Diversified Trader Index For February 2005 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 2005 Min Inv Inception 94 Rivoli Fund Management Rivoli International Fund (E) -9.35 5,000k 10/1/1996 93 Abraham Trading Company Diversified Program -8.95 10,000k 1/1/1988 92 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.72 100k 11/1/1984 91 DUNN Capital Management DUNN Combined Fund (DCF) -6.62 100k 5/1/1989 90 Keck Capital Management LLC The Keck Program -6.06 2,000k 12/1/2003 89 DUNN Capital Management D'Best Futures Fund, L.P. -5.27 100k 6/1/1994 88 Clarke Capital Management Millennium -4.66 1,000k 1/1/1998 87 Drury Capital Diversified Trend-Following Program -4.57 5,000k 5/1/1997 86 Revolution Capital Management Alpha Fund -4.31 50k 1/1/2005 85 Rivoli Fund Management Rivoli International Fund (V9) -3.90 5,000k 1/1/2002 84 Estlander & Partners Global XL -2.44 5,000k 8/1/1991 83 Quantica Capital AG Quantica Managed Futures -2.40 5,000k 1/1/2005 82 Xplor Capital Management, LLC Global CTA Program -2.13 1,500k 7/1/2004 81 Saxon Investment Corporation Aggressive Diversified Program -1.69 2,000k 11/1/1993 80 Quantitative Investment Management Quantitative Global Program -1.65 20,000k 10/1/2003 79 Kelly Angle Inc. Genesis Program -1.65 2,000k 4/1/2000 78 Eclipse Capital Management Global Monetary -1.62 5,000k 8/1/1990 77 Estlander & Partners Global Markets -1.03 10,000k 8/1/1999 76 Conquest Capital Group Conquest Macro -1.02 250k 5/1/1999 75 Spectrum Asset Management LLC Global Diversified -0.98 2,000k 1/1/2001 74 Saxon Investment Corporation Diversified Program -0.97 3,000k 9/1/1988 73 ISAM ISAM Systematic Trend Fund -0.96 1,000k 6/1/2001 72 Red Rock Capital, LLC Systematic Global Macro -0.95 500k 9/1/2003 71 NuWave Investment Management, LLC NuWave Investment Partners LP -0.72 250k 6/1/2001 70 FORT LP Fort Global Diversified -0.63 2,000k 10/1/1993 69 Somers Brothers Capital Diversified Futures Program #1 -0.60 100k 1/1/2005 68 Hyman Beck and Company Global Portfolio -0.59 1,000k 3/1/1991 67 Superfund Group Superfund Green Master -0.53 2,000k 5/1/2001 66 NuWave Investment Management, LLC Combined Futures Portfolio -0.48 5,000k 6/1/2001 65 Alee Capital Management, LLC Poniente Program -0.47 2,500k 1/1/1999 64 FORT LP Fort Global Contrarian -0.44 2,000k 10/1/2002 63 M.S. Capital Management Global Diversified Program -0.35 2,000k 11/1/1998 62 Jaguar Investments Ltd Vario Capital Strategy -0.25 1,000k 5/1/2016 61 Clarke Capital Management Worldwide -0.18 250k 1/1/1996 60 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.13 1,000k 9/1/1997 59 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.12 1/1/1989 58 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 57 Eckhardt Trading Company Evolution Strategies 0.23 20,000k 8/1/1991 56 Millburn Ridgefield Corporation Diversified Program 0.27 20,000k 2/1/1977 55 Eckhardt Trading Company Evolution Strategies 1.2X 0.29 10,000k 10/1/1991 54 Northfield Trading Diversified 0.30 2,000k 7/1/1989 53 Southwest Managed Investments, LLC Global Diversified 0.43 200k 1/1/2002 52 Chesapeake Capital Diversified (LV) 0.46 100k 2/1/1988 51 QCM Global Diversified Programme 0.49 500k 12/1/1995 50 Superfund Group Superfund Green Q-AG 0.49 2k 3/1/1996 49 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.54 100k 5/1/1999 48 Welton Investment Partners