Diversified Trader Index For June 2004

Monthly Rankings

Rank CTA/Program Jun 2004 Min Inv Inception
83 Superfund Group
Superfund Green L.P. Series B
-15.07 5k 10/1/2002
82 Superfund Group
Superfund Green Master
-14.21 2,000k 5/1/2001
81 RAM Management Group
MRTP Aggressive
-12.38 1,000k 2/1/1998
80 Di Tomasso Group Inc.
Equilibrium Program
-11.83 5,000k 1/1/2002
79 Superfund Group
Superfund Green L.P. Series A
-11.62 5k 10/1/2002
78 Superfund Group
Superfund Green GCT USD
-10.20 15k 1/1/2000
77 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.86 100k 11/1/1984
76 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-9.15 200k 11/1/1999
75 Kelly Angle Inc.
Genesis Program
-8.93 2,000k 4/1/2000
74 Parizek Capital
Futures Trading Program
-8.07 500k 4/1/2000
73 Conquest Capital Group
Conquest Macro
-7.76 250k 5/1/1999
72 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.69 100k 5/1/1989
71 Clarke Capital Management
Global Basic
-7.63 50k 2/1/1996
70 Clarke Capital Management
Millennium
-7.55 1,000k 1/1/1998
69 Tactical Investment Management
Tactical Institutional Commodity Program
-7.31 10,000k 4/1/1993
68 Clarke Capital Management
Global Magnum
-7.05 100k 8/1/1997
67 Superfund Group
Superfund Green Q-AG
-7.04 2k 3/1/1996
66 John Locke Investments
Cyril Systematic Program
-6.36 8,000k 7/1/2000
65 Saxon Investment Corporation
Aggressive Diversified Program
-6.29 2,000k 11/1/1993
64 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.88 100k 6/1/1994
63 Hawksbill Capital Management
Global Diversified
-5.86 5,000k 11/1/1988
62 Clarke Capital Management
FX Plus
-5.44 1,000k 5/1/2004
61 Mark J. Walsh Company
Standard Program
-5.33 2,000k 9/1/1985
60 Keck Capital Management LLC
The Keck Program
-5.10 2,000k 12/1/2003
59 QCM
Global Diversified Programme
-5.02 500k 12/1/1995
58 EMC Capital Advisors, LLC
Classic
-5.00 5,000k 1/1/1985
57 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.73 100k 3/1/2003
56 Southwest Managed Investments, LLC
Global Diversified
-4.65 200k 1/1/2002
55 Rabar Market Research
Diversified Program
-4.64 2,000k 1/1/1989
54 RAM Management Group
RAM MRTP 1X-Conservative
-4.55 1,000k 9/1/1993
53 M.S. Capital Management
Global Diversified Program
-4.45 2,000k 11/1/1998
52 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.20 2,000k 7/1/1992
51 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.19 10,000k 10/1/1991
50 ISAM
ISAM Systematic Trend Fund
-4.17 1,000k 6/1/2001
49 Northfield Trading
Diversified
-4.00 2,000k 7/1/1989
48 Millburn Ridgefield Corporation
Diversified Program
-3.95 20,000k 2/1/1977
47 Eckhardt Trading Company
Evolution Strategies
-3.65 20,000k 8/1/1991
46 Clarke Capital Management
Worldwide
-3.48 250k 1/1/1996
45 Saxon Investment Corporation
Diversified Program
-3.40 3,000k 9/1/1988
44 Mobius Asset Management
Diversified Program
-3.39 250k 3/1/2004
43 Rivoli Fund Management
Rivoli International Fund (V9)
-3.18 5,000k 1/1/2002
42 MERIT Alternative Investments GmbH
Futures Portfolio
-3.17 2,000k 6/1/1998
41 Estlander & Partners
Alpha Trend
-3.06 30,000k 10/1/1991
40 Alee Capital Management, LLC
Poniente Program
-3.05 2,500k 1/1/1999
39 Hyman Beck and Company
Global Portfolio
-2.97 1,000k 3/1/1991
38 Winton Capital Management
Diversified
-2.96 50,000k 10/1/1997
37 Chesapeake Capital
Diversified (LV)
-2.90 100k 2/1/1988
36 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.83 3,000k 7/1/2001
35 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.81 1/1/1989
34 Alee Capital Management, LLC
Mistral Program
-2.72 2,500k 1/1/1999
33 FORT LP
Fort Global Diversified
-2.53 2,000k 10/1/1993
32 Spectrum Asset Management LLC
Global Diversified
-2.42 2,000k 1/1/2001
31 Mobius Asset Management
Custom Trading Program
-2.38 100k 1/1/2002
30 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.35 10,000k 1/1/1995
29 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.31 10,000k 8/1/1999
28 Lynx Asset Management AB
Lynx Program
-2.20 75k 5/1/2000
27 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.18 3,000k 10/1/1992
26 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.81 1,000k 3/1/1998
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.65 10,000k 1/1/1991
24 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.50 10,000k 2/1/1999
23 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.44 1,000k 9/1/1997
22 IKOS
The IKOS Hedge Fund
-1.42 10,000k 7/1/1998
21 Eclipse Capital Management
Global Monetary
-1.42 5,000k 8/1/1990
20 Crabel Capital Management
Crabel Multi-Product
-1.38 1,000k 3/1/1998
19 Estlander & Partners
Global XL
-1.27 5,000k 8/1/1991
18 Drury Capital
Diversified Trend-Following Program
-1.21 5,000k 5/1/1997
17 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.75 5,000k 10/1/1996
16 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-0.73 100k 5/1/1999
15 Estlander & Partners
Global Markets
-0.60 10,000k 8/1/1999
14 FORT LP
Fort Global Contrarian
-0.31 2,000k 10/1/2002
13 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
12 Welton Investment Partners
Welton Global
0.00 10,000k 6/1/2004
11 Mondiale Asset Management
Mondiale Trading Program
0.06 0k 9/1/1997
10 Dreiss Research Corporation
Diversified Program
0.28 1,000k 5/1/1991
9 Red Oak Commodity Advisors
Investment Program
0.48 5,000k 12/1/1989
8 Red Rock Capital, LLC
Systematic Global Macro
1.06 500k 9/1/2003
7 Abraham Trading Company
Diversified Program
1.37 10,000k 1/1/1988
6 Quantitative Investment Management
Quantitative Global Program
1.44 20,000k 10/1/2003
4 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.91 250k 6/1/2001
5 NuWave Investment Management, LLC
Combined Futures Portfolio
1.91 5,000k 6/1/2001
3 Covenant Capital Management
Original Program
2.11 5,000k 9/1/1999
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.11 1,000k 3/1/2003
1 Covenant Capital Management
Aggressive Program
3.32 3,000k 2/1/2004

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan