1/1/1988 8 Superfund Group Superfund Green GCT USD 8.19 15k 1/1/2000 7 Superfund Group Superfund Green Master 9.39 2,000k 5/1/2001 6 Superfund Group Superfund Green L.P. Series A 10.44 5k 10/1/2002 5 Clarke Capital Management Millennium 11.60 1,000k 1/1/1998 4 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.72 200k 11/1/1999 3 Di Tomasso Group Inc. Equilibrium Program 12.21 5,000k 1/1/2002 2 Superfund Group Superfund Green L.P. Series B 14.75 5k 10/1/2002 1 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 29.18 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.