Diversified Trader Index For March 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 Mar 2005 Min Inv Inception 95 Red Oak Commodity Advisors Investment Program -12.57 5,000k 12/1/1989 94 Dreiss Research Corporation Diversified Program -6.40 1,000k 5/1/1991 93 Eclipse Capital Management Global Monetary -4.75 5,000k 8/1/1990 92 Red Rock Capital, LLC Systematic Global Macro -4.72 500k 9/1/2003 91 John Locke Investments Cyril Systematic Program -4.65 8,000k 7/1/2000 90 Clarke Capital Management Worldwide -4.26 250k 1/1/1996 89 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.04 100k 11/1/1984 88 ISAM ISAM Systematic Trend Fund -4.04 1,000k 6/1/2001 87 Rabar Market Research Diversified Program -3.80 2,000k 1/1/1989 86 Tactical Investment Management Tactical Institutional Commodity Program -3.78 10,000k 4/1/1993 85 Mark J. Walsh Company Standard Program -3.61 2,000k 9/1/1985 84 DUNN Capital Management DUNN Combined Fund (DCF) -3.44 100k 5/1/1989 83 Millburn Ridgefield Corporation Multi-Markets Program -3.42 25,000k 10/1/2004 82 Millburn Ridgefield Corporation Diversified Program -3.16 20,000k 2/1/1977 81 RAM Management Group MRTP Aggressive -2.88 1,000k 2/1/1998 80 Robust Methods LLC Macro Managed Account -2.82 5,000k 1/1/2005 79 Revolution Capital Management Alpha Fund -2.79 50k 1/1/2005 78 Spectrum Asset Management LLC Global Diversified -2.56 2,000k 1/1/2001 77 Hyman Beck and Company Global Portfolio -2.45 1,000k 3/1/1991 76 Somers Brothers Capital Diversified Futures Program #1 -2.40 100k 1/1/2005 75 Clarke Capital Management FX Plus -2.10 1,000k 5/1/2004 74 Lynx Asset Management AB Lynx Program -2.10 75k 5/1/2000 73 Hawksbill Capital Management Global Diversified -2.09 5,000k 11/1/1988 72 Xplor Capital Management, LLC Global CTA Program -2.03 1,500k 7/1/2004 71 Parizek Capital Futures Trading Program -2.00 500k 4/1/2000 70 EMC Capital Advisors, LLC Classic -1.80 5,000k 1/1/1985 69 Clarke Capital Management Global Basic -1.55 50k 2/1/1996 68 MERIT Alternative Investments GmbH Futures Portfolio -1.31 2,000k 6/1/1998 67 Mondiale Asset Management Mondiale Trading Program -1.28 0k 9/1/1997 66 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.20 1,000k 9/1/1997 65 Quantica Capital AG Quantica Managed Futures -1.10 5,000k 1/1/2005 64 Southwest Managed Investments, LLC Global Diversified -1.07 200k 1/1/2002 63 Abraham Trading Company Diversified Program -1.00 10,000k 1/1/1988 62 Estlander & Partners Global XL -0.96 5,000k 8/1/1991 61 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.90 100k 3/1/2003 60 Conquest Capital Group Conquest Select -0.86 250k 6/1/2004 59 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 58 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.56 1/1/1989 57 Estlander & Partners Alpha Trend -0.52 30,000k 10/1/1991 56 RAM Management Group RAM MRTP 1X-Conservative -0.50 1,000k 9/1/1993 55 Estlander & Partners Global Markets -0.43 10,000k 8/1/1999 54 M.S. Capital Management Global Diversified Program -0.22 2,000k 11/1/1998 53 Northfield Trading Diversified -0.20 2,000k 7/1/1989 52 FORT LP Fort Global Contrarian -0.16 2,000k 10/1/2002 51 Alee Capital Management, LLC Mistral Program -0.10 2,500k 1/1/1999 50 Conquest Capital Group Conquest Macro -0.01 250k 5/1/1999 48 Millburn Ridgefield Corporation Commodity Program 0.00 25,000k 3/1/2005 49 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 