Diversified Trader Index For May 2004

Monthly Rankings

Rank CTA/Program May 2004 Min Inv Inception
81 Parizek Capital
Futures Trading Program
-10.36 500k 4/1/2000
80 Keck Capital Management LLC
The Keck Program
-9.16 2,000k 12/1/2003
79 Tactical Investment Management
Tactical Institutional Commodity Program
-7.83 10,000k 4/1/1993
78 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-7.18 100k 3/1/2003
77 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-6.99 100k 5/1/1999
76 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.84 100k 11/1/1984
75 Estlander & Partners
Global XL
-6.64 5,000k 8/1/1991
74 Drury Capital
Diversified Trend-Following Program
-6.06 5,000k 5/1/1997
73 Hyman Beck and Company
Global Portfolio
-5.63 1,000k 3/1/1991
72 EMC Capital Advisors, LLC
Classic
-5.60 5,000k 1/1/1985
71 Red Oak Commodity Advisors
Investment Program
-5.06 5,000k 12/1/1989
70 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.90 100k 5/1/1989
69 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.72 2,000k 7/1/1992
68 Covenant Capital Management
Original Program
-4.37 5,000k 9/1/1999
67 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.95 200k 11/1/1999
66 Rabar Market Research
Diversified Program
-3.85 2,000k 1/1/1989
65 Estlander & Partners
Global Markets
-3.73 10,000k 8/1/1999
64 Covenant Capital Management
Aggressive Program
-3.60 3,000k 2/1/2004
63 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.51 100k 6/1/1994
62 Red Rock Capital, LLC
Systematic Global Macro
-3.36 500k 9/1/2003
61 QCM
Global Diversified Programme
-2.98 500k 12/1/1995
60 Spectrum Asset Management LLC
Global Diversified
-2.71 2,000k 1/1/2001
59 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.31 3,000k 10/1/1992
58 Millburn Corporation
Diversified Program
-2.13 20,000k 2/1/1977
57 Hawksbill Capital Management
Global Diversified
-2.01 5,000k 11/1/1988
56 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.99 1,000k 3/1/2003
55 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.81 3,000k 7/1/2001
54 ISAM
ISAM Systematic Trend Fund
-1.78 1,000k 6/1/2001
53 FORT LP
Fort Global Contrarian
-1.77 2,000k 10/1/2002
52 Mobius Asset Management
Custom Trading Program
-1.57 100k 1/1/2002
51 Dreiss Research Corporation
Diversified Program
-1.45 1,000k 5/1/1991
50 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.28 1/1/1989
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.07 10,000k 1/1/1991
48 Northfield Trading
Diversified
-0.80 2,000k 7/1/1989
47 Rivoli Fund Management
Rivoli International Fund (V9)
-0.59 5,000k 1/1/2002
46 Southwest Managed Investments, LLC
Global Diversified
-0.53 200k 1/1/2002
45 Mondiale Asset Management
Mondiale Trading Program
-0.51 0k 9/1/1997
44 Chesapeake Capital
Diversified (LV)
-0.50 100k 2/1/1988
43 Mark J. Walsh Company
Standard Program
-0.41 2,000k 9/1/1985
42 FORT LP
Fort Global Diversified
-0.37 2,000k 10/1/1993
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.29 10,000k 8/1/1999
40 M.S. Capital Management
Global Diversified Program
-0.28 2,000k 11/1/1998
38 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.26 250k 6/1/2001
39 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.26 5,000k 6/1/2001
37 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.25 10,000k 1/1/1995
36 Estlander & Partners
Alpha Trend
-0.23 30,000k 10/1/1991
35 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.21 10,000k 2/1/1999
34 Alee Capital Management, LLC
Mistral Program
-0.18 2,500k 1/1/1999
33 Clarke Capital Management
FX Plus
0.00 1,000k 5/1/2004
32 Eckhardt Trading Company
Evolution Strategies
0.04 20,000k 8/1/1991
31 Eckhardt Trading Company
Evolution Strategies 1.2X
0.06 10,000k 10/1/1991
30 Saxon Investment Corporation
Aggressive Diversified Program
0.06 2,000k 11/1/1993
29 Saxon Investment Corporation
Diversified Program
0.08 3,000k 9/1/1988
28 Eclipse Capital Management
Global Monetary
0.20 5,000k 8/1/1990
27 Winton Capital Management
Diversified
0.28 50,000k 10/1/1997
26 IKOS
The IKOS Hedge Fund
0.28 10,000k 7/1/1998
25 MERIT Alternative Investments GmbH
Futures Portfolio
0.34 2,000k 6/1/1998
24 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.42 1,000k 3/1/1998
23 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.45 1,000k 9/1/1997
22 Lynx Asset Management AB
Lynx Program
0.83 75k 5/1/2000
21 Alee Capital Management, LLC
Poniente Program
0.85 2,500k 1/1/1999
20 Conquest Capital Group
Conquest Macro
1.20 250k 5/1/1999
19 John Locke Investments
Cyril Systematic Program
1.28 8,000k 7/1/2000
18 Crabel Capital Management
Crabel Multi-Product
1.29 1,000k 3/1/1998
17 Clarke Capital Management
Worldwide
1.31 250k 1/1/1996
16 Clarke Capital Management
Global Magnum
1.40 100k 8/1/1997
15 Mobius Asset Management
Diversified Program
1.49 250k 3/1/2004
14 Rivoli Fund Management
Rivoli International Fund (MAP)
1.61 5,000k 10/1/1996
13 Kelly Angle Inc.
Genesis Program
1.87 2,000k 4/1/2000
12 RAM Management Group
RAM MRTP 1X-Conservative
2.15 1,000k 9/1/1993
11 Abraham Trading Company
Diversified Program
2.53 10,000k 1/1/1988
10 Quantitative Investment Management
Quantitative Global Program
2.94 20,000k 10/1/2003
9 Superfund Group
Superfund Green Q-AG
4.08 2k 3/1/1996
8 RAM Management Group
MRTP Aggressive
4.65 1,000k 2/1/1998
7 Superfund Group
Superfund Green GCT USD
4.70 15k 1/1/2000
6 Clarke Capital Management
Global Basic
6.74 50k 2/1/1996
5 Superfund Group
Superfund Green L.P. Series A
7.21 5k 10/1/2002
4 Di Tomasso Group Inc.
Equilibrium Program
8.05 5,000k 1/1/2002
3 Clarke Capital Management
Millennium
8.06 1,000k 1/1/1998
2 Superfund Group
Superfund Green L.P. Series B
9.11 5k 10/1/2002
1 Superfund Group
Superfund Green Master
9.27 2,000k 5/1/2001

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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