Diversified Trader Index For November 2002

Monthly Rankings

Rank CTA/Program Nov 2002 Min Inv Inception
73 Saxon Investment Corporation
Aggressive Diversified Program
-20.54 2,000k 11/1/1993
72 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.70 100k 11/1/1984
71 Saxon Investment Corporation
Diversified Program
-11.60 3,000k 9/1/1988
70 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.02 100k 6/1/1994
69 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.41 200k 11/1/1999
68 Superfund Group
Superfund Green Master
-10.24 2,000k 5/1/2001
67 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.44 100k 5/1/1989
66 FORT LP
Fort Global Diversified
-8.98 2,000k 10/1/1993
64 NuWave Investment Management, LLC
NuWave Investment Partners LP
-8.77 250k 6/1/2001
65 NuWave Investment Management, LLC
Combined Futures Portfolio
-8.77 5,000k 6/1/2001
63 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-7.68 2,000k 7/1/1992
62 Kelly Angle Inc.
Genesis Program
-7.42 2,000k 4/1/2000
61 Superfund Group
Superfund Green Q-AG
-6.38 2k 3/1/1996
60 Drury Capital
Diversified Trend-Following Program
-5.97 5,000k 5/1/1997
59 Superfund Group
Superfund Green GCT USD
-5.94 15k 1/1/2000
58 Superfund Group
Superfund Green L.P. Series B
-5.84 5k 10/1/2002
57 ISAM
ISAM Systematic Trend Fund
-5.54 1,000k 6/1/2001
56 Clarke Capital Management
Millennium
-5.51 1,000k 1/1/1998
55 Quality Capital Management
Global Diversified Programme
-5.49 10,000k 12/1/1995
54 EMC Capital Advisors, LLC
Classic
-5.40 5,000k 1/1/1985
53 IKOS
The IKOS Hedge Fund
-5.25 10,000k 7/1/1998
52 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.08 100k 5/1/1999
51 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-5.06 1/1/1989
50 FORT LP
Fort Global Contrarian
-5.01 2,000k 10/1/2002
49 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.92 3,000k 10/1/1992
48 Southwest Managed Investments, LLC
Global Diversified
-4.68 200k 1/1/2002
47 Hawksbill Capital Management
Global Diversified
-4.47 5,000k 11/1/1988
46 Estlander & Partners
Global XL
-4.27 5,000k 8/1/1991
45 Rivoli Fund Management
Rivoli International Fund (V9)
-4.01 5,000k 1/1/2002
44 Clarke Capital Management
Global Basic
-4.01 50k 2/1/1996
43 Eclipse Capital Management
Global Monetary
-3.64 5,000k 8/1/1990
42 Superfund Group
Superfund Green L.P. Series A
-3.59 5k 10/1/2002
41 Millburn Corporation
Diversified Program
-3.53 20,000k 2/1/1977
40 Mark J. Walsh Company
Standard Program
-2.89 2,000k 9/1/1985
39 Lynx Asset Management AB
Lynx Program
-2.85 75k 5/1/2000
38 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.51 3,000k 7/1/2001
37 Spectrum Asset Management LLC
Global Diversified
-2.51 2,000k 1/1/2001
36 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.49 5,000k 10/1/1996
35 Parizek Capital
Futures Trading Program
-2.48 500k 4/1/2000
34 Clarke Capital Management
Worldwide
-2.40 250k 1/1/1996
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.37 10,000k 1/1/1991
32 Estlander & Partners
Global Markets
-2.09 10,000k 8/1/1999
31 Rabar Market Research
Diversified Program
-2.06 2,000k 1/1/1989
30 Abraham Trading Company
Diversified Program
-1.80 10,000k 1/1/1988
29 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.80 1,000k 9/1/1997
28 John Locke Investments
Cyril Systematic Program
-1.74 8,000k 7/1/2000
27 MERIT Alternative Investments GmbH
Futures Portfolio
-1.73 2,000k 6/1/1998
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.71 10,000k 1/1/1995
25 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.68 10,000k 8/1/1999
24 Chesapeake Capital
Diversified (LV)
-1.58 100k 2/1/1988
23 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.41 10,000k 10/1/1991
22 Eckhardt Trading Company
Evolution Strategies
-1.40 20,000k 8/1/1991
21 Alee Capital Management, LLC
Mistral Program
-1.24 2,500k 1/1/1999
20 Northfield Trading
Diversified
-1.00 2,000k 7/1/1989
19 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.92 10,000k 2/1/1999
18 Hyman Beck and Company
Global Portfolio
-0.88 1,000k 3/1/1991
17 Di Tomasso Group Inc.
Equilibrium Program
-0.81 5,000k 1/1/2002
16 Winton Capital Management
Diversified
-0.69 50,000k 10/1/1997
15 Estlander & Partners
Alpha Trend
-0.43 30,000k 10/1/1991
14 Dreiss Research Corporation
Diversified Program
-0.06 1,000k 5/1/1991
13 Alee Capital Management, LLC
Poniente Program
0.23 2,500k 1/1/1999
12 M.S. Capital Management
Global Diversified Program
0.82 2,000k 11/1/1998
11 RAM Management Group
RAM MRTP 1X-Conservative
1.08 1,000k 9/1/1993
10 Mondiale Asset Management
Mondiale Trading Program
1.38 0k 9/1/1997
9 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.57 1,000k 3/1/1998
8 Mobius Asset Management
Custom Trading Program
1.90 100k 1/1/2002
7 Clarke Capital Management
Global Magnum
2.04 100k 8/1/1997
6 Conquest Capital Group
Conquest Macro
2.08 250k 5/1/1999
5 Tactical Investment Management
Tactical Institutional Commodity Program
2.27 10,000k 4/1/1993
4 Covenant Capital Management
Original Program
2.82 5,000k 9/1/1999
3 Crabel Capital Management
Crabel Multi-Product
4.34 1,000k 3/1/1998
2 RAM Management Group
MRTP Aggressive
5.30 1,000k 2/1/1998
1 Red Oak Commodity Advisors
Investment Program
15.37 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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