Diversified Trader Index For July 2001

Monthly Rankings

Rank CTA/Program Jul 2001 Min Inv Inception
66 Kelly Angle Inc.
Genesis Program
-10.02 2,000k 4/1/2000
65 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-9.49 200k 11/1/1999
64 Alee Capital Management, LLC
Poniente Program
-6.30 2,500k 1/1/1999
63 Millburn Corporation
Diversified Program
-5.02 20,000k 2/1/1977
62 Estlander & Partners
Global XL
-4.99 5,000k 8/1/1991
61 Covenant Capital Management
Original Program
-4.46 5,000k 9/1/1999
60 Alee Capital Management, LLC
Mistral Program
-4.33 2,500k 1/1/1999
59 Eclipse Capital Management
Global Monetary
-3.72 5,000k 8/1/1990
58 Drury Capital
Diversified Trend-Following Program
-3.66 5,000k 5/1/1997
57 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.65 100k 5/1/1989
56 John Locke Investments
Cyril Systematic Program
-3.59 8,000k 7/1/2000
55 Tactical Investment Management
Tactical Institutional Commodity Program
-3.37 10,000k 4/1/1993
54 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.25 2,000k 7/1/1992
53 Chesapeake Capital
Diversified (LV)
-3.06 100k 2/1/1988
52 Spectrum Asset Management LLC
Global Diversified
-2.99 2,000k 1/1/2001
51 Abraham Trading Company
Diversified Program
-2.85 10,000k 1/1/1988
50 FORT LP
Fort Global Diversified
-2.82 2,000k 10/1/1993
49 RAM Management Group
MRTP Aggressive
-2.66 1,000k 2/1/1998
48 Mondiale Asset Management
Mondiale Trading Program
-2.35 0k 9/1/1997
47 Estlander & Partners
Global Markets
-2.29 10,000k 8/1/1999
46 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.15 3,000k 10/1/1992
45 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
44 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.63 1/1/1989
43 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.61 1,000k 3/1/1998
42 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.49 10,000k 10/1/1991
41 Hyman Beck and Company
Global Portfolio
-1.45 1,000k 3/1/1991
40 Estlander & Partners
Alpha Trend
-1.45 30,000k 10/1/1991
39 Eckhardt Trading Company
Evolution Strategies
-1.42 20,000k 8/1/1991
38 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.35 100k 6/1/1994
37 RAM Management Group
RAM MRTP 1X-Conservative
-1.30 1,000k 9/1/1993
36 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.26 100k 5/1/1999
35 MERIT Alternative Investments GmbH
Futures Portfolio
-0.88 2,000k 6/1/1998
34 Clarke Capital Management
Global Magnum
-0.78 100k 8/1/1997
33 Quality Capital Management
Global Diversified Programme
-0.52 10,000k 12/1/1995
32 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
31 Mark J. Walsh Company
Standard Program
-0.09 2,000k 9/1/1985
30 Briarwood Capital Management, Inc.
Diversified Trading Program
0.00 3,000k 7/1/2001
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.09 100k 11/1/1984
28 Clarke Capital Management
Worldwide
0.20 250k 1/1/1996
27 Clarke Capital Management
Global Basic
0.29 50k 2/1/1996
26 Rabar Market Research
Diversified Program
0.65 2,000k 1/1/1989
25 Winton Capital Management
Diversified
0.66 50,000k 10/1/1997
24 Lynx Asset Management AB
Lynx Program
0.77 75k 5/1/2000
23 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.81 1,000k 9/1/1997
21 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.89 250k 6/1/2001
22 NuWave Investment Management, LLC
Combined Futures Portfolio
0.89 5,000k 6/1/2001
20 Superfund Group
Superfund Green GCT USD
1.11 15k 1/1/2000
19 Crabel Capital Management
Crabel Multi-Product
1.62 1,000k 3/1/1998
18 ISAM
ISAM Systematic Trend Fund
1.72 1,000k 6/1/2001
17 Parizek Capital
Futures Trading Program
1.79 500k 4/1/2000
16 Superfund Group
Superfund Green Q-AG
1.83 2k 3/1/1996
15 IKOS
The IKOS Hedge Fund
2.07 10,000k 7/1/1998
14 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.16 10,000k 1/1/1991
13 Clarke Capital Management
Millennium
2.26 1,000k 1/1/1998
12 Dreiss Research Corporation
Diversified Program
2.39 1,000k 5/1/1991
11 Rivoli Fund Management
Rivoli International Fund (MAP)
3.00 5,000k 10/1/1996
10 Transtrend B.V.
DTP – Standard Risk (EUR)
3.20 10,000k 2/1/1999
9 Conquest Capital Group
Conquest Macro
3.59 250k 5/1/1999
8 Superfund Group
Superfund Green Master
3.92 2,000k 5/1/2001
7 Saxon Investment Corporation
Diversified Program
4.50 3,000k 9/1/1988
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.72 10,000k 1/1/1995
5 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.78 10,000k 8/1/1999
4 M.S. Capital Management
Global Diversified Program
6.23 2,000k 11/1/1998
3 Red Oak Commodity Advisors
Investment Program
7.89 5,000k 12/1/1989
2 Saxon Investment Corporation
Aggressive Diversified Program
8.71 2,000k 11/1/1993
1 Hawksbill Capital Management
Global Diversified
11.41 5,000k 11/1/1988

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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