Diversified Trader Index For October 2002

Monthly Rankings

Rank CTA/Program Oct 2002 Min Inv Inception
73 Superfund Group
Superfund Green Master
-28.02 2,000k 5/1/2001
72 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-21.05 2,000k 7/1/1992
71 DUNN Capital Management
D'Best Futures Fund, L.P.
-17.65 100k 6/1/1994
70 Superfund Group
Superfund Green GCT USD
-17.23 15k 1/1/2000
69 DUNN Capital Management
DUNN Combined Fund (DCF)
-16.40 100k 5/1/1989
68 Kelly Angle Inc.
Genesis Program
-15.89 2,000k 4/1/2000
67 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-15.01 200k 11/1/1999
66 Clarke Capital Management
Global Basic
-14.84 50k 2/1/1996
65 Superfund Group
Superfund Green Q-AG
-13.78 2k 3/1/1996
64 RAM Management Group
MRTP Aggressive
-13.60 1,000k 2/1/1998
63 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.92 3,000k 10/1/1992
62 Parizek Capital
Futures Trading Program
-12.31 500k 4/1/2000
61 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.27 100k 11/1/1984
60 EMC Capital Advisors, LLC
Classic
-12.00 5,000k 1/1/1985
59 Clarke Capital Management
Global Magnum
-11.24 100k 8/1/1997
58 Abraham Trading Company
Diversified Program
-10.19 10,000k 1/1/1988
57 Mark J. Walsh Company
Standard Program
-9.70 2,000k 9/1/1985
56 Drury Capital
Diversified Trend-Following Program
-9.42 5,000k 5/1/1997
55 Saxon Investment Corporation
Aggressive Diversified Program
-9.14 2,000k 11/1/1993
54 Eclipse Capital Management
Global Monetary
-9.00 5,000k 8/1/1990
53 FORT LP
Fort Global Diversified
-8.65 2,000k 10/1/1993
52 Winton Capital Management
Diversified
-7.96 50,000k 10/1/1997
51 Hawksbill Capital Management
Global Diversified
-7.95 5,000k 11/1/1988
50 Clarke Capital Management
Worldwide
-7.87 250k 1/1/1996
49 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-7.73 100k 5/1/1999
48 Clarke Capital Management
Millennium
-7.54 1,000k 1/1/1998
47 Quality Capital Management
Global Diversified Programme
-7.11 10,000k 12/1/1995
46 Alee Capital Management, LLC
Poniente Program
-7.10 2,500k 1/1/1999
45 Millburn Corporation
Diversified Program
-6.93 20,000k 2/1/1977
44 M.S. Capital Management
Global Diversified Program
-6.56 2,000k 11/1/1998
43 John Locke Investments
Cyril Systematic Program
-6.07 8,000k 7/1/2000
42 ISAM
ISAM Systematic Trend Fund
-5.88 1,000k 6/1/2001
41 Mobius Asset Management
Custom Trading Program
-5.50 100k 1/1/2002
40 Spectrum Asset Management LLC
Global Diversified
-5.17 2,000k 1/1/2001
39 Saxon Investment Corporation
Diversified Program
-4.95 3,000k 9/1/1988
38 Lynx Asset Management AB
Lynx Program
-4.56 75k 5/1/2000
37 Briarwood Capital Management, Inc.
Diversified Trading Program
-4.55 3,000k 7/1/2001
36 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.50 5,000k 10/1/1996
35 Estlander & Partners
Alpha Trend
-4.42 30,000k 10/1/1991
34 Alee Capital Management, LLC
Mistral Program
-4.25 2,500k 1/1/1999
33 Estlander & Partners
Global XL
-4.04 5,000k 8/1/1991
32 Crabel Capital Management
Crabel Multi-Product
-3.89 1,000k 3/1/1998
31 Southwest Managed Investments, LLC
Global Diversified
-3.83 200k 1/1/2002
30 RAM Management Group
RAM MRTP 1X-Conservative
-3.75 1,000k 9/1/1993
29 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.74 1/1/1989
28 Rabar Market Research
Diversified Program
-3.54 2,000k 1/1/1989
27 Hyman Beck and Company
Global Portfolio
-3.17 1,000k 3/1/1991
26 Tactical Investment Management
Tactical Institutional Commodity Program
-3.01 10,000k 4/1/1993
24 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.87 250k 6/1/2001
25 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.87 5,000k 6/1/2001
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.72 10,000k 1/1/1995
22 Chesapeake Capital
Diversified (LV)
-2.63 100k 2/1/1988
21 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.52 10,000k 8/1/1999
20 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.41 10,000k 10/1/1991
19 Estlander & Partners
Global Markets
-1.92 10,000k 8/1/1999
18 Eckhardt Trading Company
Evolution Strategies
-1.90 20,000k 8/1/1991
17 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.77 10,000k 1/1/1991
16 Rivoli Fund Management
Rivoli International Fund (V9)
-1.73 5,000k 1/1/2002
15 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.57 10,000k 2/1/1999
14 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.54 1,000k 9/1/1997
13 MERIT Alternative Investments GmbH
Futures Portfolio
-1.51 2,000k 6/1/1998
12 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.09 1,000k 3/1/1998
11 Conquest Capital Group
Conquest Macro
-0.52 250k 5/1/1999
10 Dreiss Research Corporation
Diversified Program
-0.04 1,000k 5/1/1991
7 FORT LP
Fort Global Contrarian
0.00 2,000k 10/1/2002
8 Superfund Group
Superfund Green L.P. Series A
0.00 5k 10/1/2002
9 Superfund Group
Superfund Green L.P. Series B
0.00 5k 10/1/2002
6 Northfield Trading
Diversified
0.20 2,000k 7/1/1989
5 Mondiale Asset Management
Mondiale Trading Program
0.71 0k 9/1/1997
4 Covenant Capital Management
Original Program
4.42 5,000k 9/1/1999
3 IKOS
The IKOS Hedge Fund
4.83 10,000k 7/1/1998
2 Di Tomasso Group Inc.
Equilibrium Program
18.30 5,000k 1/1/2002
1 Red Oak Commodity Advisors
Investment Program
26.91 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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