Diversified Trader Index For January 2001

Monthly Rankings

Rank CTA/Program Jan 2001 Min Inv Inception
61 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-9.62 100k 5/1/1999
60 Covenant Capital Management
Original Program
-7.02 5,000k 9/1/1999
59 Alee Capital Management, LLC
Mistral Program
-6.85 2,500k 1/1/1999
58 Drury Capital
Diversified Trend-Following Program
-6.20 5,000k 5/1/1997
57 Conquest Capital Group
Conquest Macro
-5.44 250k 5/1/1999
56 Saxon Investment Corporation
Aggressive Diversified Program
-3.61 2,000k 11/1/1993
55 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.53 1,000k 3/1/1998
54 Clarke Capital Management
Global Basic
-3.33 50k 2/1/1996
53 Tactical Investment Management
Tactical Institutional Commodity Program
-1.79 10,000k 4/1/1993
52 Dreiss Research Corporation
Diversified Program
-1.77 1,000k 5/1/1991
51 Northfield Trading
Diversified
-1.70 2,000k 7/1/1989
50 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-1.65 2,000k 7/1/1992
49 Saxon Investment Corporation
Diversified Program
-1.53 3,000k 9/1/1988
48 Clarke Capital Management
Worldwide
-1.32 250k 1/1/1996
47 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.27 100k 6/1/1994
46 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.05 200k 11/1/1999
45 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.91 3,000k 10/1/1992
44 Estlander & Partners
Global XL
-0.91 5,000k 8/1/1991
43 Estlander & Partners
Global Markets
-0.45 10,000k 8/1/1999
42 Chesapeake Capital
Diversified (LV)
-0.43 100k 2/1/1988
41 QCM
Global Diversified Programme
-0.42 500k 12/1/1995
40 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.34 10,000k 8/1/1999
39 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.17 10,000k 1/1/1991
37 Spectrum Asset Management LLC
Global Diversified
0.00 2,000k 1/1/2001
36 Alee Capital Management, LLC
Poniente Program
0.12 2,500k 1/1/1999
35 Transtrend B.V.
DTP – Standard Risk (EUR)
0.32 10,000k 2/1/1999
34 Rivoli Fund Management
Rivoli International Fund (MAP)
0.43 5,000k 10/1/1996
33 Eclipse Capital Management
Global Monetary
0.63 5,000k 8/1/1990
32 Clarke Capital Management
Global Magnum
0.65 100k 8/1/1997
31 Millburn Corporation
Diversified Program
0.69 20,000k 2/1/1977
30 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.72 10,000k 1/1/1995
29 Mark J. Walsh Company
Standard Program
0.88 2,000k 9/1/1985
28 Estlander & Partners
Alpha Trend
1.15 30,000k 10/1/1991
27 Kelly Angle Inc.
Genesis Program
1.16 2,000k 4/1/2000
26 IKOS
The IKOS Hedge Fund
1.42 10,000k 7/1/1998
25 Rabar Market Research
Diversified Program
1.53 2,000k 1/1/1989
24 Superfund Group
Superfund Green Q-AG
1.55 2k 3/1/1996
23 Eckhardt Trading Company
Evolution Strategies
1.63 20,000k 8/1/1991
22 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.67 1/1/1989
21 MERIT Alternative Investments GmbH
Futures Portfolio
1.89 2,000k 6/1/1998
20 Mondiale Asset Management
Mondiale Trading Program
1.94 0k 9/1/1997
19 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.00 1,000k 9/1/1997
18 Lynx Asset Management AB
Lynx Program
2.06 75k 5/1/2000
17 Eckhardt Trading Company
Evolution Strategies 1.2X
2.08 10,000k 10/1/1991
16 Abraham Trading Company
Diversified Program
2.28 10,000k 1/1/1988
15 M.S. Capital Management
Global Diversified Program
2.30 2,000k 11/1/1998
14 Clarke Capital Management
Millennium
2.38 1,000k 1/1/1998
13 Hawksbill Capital Management
Global Diversified
2.91 5,000k 11/1/1988
12 John Locke Investments
Cyril Systematic Program
3.02 8,000k 7/1/2000
11 Superfund Group
Superfund Green GCT USD
3.56 15k 1/1/2000
10 Hyman Beck and Company
Global Portfolio
3.57 1,000k 3/1/1991
9 Winton Capital Management
Diversified
4.38 50,000k 10/1/1997
8 FORT LP
Fort Global Diversified
4.61 2,000k 10/1/1993
7 DUNN Capital Management
DUNN Combined Fund (DCF)
5.21 100k 5/1/1989
6 Parizek Capital
Futures Trading Program
5.32 500k 4/1/2000
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.72 100k 11/1/1984
4 RAM Management Group
RAM MRTP 1X-Conservative
8.58 1,000k 9/1/1993
3 Red Oak Commodity Advisors
Investment Program
9.89 5,000k 12/1/1989
2 Crabel Capital Management
Crabel Multi-Product
11.08 1,000k 3/1/1998
1 RAM Management Group
MRTP Aggressive
26.86 1,000k 2/1/1998

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan