Diversified Trader Index For November 2003

Monthly Rankings

Rank CTA/Program Nov 2003 Min Inv Inception
77 Kelly Angle Inc.
Genesis Program
-10.85 2,000k 4/1/2000
76 Alee Capital Management, LLC
Mistral Program
-9.79 2,500k 1/1/1999
75 Saxon Investment Corporation
Aggressive Diversified Program
-8.70 2,000k 11/1/1993
74 Hawksbill Capital Management
Global Diversified
-8.54 5,000k 11/1/1988
73 RAM Management Group
MRTP Aggressive
-8.02 1,000k 2/1/1998
72 John Locke Investments
Cyril Systematic Program
-6.73 8,000k 7/1/2000
71 M.S. Capital Management
Global Diversified Program
-6.37 2,000k 11/1/1998
70 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.84 3,000k 7/1/2001
69 Saxon Investment Corporation
Diversified Program
-5.30 3,000k 9/1/1988
68 Parizek Capital
Futures Trading Program
-5.26 500k 4/1/2000
67 Mark J. Walsh Company
Standard Program
-4.94 2,000k 9/1/1985
66 Alee Capital Management, LLC
Poniente Program
-4.73 2,500k 1/1/1999
65 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.58 100k 5/1/1989
64 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.45 100k 11/1/1984
63 Southwest Managed Investments, LLC
Global Diversified
-4.23 200k 1/1/2002
62 Clarke Capital Management
Global Basic
-4.14 50k 2/1/1996
61 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.13 100k 6/1/1994
60 Rivoli Fund Management
Rivoli International Fund (V9)
-3.78 5,000k 1/1/2002
59 Estlander & Partners
Alpha Trend
-3.71 30,000k 10/1/1991
58 Clarke Capital Management
Millennium
-3.43 1,000k 1/1/1998
57 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
56 Superfund Group
Superfund Green Master
-2.78 2,000k 5/1/2001
55 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
54 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.65 1,000k 3/1/1998
53 Quantitative Investment Management
Quantitative Global Program
-2.64 20,000k 10/1/2003
52 Superfund Group
Superfund Green GCT USD
-2.54 15k 1/1/2000
51 Winton Capital Management
Diversified
-2.48 50,000k 10/1/1997
50 RAM Management Group
RAM MRTP 1X-Conservative
-2.35 1,000k 9/1/1993
49 Covenant Capital Management
Original Program
-2.29 5,000k 9/1/1999
48 Millburn Ridgefield Corporation
Diversified Program
-2.25 20,000k 2/1/1977
47 Superfund Group
Superfund Green Q-AG
-2.25 2k 3/1/1996
46 Tactical Investment Management
Tactical Institutional Commodity Program
-2.04 10,000k 4/1/1993
45 Superfund Group
Superfund Green L.P. Series B
-2.04 5k 10/1/2002
44 Clarke Capital Management
Global Magnum
-1.77 100k 8/1/1997
43 Superfund Group
Superfund Green L.P. Series A
-1.75 5k 10/1/2002
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.70 1,000k 3/1/2003
41 Rabar Market Research
Diversified Program
-1.52 2,000k 1/1/1989
40 Clarke Capital Management
Worldwide
-1.48 250k 1/1/1996
39 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.08 1/1/1989
38 Drury Capital
Diversified Trend-Following Program
-1.03 5,000k 5/1/1997
37 QCM
Global Diversified Programme
-0.89 500k 12/1/1995
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.69 10,000k 1/1/1995
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.69 10,000k 8/1/1999
34 MERIT Alternative Investments GmbH
Futures Portfolio
-0.68 2,000k 6/1/1998
33 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.43 10,000k 2/1/1999
32 Conquest Capital Group
Conquest Macro
-0.42 250k 5/1/1999
31 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-0.27 100k 5/1/1999
30 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.13 200k 11/1/1999
29 Abraham Trading Company
Diversified Program
-0.03 10,000k 1/1/1988
28 Spectrum Asset Management LLC
Global Diversified
0.08 2,000k 1/1/2001
27 Dreiss Research Corporation
Diversified Program
0.08 1,000k 5/1/1991
26 Hyman Beck and Company
Global Portfolio
0.13 1,000k 3/1/1991
25 Crabel Capital Management
Crabel Multi-Product
0.21 1,000k 3/1/1998
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.21 10,000k 1/1/1991
23 Eclipse Capital Management
Global Monetary
0.52 5,000k 8/1/1990
22 ISAM
ISAM Systematic Trend Fund
0.70 1,000k 6/1/2001
21 Rivoli Fund Management
Rivoli International Fund (MAP)
0.79 5,000k 10/1/1996
20 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
19 Di Tomasso Group Inc.
Equilibrium Program
0.89 5,000k 1/1/2002
18 Mondiale Asset Management
Mondiale Trading Program
0.98 0k 9/1/1997
17 Lynx Asset Management AB
Lynx Program
1.14 75k 5/1/2000
16 Eckhardt Trading Company
Evolution Strategies 1.2X
1.29 10,000k 10/1/1991
15 Estlander & Partners
Global Markets
1.30 10,000k 8/1/1999
14 FORT LP
Fort Global Diversified
1.39 2,000k 10/1/1993
13 IKOS
The IKOS Hedge Fund
1.46 10,000k 7/1/1998
12 Mobius Asset Management
Custom Trading Program
1.60 100k 1/1/2002
11 Chesapeake Capital
Diversified (LV)
1.91 100k 2/1/1988
9 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.07 250k 6/1/2001
10 NuWave Investment Management, LLC
Combined Futures Portfolio
2.07 5,000k 6/1/2001
8 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.08 3,000k 10/1/1992
7 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.09 1,000k 9/1/1997
6 Estlander & Partners
Global XL
2.22 5,000k 8/1/1991
5 FORT LP
Fort Global Contrarian
2.56 2,000k 10/1/2002
4 Red Rock Capital, LLC
Systematic Global Macro
2.99 500k 9/1/2003
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.35 2,000k 7/1/1992
2 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.64 100k 3/1/2003
1 Red Oak Commodity Advisors
Investment Program
6.13 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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