Diversified Trader Index For September 2000

Monthly Rankings

Rank CTA/Program Sep 2000 Min Inv Inception
60 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.70 100k 11/1/1984
59 Hawksbill Capital Management
Global Diversified
-8.51 5,000k 11/1/1988
58 Red Oak Commodity Advisors
Investment Program
-7.79 5,000k 12/1/1989
57 Winton Capital Management
Diversified
-7.76 50,000k 10/1/1997
56 Eclipse Capital Management
Global Monetary
-7.34 5,000k 8/1/1990
55 RAM Management Group
MRTP Aggressive
-7.32 1,000k 2/1/1998
54 Chesapeake Capital
Diversified (LV)
-7.30 100k 2/1/1988
53 M.S. Capital Management
Global Diversified Program
-6.98 2,000k 11/1/1998
52 Superfund Group
Superfund Green GCT USD
-6.91 15k 1/1/2000
51 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-6.41 2,000k 7/1/1992
50 Superfund Group
Superfund Green Q-AG
-6.29 2k 3/1/1996
49 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.99 100k 5/1/1989
48 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
47 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.50 100k 6/1/1994
46 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.94 200k 11/1/1999
45 Estlander & Partners
Global XL
-4.70 5,000k 8/1/1991
44 Mark J. Walsh Company
Standard Program
-4.66 2,000k 9/1/1985
43 Abraham Trading Company
Diversified Program
-4.53 10,000k 1/1/1988
42 Estlander & Partners
Alpha Trend
-4.50 30,000k 10/1/1991
41 Hyman Beck and Company
Global Portfolio
-4.50 1,000k 3/1/1991
40 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-4.36 100k 5/1/1999
39 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.14 3,000k 10/1/1992
38 Alee Capital Management, LLC
Mistral Program
-4.13 2,500k 1/1/1999
37 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.75 5,000k 10/1/1996
36 John Locke Investments
Cyril Systematic Program
-3.05 8,000k 7/1/2000
35 Conquest Capital Group
Conquest Macro
-3.03 250k 5/1/1999
34 FORT LP
Fort Global Diversified
-2.91 2,000k 10/1/1993
33 MERIT Alternative Investments GmbH
Futures Portfolio
-2.83 2,000k 6/1/1998
32 Millburn Corporation
Diversified Program
-2.70 20,000k 2/1/1977
31 Parizek Capital
Futures Trading Program
-2.59 500k 4/1/2000
30 Clarke Capital Management
Millennium
-2.17 1,000k 1/1/1998
29 Rabar Market Research
Diversified Program
-1.84 2,000k 1/1/1989
28 RAM Management Group
RAM MRTP 1X-Conservative
-1.80 1,000k 9/1/1993
27 Drury Capital
Diversified Trend-Following Program
-1.70 5,000k 5/1/1997
26 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.70 1,000k 9/1/1997
25 Estlander & Partners
Global Markets
-1.42 10,000k 8/1/1999
24 Lynx Asset Management AB
Lynx Program
-1.34 75k 5/1/2000
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.28 1/1/1989
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.26 10,000k 1/1/1991
21 Saxon Investment Corporation
Aggressive Diversified Program
-1.24 2,000k 11/1/1993
20 Kelly Angle Inc.
Genesis Program
-1.14 2,000k 4/1/2000
19 Tactical Investment Management
Tactical Institutional Commodity Program
-1.01 10,000k 4/1/1993
18 Mondiale Asset Management
Mondiale Trading Program
-1.00 0k 9/1/1997
17 Alee Capital Management, LLC
Poniente Program
-0.93 2,500k 1/1/1999
16 Dreiss Research Corporation
Diversified Program
-0.84 1,000k 5/1/1991
15 Saxon Investment Corporation
Diversified Program
-0.46 3,000k 9/1/1988
14 Quality Capital Management
Global Diversified Programme
-0.34 10,000k 12/1/1995
13 Clarke Capital Management
Global Magnum
0.39 100k 8/1/1997
12 Covenant Capital Management
Original Program
0.42 5,000k 9/1/1999
11 Clarke Capital Management
Worldwide
0.47 250k 1/1/1996
10 Transtrend B.V.
DTP – Standard Risk (EUR)
0.56 10,000k 2/1/1999
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.62 10,000k 1/1/1995
8 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.91 10,000k 8/1/1999
7 Eckhardt Trading Company
Evolution Strategies
1.48 20,000k 8/1/1991
6 Eckhardt Trading Company
Evolution Strategies 1.2X
1.65 10,000k 10/1/1991
5 Northfield Trading
Diversified
1.80 2,000k 7/1/1989
4 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.18 1,000k 3/1/1998
3 Clarke Capital Management
Global Basic
3.80 50k 2/1/1996
2 Crabel Capital Management
Crabel Multi-Product
4.78 1,000k 3/1/1998
1 IKOS
The IKOS Hedge Fund
6.25 10,000k 7/1/1998

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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