Diversified Trader Index For July 2002

Monthly Rankings

Rank CTA/Program Jul 2002 Min Inv Inception
70 Red Oak Commodity Advisors
Investment Program
-8.53 5,000k 12/1/1989
69 Mobius Asset Management
Custom Trading Program
-4.50 100k 1/1/2002
68 Covenant Capital Management
Original Program
-4.38 5,000k 9/1/1999
67 Abraham Trading Company
Diversified Program
-3.97 10,000k 1/1/1988
66 Southwest Managed Investments, LLC
Global Diversified
-3.51 200k 1/1/2002
65 Alee Capital Management, LLC
Poniente Program
-2.08 2,500k 1/1/1999
64 M.S. Capital Management
Global Diversified Program
-1.79 2,000k 11/1/1998
63 Northfield Trading
Diversified
-1.60 2,000k 7/1/1989
62 Di Tomasso Group Inc.
Equilibrium Program
-1.29 5,000k 1/1/2002
61 MERIT Alternative Investments GmbH
Futures Portfolio
-0.66 2,000k 6/1/1998
60 Estlander & Partners
Global XL
0.33 5,000k 8/1/1991
59 Estlander & Partners
Global Markets
0.45 10,000k 8/1/1999
58 Conquest Capital Group
Conquest Macro
1.43 250k 5/1/1999
57 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.59 1/1/1989
56 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.72 1,000k 9/1/1997
55 Spectrum Asset Management LLC
Global Diversified
2.21 2,000k 1/1/2001
54 Eckhardt Trading Company
Evolution Strategies
2.24 20,000k 8/1/1991
53 Clarke Capital Management
Global Magnum
2.40 100k 8/1/1997
52 Eckhardt Trading Company
Evolution Strategies 1.2X
2.65 10,000k 10/1/1991
51 Chesapeake Capital
Diversified (LV)
2.84 100k 2/1/1988
50 Transtrend B.V.
DTP – Standard Risk (EUR)
3.39 10,000k 2/1/1999
49 Clarke Capital Management
Global Basic
3.44 50k 2/1/1996
48 Rivoli Fund Management
Rivoli International Fund (MAP)
3.52 5,000k 10/1/1996
47 RAM Management Group
RAM MRTP 1X-Conservative
3.56 1,000k 9/1/1993
46 Estlander & Partners
Alpha Trend
3.62 30,000k 10/1/1991
45 Tactical Investment Management
Tactical Institutional Commodity Program
3.65 10,000k 4/1/1993
44 John Locke Investments
Cyril Systematic Program
3.66 8,000k 7/1/2000
43 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
42 Eclipse Capital Management
Global Monetary
4.08 5,000k 8/1/1990
41 Alee Capital Management, LLC
Mistral Program
4.23 2,500k 1/1/1999
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.48 10,000k 1/1/1991
39 ISAM
ISAM Systematic Trend Fund
4.65 1,000k 6/1/2001
38 Winton Capital Management
Diversified
4.71 50,000k 10/1/1997
37 IKOS
The IKOS Hedge Fund
4.80 10,000k 7/1/1998
36 Drury Capital
Diversified Trend-Following Program
4.82 5,000k 5/1/1997
35 QCM
Global Diversified Programme
4.90 500k 12/1/1995
34 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.90 1,000k 3/1/1998
33 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.22 3,000k 10/1/1992
32 Lynx Asset Management AB
Lynx Program
5.27 75k 5/1/2000
31 Briarwood Capital Management, Inc.
Diversified Trading Program
5.47 3,000k 7/1/2001
30 EMC Capital Advisors, LLC
Classic
5.50 5,000k 1/1/1985
29 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.65 10,000k 8/1/1999
28 Millburn Ridgefield Corporation
Diversified Program
5.72 20,000k 2/1/1977
27 Mulvaney Capital Management
The Mulvaney Global Markets Fund
5.95 100k 5/1/1999
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.97 10,000k 1/1/1995
25 Mondiale Asset Management
Mondiale Trading Program
6.14 0k 9/1/1997
24 Saxon Investment Corporation
Diversified Program
6.52 3,000k 9/1/1988
23 Parizek Capital
Futures Trading Program
7.53 500k 4/1/2000
22 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.55 2,000k 7/1/1992
21 Hyman Beck and Company
Global Portfolio
7.69 1,000k 3/1/1991
20 Rabar Market Research
Diversified Program
7.85 2,000k 1/1/1989
19 Rivoli Fund Management
Rivoli International Fund (V9)
7.86 5,000k 1/1/2002
17 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.74 250k 6/1/2001
18 NuWave Investment Management, LLC
Combined Futures Portfolio
8.74 5,000k 6/1/2001
16 Crabel Capital Management
Crabel Multi-Product
9.98 1,000k 3/1/1998
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.07 200k 11/1/1999
14 Saxon Investment Corporation
Aggressive Diversified Program
10.60 2,000k 11/1/1993
13 Clarke Capital Management
Millennium
11.26 1,000k 1/1/1998
12 RAM Management Group
MRTP Aggressive
12.22 1,000k 2/1/1998
11 Mark J. Walsh Company
Standard Program
12.46 2,000k 9/1/1985
10 Superfund Group
Superfund Green Q-AG
13.78 2k 3/1/1996
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
14.82 100k 11/1/1984
8 Dreiss Research Corporation
Diversified Program
14.86 1,000k 5/1/1991
7 FORT LP
Fort Global Diversified
15.28 2,000k 10/1/1993
6 Hawksbill Capital Management
Global Diversified
17.03 5,000k 11/1/1988
5 DUNN Capital Management
DUNN Combined Fund (DCF)
17.34 100k 5/1/1989
4 Superfund Group
Superfund Green GCT USD
17.67 15k 1/1/2000
3 Kelly Angle Inc.
Genesis Program
17.85 2,000k 4/1/2000
2 DUNN Capital Management
D'Best Futures Fund, L.P.
23.49 100k 6/1/1994
1 Superfund Group
Superfund Green Master
24.09 2,000k 5/1/2001

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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