Diversified Trader Index For August 2001

Monthly Rankings

Rank CTA/Program Aug 2001 Min Inv Inception
66 Red Oak Commodity Advisors
Investment Program
-8.66 5,000k 12/1/1989
65 Covenant Capital Management
Original Program
-3.60 5,000k 9/1/1999
64 Chesapeake Capital
Diversified (LV)
-3.40 100k 2/1/1988
63 Mondiale Asset Management
Mondiale Trading Program
-3.23 0k 9/1/1997
62 Estlander & Partners
Alpha Trend
-2.89 30,000k 10/1/1991
61 Saxon Investment Corporation
Aggressive Diversified Program
-2.68 2,000k 11/1/1993
60 MERIT Alternative Investments GmbH
Futures Portfolio
-2.44 2,000k 6/1/1998
59 Clarke Capital Management
Worldwide
-2.16 250k 1/1/1996
58 IKOS
The IKOS Hedge Fund
-1.90 10,000k 7/1/1998
57 Rabar Market Research
Diversified Program
-1.64 2,000k 1/1/1989
56 Saxon Investment Corporation
Diversified Program
-1.51 3,000k 9/1/1988
55 M.S. Capital Management
Global Diversified Program
-1.14 2,000k 11/1/1998
54 Crabel Capital Management
Crabel Multi-Product
-0.73 1,000k 3/1/1998
53 Clarke Capital Management
Millennium
-0.26 1,000k 1/1/1998
52 RAM Management Group
RAM MRTP 1X-Conservative
-0.02 1,000k 9/1/1993
51 Mulvaney Capital Management
The Mulvaney Global Markets Fund
0.00 100k 5/1/1999
50 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
0.26 2,000k 7/1/1992
49 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.29 3,000k 10/1/1992
48 Eclipse Capital Management
Global Monetary
0.38 5,000k 8/1/1990
47 Winton Capital Management
Diversified
0.56 50,000k 10/1/1997
45 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.95 250k 6/1/2001
46 NuWave Investment Management, LLC
Combined Futures Portfolio
0.95 5,000k 6/1/2001
44 Transtrend B.V.
DTP – Standard Risk (EUR)
1.43 10,000k 2/1/1999
43 Quality Capital Management
Global Diversified Programme
1.85 10,000k 12/1/1995
42 RAM Management Group
MRTP Aggressive
1.88 1,000k 2/1/1998
41 Dreiss Research Corporation
Diversified Program
1.90 1,000k 5/1/1991
40 Tactical Investment Management
Tactical Institutional Commodity Program
1.99 10,000k 4/1/1993
39 Drury Capital
Diversified Trend-Following Program
2.03 5,000k 5/1/1997
38 Estlander & Partners
Global Markets
2.16 10,000k 8/1/1999
37 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.37 10,000k 1/1/1995
36 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.49 1/1/1989
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.51 10,000k 8/1/1999
34 Briarwood Capital Management, Inc.
Diversified Trading Program
2.97 3,000k 7/1/2001
33 Millburn Corporation
Diversified Program
3.29 20,000k 2/1/1977
32 Spectrum Asset Management LLC
Global Diversified
3.45 2,000k 1/1/2001
31 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.69 1,000k 9/1/1997
30 Estlander & Partners
Global XL
3.82 5,000k 8/1/1991
29 Parizek Capital
Futures Trading Program
3.97 500k 4/1/2000
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.15 10,000k 1/1/1991
27 Alee Capital Management, LLC
Poniente Program
4.19 2,500k 1/1/1999
26 FORT LP
Fort Global Diversified
4.30 2,000k 10/1/1993
25 Northfield Trading
Diversified
4.40 2,000k 7/1/1989
24 John Locke Investments
Cyril Systematic Program
4.83 8,000k 7/1/2000
23 Conquest Capital Group
Conquest Macro
4.84 250k 5/1/1999
22 Rivoli Fund Management
Rivoli International Fund (MAP)
4.85 5,000k 10/1/1996
21 Abraham Trading Company
Diversified Program
4.89 10,000k 1/1/1988
20 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
5.17 1,000k 3/1/1998
19 Alee Capital Management, LLC
Mistral Program
5.22 2,500k 1/1/1999
18 Eckhardt Trading Company
Evolution Strategies
5.87 20,000k 8/1/1991
17 Superfund Group
Superfund Green Q-AG
6.15 2k 3/1/1996
16 EMC Capital Advisors, LLC
Classic
6.20 5,000k 1/1/1985
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.47 100k 11/1/1984
14 Clarke Capital Management
Global Magnum
6.87 100k 8/1/1997
13 Eckhardt Trading Company
Evolution Strategies 1.2X
7.03 10,000k 10/1/1991
12 ISAM
ISAM Systematic Trend Fund
7.18 1,000k 6/1/2001
11 Mark J. Walsh Company
Standard Program
7.19 2,000k 9/1/1985
10 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.34 200k 11/1/1999
9 Clarke Capital Management
Global Basic
7.39 50k 2/1/1996
8 Kelly Angle Inc.
Genesis Program
7.46 2,000k 4/1/2000
7 Hyman Beck and Company
Global Portfolio
7.90 1,000k 3/1/1991
6 Lynx Asset Management AB
Lynx Program
8.02 75k 5/1/2000
5 Superfund Group
Superfund Green GCT USD
10.27 15k 1/1/2000
4 Superfund Group
Superfund Green Master
11.76 2,000k 5/1/2001
3 DUNN Capital Management
DUNN Combined Fund (DCF)
14.62 100k 5/1/1989
2 Hawksbill Capital Management
Global Diversified
15.06 5,000k 11/1/1988
1 DUNN Capital Management
D'Best Futures Fund, L.P.
15.20 100k 6/1/1994

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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