Diversified Trader Index For June 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 Jun 2005 Min Inv Inception 101 Saxon Investment Corporation Aggressive Diversified Program -3.67 2,000k 11/1/1993 100 Millburn Ridgefield Corporation Commodity Program -2.68 25,000k 3/1/2005 99 Drury Capital Diversified Trend-Following Program -2.42 5,000k 5/1/1997 98 Red Rock Capital, LLC Systematic Global Macro -2.34 500k 9/1/2003 97 Saxon Investment Corporation Diversified Program -2.11 3,000k 9/1/1988 96 Quantitative Investment Management Quantitative Global Program -1.97 20,000k 10/1/2003 95 Covenant Capital Management Original Program -1.36 5,000k 9/1/1999 94 Crabel Capital Management Crabel Multi-Product -1.05 1,000k 3/1/1998 93 Briarwood Capital Management, Inc. Diversified 2XL -0.83 250k 11/1/2004 92 Tactical Investment Management Tactical Institutional Commodity Program -0.47 10,000k 4/1/1993 91 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.27 1/1/1989 90 Superfund Group Superfund Blue SPC Class A (EUR) -0.20 50k 4/1/2005 89 Briarwood Capital Management, Inc. Diversified Trading Program -0.18 3,000k 7/1/2001 88 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.04 1,000k 9/1/1997 87 Amplitude Capital International Limited Dynamic Strategy 0.00 6/1/2005 86 Mark J. Walsh Company Standard Program 0.09 2,000k 9/1/1985 85 Clarke Capital Management Worldwide 0.13 250k 1/1/1996 84 Clarke Capital Management Millennium 0.32 1,000k 1/1/1998 83 Alee Capital Management, LLC Poniente Program 0.43 2,500k 1/1/1999 82 Clarke Capital Management Global Magnum 0.52 100k 8/1/1997 81 Spectrum Asset Management LLC Global Diversified 0.57 2,000k 1/1/2001 80 Mondiale Asset Management Mondiale Trading Program 0.65 0k 9/1/1997 79 Parizek Capital Futures Trading Program 0.67 500k 4/1/2000 78 Somers Brothers Capital Diversified Futures Program #1 0.70 100k 1/1/2005 77 Hawksbill Capital Management Global Diversified 0.79 5,000k 11/1/1988 76 Estlander & Partners Alpha Trend 0.93 30,000k 10/1/1991 75 Covenant Capital Management Aggressive Program 0.97 3,000k 2/1/2004 74 Welton Investment Partners Welton Global 1.02 10,000k 6/1/2004 73 Hyman Beck and Company Global Portfolio 1.09 1,000k 3/1/1991 72 FORT LP Fort Global Contrarian 1.13 2,000k 10/1/2002 71 IKOS The IKOS Hedge Fund 1.18 10,000k 7/1/1998 70 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.47 1,000k 3/1/1998 69 Southwest Managed Investments, LLC Global Diversified 1.54 200k 1/1/2002 68 Alee Capital Management, LLC Mistral Program 1.55 2,500k 1/1/1999 67 Quantica Capital AG Quantica Managed Futures 1.90 5,000k 1/1/2005 66 RAM Management Group RAM MRTP 1X-Conservative 1.92 1,000k 9/1/1993 65 Conquest Capital Group Conquest Select 1.93 250k 6/1/2004 64 EMC Capital Advisors, LLC Classic 2.00 5,000k 1/1/1985 63 Conquest Capital Group Conquest Macro 2.22 250k 5/1/1999 62 M.S. Capital Management Global Diversified Program 2.30 2,000k 11/1/1998 61 Superfund Group Superfund Green L.P. Series A 2.44 5k 10/1/2002 60 Eclipse Capital Management Global Monetary 2.57 5,000k 8/1/1990 59 ISAM ISAM Systematic Trend Fund 2.59 1,000k 6/1/2001 58 Xplor Capital Management, LLC Global CTA Program 2.64 1,500k 7/1/2004 57 Transtrend B.V. DTP – Standard Risk (EUR) 2.72 10,000k 2/1/1999 56 Dominion Capital Sapphire Program 2.86 3,000k 5/1/2005 55 Rotella Capital Management Rotella Polaris Program (Diversified) 2.86 10,000k 1/1/1991 54 Di Tomasso Group Inc. Equilibrium Program 2.87 5,000k 1/1/2002 53 MERIT Alternative Investments GmbH Futures Portfolio 2.88 2,000k 6/1/1998 52 Red Oak Commodity