Diversified Trader Index For November 2004

Monthly Rankings

Rank CTA/Program Nov 2004 Min Inv Inception
88 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.11 5,000k 10/1/1996
87 Parizek Capital
Futures Trading Program
-1.47 500k 4/1/2000
86 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.27 1,000k 9/1/1997
85 Briarwood Capital Management, Inc.
Diversified 2XL
0.00 250k 11/1/2004
84 Jaguar Investments Ltd
Vario Capital Strategy
0.00 1,000k 5/1/2016
83 Xplor Capital Management, LLC
Global CTA Program
0.07 1,500k 7/1/2004
82 Eclipse Capital Management
Global Monetary
0.13 5,000k 8/1/1990
81 Clarke Capital Management
Global Magnum
0.48 100k 8/1/1997
80 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.84 1,000k 3/1/1998
79 IKOS
The IKOS Hedge Fund
1.09 10,000k 7/1/1998
78 Crabel Capital Management
Crabel Multi-Product
1.35 1,000k 3/1/1998
77 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.45 100k 3/1/2003
76 Mondiale Asset Management
Mondiale Trading Program
1.80 0k 9/1/1997
75 MERIT Alternative Investments GmbH
Futures Portfolio
1.87 2,000k 6/1/1998
74 Mobius Asset Management
Custom Trading Program
2.20 100k 1/1/2002
73 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.22 3,000k 10/1/1992
72 Clarke Capital Management
Global Basic
2.66 50k 2/1/1996
71 Conquest Capital Group
Conquest Macro
2.69 250k 5/1/1999
70 Abraham Trading Company
Diversified Program
2.79 10,000k 1/1/1988
69 Northfield Trading
Diversified
2.80 2,000k 7/1/1989
68 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.06 2,000k 7/1/1992
67 Alee Capital Management, LLC
Poniente Program
3.07 2,500k 1/1/1999
66 FORT LP
Fort Global Contrarian
3.12 2,000k 10/1/2002
65 John Locke Investments
Cyril Systematic Program
4.07 8,000k 7/1/2000
64 Eckhardt Trading Company
Evolution Strategies
4.39 20,000k 8/1/1991
63 FORT LP
Fort Global Diversified
4.40 2,000k 10/1/1993
62 RAM Management Group
RAM MRTP 1X-Conservative
4.45 1,000k 9/1/1993
61 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.59 10,000k 1/1/1991
60 Quality Capital Management
Global Diversified Programme
4.61 10,000k 12/1/1995
59 Rivoli Fund Management
Rivoli International Fund (V9)
4.64 5,000k 1/1/2002
58 M.S. Capital Management
Global Diversified Program
4.69 2,000k 11/1/1998
57 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.87 1/1/1989
56 Kelly Angle Inc.
Genesis Program
4.91 2,000k 4/1/2000
55 Estlander & Partners
Alpha Trend
5.06 30,000k 10/1/1991
54 Spectrum Asset Management LLC
Global Diversified
5.09 2,000k 1/1/2001
53 Saxon Investment Corporation
Diversified Program
5.27 3,000k 9/1/1988
52 Eckhardt Trading Company
Evolution Strategies 1.2X
5.28 10,000k 10/1/1991
51 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.32 100k 11/1/1984
50 Mobius Asset Management
Diversified Program
5.66 250k 3/1/2004
49 Transtrend B.V.
DTP – Standard Risk (EUR)
5.67 10,000k 2/1/1999
48 Conquest Capital Group
Conquest Select
5.80 250k 6/1/2004
47 Estlander & Partners
Global Markets
5.99 10,000k 8/1/1999
46 Keck Capital Management LLC
The Keck Program
6.03 2,000k 12/1/2003
45 Clarke Capital Management
Worldwide
6.15 250k 1/1/1996
44 Welton Investment Partners
Welton Global
6.22 10,000k 6/1/2004
43 Millburn Corporation
Multi-Markets Program
6.35 25,000k 10/1/2004
42 Winton Capital Management
Diversified
6.37 50,000k 10/1/1997
41 Lynx Asset Management AB
Lynx Program
6.45 75k 5/1/2000
40 Southwest Managed Investments, LLC
Global Diversified
7.01 200k 1/1/2002
39 Drury Capital
Diversified Trend-Following Program
7.20 5,000k 5/1/1997
38 Red Oak Commodity Advisors
Investment Program
7.69 5,000k 12/1/1989
37 Hawksbill Capital Management
Global Diversified
8.20 5,000k 11/1/1988
36 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
8.43 1,000k 3/1/2003
35 Alee Capital Management, LLC
Mistral Program
8.53 2,500k 1/1/1999
34 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.65 200k 11/1/1999
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.77 10,000k 8/1/1999
32 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.80 10,000k 8/1/2004
31 Mark J. Walsh Company
Standard Program
8.81 2,000k 9/1/1985
30 Chesapeake Capital
Diversified (LV)
8.89 100k 2/1/1988
29 DUNN Capital Management
DUNN Combined Fund (DCF)
8.93 100k 5/1/1989
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.97 10,000k 1/1/1995
27 Superfund Group
Superfund Green Q-AG
8.99 2k 3/1/1996
26 DUNN Capital Management
D'Best Futures Fund, L.P.
9.13 100k 6/1/1994
25 Clarke Capital Management
Millennium
9.39 1,000k 1/1/1998
24 Red Rock Capital, LLC
Systematic Global Macro
9.42 500k 9/1/2003
23 Quantitative Investment Management
Quantitative Global Program
9.58 20,000k 10/1/2003
22 Mulvaney Capital Management
The Mulvaney Global Markets Fund
9.63 100k 5/1/1999
21 Millburn Corporation
Diversified Program
9.90 20,000k 2/1/1977
20 Briarwood Capital Management, Inc.
Diversified Trading Program
10.22 3,000k 7/1/2001
19 ISAM
ISAM Systematic Trend Fund
10.28 1,000k 6/1/2001
18 EMC Capital Advisors, LLC
Classic
10.50 5,000k 1/1/1985
16 NuWave Investment Management, LLC
NuWave Investment Partners LP
10.54 250k 6/1/2001
17 NuWave Investment Management, LLC
Combined Futures Portfolio
10.54 5,000k 6/1/2001
15 Saxon Investment Corporation
Aggressive Diversified Program
10.94 2,000k 11/1/1993
14 Dreiss Research Corporation
Diversified Program
10.95 1,000k 5/1/1991
13 Rabar Market Research
Diversified Program
11.94 2,000k 1/1/1989
12 Superfund Group
Superfund Green L.P. Series A
12.30 5k 10/1/2002
11 Estlander & Partners
Global XL
12.38 5,000k 8/1/1991
10 Tactical Investment Management
Tactical Institutional Commodity Program
12.75 10,000k 4/1/1993
9 Hyman Beck and Company
Global Portfolio
12.81 1,000k 3/1/1991
8 Di Tomasso Group Inc.
Equilibrium Program
13.25 5,000k 1/1/2002
7 RAM Management Group
MRTP Aggressive
13.80 1,000k 2/1/1998
6 Covenant Capital Management
Original Program
14.54 5,000k 9/1/1999
5 Superfund Group
Superfund Green GCT USD
15.42 15k 1/1/2000
4 Superfund Group
Superfund Green L.P. Series B
17.33 5k 10/1/2002
3 Covenant Capital Management
Aggressive Program
23.11 3,000k 2/1/2004
2 Superfund Group
Superfund Green Master
25.74 2,000k 5/1/2001
1 Clarke Capital Management
FX Plus
33.10 1,000k 5/1/2004

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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