Diversified Trader Index For May 2001

Monthly Rankings

Rank CTA/Program May 2001 Min Inv Inception
62 Red Oak Commodity Advisors
Investment Program
-13.45 5,000k 12/1/1989
61 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-9.22 2,000k 7/1/1992
60 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-6.10 3,000k 10/1/1992
59 Mark J. Walsh Company
Standard Program
-4.52 2,000k 9/1/1985
58 Alee Capital Management, LLC
Poniente Program
-4.03 2,500k 1/1/1999
57 Northfield Trading
Diversified
-2.80 2,000k 7/1/1989
56 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.62 1,000k 3/1/1998
55 Winton Capital Management
Diversified
-2.61 50,000k 10/1/1997
54 IKOS
The IKOS Hedge Fund
-2.31 10,000k 7/1/1998
53 Rabar Market Research
Diversified Program
-1.98 2,000k 1/1/1989
52 Chesapeake Capital
Diversified (LV)
-1.43 100k 2/1/1988
51 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.91 100k 11/1/1984
50 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
49 EMC Capital Advisors, LLC
Classic
-0.70 5,000k 1/1/1985
48 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-0.66 100k 5/1/1999
47 Lynx Asset Management AB
Lynx Program
-0.49 75k 5/1/2000
46 Saxon Investment Corporation
Aggressive Diversified Program
-0.42 2,000k 11/1/1993
45 Eclipse Capital Management
Global Monetary
-0.29 5,000k 8/1/1990
44 Quality Capital Management
Global Diversified Programme
-0.27 10,000k 12/1/1995
43 Hawksbill Capital Management
Global Diversified
-0.11 5,000k 11/1/1988
42 Clarke Capital Management
Global Magnum
-0.10 100k 8/1/1997
41 Saxon Investment Corporation
Diversified Program
-0.10 3,000k 9/1/1988
40 Superfund Group
Superfund Green Master
0.00 2,000k 5/1/2001
39 Parizek Capital
Futures Trading Program
0.23 500k 4/1/2000
38 DUNN Capital Management
DUNN Combined Fund (DCF)
0.24 100k 5/1/1989
37 Spectrum Asset Management LLC
Global Diversified
0.25 2,000k 1/1/2001
36 FORT LP
Fort Global Diversified
0.34 2,000k 10/1/1993
35 MERIT Alternative Investments GmbH
Futures Portfolio
0.38 2,000k 6/1/1998
34 Rivoli Fund Management
Rivoli International Fund (MAP)
0.47 5,000k 10/1/1996
33 RAM Management Group
RAM MRTP 1X-Conservative
0.48 1,000k 9/1/1993
32 DUNN Capital Management
D'Best Futures Fund, L.P.
0.52 100k 6/1/1994
31 Dreiss Research Corporation
Diversified Program
0.55 1,000k 5/1/1991
30 Transtrend B.V.
DTP – Standard Risk (EUR)
0.86 10,000k 2/1/1999
29 Alee Capital Management, LLC
Mistral Program
1.10 2,500k 1/1/1999
28 Estlander & Partners
Alpha Trend
1.26 30,000k 10/1/1991
27 M.S. Capital Management
Global Diversified Program
1.27 2,000k 11/1/1998
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.29 10,000k 1/1/1995
25 Mondiale Asset Management
Mondiale Trading Program
1.53 0k 9/1/1997
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.62 10,000k 8/1/1999
23 Clarke Capital Management
Global Basic
1.68 50k 2/1/1996
22 Estlander & Partners
Global Markets
1.83 10,000k 8/1/1999
21 Millburn Corporation
Diversified Program
1.84 20,000k 2/1/1977
20 Superfund Group
Superfund Green GCT USD
1.89 15k 1/1/2000
19 Estlander & Partners
Global XL
2.20 5,000k 8/1/1991
18 Drury Capital
Diversified Trend-Following Program
2.41 5,000k 5/1/1997
17 John Locke Investments
Cyril Systematic Program
2.72 8,000k 7/1/2000
16 Clarke Capital Management
Millennium
2.88 1,000k 1/1/1998
15 Tactical Investment Management
Tactical Institutional Commodity Program
3.04 10,000k 4/1/1993
14 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.18 1,000k 9/1/1997
13 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.27 1/1/1989
12 Eckhardt Trading Company
Evolution Strategies
3.40 20,000k 8/1/1991
11 Hyman Beck and Company
Global Portfolio
3.44 1,000k 3/1/1991
10 Conquest Capital Group
Conquest Macro
3.77 250k 5/1/1999
9 Clarke Capital Management
Worldwide
3.83 250k 1/1/1996
8 Covenant Capital Management
Original Program
3.84 5,000k 9/1/1999
7 RAM Management Group
MRTP Aggressive
3.88 1,000k 2/1/1998
6 Eckhardt Trading Company
Evolution Strategies 1.2X
4.11 10,000k 10/1/1991
5 Superfund Group
Superfund Green Q-AG
4.32 2k 3/1/1996
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.89 200k 11/1/1999
3 Abraham Trading Company
Diversified Program
5.13 10,000k 1/1/1988
2 Crabel Capital Management
Crabel Multi-Product
5.27 1,000k 3/1/1998
1 Kelly Angle Inc.
Genesis Program
6.51 2,000k 4/1/2000

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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