Diversified Trader Index For January 2004

Monthly Rankings

Rank CTA/Program Jan 2004 Min Inv Inception
78 Clarke Capital Management
Global Basic
-9.25 50k 2/1/1996
77 Clarke Capital Management
Global Magnum
-4.99 100k 8/1/1997
76 Clarke Capital Management
Millennium
-4.74 1,000k 1/1/1998
75 Alee Capital Management, LLC
Poniente Program
-3.95 2,500k 1/1/1999
74 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.86 100k 11/1/1984
73 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.48 10,000k 10/1/1991
72 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.23 5,000k 10/1/1996
71 Eckhardt Trading Company
Evolution Strategies
-2.22 20,000k 8/1/1991
70 Spectrum Asset Management LLC
Global Diversified
-1.84 2,000k 1/1/2001
69 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.66 100k 5/1/1989
68 Alee Capital Management, LLC
Mistral Program
-1.56 2,500k 1/1/1999
67 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.24 100k 3/1/2003
66 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
65 Eclipse Capital Management
Global Monetary
-0.99 5,000k 8/1/1990
64 Crabel Capital Management
Crabel Multi-Product
-0.92 1,000k 3/1/1998
63 Hyman Beck and Company
Global Portfolio
-0.90 1,000k 3/1/1991
62 Northfield Trading
Diversified
-0.70 2,000k 7/1/1989
61 Dreiss Research Corporation
Diversified Program
-0.12 1,000k 5/1/1991
60 RAM Management Group
MRTP Aggressive
-0.10 1,000k 2/1/1998
59 RAM Management Group
RAM MRTP 1X-Conservative
-0.05 1,000k 9/1/1993
58 Clarke Capital Management
Worldwide
0.03 250k 1/1/1996
57 IKOS
The IKOS Hedge Fund
0.05 10,000k 7/1/1998
56 Estlander & Partners
Global Markets
0.15 10,000k 8/1/1999
55 Briarwood Capital Management, Inc.
Diversified Trading Program
0.22 3,000k 7/1/2001
54 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.28 10,000k 1/1/1991
53 Mobius Asset Management
Custom Trading Program
0.30 100k 1/1/2002
52 Abraham Trading Company
Diversified Program
0.47 10,000k 1/1/1988
51 DUNN Capital Management
D'Best Futures Fund, L.P.
0.50 100k 6/1/1994
50 Estlander & Partners
Global XL
0.57 5,000k 8/1/1991
49 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
48 Mondiale Asset Management
Mondiale Trading Program
0.61 0k 9/1/1997
47 Red Oak Commodity Advisors
Investment Program
0.64 5,000k 12/1/1989
46 Southwest Managed Investments, LLC
Global Diversified
0.76 200k 1/1/2002
45 Quality Capital Management
Global Diversified Programme
0.82 10,000k 12/1/1995
44 FORT LP
Fort Global Diversified
0.87 2,000k 10/1/1993
43 Red Rock Capital, LLC
Systematic Global Macro
0.88 500k 9/1/2003
42 Quantitative Investment Management
Quantitative Global Program
0.92 20,000k 10/1/2003
41 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.98 1/1/1989
40 Millburn Corporation
Diversified Program
1.18 20,000k 2/1/1977
39 Lynx Asset Management AB
Lynx Program
1.19 75k 5/1/2000
38 Hawksbill Capital Management
Global Diversified
1.30 5,000k 11/1/1988
37 Kelly Angle Inc.
Genesis Program
1.37 2,000k 4/1/2000
36 M.S. Capital Management
Global Diversified Program
1.46 2,000k 11/1/1998
35 Transtrend B.V.
DTP – Standard Risk (EUR)
1.47 10,000k 2/1/1999
34 MERIT Alternative Investments GmbH
Futures Portfolio
1.47 2,000k 6/1/1998
33 Chesapeake Capital
Diversified (LV)
1.63 100k 2/1/1988
32 Saxon Investment Corporation
Diversified Program
1.71 3,000k 9/1/1988
31 Conquest Capital Group
Conquest Macro
1.79 250k 5/1/1999
30 Superfund Group
Superfund Green GCT USD
1.96 15k 1/1/2000
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.08 10,000k 1/1/1995
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.20 10,000k 8/1/1999
27 John Locke Investments
Cyril Systematic Program
2.33 8,000k 7/1/2000
26 Drury Capital
Diversified Trend-Following Program
2.45 5,000k 5/1/1997
25 Superfund Group
Superfund Green L.P. Series A
2.46 5k 10/1/2002
24 Winton Capital Management
Diversified
2.72 50,000k 10/1/1997
23 ISAM
ISAM Systematic Trend Fund
2.73 1,000k 6/1/2001
22 Rabar Market Research
Diversified Program
2.74 2,000k 1/1/1989
21 Superfund Group
Superfund Green Master
2.89 2,000k 5/1/2001
20 Superfund Group
Superfund Green Q-AG
2.97 2k 3/1/1996
19 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.98 1,000k 3/1/1998
18 Saxon Investment Corporation
Aggressive Diversified Program
3.13 2,000k 11/1/1993
17 Estlander & Partners
Alpha Trend
3.43 30,000k 10/1/1991
16 Superfund Group
Superfund Green L.P. Series B
3.49 5k 10/1/2002
15 W.G. Wealth Guardian Ltd.
SAFI2 Program
3.69 1,000k 9/1/1997
14 Rivoli Fund Management
Rivoli International Fund (V9)
3.74 5,000k 1/1/2002
13 Keck Capital Management LLC
The Keck Program
3.96 2,000k 12/1/2003
12 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.14 3,000k 10/1/1992
11 Mulvaney Capital Management
The Mulvaney Global Markets Fund
4.19 100k 5/1/1999
10 Tactical Investment Management
Tactical Institutional Commodity Program
4.51 10,000k 4/1/1993
8 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.68 250k 6/1/2001
9 NuWave Investment Management, LLC
Combined Futures Portfolio
4.68 5,000k 6/1/2001
7 Covenant Capital Management
Original Program
4.86 5,000k 9/1/1999
6 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.16 1,000k 3/1/2003
5 Parizek Capital
Futures Trading Program
5.65 500k 4/1/2000
4 Mark J. Walsh Company
Standard Program
5.85 2,000k 9/1/1985
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.03 2,000k 7/1/1992
2 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.79 200k 11/1/1999
1 Di Tomasso Group Inc.
Equilibrium Program
15.03 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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