Diversified Trader Index For January 2002

Monthly Rankings

Rank CTA/Program Jan 2002 Min Inv Inception
70 RAM Management Group
MRTP Aggressive
-13.05 1,000k 2/1/1998
69 Winton Capital Management
Diversified
-10.13 50,000k 10/1/1997
68 Alee Capital Management, LLC
Mistral Program
-6.99 2,500k 1/1/1999
67 Mark J. Walsh Company
Standard Program
-6.57 2,000k 9/1/1985
66 Clarke Capital Management
Global Magnum
-5.85 100k 8/1/1997
65 Tactical Investment Management
Tactical Institutional Commodity Program
-5.52 10,000k 4/1/1993
64 Estlander & Partners
Global XL
-5.04 5,000k 8/1/1991
63 Hawksbill Capital Management
Global Diversified
-4.97 5,000k 11/1/1988
62 Covenant Capital Management
Original Program
-4.93 5,000k 9/1/1999
61 EMC Capital Advisors, LLC
Classic
-4.70 5,000k 1/1/1985
60 Estlander & Partners
Alpha Trend
-4.60 30,000k 10/1/1991
59 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.38 200k 11/1/1999
58 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.37 2,000k 7/1/1992
57 Saxon Investment Corporation
Aggressive Diversified Program
-4.32 2,000k 11/1/1993
56 RAM Management Group
RAM MRTP 1X-Conservative
-3.57 1,000k 9/1/1993
55 Clarke Capital Management
Global Basic
-3.55 50k 2/1/1996
54 Clarke Capital Management
Millennium
-3.42 1,000k 1/1/1998
53 Dreiss Research Corporation
Diversified Program
-3.28 1,000k 5/1/1991
52 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.96 3,000k 10/1/1992
51 Hyman Beck and Company
Global Portfolio
-2.81 1,000k 3/1/1991
50 Kelly Angle Inc.
Genesis Program
-2.60 2,000k 4/1/2000
49 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.52 1/1/1989
48 Quality Capital Management
Global Diversified Programme
-2.49 10,000k 12/1/1995
47 Saxon Investment Corporation
Diversified Program
-2.40 3,000k 9/1/1988
46 MERIT Alternative Investments GmbH
Futures Portfolio
-2.34 2,000k 6/1/1998
44 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.33 250k 6/1/2001
45 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.33 5,000k 6/1/2001
43 Estlander & Partners
Global Markets
-2.28 10,000k 8/1/1999
42 Chesapeake Capital
Diversified (LV)
-2.11 100k 2/1/1988
41 John Locke Investments
Cyril Systematic Program
-2.11 8,000k 7/1/2000
40 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.10 1,000k 9/1/1997
39 M.S. Capital Management
Global Diversified Program
-1.76 2,000k 11/1/1998
38 Abraham Trading Company
Diversified Program
-1.73 10,000k 1/1/1988
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.58 10,000k 1/1/1991
36 Spectrum Asset Management LLC
Global Diversified
-1.51 2,000k 1/1/2001
35 Alee Capital Management, LLC
Poniente Program
-1.48 2,500k 1/1/1999
34 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.42 100k 6/1/1994
33 Clarke Capital Management
Worldwide
-1.31 250k 1/1/1996
32 FORT LP
Fort Global Diversified
-1.25 2,000k 10/1/1993
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.17 10,000k 1/1/1995
30 Red Oak Commodity Advisors
Investment Program
-1.14 5,000k 12/1/1989
29 Mondiale Asset Management
Mondiale Trading Program
-0.95 0k 9/1/1997
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.93 10,000k 8/1/1999
27 Rabar Market Research
Diversified Program
-0.72 2,000k 1/1/1989
26 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.70 10,000k 2/1/1999
25 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.61 1,000k 3/1/1998
24 Superfund Group
Superfund Green Q-AG
-0.59 2k 3/1/1996
23 IKOS
The IKOS Hedge Fund
-0.06 10,000k 7/1/1998
22 Superfund Group
Superfund Green Master
-0.02 2,000k 5/1/2001
17 Mobius Asset Management
Custom Trading Program
0.00 100k 1/1/2002
18 Mulvaney Capital Management
The Mulvaney Global Markets Fund
0.00 100k 5/1/1999
19 Rivoli Fund Management
Rivoli International Fund (V9)
0.00 5,000k 1/1/2002
20 Di Tomasso Group Inc.
Equilibrium Program
0.00 5,000k 1/1/2002
21 Southwest Managed Investments, LLC
Global Diversified
0.00 200k 1/1/2002
16 Lynx Asset Management AB
Lynx Program
0.40 75k 5/1/2000
15 Eclipse Capital Management
Global Monetary
0.42 5,000k 8/1/1990
14 Drury Capital
Diversified Trend-Following Program
0.52 5,000k 5/1/1997
13 DUNN Capital Management
DUNN Combined Fund (DCF)
0.66 100k 5/1/1989
12 ISAM
ISAM Systematic Trend Fund
0.96 1,000k 6/1/2001
11 Superfund Group
Superfund Green GCT USD
1.06 15k 1/1/2000
10 Crabel Capital Management
Crabel Multi-Product
1.25 1,000k 3/1/1998
9 Briarwood Capital Management, Inc.
Diversified Trading Program
1.29 3,000k 7/1/2001
8 Rivoli Fund Management
Rivoli International Fund (MAP)
1.34 5,000k 10/1/1996
7 Parizek Capital
Futures Trading Program
1.78 500k 4/1/2000
6 Millburn Corporation
Diversified Program
2.12 20,000k 2/1/1977
5 Northfield Trading
Diversified
2.30 2,000k 7/1/1989
4 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.03 100k 11/1/1984
2 Eckhardt Trading Company
Evolution Strategies 1.2X
3.22 10,000k 10/1/1991
1 Conquest Capital Group
Conquest Macro
6.14 250k 5/1/1999

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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