Diversified Trader Index For June 2003

Monthly Rankings

Rank CTA/Program Jun 2003 Min Inv Inception
75 DUNN Capital Management
D'Best Futures Fund, L.P.
-14.00 100k 6/1/1994
74 Parizek Capital
Futures Trading Program
-12.09 500k 4/1/2000
73 Superfund Group
Superfund Green L.P. Series B
-11.57 5k 10/1/2002
72 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.23 200k 11/1/1999
71 Estlander & Partners
Global XL
-10.22 5,000k 8/1/1991
70 Clarke Capital Management
Millennium
-10.09 1,000k 1/1/1998
69 Kelly Angle Inc.
Genesis Program
-10.06 2,000k 4/1/2000
68 DUNN Capital Management
DUNN Combined Fund (DCF)
-10.01 100k 5/1/1989
67 Superfund Group
Superfund Green GCT USD
-8.56 15k 1/1/2000
66 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.44 100k 3/1/2003
65 Superfund Group
Superfund Green L.P. Series A
-8.37 5k 10/1/2002
64 Superfund Group
Superfund Green Master
-8.29 2,000k 5/1/2001
63 Di Tomasso Group Inc.
Equilibrium Program
-8.29 5,000k 1/1/2002
62 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.07 100k 11/1/1984
61 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-7.61 100k 5/1/1999
60 M.S. Capital Management
Global Diversified Program
-7.40 2,000k 11/1/1998
59 Abraham Trading Company
Diversified Program
-7.06 10,000k 1/1/1988
58 Tactical Investment Management
Tactical Institutional Commodity Program
-6.42 10,000k 4/1/1993
57 Southwest Managed Investments, LLC
Global Diversified
-6.37 200k 1/1/2002
56 Drury Capital
Diversified Trend-Following Program
-6.35 5,000k 5/1/1997
55 Alee Capital Management, LLC
Poniente Program
-5.86 2,500k 1/1/1999
54 Rivoli Fund Management
Rivoli International Fund (V9)
-5.67 5,000k 1/1/2002
53 Chesapeake Capital
Diversified (LV)
-5.65 100k 2/1/1988
52 Estlander & Partners
Global Markets
-5.62 10,000k 8/1/1999
51 Clarke Capital Management
Global Magnum
-5.54 100k 8/1/1997
50 Winton Capital Management
Diversified
-5.20 50,000k 10/1/1997
49 Superfund Group
Superfund Green Q-AG
-4.83 2k 3/1/1996
48 Clarke Capital Management
Global Basic
-4.51 50k 2/1/1996
47 Mark J. Walsh Company
Standard Program
-4.18 2,000k 9/1/1985
46 Clarke Capital Management
Worldwide
-3.99 250k 1/1/1996
45 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.90 5,000k 10/1/1996
44 Saxon Investment Corporation
Aggressive Diversified Program
-3.69 2,000k 11/1/1993
43 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.66 1/1/1989
42 QCM
Global Diversified Programme
-3.56 500k 12/1/1995
41 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.54 2,000k 7/1/1992
40 Millburn Corporation
Diversified Program
-3.49 20,000k 2/1/1977
39 Eclipse Capital Management
Global Monetary
-2.68 5,000k 8/1/1990
38 Rabar Market Research
Diversified Program
-2.58 2,000k 1/1/1989
37 MERIT Alternative Investments GmbH
Futures Portfolio
-2.57 2,000k 6/1/1998
36 Saxon Investment Corporation
Diversified Program
-2.46 3,000k 9/1/1988
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.45 10,000k 1/1/1995
34 FORT LP
Fort Global Diversified
-2.37 2,000k 10/1/1993
33 EMC Capital Advisors, LLC
Classic
-2.20 5,000k 1/1/1985
31 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.17 250k 6/1/2001
32 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.17 5,000k 6/1/2001
30 ISAM
ISAM Systematic Trend Fund
-2.17 1,000k 6/1/2001
29 Estlander & Partners
Alpha Trend
-2.16 30,000k 10/1/1991
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.16 10,000k 1/1/1991
27 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
26 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.06 3,000k 10/1/1992
25 Conquest Capital Group
Conquest Macro
-2.00 250k 5/1/1999
24 John Locke Investments
Cyril Systematic Program
-1.93 8,000k 7/1/2000
23 Hyman Beck and Company
Global Portfolio
-1.69 1,000k 3/1/1991
22 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.50 10,000k 2/1/1999
21 Spectrum Asset Management LLC
Global Diversified
-0.99 2,000k 1/1/2001
20 Eckhardt Trading Company
Evolution Strategies
-0.80 20,000k 8/1/1991
19 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.79 3,000k 7/1/2001
18 Red Oak Commodity Advisors
Investment Program
-0.79 5,000k 12/1/1989
17 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.75 10,000k 10/1/1991
16 Mobius Asset Management
Custom Trading Program
-0.40 100k 1/1/2002
15 Dreiss Research Corporation
Diversified Program
-0.34 1,000k 5/1/1991
14 Northfield Trading
Diversified
0.40 2,000k 7/1/1989
13 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.49 1,000k 3/1/1998
12 RAM Management Group
RAM MRTP 1X-Conservative
0.61 1,000k 9/1/1993
11 FORT LP
Fort Global Contrarian
0.66 2,000k 10/1/2002
10 Mondiale Asset Management
Mondiale Trading Program
0.79 0k 9/1/1997
9 RAM Management Group
MRTP Aggressive
1.13 1,000k 2/1/1998
8 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.14 1,000k 9/1/1997
7 IKOS
The IKOS Hedge Fund
1.32 10,000k 7/1/1998
6 Covenant Capital Management
Original Program
1.56 5,000k 9/1/1999
5 Alee Capital Management, LLC
Mistral Program
1.98 2,500k 1/1/1999
4 Crabel Capital Management
Crabel Multi-Product
2.75 1,000k 3/1/1998
3 Lynx Asset Management AB
Lynx Program
3.25 75k 5/1/2000
2 Hawksbill Capital Management
Global Diversified
4.28 5,000k 11/1/1988
1 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.21 1,000k 3/1/2003

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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