Diversified Trader Index For October 2003

Monthly Rankings

Rank CTA/Program Oct 2003 Min Inv Inception
77 Clarke Capital Management
Global Basic
-14.20 50k 2/1/1996
76 Kelly Angle Inc.
Genesis Program
-10.67 2,000k 4/1/2000
75 FORT LP
Fort Global Diversified
-7.42 2,000k 10/1/1993
74 Millburn Corporation
Diversified Program
-6.99 20,000k 2/1/1977
73 Conquest Capital Group
Conquest Macro
-5.27 250k 5/1/1999
72 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.23 100k 5/1/1989
71 Rivoli Fund Management
Rivoli International Fund (V9)
-5.21 5,000k 1/1/2002
70 FORT LP
Fort Global Contrarian
-5.02 2,000k 10/1/2002
69 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.23 100k 11/1/1984
68 Northfield Trading
Diversified
-3.30 2,000k 7/1/1989
67 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.20 1,000k 9/1/1997
66 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.82 100k 6/1/1994
65 Alee Capital Management, LLC
Poniente Program
-1.80 2,500k 1/1/1999
64 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.49 10,000k 1/1/1991
63 Clarke Capital Management
Global Magnum
-1.35 100k 8/1/1997
62 Crabel Capital Management
Crabel Multi-Product
-1.30 1,000k 3/1/1998
61 Hawksbill Capital Management
Global Diversified
-1.19 5,000k 11/1/1988
60 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.16 1,000k 3/1/1998
59 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.70 10,000k 10/1/1991
58 Eckhardt Trading Company
Evolution Strategies
-0.70 20,000k 8/1/1991
57 Eclipse Capital Management
Global Monetary
-0.63 5,000k 8/1/1990
56 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.53 1,000k 3/1/2003
55 Quantitative Investment Management
Quantitative Global Program
0.00 20,000k 10/1/2003
54 Mobius Asset Management
Custom Trading Program
0.40 100k 1/1/2002
53 ISAM
ISAM Systematic Trend Fund
0.50 1,000k 6/1/2001
52 Rivoli Fund Management
Rivoli International Fund (MAP)
0.67 5,000k 10/1/1996
51 Dreiss Research Corporation
Diversified Program
1.21 1,000k 5/1/1991
50 Mondiale Asset Management
Mondiale Trading Program
1.40 0k 9/1/1997
49 Transtrend B.V.
DTP – Standard Risk (EUR)
1.68 10,000k 2/1/1999
48 Mark J. Walsh Company
Standard Program
1.79 2,000k 9/1/1985
47 MERIT Alternative Investments GmbH
Futures Portfolio
2.08 2,000k 6/1/1998
46 IKOS
The IKOS Hedge Fund
2.19 10,000k 7/1/1998
45 John Locke Investments
Cyril Systematic Program
2.43 8,000k 7/1/2000
44 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.46 10,000k 8/1/1999
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.49 10,000k 1/1/1995
42 Briarwood Capital Management, Inc.
Diversified Trading Program
2.63 3,000k 7/1/2001
41 RAM Management Group
RAM MRTP 1X-Conservative
3.20 1,000k 9/1/1993
40 Clarke Capital Management
Worldwide
3.49 250k 1/1/1996
39 Rabar Market Research
Diversified Program
3.97 2,000k 1/1/1989
38 Superfund Group
Superfund Green L.P. Series A
3.99 5k 10/1/2002
37 Lynx Asset Management AB
Lynx Program
4.29 75k 5/1/2000
36 Winton Capital Management
Diversified
4.72 50,000k 10/1/1997
35 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.33 3,000k 10/1/1992
34 Estlander & Partners
Global Markets
5.42 10,000k 8/1/1999
33 Red Rock Capital, LLC
Systematic Global Macro
5.43 500k 9/1/2003
32 Southwest Managed Investments, LLC
Global Diversified
5.49 200k 1/1/2002
31 Spectrum Asset Management LLC
Global Diversified
5.78 2,000k 1/1/2001
30 Superfund Group
Superfund Green L.P. Series B
5.92 5k 10/1/2002
29 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.98 1/1/1989
28 Hyman Beck and Company
Global Portfolio
6.22 1,000k 3/1/1991
27 Superfund Group
Superfund Green Q-AG
6.54 2k 3/1/1996
26 EMC Capital Advisors, LLC
Classic
7.20 5,000k 1/1/1985
25 Red Oak Commodity Advisors
Investment Program
7.70 5,000k 12/1/1989
24 Clarke Capital Management
Millennium
8.23 1,000k 1/1/1998
22 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.63 250k 6/1/2001
23 NuWave Investment Management, LLC
Combined Futures Portfolio
8.63 5,000k 6/1/2001
21 Parizek Capital
Futures Trading Program
8.83 500k 4/1/2000
20 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.42 200k 11/1/1999
19 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.53 2,000k 7/1/1992
18 QCM
Global Diversified Programme
9.70 500k 12/1/1995
17 Estlander & Partners
Global XL
9.77 5,000k 8/1/1991
16 RAM Management Group
MRTP Aggressive
10.21 1,000k 2/1/1998
15 Superfund Group
Superfund Green GCT USD
10.23 15k 1/1/2000
14 Estlander & Partners
Alpha Trend
10.37 30,000k 10/1/1991
13 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.38 100k 3/1/2003
12 M.S. Capital Management
Global Diversified Program
10.43 2,000k 11/1/1998
11 Covenant Capital Management
Original Program
11.35 5,000k 9/1/1999
10 Tactical Investment Management
Tactical Institutional Commodity Program
12.69 10,000k 4/1/1993
9 Saxon Investment Corporation
Diversified Program
13.07 3,000k 9/1/1988
8 Alee Capital Management, LLC
Mistral Program
13.27 2,500k 1/1/1999
7 Drury Capital
Diversified Trend-Following Program
13.80 5,000k 5/1/1997
6 Di Tomasso Group Inc.
Equilibrium Program
15.15 5,000k 1/1/2002
5 Mulvaney Capital Management
The Mulvaney Global Markets Fund
15.32 100k 5/1/1999
4 Chesapeake Capital
Diversified (LV)
15.48 100k 2/1/1988
3 Superfund Group
Superfund Green Master
15.63 2,000k 5/1/2001
2 Saxon Investment Corporation
Aggressive Diversified Program
21.16 2,000k 11/1/1993
1 Abraham Trading Company
Diversified Program
22.09 10,000k 1/1/1988

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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