Diversified Trader Index For December 2004

Monthly Rankings

Rank CTA/Program Dec 2004 Min Inv Inception
88 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-15.94 2,000k 7/1/1992
87 RAM Management Group
MRTP Aggressive
-10.75 1,000k 2/1/1998
86 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-10.45 3,000k 10/1/1992
85 Keck Capital Management LLC
The Keck Program
-10.00 2,000k 12/1/2003
84 Alee Capital Management, LLC
Mistral Program
-6.47 2,500k 1/1/1999
83 Briarwood Capital Management, Inc.
Diversified 2XL
-5.80 250k 11/1/2004
82 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
81 Mobius Asset Management
Diversified Program
-5.19 250k 3/1/2004
80 Clarke Capital Management
Millennium
-5.11 1,000k 1/1/1998
79 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-4.94 100k 5/1/1999
78 Mark J. Walsh Company
Standard Program
-4.70 2,000k 9/1/1985
77 Clarke Capital Management
Worldwide
-4.29 250k 1/1/1996
76 QCM
Global Diversified Programme
-3.90 500k 12/1/1995
75 Spectrum Asset Management LLC
Global Diversified
-3.86 2,000k 1/1/2001
74 Hawksbill Capital Management
Global Diversified
-3.84 5,000k 11/1/1988
73 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.83 100k 3/1/2003
72 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
71 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.68 100k 5/1/1989
70 RAM Management Group
RAM MRTP 1X-Conservative
-3.48 1,000k 9/1/1993
69 Alee Capital Management, LLC
Poniente Program
-3.48 2,500k 1/1/1999
68 Mobius Asset Management
Custom Trading Program
-3.36 100k 1/1/2002
67 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.28 3,000k 7/1/2001
66 Dreiss Research Corporation
Diversified Program
-3.21 1,000k 5/1/1991
65 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.08 100k 6/1/1994
64 Xplor Capital Management, LLC
Global CTA Program
-2.88 1,500k 7/1/2004
63 John Locke Investments
Cyril Systematic Program
-2.68 8,000k 7/1/2000
62 Red Rock Capital, LLC
Systematic Global Macro
-2.40 500k 9/1/2003
61 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.30 1,000k 3/1/1998
60 M.S. Capital Management
Global Diversified Program
-2.19 2,000k 11/1/1998
59 Northfield Trading
Diversified
-1.90 2,000k 7/1/1989
58 Quantitative Investment Management
Quantitative Global Program
-1.69 20,000k 10/1/2003
57 Saxon Investment Corporation
Aggressive Diversified Program
-1.64 2,000k 11/1/1993
56 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.37 200k 11/1/1999
55 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.19 10,000k 10/1/1991
54 Eckhardt Trading Company
Evolution Strategies
-1.12 20,000k 8/1/1991
53 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.08 10,000k 1/1/1991
52 Saxon Investment Corporation
Diversified Program
-0.92 3,000k 9/1/1988
51 Kelly Angle Inc.
Genesis Program
-0.85 2,000k 4/1/2000
50 Rabar Market Research
Diversified Program
-0.84 2,000k 1/1/1989
49 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.69 100k 11/1/1984
48 FORT LP
Fort Global Diversified
-0.59 2,000k 10/1/1993
47 Conquest Capital Group
Conquest Select
-0.58 250k 6/1/2004
46 Abraham Trading Company
Diversified Program
-0.51 10,000k 1/1/1988
45 Parizek Capital
Futures Trading Program
-0.40 500k 4/1/2000
44 Drury Capital
Diversified Trend-Following Program
-0.36 5,000k 5/1/1997
43 Superfund Group
Superfund Green Master
-0.29 2,000k 5/1/2001
42 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.21 1,000k 9/1/1997
41 Winton Capital Management
Diversified
-0.19 50,000k 10/1/1997
40 Southwest Managed Investments, LLC
Global Diversified
-0.09 200k 1/1/2002
39 MERIT Alternative Investments GmbH
Futures Portfolio
-0.03 2,000k 6/1/1998
38 Superfund Group
Superfund Green L.P. Series A
0.19 5k 10/1/2002
37 Tactical Investment Management
Tactical Institutional Commodity Program
0.39 10,000k 4/1/1993
36 Superfund Group
Superfund Green L.P. Series B
0.41 5k 10/1/2002
35 Eclipse Capital Management
Global Monetary
0.43 5,000k 8/1/1990
34 Mondiale Asset Management
Mondiale Trading Program
0.43 0k 9/1/1997
33 Millburn Corporation
Multi-Markets Program
0.71 25,000k 10/1/2004
32 Superfund Group
Superfund Green GCT USD
0.75 15k 1/1/2000
31 Crabel Capital Management
Crabel Multi-Product
0.81 1,000k 3/1/1998
30 Transtrend B.V.
DTP – Standard Risk (EUR)
1.04 10,000k 2/1/1999
29 Lynx Asset Management AB
Lynx Program
1.09 75k 5/1/2000
28 Millburn Corporation
Diversified Program
1.11 20,000k 2/1/1977
27 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.19 1/1/1989
26 IKOS
The IKOS Hedge Fund
1.25 10,000k 7/1/1998
25 Clarke Capital Management
Global Basic
1.32 50k 2/1/1996
24 FORT LP
Fort Global Contrarian
1.45 2,000k 10/1/2002
23 Chesapeake Capital
Diversified (LV)
1.53 100k 2/1/1988
22 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.55 10,000k 8/1/2004
21 Clarke Capital Management
FX Plus
1.56 1,000k 5/1/2004
20 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.57 10,000k 8/1/1999
19 Estlander & Partners
Global Markets
1.63 10,000k 8/1/1999
18 Estlander & Partners
Alpha Trend
1.70 30,000k 10/1/1991
17 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.71 10,000k 1/1/1995
16 Estlander & Partners
Global XL
1.82 5,000k 8/1/1991
15 Welton Investment Partners
Welton Global
2.08 10,000k 6/1/2004
14 Hyman Beck and Company
Global Portfolio
2.63 1,000k 3/1/1991
12 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.69 250k 6/1/2001
13 NuWave Investment Management, LLC
Combined Futures Portfolio
2.69 5,000k 6/1/2001
11 Superfund Group
Superfund Green Q-AG
2.74 2k 3/1/1996
10 Rivoli Fund Management
Rivoli International Fund (MAP)
2.75 5,000k 10/1/1996
9 Rivoli Fund Management
Rivoli International Fund (V9)
3.17 5,000k 1/1/2002
8 Conquest Capital Group
Conquest Macro
3.80 250k 5/1/1999
7 Jaguar Investments Ltd
Vario Capital Strategy
3.82 1,000k 5/1/2016
6 ISAM
ISAM Systematic Trend Fund
4.18 1,000k 6/1/2001
5 Red Oak Commodity Advisors
Investment Program
5.23 5,000k 12/1/1989
4 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.39 1,000k 3/1/2003
3 Covenant Capital Management
Original Program
6.60 5,000k 9/1/1999
2 Covenant Capital Management
Aggressive Program
10.34 3,000k 2/1/2004
1 Di Tomasso Group Inc.
Equilibrium Program
13.43 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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