Welton Global 0.56 10,000k 6/1/2004 47 Clarke Capital Management Global Basic 0.65 50k 2/1/1996 46 Mondiale Asset Management Mondiale Trading Program 0.80 0k 9/1/1997 45 IKOS The IKOS Hedge Fund 0.86 10,000k 7/1/1998 44 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.96 200k 11/1/1999 43 Rotella Capital Management Rotella Polaris Program (Diversified) 1.05 10,000k 1/1/1991 42 Robust Methods LLC Macro Managed Account 1.06 5,000k 1/1/2005 41 Tactical Investment Management Tactical Institutional Commodity Program 1.12 10,000k 4/1/1993 40 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.29 1,000k 3/1/2003 39 Crabel Capital Management Crabel Multi-Product 1.40 1,000k 3/1/1998 38 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.49 100k 1/1/2005 37 MERIT Alternative Investments GmbH Futures Portfolio 1.52 2,000k 6/1/1998 36 Lynx Asset Management AB Lynx Program 1.61 75k 5/1/2000 35 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.72 1,000k 3/1/1998 34 Superfund Group Superfund Green L.P. Series A 1.78 5k 10/1/2002 33 Transtrend B.V. DTP – Standard Risk (EUR) 1.79 10,000k 2/1/1999 32 RAM Management Group RAM MRTP 1X-Conservative 1.90 1,000k 9/1/1993 31 Mobius Asset Management Custom Trading Program 2.21 100k 1/1/2002 30 Millburn Ridgefield Corporation Multi-Markets Program 2.31 25,000k 10/1/2004 29 Superfund Group Superfund Green GCT USD 2.54 15k 1/1/2000 28 Clarke Capital Management FX Plus 2.57 1,000k 5/1/2004 27 Transtrend B.V. DTP – Enhanced Risk (USD) 2.74 10,000k 1/1/1995 26 Conquest Capital Group Conquest Select 2.88 250k 6/1/2004 25 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.97 10,000k 8/1/1999 24 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.99 10,000k 8/1/2004 23 Briarwood Capital Management, Inc. Diversified Trading Program 3.06 3,000k 7/1/2001 22 Red Oak Commodity Advisors Investment Program 3.28 5,000k 12/1/1989 21 Parizek Capital Futures Trading Program 3.88 500k 4/1/2000 20 Superfund Group Superfund Green L.P. Series B 3.94 5k 10/1/2002 19 Dreiss Research Corporation Diversified Program 5.13 1,000k 5/1/1991 18 Clarke Capital Management Global Magnum 5.14 100k 8/1/1997 17 Rabar Market Research Diversified Program 5.18 2,000k 1/1/1989 16 RAM Management Group MRTP Aggressive 5.79 1,000k 2/1/1998 15 Briarwood Capital Management, Inc. Diversified 2XL 6.26 250k 11/1/2004 14 Winton Capital Management Diversified 6.58 50,000k 10/1/1997 13 Mark J. Walsh Company Standard Program 6.73 2,000k 9/1/1985 12 John Locke Investments Cyril Systematic Program 6.90 8,000k 7/1/2000 11 EMC Capital Advisors, LLC Classic 7.30 5,000k 1/1/1985 10 Estlander & Partners Alpha Trend 7.53 30,000k 10/1/1991 9 Alee Capital Management, LLC Mistral Program 7.57 2,500k 1/1/1999 8 Mobius Asset Management Diversified Program 8.49 250k 3/1/2004 7 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 10.81 100k 3/1/2003 6 Covenant Capital Management Original Program 11.14 5,000k 9/1/1999 5 Hawksbill Capital Management Global Diversified 15.63 5,000k 11/1/1988 4 AIS Capital Management, L.P. MAAP (2x-4x) Composite 16.29 3,000k 10/1/1992 3 Covenant Capital Management Aggressive Program 17.12 3,000k 2/1/2004 2 AIS Capital Management, L.P. MAAP (3x-6x) Composite 26.64 2,000k 7/1/1992 1 Di Tomasso Group Inc. Equilibrium Program 29.02 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.