Diversified Trader Index For September 2003

Monthly Rankings

Rank CTA/Program Sep 2003 Min Inv Inception
76 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.16 200k 11/1/1999
75 Kelly Angle Inc.
Genesis Program
-10.26 2,000k 4/1/2000
74 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.99 100k 5/1/1989
73 M.S. Capital Management
Global Diversified Program
-8.16 2,000k 11/1/1998
72 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.63 100k 11/1/1984
71 Hyman Beck and Company
Global Portfolio
-6.59 1,000k 3/1/1991
70 Superfund Group
Superfund Green GCT USD
-5.87 15k 1/1/2000
69 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.64 100k 6/1/1994
68 Superfund Group
Superfund Green Master
-5.57 2,000k 5/1/2001
66 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.89 250k 6/1/2001
67 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.89 5,000k 6/1/2001
65 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.40 1/1/1989
64 Superfund Group
Superfund Green Q-AG
-2.87 2k 3/1/1996
63 Chesapeake Capital
Diversified (LV)
-2.78 100k 2/1/1988
62 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
61 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.04 10,000k 1/1/1995
60 Rivoli Fund Management
Rivoli International Fund (V9)
-1.64 5,000k 1/1/2002
59 Parizek Capital
Futures Trading Program
-1.18 500k 4/1/2000
58 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.15 10,000k 2/1/1999
57 Clarke Capital Management
Global Basic
-0.82 50k 2/1/1996
56 Millburn Corporation
Diversified Program
-0.71 20,000k 2/1/1977
55 Estlander & Partners
Alpha Trend
-0.57 30,000k 10/1/1991
54 Northfield Trading
Diversified
-0.50 2,000k 7/1/1989
53 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.46 5,000k 10/1/1996
52 Mondiale Asset Management
Mondiale Trading Program
-0.14 0k 9/1/1997
51 Red Oak Commodity Advisors
Investment Program
-0.14 5,000k 12/1/1989
50 Red Rock Capital, LLC
Systematic Global Macro
0.00 500k 9/1/2003
49 Superfund Group
Superfund Green L.P. Series B
0.04 5k 10/1/2002
48 Superfund Group
Superfund Green L.P. Series A
0.12 5k 10/1/2002
47 Eckhardt Trading Company
Evolution Strategies
0.15 20,000k 8/1/1991
46 Estlander & Partners
Global Markets
0.21 10,000k 8/1/1999
45 Winton Capital Management
Diversified
0.26 50,000k 10/1/1997
44 QCM
Global Diversified Programme
0.32 500k 12/1/1995
43 Eckhardt Trading Company
Evolution Strategies 1.2X
0.44 10,000k 10/1/1991
42 Eclipse Capital Management
Global Monetary
0.44 5,000k 8/1/1990
41 Estlander & Partners
Global XL
0.53 5,000k 8/1/1991
40 ISAM
ISAM Systematic Trend Fund
0.87 1,000k 6/1/2001
39 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.91 1,000k 3/1/2003
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.08 10,000k 1/1/1991
37 IKOS
The IKOS Hedge Fund
1.16 10,000k 7/1/1998
36 Mobius Asset Management
Custom Trading Program
1.30 100k 1/1/2002
35 Rabar Market Research
Diversified Program
1.33 2,000k 1/1/1989
34 Clarke Capital Management
Global Magnum
1.56 100k 8/1/1997
33 Alee Capital Management, LLC
Poniente Program
1.61 2,500k 1/1/1999
32 Tactical Investment Management
Tactical Institutional Commodity Program
1.71 10,000k 4/1/1993
31 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.78 1,000k 9/1/1997
30 Crabel Capital Management
Crabel Multi-Product
1.79 1,000k 3/1/1998
29 MERIT Alternative Investments GmbH
Futures Portfolio
2.06 2,000k 6/1/1998
28 FORT LP
Fort Global Diversified
2.08 2,000k 10/1/1993
27 RAM Management Group
RAM MRTP 1X-Conservative
2.40 1,000k 9/1/1993
26 EMC Capital Advisors, LLC
Classic
2.60 5,000k 1/1/1985
25 Clarke Capital Management
Worldwide
2.75 250k 1/1/1996
24 Southwest Managed Investments, LLC
Global Diversified
3.11 200k 1/1/2002
23 Clarke Capital Management
Millennium
3.36 1,000k 1/1/1998
22 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.52 1,000k 3/1/1998
21 Drury Capital
Diversified Trend-Following Program
4.17 5,000k 5/1/1997
20 Conquest Capital Group
Conquest Macro
4.33 250k 5/1/1999
19 Hawksbill Capital Management
Global Diversified
4.34 5,000k 11/1/1988
18 Alee Capital Management, LLC
Mistral Program
4.34 2,500k 1/1/1999
17 Spectrum Asset Management LLC
Global Diversified
4.49 2,000k 1/1/2001
16 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.58 3,000k 10/1/1992
15 Briarwood Capital Management, Inc.
Diversified Trading Program
4.60 3,000k 7/1/2001
14 FORT LP
Fort Global Contrarian
4.77 2,000k 10/1/2002
13 Lynx Asset Management AB
Lynx Program
6.45 75k 5/1/2000
12 Covenant Capital Management
Original Program
6.61 5,000k 9/1/1999
11 Mulvaney Capital Management
The Mulvaney Global Markets Fund
6.66 100k 5/1/1999
10 RAM Management Group
MRTP Aggressive
6.77 1,000k 2/1/1998
9 Abraham Trading Company
Diversified Program
7.02 10,000k 1/1/1988
8 Mark J. Walsh Company
Standard Program
7.12 2,000k 9/1/1985
7 Saxon Investment Corporation
Diversified Program
7.22 3,000k 9/1/1988
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.76 2,000k 7/1/1992
5 John Locke Investments
Cyril Systematic Program
8.25 8,000k 7/1/2000
4 Di Tomasso Group Inc.
Equilibrium Program
9.40 5,000k 1/1/2002
3 Saxon Investment Corporation
Aggressive Diversified Program
12.04 2,000k 11/1/1993
2 Dreiss Research Corporation
Diversified Program
15.72 1,000k 5/1/1991
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
17.04 100k 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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