Diversified Trader Index For December 2001

Monthly Rankings

Rank CTA/Program Dec 2001 Min Inv Inception
66 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-14.02 200k 11/1/1999
65 RAM Management Group
MRTP Aggressive
-8.45 1,000k 2/1/1998
64 Covenant Capital Management
Original Program
-6.04 5,000k 9/1/1999
63 Superfund Group
Superfund Green Master
-5.44 2,000k 5/1/2001
62 Winton Capital Management
Diversified
-5.15 50,000k 10/1/1997
61 FORT LP
Fort Global Diversified
-4.97 2,000k 10/1/1993
60 Superfund Group
Superfund Green GCT USD
-4.85 15k 1/1/2000
59 M.S. Capital Management
Global Diversified Program
-4.24 2,000k 11/1/1998
58 IKOS
The IKOS Hedge Fund
-3.83 10,000k 7/1/1998
57 Mark J. Walsh Company
Standard Program
-3.78 2,000k 9/1/1985
56 Parizek Capital
Futures Trading Program
-3.69 500k 4/1/2000
55 Northfield Trading
Diversified
-3.50 2,000k 7/1/1989
54 Dreiss Research Corporation
Diversified Program
-3.43 1,000k 5/1/1991
53 Alee Capital Management, LLC
Poniente Program
-2.77 2,500k 1/1/1999
52 RAM Management Group
RAM MRTP 1X-Conservative
-2.03 1,000k 9/1/1993
51 Chesapeake Capital
Diversified (LV)
-1.92 100k 2/1/1988
50 ISAM
ISAM Systematic Trend Fund
-1.81 1,000k 6/1/2001
49 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
48 Hyman Beck and Company
Global Portfolio
-1.46 1,000k 3/1/1991
47 Hawksbill Capital Management
Global Diversified
-1.18 5,000k 11/1/1988
46 Clarke Capital Management
Global Basic
-1.04 50k 2/1/1996
45 Superfund Group
Superfund Green Q-AG
-0.98 2k 3/1/1996
44 Clarke Capital Management
Millennium
-0.64 1,000k 1/1/1998
43 Clarke Capital Management
Worldwide
-0.62 250k 1/1/1996
42 Abraham Trading Company
Diversified Program
-0.50 10,000k 1/1/1988
41 John Locke Investments
Cyril Systematic Program
-0.47 8,000k 7/1/2000
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.26 10,000k 1/1/1991
39 Alee Capital Management, LLC
Mistral Program
-0.12 2,500k 1/1/1999
38 Mulvaney Capital Management
The Mulvaney Global Markets Fund
0.00 100k 5/1/1999
37 Kelly Angle Inc.
Genesis Program
0.19 2,000k 4/1/2000
36 Clarke Capital Management
Global Magnum
0.19 100k 8/1/1997
35 Rivoli Fund Management
Rivoli International Fund (MAP)
0.48 5,000k 10/1/1996
34 QCM
Global Diversified Programme
0.49 500k 12/1/1995
33 DUNN Capital Management
D'Best Futures Fund, L.P.
0.64 100k 6/1/1994
32 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.69 3,000k 10/1/1992
31 Estlander & Partners
Alpha Trend
0.72 30,000k 10/1/1991
30 Eckhardt Trading Company
Evolution Strategies
0.76 20,000k 8/1/1991
29 MERIT Alternative Investments GmbH
Futures Portfolio
0.83 2,000k 6/1/1998
28 Eckhardt Trading Company
Evolution Strategies 1.2X
1.00 10,000k 10/1/1991
27 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.05 2,000k 7/1/1992
26 Briarwood Capital Management, Inc.
Diversified Trading Program
1.53 3,000k 7/1/2001
25 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.53 1,000k 3/1/1998
24 Tactical Investment Management
Tactical Institutional Commodity Program
1.55 10,000k 4/1/1993
23 Mondiale Asset Management
Mondiale Trading Program
1.87 0k 9/1/1997
22 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.88 1/1/1989
21 Crabel Capital Management
Crabel Multi-Product
2.02 1,000k 3/1/1998
20 Millburn Corporation
Diversified Program
2.03 20,000k 2/1/1977
19 Lynx Asset Management AB
Lynx Program
2.36 75k 5/1/2000
18 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.80 1,000k 9/1/1997
17 Spectrum Asset Management LLC
Global Diversified
2.82 2,000k 1/1/2001
16 Eclipse Capital Management
Global Monetary
2.88 5,000k 8/1/1990
14 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.08 250k 6/1/2001
15 NuWave Investment Management, LLC
Combined Futures Portfolio
3.08 5,000k 6/1/2001
13 Transtrend B.V.
DTP – Standard Risk (EUR)
3.23 10,000k 2/1/1999
12 Estlander & Partners
Global Markets
3.64 10,000k 8/1/1999
11 Conquest Capital Group
Conquest Macro
3.87 250k 5/1/1999
10 Saxon Investment Corporation
Diversified Program
3.95 3,000k 9/1/1988
9 Rabar Market Research
Diversified Program
4.20 2,000k 1/1/1989
8 Drury Capital
Diversified Trend-Following Program
4.82 5,000k 5/1/1997
7 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.86 10,000k 1/1/1995
6 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.03 10,000k 8/1/1999
5 DUNN Capital Management
DUNN Combined Fund (DCF)
6.08 100k 5/1/1989
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.73 100k 11/1/1984
3 Estlander & Partners
Global XL
7.42 5,000k 8/1/1991
2 Saxon Investment Corporation
Aggressive Diversified Program
8.11 2,000k 11/1/1993
1 Red Oak Commodity Advisors
Investment Program
13.26 5,000k 12/1/1989

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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