Diversified Trader Index For November 2000

Monthly Rankings

Rank CTA/Program Nov 2000 Min Inv Inception
60 Crabel Capital Management
Crabel Multi-Product
-6.12 1,000k 3/1/1998
59 RAM Management Group
MRTP Aggressive
-5.09 1,000k 2/1/1998
58 Red Oak Commodity Advisors
Investment Program
-4.35 5,000k 12/1/1989
57 RAM Management Group
RAM MRTP 1X-Conservative
-2.40 1,000k 9/1/1993
56 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-2.38 2,000k 7/1/1992
55 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.46 3,000k 10/1/1992
54 IKOS
The IKOS Hedge Fund
0.13 10,000k 7/1/1998
53 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.50 1,000k 9/1/1997
52 Parizek Capital
Futures Trading Program
0.71 500k 4/1/2000
51 MERIT Alternative Investments GmbH
Futures Portfolio
0.84 2,000k 6/1/1998
50 M.S. Capital Management
Global Diversified Program
0.85 2,000k 11/1/1998
49 Estlander & Partners
Global Markets
1.44 10,000k 8/1/1999
48 Estlander & Partners
Alpha Trend
1.79 30,000k 10/1/1991
47 Mondiale Asset Management
Mondiale Trading Program
2.30 0k 9/1/1997
46 Transtrend B.V.
DTP – Standard Risk (EUR)
3.47 10,000k 2/1/1999
45 Estlander & Partners
Global XL
3.53 5,000k 8/1/1991
44 Covenant Capital Management
Original Program
3.64 5,000k 9/1/1999
43 Hyman Beck and Company
Global Portfolio
3.83 1,000k 3/1/1991
42 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.14 10,000k 8/1/1999
41 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
40 Alee Capital Management, LLC
Poniente Program
4.44 2,500k 1/1/1999
39 Clarke Capital Management
Worldwide
4.68 250k 1/1/1996
38 Alee Capital Management, LLC
Mistral Program
4.77 2,500k 1/1/1999
37 John Locke Investments
Cyril Systematic Program
4.97 8,000k 7/1/2000
36 Superfund Group
Superfund Green Q-AG
5.06 2k 3/1/1996
35 Rabar Market Research
Diversified Program
5.60 2,000k 1/1/1989
34 Lynx Asset Management AB
Lynx Program
5.69 75k 5/1/2000
33 Quality Capital Management
Global Diversified Programme
5.81 10,000k 12/1/1995
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.97 10,000k 1/1/1995
31 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
6.05 1,000k 3/1/1998
30 Mark J. Walsh Company
Standard Program
6.10 2,000k 9/1/1985
29 Rivoli Fund Management
Rivoli International Fund (MAP)
6.10 5,000k 10/1/1996
28 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.16 1/1/1989
27 Millburn Corporation
Diversified Program
6.24 20,000k 2/1/1977
26 Drury Capital
Diversified Trend-Following Program
6.33 5,000k 5/1/1997
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.81 10,000k 1/1/1991
24 EMC Capital Advisors, LLC
Classic
7.20 5,000k 1/1/1985
23 Winton Capital Management
Diversified
7.33 50,000k 10/1/1997
22 Chesapeake Capital
Diversified (LV)
7.42 100k 2/1/1988
21 Conquest Capital Group
Conquest Macro
7.81 250k 5/1/1999
20 Saxon Investment Corporation
Diversified Program
8.14 3,000k 9/1/1988
19 Abraham Trading Company
Diversified Program
8.58 10,000k 1/1/1988
18 Clarke Capital Management
Global Magnum
8.93 100k 8/1/1997
17 Superfund Group
Superfund Green GCT USD
8.94 15k 1/1/2000
16 Mulvaney Capital Management
The Mulvaney Global Markets Fund
9.05 100k 5/1/1999
15 Tactical Investment Management
Tactical Institutional Commodity Program
9.67 10,000k 4/1/1993
14 Clarke Capital Management
Global Basic
9.76 50k 2/1/1996
13 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.84 200k 11/1/1999
12 FORT LP
Fort Global Diversified
11.85 2,000k 10/1/1993
11 Kelly Angle Inc.
Genesis Program
11.95 2,000k 4/1/2000
10 Eckhardt Trading Company
Evolution Strategies
12.30 20,000k 8/1/1991
9 Clarke Capital Management
Millennium
12.57 1,000k 1/1/1998
8 Dreiss Research Corporation
Diversified Program
12.62 1,000k 5/1/1991
7 Eclipse Capital Management
Global Monetary
14.25 5,000k 8/1/1990
6 Hawksbill Capital Management
Global Diversified
15.01 5,000k 11/1/1988
5 Eckhardt Trading Company
Evolution Strategies 1.2X
15.98 10,000k 10/1/1991
4 Saxon Investment Corporation
Aggressive Diversified Program
16.46 2,000k 11/1/1993
3 DUNN Capital Management
DUNN Combined Fund (DCF)
20.47 100k 5/1/1989
2 DUNN Capital Management
D'Best Futures Fund, L.P.
27.06 100k 6/1/1994
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
28.04 100k 11/1/1984

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.

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