47 DUNN Capital Management D'Best Futures Fund, L.P. 0.03 100k 6/1/1994 46 Rivoli Fund Management Rivoli International Fund (E) 0.08 5,000k 10/1/1996 45 Di Tomasso Group Inc. Equilibrium Program 0.20 5,000k 1/1/2002 44 Drury Capital Diversified Trend-Following Program 0.27 5,000k 5/1/1997 43 Covenant Capital Management Original Program 0.57 5,000k 9/1/1999 42 Mobius Asset Management Custom Trading Program 0.58 100k 1/1/2002 41 Crabel Capital Management Crabel Multi-Product 0.79 1,000k 3/1/1998 40 Briarwood Capital Management, Inc. Diversified Trading Program 0.86 3,000k 7/1/2001 39 Chesapeake Capital Diversified (LV) 0.92 100k 2/1/1988 38 FORT LP Fort Global Diversified 1.00 2,000k 10/1/1993 37 NuWave Investment Management, LLC NuWave Investment Partners LP 1.06 250k 6/1/2001 36 NuWave Investment Management, LLC Combined Futures Portfolio 1.10 5,000k 6/1/2001 35 Transtrend B.V. DTP – Standard Risk (EUR) 1.29 10,000k 2/1/1999 34 Eckhardt Trading Company Evolution Strategies 1.33 20,000k 8/1/1991 33 Briarwood Capital Management, Inc. Diversified 2XL 1.49 250k 11/1/2004 32 Eckhardt Trading Company Evolution Strategies 1.2X 1.54 10,000k 10/1/1991 31 IKOS The IKOS Hedge Fund 1.65 10,000k 7/1/1998 30 Clarke Capital Management Global Magnum 1.66 100k 8/1/1997 29 Superfund Group Superfund Green Q-AG 1.94 2k 3/1/1996 28 Rivoli Fund Management Rivoli International Fund (V9) 1.94 5,000k 1/1/2002 27 Alee Capital Management, LLC Poniente Program 2.01 2,500k 1/1/1999 26 Transtrend B.V. DTP – Enhanced Risk (USD) 2.03 10,000k 1/1/1995 25 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.11 10,000k 8/1/1999 24 Covenant Capital Management Aggressive Program 2.19 3,000k 2/1/2004 23 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.25 10,000k 3/1/2003 22 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.30 100k 5/1/1999 21 Welton Investment Partners Welton Global 2.32 10,000k 6/1/2004 20 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.37 10,000k 8/1/2004 19 Saxon Investment Corporation Diversified Program 2.47 3,000k 9/1/1988 18 QCM Global Diversified Programme 2.85 500k 12/1/1995 17 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.20 1,000k 3/1/1998 16 Clarke Capital Management Millennium 3.25 1,000k 1/1/1998 15 Mobius Asset Management Diversified Program 3.67 250k 3/1/2004 14 Saxon Investment Corporation Aggressive Diversified Program 3.85 2,000k 11/1/1993 13 Jaguar Investments Ltd Vario Capital Strategy 4.20 1,000k 5/1/2016 12 Quantitative Investment Management Quantitative Global Program 4.26 20,000k 10/1/2003 11 Superfund Group Superfund Green GCT USD 4.26 15k 1/1/2000 10 Winton Capital Management Diversified 4.64 50,000k 10/1/1997 9 AIS Capital Management, L.P. MAAP (2x-4x) Composite 4.64 3,000k 10/1/1992 8 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.16 100k 1/1/2005 7 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.39 200k 11/1/1999 6 Superfund Group Superfund Green L.P. Series A 6.15 5k 10/1/2002 5 AIS Capital Management, L.P. MAAP (3x-6x) Composite 6.33 2,000k 7/1/1992 4 Superfund Group Superfund Green Master 6.60 2,000k 5/1/2001 3 Superfund Group Superfund Green L.P. Series B 8.49 5k 10/1/2002 2 Kelly Angle Inc. Genesis Program 9.00 2,000k 4/1/2000 1 Keck Capital Management LLC The Keck Program 13.17 2,000k 12/1/2003 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.