Diversified Trader Index For October 2001

Monthly Rankings

Rank CTA/Program Oct 2001 Min Inv Inception
66 Red Oak Commodity Advisors
Investment Program
-3.06 5,000k 12/1/1989
65 Crabel Capital Management
Crabel Multi-Product
-2.58 1,000k 3/1/1998
64 Spectrum Asset Management LLC
Global Diversified
-0.88 2,000k 1/1/2001
63 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.84 5,000k 10/1/1996
62 Mondiale Asset Management
Mondiale Trading Program
-0.79 0k 9/1/1997
61 IKOS
The IKOS Hedge Fund
-0.49 10,000k 7/1/1998
60 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
59 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.20 1,000k 3/1/1998
57 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.10 250k 6/1/2001
58 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.10 5,000k 6/1/2001
56 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
55 RAM Management Group
RAM MRTP 1X-Conservative
0.06 1,000k 9/1/1993
54 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.13 1,000k 9/1/1997
53 Lynx Asset Management AB
Lynx Program
0.25 75k 5/1/2000
52 RAM Management Group
MRTP Aggressive
0.41 1,000k 2/1/1998
51 Transtrend B.V.
DTP – Standard Risk (EUR)
0.72 10,000k 2/1/1999
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.07 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.41 10,000k 8/1/1999
48 MERIT Alternative Investments GmbH
Futures Portfolio
1.99 2,000k 6/1/1998
47 Alee Capital Management, LLC
Mistral Program
2.08 2,500k 1/1/1999
46 Northfield Trading
Diversified
2.40 2,000k 7/1/1989
45 Parizek Capital
Futures Trading Program
2.42 500k 4/1/2000
44 Covenant Capital Management
Original Program
3.50 5,000k 9/1/1999
43 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.62 3,000k 10/1/1992
42 Mark J. Walsh Company
Standard Program
3.76 2,000k 9/1/1985
41 Drury Capital
Diversified Trend-Following Program
3.82 5,000k 5/1/1997
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.85 10,000k 1/1/1991
39 Superfund Group
Superfund Green Q-AG
3.95 2k 3/1/1996
38 Millburn Corporation
Diversified Program
4.06 20,000k 2/1/1977
37 Abraham Trading Company
Diversified Program
4.13 10,000k 1/1/1988
36 ISAM
ISAM Systematic Trend Fund
4.26 1,000k 6/1/2001
35 Estlander & Partners
Global Markets
4.31 10,000k 8/1/1999
34 Clarke Capital Management
Worldwide
4.49 250k 1/1/1996
33 John Locke Investments
Cyril Systematic Program
4.53 8,000k 7/1/2000
32 M.S. Capital Management
Global Diversified Program
4.88 2,000k 11/1/1998
31 Chesapeake Capital
Diversified (LV)
5.01 100k 2/1/1988
30 Conquest Capital Group
Conquest Macro
5.05 250k 5/1/1999
29 Alee Capital Management, LLC
Poniente Program
5.10 2,500k 1/1/1999
28 Superfund Group
Superfund Green GCT USD
5.27 15k 1/1/2000
27 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
26 Quality Capital Management
Global Diversified Programme
5.35 10,000k 12/1/1995
25 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.44 2,000k 7/1/1992
24 Eckhardt Trading Company
Evolution Strategies
5.58 20,000k 8/1/1991
23 Eclipse Capital Management
Global Monetary
6.01 5,000k 8/1/1990
22 Briarwood Capital Management, Inc.
Diversified Trading Program
6.24 3,000k 7/1/2001
21 Sunrise Capital Partners
Sunrise Expanded Diversified Program
6.25 1/1/1989
20 Rabar Market Research
Diversified Program
6.39 2,000k 1/1/1989
19 Eckhardt Trading Company
Evolution Strategies 1.2X
6.54 10,000k 10/1/1991
18 Hyman Beck and Company
Global Portfolio
6.94 1,000k 3/1/1991
17 Clarke Capital Management
Millennium
7.54 1,000k 1/1/1998
16 Tactical Investment Management
Tactical Institutional Commodity Program
8.13 10,000k 4/1/1993
15 Dreiss Research Corporation
Diversified Program
8.94 1,000k 5/1/1991
14 Estlander & Partners
Global XL
9.40 5,000k 8/1/1991
13 Saxon Investment Corporation
Diversified Program
10.50 3,000k 9/1/1988
12 Hawksbill Capital Management
Global Diversified
11.09 5,000k 11/1/1988
11 Clarke Capital Management
Global Magnum
11.22 100k 8/1/1997
10 Superfund Group
Superfund Green Master
13.41 2,000k 5/1/2001
9 Winton Capital Management
Diversified
13.75 50,000k 10/1/1997
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.48 200k 11/1/1999
7 Clarke Capital Management
Global Basic
16.08 50k 2/1/1996
6 FORT LP
Fort Global Diversified
16.18 2,000k 10/1/1993
5 DUNN Capital Management
DUNN Combined Fund (DCF)
17.98 100k 5/1/1989
4 Kelly Angle Inc.
Genesis Program
18.18 2,000k 4/1/2000
3 Saxon Investment Corporation
Aggressive Diversified Program
19.21 2,000k 11/1/1993
2 DUNN Capital Management
D'Best Futures Fund, L.P.
19.33 100k 6/1/1994
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
20.74 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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