Diversified Trader Index For May 2002

Monthly Rankings

Rank CTA/Program May 2002 Min Inv Inception
70 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-8.76 2,000k 7/1/1992
69 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-5.86 3,000k 10/1/1992
68 Drury Capital
Diversified Trend-Following Program
-5.13 5,000k 5/1/1997
67 Northfield Trading
Diversified
-4.60 2,000k 7/1/1989
66 Winton Capital Management
Diversified
-3.96 50,000k 10/1/1997
65 Conquest Capital Group
Conquest Macro
-3.67 250k 5/1/1999
64 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.89 5,000k 10/1/1996
63 Mondiale Asset Management
Mondiale Trading Program
-2.26 0k 9/1/1997
62 John Locke Investments
Cyril Systematic Program
-1.60 8,000k 7/1/2000
61 Eckhardt Trading Company
Evolution Strategies
-0.68 20,000k 8/1/1991
60 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.62 10,000k 10/1/1991
59 ISAM
ISAM Systematic Trend Fund
-0.37 1,000k 6/1/2001
58 Crabel Capital Management
Crabel Multi-Product
-0.14 1,000k 3/1/1998
57 Southwest Managed Investments, LLC
Global Diversified
0.00 200k 1/1/2002
56 IKOS
The IKOS Hedge Fund
0.19 10,000k 7/1/1998
55 RAM Management Group
MRTP Aggressive
0.30 1,000k 2/1/1998
54 Eclipse Capital Management
Global Monetary
0.37 5,000k 8/1/1990
53 Clarke Capital Management
Global Magnum
0.39 100k 8/1/1997
52 RAM Management Group
RAM MRTP 1X-Conservative
0.52 1,000k 9/1/1993
51 FORT LP
Fort Global Diversified
0.53 2,000k 10/1/1993
50 MERIT Alternative Investments GmbH
Futures Portfolio
0.61 2,000k 6/1/1998
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.68 10,000k 1/1/1991
48 Parizek Capital
Futures Trading Program
1.25 500k 4/1/2000
47 Superfund Group
Superfund Green Q-AG
1.31 2k 3/1/1996
46 Quality Capital Management
Global Diversified Programme
1.34 10,000k 12/1/1995
44 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.39 250k 6/1/2001
45 NuWave Investment Management, LLC
Combined Futures Portfolio
1.39 5,000k 6/1/2001
43 Abraham Trading Company
Diversified Program
1.51 10,000k 1/1/1988
42 Transtrend B.V.
DTP – Standard Risk (EUR)
1.59 10,000k 2/1/1999
41 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.72 1,000k 3/1/1998
40 Clarke Capital Management
Millennium
2.06 1,000k 1/1/1998
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.17 10,000k 8/1/1999
38 Chesapeake Capital
Diversified (LV)
2.26 100k 2/1/1988
37 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.34 10,000k 1/1/1995
36 Alee Capital Management, LLC
Poniente Program
2.35 2,500k 1/1/1999
35 Clarke Capital Management
Worldwide
2.52 250k 1/1/1996
34 Estlander & Partners
Global Markets
2.78 10,000k 8/1/1999
33 Rivoli Fund Management
Rivoli International Fund (V9)
3.33 5,000k 1/1/2002
32 Superfund Group
Superfund Green GCT USD
3.56 15k 1/1/2000
31 Superfund Group
Superfund Green Master
3.71 2,000k 5/1/2001
30 Dreiss Research Corporation
Diversified Program
3.84 1,000k 5/1/1991
29 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.96 1,000k 9/1/1997
28 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.26 1/1/1989
27 DUNN Capital Management
D'Best Futures Fund, L.P.
4.67 100k 6/1/1994
26 Clarke Capital Management
Global Basic
4.79 50k 2/1/1996
25 DUNN Capital Management
DUNN Combined Fund (DCF)
5.09 100k 5/1/1989
24 Hyman Beck and Company
Global Portfolio
5.11 1,000k 3/1/1991
23 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.41 100k 11/1/1984
22 Estlander & Partners
Global XL
5.54 5,000k 8/1/1991
21 Lynx Asset Management AB
Lynx Program
5.65 75k 5/1/2000
20 Spectrum Asset Management LLC
Global Diversified
5.75 2,000k 1/1/2001
19 Briarwood Capital Management, Inc.
Diversified Trading Program
5.99 3,000k 7/1/2001
18 M.S. Capital Management
Global Diversified Program
6.06 2,000k 11/1/1998
17 Estlander & Partners
Alpha Trend
6.27 30,000k 10/1/1991
16 Kelly Angle Inc.
Genesis Program
6.44 2,000k 4/1/2000
15 EMC Capital Advisors, LLC
Classic
6.50 5,000k 1/1/1985
14 Millburn Corporation
Diversified Program
6.58 20,000k 2/1/1977
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.75 100k 5/1/1999
12 Rabar Market Research
Diversified Program
6.77 2,000k 1/1/1989
11 Saxon Investment Corporation
Diversified Program
8.20 3,000k 9/1/1988
10 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.74 200k 11/1/1999
9 Alee Capital Management, LLC
Mistral Program
9.02 2,500k 1/1/1999
8 Hawksbill Capital Management
Global Diversified
9.06 5,000k 11/1/1988
7 Tactical Investment Management
Tactical Institutional Commodity Program
9.92 10,000k 4/1/1993
6 Mark J. Walsh Company
Standard Program
10.10 2,000k 9/1/1985
5 Mobius Asset Management
Custom Trading Program
12.70 100k 1/1/2002
4 Saxon Investment Corporation
Aggressive Diversified Program
14.39 2,000k 11/1/1993
3 Di Tomasso Group Inc.
Equilibrium Program
21.53 5,000k 1/1/2002
2 Covenant Capital Management
Original Program
25.11 5,000k 9/1/1999
1 Red Oak Commodity Advisors
Investment Program
25.68 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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