Advisors Investment Program 2.89 5,000k 12/1/1989 51 Rabar Market Research Diversified Program 2.95 2,000k 1/1/1989 50 John Locke Investments Cyril Systematic Program 3.06 8,000k 7/1/2000 49 AIS Capital Management, L.P. MAAP (2x-4x) Composite 3.06 3,000k 10/1/1992 48 Revolution Capital Management Alpha Fund 3.09 50k 1/1/2005 47 Jaguar Investments Ltd Vario Capital Strategy 3.11 1,000k 5/1/2016 46 Winton Capital Management Diversified 3.13 50,000k 10/1/1997 45 Eckhardt Trading Company Evolution Strategies 3.25 20,000k 8/1/1991 44 Wimmer Horizon LLP Managed Account 3.27 5,000k 5/1/2005 43 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.29 1,000k 3/1/2003 42 Dreiss Research Corporation Diversified Program 3.39 1,000k 5/1/1991 41 Chesapeake Capital Diversified (LV) 3.40 100k 2/1/1988 40 Northfield Trading Diversified 3.50 2,000k 7/1/1989 39 FORT LP Fort Global Diversified 3.55 2,000k 10/1/1993 38 Superfund Group Superfund Green L.P. Series B 3.56 5k 10/1/2002 37 Lynx Asset Management AB Lynx Program 3.58 75k 5/1/2000 36 Eckhardt Trading Company Evolution Strategies 1.2X 3.65 10,000k 10/1/1991 35 Robust Methods LLC Macro Managed Account 3.68 5,000k 1/1/2005 34 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.80 10,000k 8/1/2004 33 Superfund Group Superfund Green Q-AG 3.88 2k 3/1/1996 32 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.91 200k 11/1/1999 31 NuWave Investment Management, LLC Combined Futures Portfolio 3.98 5,000k 6/1/2001 30 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.00 5,000k 1/1/2005 29 Transtrend B.V. DTP – Enhanced Risk (USD) 4.02 10,000k 1/1/1995 28 RAM Management Group MRTP Aggressive 4.06 1,000k 2/1/1998 27 AIS Capital Management, L.P. MAAP (3x-6x) Composite 4.11 2,000k 7/1/1992 26 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.12 100k 1/1/2005 25 Clarke Capital Management Global Basic 4.14 50k 2/1/1996 24 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.18 10,000k 8/1/1999 23 Estlander & Partners Global Markets 4.19 10,000k 8/1/1999 22 NuWave Investment Management, LLC NuWave Investment Partners LP 4.21 250k 6/1/2001 21 Millburn Ridgefield Corporation Diversified Program 4.74 20,000k 2/1/1977 20 Millburn Ridgefield Corporation Multi-Markets Program 5.01 25,000k 10/1/2004 19 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.32 100k 5/1/1999 18 Clarke Capital Management Jupiter 5.33 3,000k 5/1/2005 17 Superfund Group Superfund Green Master 5.41 2,000k 5/1/2001 16 Ancile Capital Management Global Markets Program 5.42 2,000k 4/1/2005 15 Superfund Group Superfund Green GCT USD 5.98 15k 1/1/2000 14 DUNN Capital Management D'Best Futures Fund, L.P. 6.13 100k 6/1/1994 13 Mobius Asset Management Custom Trading Program 6.23 100k 1/1/2002 12 Abraham Trading Company Diversified Program 6.66 10,000k 1/1/1988 11 Kelly Angle Inc. Genesis Program 6.86 2,000k 4/1/2000 10 Rivoli Fund Management Rivoli International Fund (V9) 7.12 5,000k 1/1/2002 9 QCM Global Diversified Programme 7.64 500k 12/1/1995 8 Rivoli Fund Management Rivoli International Fund (E) 8.19 5,000k 10/1/1996 7 Estlander & Partners Global XL 8.34 5,000k 8/1/1991 6 DUNN Capital Management DUNN Combined Fund (DCF) 9.07 100k 5/1/1989 5 Mobius Asset Management Diversified Program 9.39 250k 3/1/2004 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 12.23 100k 11/1/1984 3 Clarke Capital Management FX Plus 12.80 1,000k 5/1/2004 2 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 13.42 100k 3/1/2003 1 Keck Capital Management LLC The Keck Program 14.05 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.