Diversified Trader Index For February 2002

Monthly Rankings

Rank CTA/Program Feb 2002 Min Inv Inception
70 Hawksbill Capital Management
Global Diversified
-13.18 5,000k 11/1/1988
69 Alee Capital Management, LLC
Mistral Program
-10.64 2,500k 1/1/1999
68 EMC Capital Advisors, LLC
Classic
-9.80 5,000k 1/1/1985
67 John Locke Investments
Cyril Systematic Program
-9.00 8,000k 7/1/2000
66 Saxon Investment Corporation
Aggressive Diversified Program
-8.51 2,000k 11/1/1993
65 Northfield Trading
Diversified
-8.50 2,000k 7/1/1989
64 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.07 100k 11/1/1984
63 Clarke Capital Management
Global Basic
-8.07 50k 2/1/1996
62 Alee Capital Management, LLC
Poniente Program
-7.90 2,500k 1/1/1999
61 Conquest Capital Group
Conquest Macro
-7.58 250k 5/1/1999
60 Lynx Asset Management AB
Lynx Program
-7.30 75k 5/1/2000
59 RAM Management Group
MRTP Aggressive
-7.16 1,000k 2/1/1998
58 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.15 100k 6/1/1994
57 Clarke Capital Management
Global Magnum
-6.95 100k 8/1/1997
56 Parizek Capital
Futures Trading Program
-6.77 500k 4/1/2000
55 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.74 100k 5/1/1989
54 Quality Capital Management
Global Diversified Programme
-6.54 10,000k 12/1/1995
53 Winton Capital Management
Diversified
-6.04 50,000k 10/1/1997
52 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.92 3,000k 7/1/2001
51 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.89 5,000k 10/1/1996
50 Clarke Capital Management
Millennium
-5.54 1,000k 1/1/1998
49 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.27 10,000k 10/1/1991
48 Kelly Angle Inc.
Genesis Program
-5.21 2,000k 4/1/2000
47 Di Tomasso Group Inc.
Equilibrium Program
-5.13 5,000k 1/1/2002
46 Eckhardt Trading Company
Evolution Strategies
-4.55 20,000k 8/1/1991
45 Saxon Investment Corporation
Diversified Program
-4.22 3,000k 9/1/1988
44 Millburn Corporation
Diversified Program
-4.20 20,000k 2/1/1977
43 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-4.20 1,000k 3/1/1998
42 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.04 200k 11/1/1999
41 Rabar Market Research
Diversified Program
-3.96 2,000k 1/1/1989
40 ISAM
ISAM Systematic Trend Fund
-3.84 1,000k 6/1/2001
39 Clarke Capital Management
Worldwide
-3.63 250k 1/1/1996
38 Mark J. Walsh Company
Standard Program
-3.63 2,000k 9/1/1985
37 Rivoli Fund Management
Rivoli International Fund (V9)
-3.17 5,000k 1/1/2002
36 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.86 10,000k 1/1/1991
35 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.83 1/1/1989
33 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.82 250k 6/1/2001
34 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.82 5,000k 6/1/2001
32 Superfund Group
Superfund Green GCT USD
-2.69 15k 1/1/2000
31 Superfund Group
Superfund Green Q-AG
-2.48 2k 3/1/1996
30 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-2.43 2,000k 7/1/1992
29 Crabel Capital Management
Crabel Multi-Product
-2.36 1,000k 3/1/1998
28 Estlander & Partners
Alpha Trend
-2.22 30,000k 10/1/1991
27 RAM Management Group
RAM MRTP 1X-Conservative
-2.15 1,000k 9/1/1993
26 Chesapeake Capital
Diversified (LV)
-1.79 100k 2/1/1988
25 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-1.69 3,000k 10/1/1992
24 Southwest Managed Investments, LLC
Global Diversified
-1.66 200k 1/1/2002
23 Superfund Group
Superfund Green Master
-1.48 2,000k 5/1/2001
22 Hyman Beck and Company
Global Portfolio
-1.45 1,000k 3/1/1991
21 Drury Capital
Diversified Trend-Following Program
-1.32 5,000k 5/1/1997
20 Mondiale Asset Management
Mondiale Trading Program
-1.03 0k 9/1/1997
19 Spectrum Asset Management LLC
Global Diversified
-0.95 2,000k 1/1/2001
18 IKOS
The IKOS Hedge Fund
-0.84 10,000k 7/1/1998
17 MERIT Alternative Investments GmbH
Futures Portfolio
-0.84 2,000k 6/1/1998
16 Eclipse Capital Management
Global Monetary
-0.79 5,000k 8/1/1990
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.69 10,000k 1/1/1995
14 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.44 10,000k 8/1/1999
13 M.S. Capital Management
Global Diversified Program
-0.34 2,000k 11/1/1998
12 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.19 10,000k 2/1/1999
11 Mulvaney Capital Management
The Mulvaney Global Markets Fund
0.00 100k 5/1/1999
10 Estlander & Partners
Global Markets
0.10 10,000k 8/1/1999
9 Estlander & Partners
Global XL
0.21 5,000k 8/1/1991
8 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.54 1,000k 9/1/1997
7 Tactical Investment Management
Tactical Institutional Commodity Program
0.90 10,000k 4/1/1993
6 Covenant Capital Management
Original Program
0.95 5,000k 9/1/1999
5 Abraham Trading Company
Diversified Program
1.33 10,000k 1/1/1988
4 FORT LP
Fort Global Diversified
1.70 2,000k 10/1/1993
3 Mobius Asset Management
Custom Trading Program
1.80 100k 1/1/2002
2 Dreiss Research Corporation
Diversified Program
2.60 1,000k 5/1/1991
1 Red Oak Commodity Advisors
Investment Program
5.46 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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