Diversified Trader Index For December 2000

Monthly Rankings

Rank CTA/Program Dec 2000 Min Inv Inception
60 Covenant Capital Management
Original Program
-3.52 5,000k 9/1/1999
59 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-2.22 2,000k 7/1/1992
58 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.38 3,000k 10/1/1992
57 Abraham Trading Company
Diversified Program
-0.18 10,000k 1/1/1988
56 Drury Capital
Diversified Trend-Following Program
-0.12 5,000k 5/1/1997
55 MERIT Alternative Investments GmbH
Futures Portfolio
1.61 2,000k 6/1/1998
54 Transtrend B.V.
DTP – Standard Risk (EUR)
2.13 10,000k 2/1/1999
53 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.59 1,000k 9/1/1997
52 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.60 10,000k 8/1/1999
51 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.65 1,000k 3/1/1998
50 IKOS
The IKOS Hedge Fund
3.44 10,000k 7/1/1998
49 Quality Capital Management
Global Diversified Programme
4.12 10,000k 12/1/1995
48 Estlander & Partners
Global Markets
4.20 10,000k 8/1/1999
47 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.47 10,000k 1/1/1995
46 Mondiale Asset Management
Mondiale Trading Program
4.88 0k 9/1/1997
45 M.S. Capital Management
Global Diversified Program
5.37 2,000k 11/1/1998
44 Crabel Capital Management
Crabel Multi-Product
5.69 1,000k 3/1/1998
43 RAM Management Group
RAM MRTP 1X-Conservative
5.97 1,000k 9/1/1993
42 Rabar Market Research
Diversified Program
6.53 2,000k 1/1/1989
41 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.95 1/1/1989
40 Rivoli Fund Management
Rivoli International Fund (MAP)
7.07 5,000k 10/1/1996
39 Lynx Asset Management AB
Lynx Program
7.54 75k 5/1/2000
38 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.82 200k 11/1/1999
37 Parizek Capital
Futures Trading Program
8.19 500k 4/1/2000
36 Tactical Investment Management
Tactical Institutional Commodity Program
8.64 10,000k 4/1/1993
35 Chesapeake Capital
Diversified (LV)
8.80 100k 2/1/1988
34 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.82 10,000k 1/1/1991
33 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.90 100k 5/1/1999
32 EMC Capital Advisors, LLC
Classic
9.00 5,000k 1/1/1985
31 Saxon Investment Corporation
Diversified Program
9.06 3,000k 9/1/1988
30 Northfield Trading
Diversified
9.10 2,000k 7/1/1989
29 Estlander & Partners
Global XL
9.28 5,000k 8/1/1991
28 Eckhardt Trading Company
Evolution Strategies
10.02 20,000k 8/1/1991
27 Alee Capital Management, LLC
Poniente Program
10.14 2,500k 1/1/1999
26 Red Oak Commodity Advisors
Investment Program
10.44 5,000k 12/1/1989
25 Clarke Capital Management
Worldwide
10.48 250k 1/1/1996
24 Estlander & Partners
Alpha Trend
10.78 30,000k 10/1/1991
23 Eckhardt Trading Company
Evolution Strategies 1.2X
11.28 10,000k 10/1/1991
22 FORT LP
Fort Global Diversified
12.53 2,000k 10/1/1993
21 Hyman Beck and Company
Global Portfolio
13.23 1,000k 3/1/1991
20 Millburn Corporation
Diversified Program
13.60 20,000k 2/1/1977
19 John Locke Investments
Cyril Systematic Program
13.83 8,000k 7/1/2000
18 Eclipse Capital Management
Global Monetary
14.12 5,000k 8/1/1990
17 Dreiss Research Corporation
Diversified Program
14.71 1,000k 5/1/1991
16 Clarke Capital Management
Millennium
16.11 1,000k 1/1/1998
15 Alee Capital Management, LLC
Mistral Program
16.80 2,500k 1/1/1999
14 Winton Capital Management
Diversified
16.81 50,000k 10/1/1997
13 Clarke Capital Management
Global Basic
17.29 50k 2/1/1996
12 Saxon Investment Corporation
Aggressive Diversified Program
17.55 2,000k 11/1/1993
11 Conquest Capital Group
Conquest Macro
17.93 250k 5/1/1999
10 Clarke Capital Management
Global Magnum
18.88 100k 8/1/1997
9 Superfund Group
Superfund Green Q-AG
18.96 2k 3/1/1996
8 RAM Management Group
MRTP Aggressive
20.05 1,000k 2/1/1998
7 Mark J. Walsh Company
Standard Program
22.84 2,000k 9/1/1985
6 Superfund Group
Superfund Green GCT USD
26.19 15k 1/1/2000
5 Kelly Angle Inc.
Genesis Program
26.50 2,000k 4/1/2000
4 DUNN Capital Management
DUNN Combined Fund (DCF)
27.00 100k 5/1/1989
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
29.39 100k 11/1/1984
2 DUNN Capital Management
D'Best Futures Fund, L.P.
34.42 100k 6/1/1994
1 Hawksbill Capital Management
Global Diversified
39.51 5,000k 11/1/1988

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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