Diversified Trader Index For February 2004

Monthly Rankings

Rank CTA/Program Feb 2004 Min Inv Inception
79 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.70 1,000k 3/1/1998
78 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.01 10,000k 8/1/1999
77 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
76 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.05 3,000k 7/1/2001
75 Covenant Capital Management
Aggressive Program
0.00 3,000k 2/1/2004
74 Mondiale Asset Management
Mondiale Trading Program
0.12 0k 9/1/1997
73 Dreiss Research Corporation
Diversified Program
0.25 1,000k 5/1/1991
72 Southwest Managed Investments, LLC
Global Diversified
0.59 200k 1/1/2002
71 RAM Management Group
RAM MRTP 1X-Conservative
0.74 1,000k 9/1/1993
70 Conquest Capital Group
Conquest Macro
0.76 250k 5/1/1999
69 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.10 1,000k 9/1/1997
68 Rivoli Fund Management
Rivoli International Fund (V9)
1.33 5,000k 1/1/2002
67 IKOS
The IKOS Hedge Fund
1.47 10,000k 7/1/1998
66 Crabel Capital Management
Crabel Multi-Product
2.01 1,000k 3/1/1998
65 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.24 10,000k 1/1/1991
64 MERIT Alternative Investments GmbH
Futures Portfolio
2.33 2,000k 6/1/1998
63 Covenant Capital Management
Original Program
3.18 5,000k 9/1/1999
62 Transtrend B.V.
DTP – Standard Risk (EUR)
3.28 10,000k 2/1/1999
61 Millburn Corporation
Diversified Program
3.31 20,000k 2/1/1977
60 Quantitative Investment Management
Quantitative Global Program
3.51 20,000k 10/1/2003
59 RAM Management Group
MRTP Aggressive
3.73 1,000k 2/1/1998
58 Estlander & Partners
Global Markets
3.82 10,000k 8/1/1999
57 Rivoli Fund Management
Rivoli International Fund (MAP)
3.88 5,000k 10/1/1996
56 Eckhardt Trading Company
Evolution Strategies
4.28 20,000k 8/1/1991
55 ISAM
ISAM Systematic Trend Fund
4.40 1,000k 6/1/2001
54 Eclipse Capital Management
Global Monetary
4.46 5,000k 8/1/1990
53 Alee Capital Management, LLC
Poniente Program
4.47 2,500k 1/1/1999
52 Red Oak Commodity Advisors
Investment Program
4.67 5,000k 12/1/1989
51 Lynx Asset Management AB
Lynx Program
4.69 75k 5/1/2000
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.94 10,000k 1/1/1995
48 NuWave Investment Management, LLC
NuWave Investment Partners LP
5.03 250k 6/1/2001
49 NuWave Investment Management, LLC
Combined Futures Portfolio
5.03 5,000k 6/1/2001
47 Chesapeake Capital
Diversified (LV)
5.05 100k 2/1/1988
46 Eckhardt Trading Company
Evolution Strategies 1.2X
5.10 10,000k 10/1/1991
45 Mobius Asset Management
Custom Trading Program
5.13 100k 1/1/2002
44 Saxon Investment Corporation
Diversified Program
5.26 3,000k 9/1/1988
43 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.27 100k 3/1/2003
42 Hyman Beck and Company
Global Portfolio
5.54 1,000k 3/1/1991
41 Parizek Capital
Futures Trading Program
5.77 500k 4/1/2000
40 Hawksbill Capital Management
Global Diversified
6.15 5,000k 11/1/1988
39 Spectrum Asset Management LLC
Global Diversified
6.51 2,000k 1/1/2001
38 John Locke Investments
Cyril Systematic Program
6.58 8,000k 7/1/2000
37 Estlander & Partners
Alpha Trend
6.74 30,000k 10/1/1991
36 Clarke Capital Management
Worldwide
6.82 250k 1/1/1996
35 Clarke Capital Management
Millennium
6.96 1,000k 1/1/1998
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.07 1,000k 3/1/2003
33 FORT LP
Fort Global Contrarian
7.13 2,000k 10/1/2002
32 Alee Capital Management, LLC
Mistral Program
7.19 2,500k 1/1/1999
31 Red Rock Capital, LLC
Systematic Global Macro
7.27 500k 9/1/2003
30 Quality Capital Management
Global Diversified Programme
7.33 10,000k 12/1/1995
29 Sunrise Capital Partners
Sunrise Expanded Diversified Program
7.67 1/1/1989
28 Estlander & Partners
Global XL
7.76 5,000k 8/1/1991
27 Mark J. Walsh Company
Standard Program
8.19 2,000k 9/1/1985
26 Rabar Market Research
Diversified Program
8.34 2,000k 1/1/1989
25 Abraham Trading Company
Diversified Program
8.38 10,000k 1/1/1988
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.38 100k 11/1/1984
23 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.45 100k 5/1/1999
22 Saxon Investment Corporation
Aggressive Diversified Program
8.56 2,000k 11/1/1993
21 Superfund Group
Superfund Green Q-AG
8.69 2k 3/1/1996
20 Clarke Capital Management
Global Magnum
9.40 100k 8/1/1997
19 EMC Capital Advisors, LLC
Classic
9.60 5,000k 1/1/1985
18 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.82 3,000k 10/1/1992
17 Drury Capital
Diversified Trend-Following Program
11.09 5,000k 5/1/1997
16 FORT LP
Fort Global Diversified
11.48 2,000k 10/1/1993
15 Di Tomasso Group Inc.
Equilibrium Program
11.53 5,000k 1/1/2002
14 Winton Capital Management
Diversified
11.56 50,000k 10/1/1997
13 DUNN Capital Management
DUNN Combined Fund (DCF)
11.91 100k 5/1/1989
12 M.S. Capital Management
Global Diversified Program
12.24 2,000k 11/1/1998
11 Superfund Group
Superfund Green L.P. Series A
12.65 5k 10/1/2002
10 Superfund Group
Superfund Green GCT USD
14.05 15k 1/1/2000
9 Tactical Investment Management
Tactical Institutional Commodity Program
14.38 10,000k 4/1/1993
8 Superfund Group
Superfund Green Master
14.98 2,000k 5/1/2001
7 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
17.06 2,000k 7/1/1992
6 DUNN Capital Management
D'Best Futures Fund, L.P.
17.11 100k 6/1/1994
5 Superfund Group
Superfund Green L.P. Series B
18.63 5k 10/1/2002
4 Kelly Angle Inc.
Genesis Program
18.88 2,000k 4/1/2000
3 Keck Capital Management LLC
The Keck Program
18.97 2,000k 12/1/2003
2 Clarke Capital Management
Global Basic
20.42 50k 2/1/1996
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
22.58 200k 11/1/1999

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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