Diversified Trader Index For December 2003

Monthly Rankings

Rank CTA/Program Dec 2003 Min Inv Inception
78 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.47 100k 11/1/1984
77 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.25 100k 5/1/1989
76 Mobius Asset Management
Custom Trading Program
-2.20 100k 1/1/2002
75 Crabel Capital Management
Crabel Multi-Product
-1.40 1,000k 3/1/1998
74 Kelly Angle Inc.
Genesis Program
-0.72 2,000k 4/1/2000
73 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.50 100k 6/1/1994
72 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
71 Keck Capital Management LLC
The Keck Program
0.00 2,000k 12/1/2003
70 Transtrend B.V.
DTP – Standard Risk (EUR)
0.14 10,000k 2/1/1999
69 Dreiss Research Corporation
Diversified Program
0.14 1,000k 5/1/1991
68 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.15 10,000k 8/1/1999
67 Spectrum Asset Management LLC
Global Diversified
0.17 2,000k 1/1/2001
66 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.22 10,000k 1/1/1995
65 Conquest Capital Group
Conquest Macro
0.23 250k 5/1/1999
64 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.35 1,000k 3/1/1998
63 MERIT Alternative Investments GmbH
Futures Portfolio
0.36 2,000k 6/1/1998
62 IKOS
The IKOS Hedge Fund
1.15 10,000k 7/1/1998
61 Alee Capital Management, LLC
Poniente Program
1.19 2,500k 1/1/1999
59 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.27 250k 6/1/2001
60 NuWave Investment Management, LLC
Combined Futures Portfolio
1.27 5,000k 6/1/2001
58 M.S. Capital Management
Global Diversified Program
1.94 2,000k 11/1/1998
57 Mondiale Asset Management
Mondiale Trading Program
2.13 0k 9/1/1997
56 RAM Management Group
RAM MRTP 1X-Conservative
2.22 1,000k 9/1/1993
55 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
54 Rivoli Fund Management
Rivoli International Fund (MAP)
2.76 5,000k 10/1/1996
53 Estlander & Partners
Global Markets
2.91 10,000k 8/1/1999
52 Quantitative Investment Management
Quantitative Global Program
3.35 20,000k 10/1/2003
51 Eckhardt Trading Company
Evolution Strategies 1.2X
3.35 10,000k 10/1/1991
50 Millburn Corporation
Diversified Program
3.53 20,000k 2/1/1977
49 Mark J. Walsh Company
Standard Program
3.56 2,000k 9/1/1985
48 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.60 1,000k 9/1/1997
47 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.66 10,000k 1/1/1991
46 Lynx Asset Management AB
Lynx Program
3.69 75k 5/1/2000
45 Briarwood Capital Management, Inc.
Diversified Trading Program
4.08 3,000k 7/1/2001
44 John Locke Investments
Cyril Systematic Program
4.15 8,000k 7/1/2000
43 Covenant Capital Management
Original Program
4.65 5,000k 9/1/1999
42 ISAM
ISAM Systematic Trend Fund
4.78 1,000k 6/1/2001
41 Estlander & Partners
Alpha Trend
4.89 30,000k 10/1/1991
40 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.89 100k 3/1/2003
39 Quality Capital Management
Global Diversified Programme
4.99 10,000k 12/1/1995
38 Eclipse Capital Management
Global Monetary
5.01 5,000k 8/1/1990
37 Clarke Capital Management
Worldwide
5.27 250k 1/1/1996
36 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.35 100k 5/1/1999
35 Hyman Beck and Company
Global Portfolio
5.60 1,000k 3/1/1991
34 Estlander & Partners
Global XL
5.73 5,000k 8/1/1991
33 Parizek Capital
Futures Trading Program
6.13 500k 4/1/2000
32 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.43 1,000k 3/1/2003
31 Chesapeake Capital
Diversified (LV)
6.61 100k 2/1/1988
30 Drury Capital
Diversified Trend-Following Program
6.64 5,000k 5/1/1997
29 Tactical Investment Management
Tactical Institutional Commodity Program
6.75 10,000k 4/1/1993
28 Saxon Investment Corporation
Diversified Program
7.26 3,000k 9/1/1988
27 RAM Management Group
MRTP Aggressive
7.57 1,000k 2/1/1998
26 Alee Capital Management, LLC
Mistral Program
7.96 2,500k 1/1/1999
25 Clarke Capital Management
Millennium
8.11 1,000k 1/1/1998
24 Sunrise Capital Partners
Sunrise Expanded Diversified Program
8.28 1/1/1989
23 Red Rock Capital, LLC
Systematic Global Macro
8.32 500k 9/1/2003
22 EMC Capital Advisors, LLC
Classic
8.60 5,000k 1/1/1985
21 Abraham Trading Company
Diversified Program
8.69 10,000k 1/1/1988
20 FORT LP
Fort Global Contrarian
9.28 2,000k 10/1/2002
19 Rivoli Fund Management
Rivoli International Fund (V9)
9.31 5,000k 1/1/2002
18 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.34 3,000k 10/1/1992
17 Rabar Market Research
Diversified Program
9.45 2,000k 1/1/1989
16 FORT LP
Fort Global Diversified
9.88 2,000k 10/1/1993
15 Winton Capital Management
Diversified
10.27 50,000k 10/1/1997
14 Red Oak Commodity Advisors
Investment Program
10.46 5,000k 12/1/1989
13 Hawksbill Capital Management
Global Diversified
10.57 5,000k 11/1/1988
12 Clarke Capital Management
Global Magnum
10.92 100k 8/1/1997
11 Saxon Investment Corporation
Aggressive Diversified Program
12.34 2,000k 11/1/1993
10 Superfund Group
Superfund Green Q-AG
12.86 2k 3/1/1996
9 Di Tomasso Group Inc.
Equilibrium Program
12.88 5,000k 1/1/2002
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
14.10 2,000k 7/1/1992
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.46 200k 11/1/1999
6 Superfund Group
Superfund Green GCT USD
16.28 15k 1/1/2000
5 Clarke Capital Management
Global Basic
17.71 50k 2/1/1996
4 Southwest Managed Investments, LLC
Global Diversified
18.80 200k 1/1/2002
3 Superfund Group
Superfund Green L.P. Series A
19.45 5k 10/1/2002
2 Superfund Group
Superfund Green Master
24.60 2,000k 5/1/2001
1 Superfund Group
Superfund Green L.P. Series B
27.33 5k 10/1/2002

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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