Diversified Trader Index For May 2003

Monthly Rankings

Rank CTA/Program May 2003 Min Inv Inception
75 IKOS
The IKOS Hedge Fund
-2.47 10,000k 7/1/1998
74 RAM Management Group
MRTP Aggressive
-1.48 1,000k 2/1/1998
73 RAM Management Group
RAM MRTP 1X-Conservative
-0.53 1,000k 9/1/1993
72 Dreiss Research Corporation
Diversified Program
0.39 1,000k 5/1/1991
71 Crabel Capital Management
Crabel Multi-Product
1.41 1,000k 3/1/1998
69 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.12 250k 6/1/2001
70 NuWave Investment Management, LLC
Combined Futures Portfolio
2.12 5,000k 6/1/2001
68 Southwest Managed Investments, LLC
Global Diversified
2.12 200k 1/1/2002
67 Mondiale Asset Management
Mondiale Trading Program
2.62 0k 9/1/1997
66 Mobius Asset Management
Custom Trading Program
2.70 100k 1/1/2002
65 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.98 1,000k 3/1/2003
64 Estlander & Partners
Global Markets
3.39 10,000k 8/1/1999
63 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.50 1,000k 3/1/1998
62 Transtrend B.V.
DTP – Standard Risk (EUR)
3.66 10,000k 2/1/1999
61 Di Tomasso Group Inc.
Equilibrium Program
3.87 5,000k 1/1/2002
60 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.97 1,000k 9/1/1997
59 Rivoli Fund Management
Rivoli International Fund (V9)
4.22 5,000k 1/1/2002
58 Eckhardt Trading Company
Evolution Strategies
4.78 20,000k 8/1/1991
57 FORT LP
Fort Global Contrarian
4.79 2,000k 10/1/2002
56 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.84 10,000k 1/1/1991
55 Briarwood Capital Management, Inc.
Diversified Trading Program
4.88 3,000k 7/1/2001
54 Northfield Trading
Diversified
5.00 2,000k 7/1/1989
53 MERIT Alternative Investments GmbH
Futures Portfolio
5.11 2,000k 6/1/1998
52 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.24 1/1/1989
51 Chesapeake Capital
Diversified (LV)
5.35 100k 2/1/1988
50 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.47 10,000k 8/1/1999
49 Abraham Trading Company
Diversified Program
5.59 10,000k 1/1/1988
48 Eckhardt Trading Company
Evolution Strategies 1.2X
5.70 10,000k 10/1/1991
47 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.81 10,000k 1/1/1995
46 Covenant Capital Management
Original Program
6.06 5,000k 9/1/1999
45 Tactical Investment Management
Tactical Institutional Commodity Program
6.11 10,000k 4/1/1993
44 Estlander & Partners
Global XL
6.11 5,000k 8/1/1991
43 Spectrum Asset Management LLC
Global Diversified
6.11 2,000k 1/1/2001
42 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.16 3,000k 10/1/1992
41 Estlander & Partners
Alpha Trend
6.43 30,000k 10/1/1991
40 Hyman Beck and Company
Global Portfolio
7.09 1,000k 3/1/1991
39 Eclipse Capital Management
Global Monetary
7.44 5,000k 8/1/1990
38 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.64 100k 5/1/1999
37 Conquest Capital Group
Conquest Macro
8.63 250k 5/1/1999
36 Rivoli Fund Management
Rivoli International Fund (MAP)
9.14 5,000k 10/1/1996
35 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.19 2,000k 7/1/1992
34 Millburn Corporation
Diversified Program
9.25 20,000k 2/1/1977
33 Drury Capital
Diversified Trend-Following Program
9.42 5,000k 5/1/1997
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.45 100k 11/1/1984
31 Mark J. Walsh Company
Standard Program
9.74 2,000k 9/1/1985
30 John Locke Investments
Cyril Systematic Program
9.74 8,000k 7/1/2000
29 Superfund Group
Superfund Green GCT USD
9.89 15k 1/1/2000
28 Superfund Group
Superfund Green Q-AG
10.04 2k 3/1/1996
27 ISAM
ISAM Systematic Trend Fund
10.16 1,000k 6/1/2001
26 Winton Capital Management
Diversified
10.19 50,000k 10/1/1997
25 Saxon Investment Corporation
Diversified Program
10.47 3,000k 9/1/1988
24 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.47 100k 3/1/2003
23 Lynx Asset Management AB
Lynx Program
10.51 75k 5/1/2000
22 FORT LP
Fort Global Diversified
10.62 2,000k 10/1/1993
21 Quality Capital Management
Global Diversified Programme
10.74 10,000k 12/1/1995
20 Rabar Market Research
Diversified Program
10.83 2,000k 1/1/1989
19 DUNN Capital Management
D'Best Futures Fund, L.P.
10.98 100k 6/1/1994
18 DUNN Capital Management
DUNN Combined Fund (DCF)
11.28 100k 5/1/1989
17 M.S. Capital Management
Global Diversified Program
12.11 2,000k 11/1/1998
16 Parizek Capital
Futures Trading Program
12.26 500k 4/1/2000
15 EMC Capital Advisors, LLC
Classic
13.00 5,000k 1/1/1985
14 Alee Capital Management, LLC
Mistral Program
14.39 2,500k 1/1/1999
13 Red Oak Commodity Advisors
Investment Program
14.52 5,000k 12/1/1989
12 Clarke Capital Management
Worldwide
14.59 250k 1/1/1996
11 Superfund Group
Superfund Green L.P. Series A
15.04 5k 10/1/2002
10 Kelly Angle Inc.
Genesis Program
16.98 2,000k 4/1/2000
9 Hawksbill Capital Management
Global Diversified
17.28 5,000k 11/1/1988
8 Alee Capital Management, LLC
Poniente Program
18.98 2,500k 1/1/1999
7 Saxon Investment Corporation
Aggressive Diversified Program
19.12 2,000k 11/1/1993
6 Superfund Group
Superfund Green L.P. Series B
21.90 5k 10/1/2002
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
24.79 200k 11/1/1999
4 Clarke Capital Management
Millennium
25.01 1,000k 1/1/1998
3 Superfund Group
Superfund Green Master
25.76 2,000k 5/1/2001
2 Clarke Capital Management
Global Magnum
36.65 100k 8/1/1997
1 Clarke Capital Management
Global Basic
46.41 50k 2/1/1996

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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