Diversified Trader Index For March 2002

Monthly Rankings

Rank CTA/Program Mar 2002 Min Inv Inception
70 Estlander & Partners
Global XL
-10.41 5,000k 8/1/1991
69 Red Oak Commodity Advisors
Investment Program
-9.20 5,000k 12/1/1989
68 Rivoli Fund Management
Rivoli International Fund (V9)
-9.18 5,000k 1/1/2002
67 Dreiss Research Corporation
Diversified Program
-8.85 1,000k 5/1/1991
66 ISAM
ISAM Systematic Trend Fund
-7.75 1,000k 6/1/2001
65 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.52 100k 5/1/1999
64 Abraham Trading Company
Diversified Program
-6.62 10,000k 1/1/1988
62 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.70 250k 6/1/2001
63 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.70 5,000k 6/1/2001
61 Superfund Group
Superfund Green GCT USD
-5.46 15k 1/1/2000
60 Estlander & Partners
Global Markets
-5.19 10,000k 8/1/1999
59 Hyman Beck and Company
Global Portfolio
-4.19 1,000k 3/1/1991
58 M.S. Capital Management
Global Diversified Program
-3.42 2,000k 11/1/1998
57 MERIT Alternative Investments GmbH
Futures Portfolio
-2.47 2,000k 6/1/1998
56 Superfund Group
Superfund Green Master
-2.18 2,000k 5/1/2001
55 Drury Capital
Diversified Trend-Following Program
-2.05 5,000k 5/1/1997
54 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.72 100k 6/1/1994
53 Spectrum Asset Management LLC
Global Diversified
-1.59 2,000k 1/1/2001
52 Clarke Capital Management
Millennium
-1.58 1,000k 1/1/1998
51 Superfund Group
Superfund Green Q-AG
-1.44 2k 3/1/1996
50 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.13 200k 11/1/1999
49 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.10 10,000k 10/1/1991
48 Eckhardt Trading Company
Evolution Strategies
-0.99 20,000k 8/1/1991
47 Tactical Investment Management
Tactical Institutional Commodity Program
-0.43 10,000k 4/1/1993
46 IKOS
The IKOS Hedge Fund
-0.32 10,000k 7/1/1998
45 Eclipse Capital Management
Global Monetary
-0.29 5,000k 8/1/1990
44 Southwest Managed Investments, LLC
Global Diversified
-0.08 200k 1/1/2002
43 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.30 1/1/1989
42 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.32 1,000k 3/1/1998
41 FORT LP
Fort Global Diversified
0.35 2,000k 10/1/1993
40 DUNN Capital Management
DUNN Combined Fund (DCF)
0.55 100k 5/1/1989
39 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.57 1,000k 9/1/1997
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.80 10,000k 1/1/1991
37 Briarwood Capital Management, Inc.
Diversified Trading Program
0.96 3,000k 7/1/2001
36 Transtrend B.V.
DTP – Standard Risk (EUR)
1.11 10,000k 2/1/1999
35 Millburn Corporation
Diversified Program
1.17 20,000k 2/1/1977
34 Parizek Capital
Futures Trading Program
1.46 500k 4/1/2000
33 Alee Capital Management, LLC
Mistral Program
1.49 2,500k 1/1/1999
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.00 10,000k 1/1/1995
31 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.05 10,000k 8/1/1999
30 Alee Capital Management, LLC
Poniente Program
2.22 2,500k 1/1/1999
29 Rabar Market Research
Diversified Program
2.32 2,000k 1/1/1989
28 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.39 100k 11/1/1984
27 Chesapeake Capital
Diversified (LV)
2.43 100k 2/1/1988
26 Lynx Asset Management AB
Lynx Program
2.70 75k 5/1/2000
25 Mondiale Asset Management
Mondiale Trading Program
2.99 0k 9/1/1997
24 Crabel Capital Management
Crabel Multi-Product
3.01 1,000k 3/1/1998
23 Estlander & Partners
Alpha Trend
3.14 30,000k 10/1/1991
22 Mark J. Walsh Company
Standard Program
3.16 2,000k 9/1/1985
21 Clarke Capital Management
Global Magnum
3.69 100k 8/1/1997
20 Saxon Investment Corporation
Diversified Program
3.76 3,000k 9/1/1988
19 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.81 3,000k 10/1/1992
18 Clarke Capital Management
Worldwide
4.00 250k 1/1/1996
17 RAM Management Group
RAM MRTP 1X-Conservative
4.01 1,000k 9/1/1993
16 Rivoli Fund Management
Rivoli International Fund (MAP)
4.60 5,000k 10/1/1996
15 EMC Capital Advisors, LLC
Classic
5.30 5,000k 1/1/1985
14 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.43 2,000k 7/1/1992
13 Quality Capital Management
Global Diversified Programme
5.70 10,000k 12/1/1995
12 John Locke Investments
Cyril Systematic Program
5.90 8,000k 7/1/2000
11 Saxon Investment Corporation
Aggressive Diversified Program
7.89 2,000k 11/1/1993
10 Covenant Capital Management
Original Program
8.37 5,000k 9/1/1999
9 Kelly Angle Inc.
Genesis Program
10.87 2,000k 4/1/2000
8 Clarke Capital Management
Global Basic
11.17 50k 2/1/1996
7 Northfield Trading
Diversified
11.50 2,000k 7/1/1989
6 RAM Management Group
MRTP Aggressive
12.37 1,000k 2/1/1998
5 Winton Capital Management
Diversified
12.62 50,000k 10/1/1997
4 Hawksbill Capital Management
Global Diversified
17.07 5,000k 11/1/1988
3 Di Tomasso Group Inc.
Equilibrium Program
18.08 5,000k 1/1/2002
2 Conquest Capital Group
Conquest Macro
20.63 250k 5/1/1999
1 Mobius Asset Management
Custom Trading Program
25.30 100k 1/1/2002

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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