Diversified Trader Index For March 2003

Monthly Rankings

Rank CTA/Program Mar 2003 Min Inv Inception
75 Superfund Group
Superfund Green Master
-31.14 2,000k 5/1/2001
74 Superfund Group
Superfund Green L.P. Series B
-29.11 5k 10/1/2002
73 Kelly Angle Inc.
Genesis Program
-27.65 2,000k 4/1/2000
72 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-25.64 200k 11/1/1999
71 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-24.13 2,000k 7/1/1992
70 Superfund Group
Superfund Green GCT USD
-23.21 15k 1/1/2000
69 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-22.44 100k 11/1/1984
68 DUNN Capital Management
D'Best Futures Fund, L.P.
-21.80 100k 6/1/1994
67 DUNN Capital Management
DUNN Combined Fund (DCF)
-20.56 100k 5/1/1989
66 Superfund Group
Superfund Green L.P. Series A
-20.12 5k 10/1/2002
65 Clarke Capital Management
Millennium
-18.26 1,000k 1/1/1998
64 Di Tomasso Group Inc.
Equilibrium Program
-17.63 5,000k 1/1/2002
63 Superfund Group
Superfund Green Q-AG
-16.72 2k 3/1/1996
62 Hawksbill Capital Management
Global Diversified
-15.81 5,000k 11/1/1988
61 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-14.42 3,000k 10/1/1992
60 Mulvaney Capital Management
The Mulvaney Global Markets Program
-12.83 100k 5/1/1999
59 EMC Capital Advisors, LLC
Classic
-12.60 5,000k 1/1/1985
58 Mark J. Walsh Company
Standard Program
-12.40 2,000k 9/1/1985
57 Parizek Capital
Futures Trading Program
-12.10 500k 4/1/2000
56 Southwest Managed Investments, LLC
Global Diversified
-11.65 200k 1/1/2002
55 Saxon Investment Corporation
Aggressive Diversified Program
-11.59 2,000k 11/1/1993
54 Clarke Capital Management
Global Basic
-11.50 50k 2/1/1996
53 M.S. Capital Management
Global Diversified Program
-10.81 2,000k 11/1/1998
52 Winton Capital Management
Diversified
-10.80 50,000k 10/1/1997
51 Rabar Market Research
Diversified Program
-10.35 2,000k 1/1/1989
50 Chesapeake Capital
Diversified (LV)
-8.76 100k 2/1/1988
49 Clarke Capital Management
Global Magnum
-8.48 100k 8/1/1997
48 Millburn Corporation
Diversified Program
-8.25 20,000k 2/1/1977
47 Spectrum Asset Management LLC
Global Diversified
-8.15 2,000k 1/1/2001
46 Alee Capital Management, LLC
Mistral Program
-8.13 2,500k 1/1/1999
45 Estlander & Partners
Alpha Trend
-7.48 30,000k 10/1/1991
44 Clarke Capital Management
Worldwide
-7.42 250k 1/1/1996
43 Tactical Investment Management
Tactical Institutional Commodity Program
-7.41 10,000k 4/1/1993
42 Covenant Capital Management
Original Program
-7.33 5,000k 9/1/1999
41 Saxon Investment Corporation
Diversified Program
-6.92 3,000k 9/1/1988
39 NuWave Investment Management, LLC
NuWave Investment Partners LP
-6.51 250k 6/1/2001
40 NuWave Investment Management, LLC
Combined Futures Portfolio
-6.51 5,000k 6/1/2001
38 Drury Capital
Diversified Trend-Following Program
-6.32 5,000k 5/1/1997
37 Rivoli Fund Management
Rivoli International Fund (MAP)
-6.23 5,000k 10/1/1996
36 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.15 1/1/1989
35 Estlander & Partners
Global XL
-6.14 5,000k 8/1/1991
34 ISAM
ISAM Systematic Trend Fund
-5.56 1,000k 6/1/2001
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-5.23 10,000k 8/1/1999
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.04 10,000k 1/1/1995
31 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.00 3,000k 7/1/2001
30 Alee Capital Management, LLC
Poniente Program
-4.99 2,500k 1/1/1999
29 Abraham Trading Company
Diversified Program
-4.73 10,000k 1/1/1988
28 John Locke Investments
Cyril Systematic Program
-4.65 8,000k 7/1/2000
27 Lynx Asset Management AB
Lynx Program
-4.52 75k 5/1/2000
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.37 10,000k 1/1/1991
25 Crabel Capital Management
Crabel Multi-Product
-4.05 1,000k 3/1/1998
24 Hyman Beck and Company
Global Portfolio
-3.98 1,000k 3/1/1991
23 Estlander & Partners
Global Markets
-3.68 10,000k 8/1/1999
22 Eclipse Capital Management
Global Monetary
-3.63 5,000k 8/1/1990
21 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.45 10,000k 2/1/1999
20 FORT LP
Fort Global Diversified
-3.22 2,000k 10/1/1993
19 RAM Management Group
MRTP Aggressive
-3.09 1,000k 2/1/1998
18 Quality Capital Management
Global Diversified Programme
-2.97 10,000k 12/1/1995
17 MERIT Alternative Investments GmbH
Futures Portfolio
-2.51 2,000k 6/1/1998
16 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.17 1,000k 9/1/1997
15 Rivoli Fund Management
Rivoli International Fund (V9)
-2.13 5,000k 1/1/2002
14 RAM Management Group
RAM MRTP 1X-Conservative
-1.02 1,000k 9/1/1993
13 Mobius Asset Management
Custom Trading Program
-0.80 100k 1/1/2002
12 Eckhardt Trading Company
Evolution Strategies
-0.58 20,000k 8/1/1991
11 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
10 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.44 10,000k 10/1/1991
9 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.32 1,000k 3/1/1998
8 Dreiss Research Corporation
Diversified Program
-0.03 1,000k 5/1/1991
6 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.00 100k 3/1/2003
7 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.00 1,000k 3/1/2003
5 Mondiale Asset Management
Mondiale Trading Program
0.27 0k 9/1/1997
4 FORT LP
Fort Global Contrarian
1.35 2,000k 10/1/2002
3 IKOS
The IKOS Hedge Fund
2.37 10,000k 7/1/1998
2 Conquest Capital Group
Conquest Macro
6.89 250k 5/1/1999
1 Red Oak Commodity Advisors
Investment Program
18.91 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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