Diversified Trader Index For July 2003

Monthly Rankings

Rank CTA/Program Jul 2003 Min Inv Inception
75 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-17.76 200k 11/1/1999
74 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-15.70 100k 3/1/2003
73 Superfund Group
Superfund Green L.P. Series B
-11.95 5k 10/1/2002
72 Superfund Group
Superfund Green L.P. Series A
-8.77 5k 10/1/2002
71 Tactical Investment Management
Tactical Institutional Commodity Program
-7.00 10,000k 4/1/1993
70 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.58 1,000k 3/1/2003
69 FORT LP
Fort Global Diversified
-6.44 2,000k 10/1/1993
68 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-6.33 100k 5/1/1999
67 Lynx Asset Management AB
Lynx Program
-5.32 75k 5/1/2000
66 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.30 100k 6/1/1994
65 Abraham Trading Company
Diversified Program
-4.86 10,000k 1/1/1988
64 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.75 100k 11/1/1984
63 Drury Capital
Diversified Trend-Following Program
-4.41 5,000k 5/1/1997
62 Clarke Capital Management
Millennium
-4.13 1,000k 1/1/1998
61 Northfield Trading
Diversified
-3.90 2,000k 7/1/1989
60 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.89 5,000k 10/1/1996
59 Covenant Capital Management
Original Program
-3.86 5,000k 9/1/1999
58 Rivoli Fund Management
Rivoli International Fund (V9)
-3.69 5,000k 1/1/2002
57 ISAM
ISAM Systematic Trend Fund
-3.65 1,000k 6/1/2001
56 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.45 10,000k 1/1/1991
55 Superfund Group
Superfund Green GCT USD
-3.14 15k 1/1/2000
54 Spectrum Asset Management LLC
Global Diversified
-3.06 2,000k 1/1/2001
53 Estlander & Partners
Global XL
-2.92 5,000k 8/1/1991
52 FORT LP
Fort Global Contrarian
-2.83 2,000k 10/1/2002
51 M.S. Capital Management
Global Diversified Program
-2.73 2,000k 11/1/1998
50 Alee Capital Management, LLC
Poniente Program
-2.71 2,500k 1/1/1999
49 Mobius Asset Management
Custom Trading Program
-2.70 100k 1/1/2002
48 Clarke Capital Management
Global Magnum
-2.56 100k 8/1/1997
47 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.36 10,000k 1/1/1995
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.20 10,000k 8/1/1999
45 Hyman Beck and Company
Global Portfolio
-2.13 1,000k 3/1/1991
44 Alee Capital Management, LLC
Mistral Program
-2.08 2,500k 1/1/1999
43 Chesapeake Capital
Diversified (LV)
-1.85 100k 2/1/1988
42 Red Oak Commodity Advisors
Investment Program
-1.83 5,000k 12/1/1989
41 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.83 10,000k 10/1/1991
40 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.75 100k 5/1/1989
39 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.71 1/1/1989
38 Eckhardt Trading Company
Evolution Strategies
-1.55 20,000k 8/1/1991
37 Estlander & Partners
Global Markets
-1.43 10,000k 8/1/1999
36 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.39 10,000k 2/1/1999
35 Eclipse Capital Management
Global Monetary
-1.22 5,000k 8/1/1990
34 Superfund Group
Superfund Green Q-AG
-1.02 2k 3/1/1996
33 Superfund Group
Superfund Green Master
-0.98 2,000k 5/1/2001
32 Clarke Capital Management
Global Basic
-0.96 50k 2/1/1996
31 Crabel Capital Management
Crabel Multi-Product
-0.86 1,000k 3/1/1998
30 Winton Capital Management
Diversified
-0.68 50,000k 10/1/1997
29 MERIT Alternative Investments GmbH
Futures Portfolio
-0.62 2,000k 6/1/1998
28 Clarke Capital Management
Worldwide
-0.55 250k 1/1/1996
27 QCM
Global Diversified Programme
-0.46 500k 12/1/1995
26 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.42 1,000k 9/1/1997
25 Rabar Market Research
Diversified Program
-0.39 2,000k 1/1/1989
24 Dreiss Research Corporation
Diversified Program
-0.24 1,000k 5/1/1991
23 Mark J. Walsh Company
Standard Program
-0.06 2,000k 9/1/1985
22 Southwest Managed Investments, LLC
Global Diversified
0.23 200k 1/1/2002
20 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.42 250k 6/1/2001
21 NuWave Investment Management, LLC
Combined Futures Portfolio
0.42 5,000k 6/1/2001
19 Saxon Investment Corporation
Diversified Program
0.52 3,000k 9/1/1988
18 Kelly Angle Inc.
Genesis Program
0.67 2,000k 4/1/2000
17 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.78 1,000k 3/1/1998
16 Mondiale Asset Management
Mondiale Trading Program
1.04 0k 9/1/1997
15 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
14 Saxon Investment Corporation
Aggressive Diversified Program
1.43 2,000k 11/1/1993
13 Hawksbill Capital Management
Global Diversified
1.52 5,000k 11/1/1988
12 Millburn Corporation
Diversified Program
1.81 20,000k 2/1/1977
11 Estlander & Partners
Alpha Trend
2.18 30,000k 10/1/1991
10 EMC Capital Advisors, LLC
Classic
2.40 5,000k 1/1/1985
9 Briarwood Capital Management, Inc.
Diversified Trading Program
2.44 3,000k 7/1/2001
8 IKOS
The IKOS Hedge Fund
3.44 10,000k 7/1/1998
7 RAM Management Group
RAM MRTP 1X-Conservative
3.80 1,000k 9/1/1993
6 John Locke Investments
Cyril Systematic Program
4.98 8,000k 7/1/2000
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.23 3,000k 10/1/1992
4 Parizek Capital
Futures Trading Program
6.06 500k 4/1/2000
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.89 2,000k 7/1/1992
2 RAM Management Group
MRTP Aggressive
8.20 1,000k 2/1/1998
1 Di Tomasso Group Inc.
Equilibrium Program
12.85 5,000k 1/1/2002

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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