Diversified Trader Index For October 2004

Monthly Rankings

Rank CTA/Program Oct 2004 Min Inv Inception
86 Di Tomasso Group Inc.
Equilibrium Program
-10.46 5,000k 1/1/2002
85 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.05 100k 3/1/2003
84 Mobius Asset Management
Diversified Program
-4.92 250k 3/1/2004
83 Mobius Asset Management
Custom Trading Program
-1.99 100k 1/1/2002
82 Parizek Capital
Futures Trading Program
-1.97 500k 4/1/2000
81 IKOS
The IKOS Hedge Fund
-1.60 10,000k 7/1/1998
80 Covenant Capital Management
Aggressive Program
-1.51 3,000k 2/1/2004
79 Red Oak Commodity Advisors
Investment Program
-1.51 5,000k 12/1/1989
78 Drury Capital
Diversified Trend-Following Program
-1.13 5,000k 5/1/1997
77 Dreiss Research Corporation
Diversified Program
-1.06 1,000k 5/1/1991
76 Saxon Investment Corporation
Aggressive Diversified Program
-0.77 2,000k 11/1/1993
75 Covenant Capital Management
Original Program
-0.69 5,000k 9/1/1999
74 MERIT Alternative Investments GmbH
Futures Portfolio
-0.62 2,000k 6/1/1998
73 Saxon Investment Corporation
Diversified Program
-0.33 3,000k 9/1/1988
72 Millburn Corporation
Multi-Markets Program
0.00 25,000k 10/1/2004
71 M.S. Capital Management
Global Diversified Program
0.08 2,000k 11/1/1998
70 Eclipse Capital Management
Global Monetary
0.24 5,000k 8/1/1990
69 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.28 1,000k 3/1/1998
68 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.40 10,000k 1/1/1991
67 Red Rock Capital, LLC
Systematic Global Macro
0.46 500k 9/1/2003
66 Clarke Capital Management
Global Basic
0.60 50k 2/1/1996
65 John Locke Investments
Cyril Systematic Program
0.62 8,000k 7/1/2000
64 Estlander & Partners
Alpha Trend
0.67 30,000k 10/1/1991
63 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.71 1,000k 3/1/2003
62 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.76 100k 5/1/1999
61 Clarke Capital Management
Worldwide
0.89 250k 1/1/1996
60 RAM Management Group
RAM MRTP 1X-Conservative
1.28 1,000k 9/1/1993
59 Hawksbill Capital Management
Global Diversified
1.48 5,000k 11/1/1988
58 Alee Capital Management, LLC
Mistral Program
1.53 2,500k 1/1/1999
57 Xplor Capital Management, LLC
Global CTA Program
1.71 1,500k 7/1/2004
56 Crabel Capital Management
Crabel Multi-Product
1.73 1,000k 3/1/1998
55 Conquest Capital Group
Conquest Select
1.86 250k 6/1/2004
54 Transtrend B.V.
DTP – Standard Risk (EUR)
1.91 10,000k 2/1/1999
53 Clarke Capital Management
Millennium
1.97 1,000k 1/1/1998
52 Quality Capital Management
Global Diversified Programme
2.24 10,000k 12/1/1995
51 Mondiale Asset Management
Mondiale Trading Program
2.28 0k 9/1/1997
50 Chesapeake Capital
Diversified (LV)
2.32 100k 2/1/1988
49 ISAM
ISAM Systematic Trend Fund
2.43 1,000k 6/1/2001
48 Superfund Group
Superfund Green Q-AG
2.58 2k 3/1/1996
47 Welton Investment Partners
Welton Global
2.65 10,000k 6/1/2004
46 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.99 10,000k 8/1/2004
45 Spectrum Asset Management LLC
Global Diversified
3.00 2,000k 1/1/2001
44 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.03 10,000k 8/1/1999
43 Rabar Market Research
Diversified Program
3.07 2,000k 1/1/1989
42 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.20 10,000k 1/1/1995
41 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.45 1/1/1989
40 Briarwood Capital Management, Inc.
Diversified Trading Program
3.60 3,000k 7/1/2001
39 EMC Capital Advisors, LLC
Classic
3.60 5,000k 1/1/1985
38 Estlander & Partners
Global Markets
3.74 10,000k 8/1/1999
37 Conquest Capital Group
Conquest Macro
3.95 250k 5/1/1999
36 Clarke Capital Management
FX Plus
3.99 1,000k 5/1/2004
35 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.00 1,000k 9/1/1997
34 Tactical Investment Management
Tactical Institutional Commodity Program
4.00 10,000k 4/1/1993
33 Winton Capital Management
Diversified
4.03 50,000k 10/1/1997
32 Alee Capital Management, LLC
Poniente Program
4.25 2,500k 1/1/1999
31 Northfield Trading
Diversified
4.30 2,000k 7/1/1989
30 Abraham Trading Company
Diversified Program
4.32 10,000k 1/1/1988
29 Rivoli Fund Management
Rivoli International Fund (MAP)
4.41 5,000k 10/1/1996
27 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.47 250k 6/1/2001
28 NuWave Investment Management, LLC
Combined Futures Portfolio
4.47 5,000k 6/1/2001
26 Southwest Managed Investments, LLC
Global Diversified
4.48 200k 1/1/2002
25 FORT LP
Fort Global Contrarian
4.59 2,000k 10/1/2002
24 Rivoli Fund Management
Rivoli International Fund (V9)
4.65 5,000k 1/1/2002
23 RAM Management Group
MRTP Aggressive
4.84 1,000k 2/1/1998
22 Mark J. Walsh Company
Standard Program
4.84 2,000k 9/1/1985
21 Superfund Group
Superfund Green L.P. Series A
4.88 5k 10/1/2002
20 Quantitative Investment Management
Quantitative Global Program
5.75 20,000k 10/1/2003
19 Superfund Group
Superfund Green GCT USD
5.88 15k 1/1/2000
18 Eckhardt Trading Company
Evolution Strategies
5.97 20,000k 8/1/1991
17 Clarke Capital Management
Global Magnum
6.53 100k 8/1/1997
16 Keck Capital Management LLC
The Keck Program
6.63 2,000k 12/1/2003
15 Superfund Group
Superfund Green Master
6.82 2,000k 5/1/2001
14 Eckhardt Trading Company
Evolution Strategies 1.2X
6.92 10,000k 10/1/1991
13 Superfund Group
Superfund Green L.P. Series B
7.01 5k 10/1/2002
12 Millburn Corporation
Diversified Program
7.19 20,000k 2/1/1977
11 Lynx Asset Management AB
Lynx Program
7.32 75k 5/1/2000
10 Estlander & Partners
Global XL
7.39 5,000k 8/1/1991
9 FORT LP
Fort Global Diversified
7.46 2,000k 10/1/1993
8 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.77 3,000k 10/1/1992
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.93 100k 11/1/1984
6 Hyman Beck and Company
Global Portfolio
8.30 1,000k 3/1/1991
5 DUNN Capital Management
DUNN Combined Fund (DCF)
10.66 100k 5/1/1989
4 DUNN Capital Management
D'Best Futures Fund, L.P.
10.75 100k 6/1/1994
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.46 200k 11/1/1999
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
12.22 2,000k 7/1/1992
1 Kelly Angle Inc.
Genesis Program
12.64 2,000k 4/1/2000

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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