Diversified Trader Index For June 2001

Monthly Rankings

Rank CTA/Program Jun 2001 Min Inv Inception
65 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.68 100k 5/1/1989
64 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.31 100k 11/1/1984
63 Clarke Capital Management
Global Basic
-6.54 50k 2/1/1996
62 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.22 100k 6/1/1994
61 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.10 200k 11/1/1999
60 Clarke Capital Management
Worldwide
-5.68 250k 1/1/1996
59 Clarke Capital Management
Millennium
-5.37 1,000k 1/1/1998
58 Hyman Beck and Company
Global Portfolio
-4.59 1,000k 3/1/1991
57 Kelly Angle Inc.
Genesis Program
-3.70 2,000k 4/1/2000
56 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.54 10,000k 10/1/1991
55 John Locke Investments
Cyril Systematic Program
-3.39 8,000k 7/1/2000
54 Eckhardt Trading Company
Evolution Strategies
-3.28 20,000k 8/1/1991
53 Mark J. Walsh Company
Standard Program
-3.24 2,000k 9/1/1985
52 Lynx Asset Management AB
Lynx Program
-2.68 75k 5/1/2000
51 Winton Capital Management
Diversified
-2.66 50,000k 10/1/1997
50 Conquest Capital Group
Conquest Macro
-2.32 250k 5/1/1999
49 Northfield Trading
Diversified
-2.00 2,000k 7/1/1989
48 Millburn Corporation
Diversified Program
-1.96 20,000k 2/1/1977
47 Rabar Market Research
Diversified Program
-1.84 2,000k 1/1/1989
46 Estlander & Partners
Alpha Trend
-1.81 30,000k 10/1/1991
45 Alee Capital Management, LLC
Mistral Program
-1.62 2,500k 1/1/1999
44 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.36 10,000k 1/1/1995
43 Dreiss Research Corporation
Diversified Program
-1.34 1,000k 5/1/1991
42 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.27 1/1/1989
41 FORT LP
Fort Global Diversified
-1.06 2,000k 10/1/1993
40 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.99 1,000k 9/1/1997
39 Quality Capital Management
Global Diversified Programme
-0.92 10,000k 12/1/1995
38 Clarke Capital Management
Global Magnum
-0.71 100k 8/1/1997
37 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.61 10,000k 8/1/1999
36 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.56 10,000k 2/1/1999
35 EMC Capital Advisors, LLC
Classic
-0.20 5,000k 1/1/1985
34 MERIT Alternative Investments GmbH
Futures Portfolio
-0.18 2,000k 6/1/1998
33 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.15 3,000k 10/1/1992
32 Crabel Capital Management
Crabel Multi-Product
-0.02 1,000k 3/1/1998
29 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.00 250k 6/1/2001
30 NuWave Investment Management, LLC
Combined Futures Portfolio
0.00 5,000k 6/1/2001
31 ISAM
ISAM Systematic Trend Fund
0.00 1,000k 6/1/2001
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.05 10,000k 1/1/1991
27 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.08 2,000k 7/1/1992
26 Hawksbill Capital Management
Global Diversified
0.14 5,000k 11/1/1988
25 Chesapeake Capital
Diversified (LV)
0.16 100k 2/1/1988
24 Mondiale Asset Management
Mondiale Trading Program
0.34 0k 9/1/1997
23 Estlander & Partners
Global Markets
0.37 10,000k 8/1/1999
22 Superfund Group
Superfund Green Q-AG
0.39 2k 3/1/1996
21 Estlander & Partners
Global XL
0.69 5,000k 8/1/1991
20 Spectrum Asset Management LLC
Global Diversified
0.71 2,000k 1/1/2001
19 IKOS
The IKOS Hedge Fund
0.81 10,000k 7/1/1998
18 RAM Management Group
RAM MRTP 1X-Conservative
1.37 1,000k 9/1/1993
17 Rivoli Fund Management
Rivoli International Fund (MAP)
1.48 5,000k 10/1/1996
16 Eclipse Capital Management
Global Monetary
1.56 5,000k 8/1/1990
15 M.S. Capital Management
Global Diversified Program
1.67 2,000k 11/1/1998
14 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.85 1,000k 3/1/1998
13 Alee Capital Management, LLC
Poniente Program
1.88 2,500k 1/1/1999
12 Covenant Capital Management
Original Program
2.21 5,000k 9/1/1999
11 Parizek Capital
Futures Trading Program
2.22 500k 4/1/2000
10 Superfund Group
Superfund Green Master
2.42 2,000k 5/1/2001
9 Saxon Investment Corporation
Diversified Program
3.05 3,000k 9/1/1988
8 Tactical Investment Management
Tactical Institutional Commodity Program
3.61 10,000k 4/1/1993
7 RAM Management Group
MRTP Aggressive
4.34 1,000k 2/1/1998
6 Abraham Trading Company
Diversified Program
4.47 10,000k 1/1/1988
5 Saxon Investment Corporation
Aggressive Diversified Program
4.91 2,000k 11/1/1993
4 Drury Capital
Diversified Trend-Following Program
4.97 5,000k 5/1/1997
3 Superfund Group
Superfund Green GCT USD
5.02 15k 1/1/2000
2 Mulvaney Capital Management
The Mulvaney Global Markets Fund
5.39 100k 5/1/1999
1 Red Oak Commodity Advisors
Investment Program
11.51 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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