Diversified Trader Index For July 2004

Monthly Rankings

Rank CTA/Program Jul 2004 Min Inv Inception
84 Clarke Capital Management
FX Plus
-15.98 1,000k 5/1/2004
83 Kelly Angle Inc.
Genesis Program
-7.58 2,000k 4/1/2000
82 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.26 100k 5/1/1989
81 Saxon Investment Corporation
Aggressive Diversified Program
-5.93 2,000k 11/1/1993
80 Eclipse Capital Management
Global Monetary
-5.74 5,000k 8/1/1990
79 Covenant Capital Management
Aggressive Program
-5.25 3,000k 2/1/2004
78 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.16 100k 11/1/1984
77 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-5.14 200k 11/1/1999
76 Hyman Beck and Company
Global Portfolio
-5.01 1,000k 3/1/1991
75 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.93 100k 6/1/1994
74 Parizek Capital
Futures Trading Program
-4.92 500k 4/1/2000
73 W.G. Wealth Guardian Ltd.
SAFI2 Program
-4.86 1,000k 9/1/1997
72 Millburn Corporation
Diversified Program
-4.53 20,000k 2/1/1977
71 Hawksbill Capital Management
Global Diversified
-4.39 5,000k 11/1/1988
70 Covenant Capital Management
Original Program
-4.08 5,000k 9/1/1999
69 Red Oak Commodity Advisors
Investment Program
-3.83 5,000k 12/1/1989
68 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
67 Di Tomasso Group Inc.
Equilibrium Program
-3.64 5,000k 1/1/2002
66 Lynx Asset Management AB
Lynx Program
-3.35 75k 5/1/2000
65 Saxon Investment Corporation
Diversified Program
-3.17 3,000k 9/1/1988
64 Welton Investment Partners
Welton Global
-3.10 10,000k 6/1/2004
63 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.08 10,000k 10/1/1991
61 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.93 250k 6/1/2001
62 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.93 5,000k 6/1/2001
60 Estlander & Partners
Global XL
-2.79 5,000k 8/1/1991
59 Eckhardt Trading Company
Evolution Strategies
-2.69 20,000k 8/1/1991
58 Dreiss Research Corporation
Diversified Program
-2.35 1,000k 5/1/1991
57 Mobius Asset Management
Diversified Program
-2.15 250k 3/1/2004
56 Rabar Market Research
Diversified Program
-2.14 2,000k 1/1/1989
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.86 10,000k 1/1/1991
54 Chesapeake Capital
Diversified (LV)
-1.86 100k 2/1/1988
53 Rivoli Fund Management
Rivoli International Fund (V9)
-1.64 5,000k 1/1/2002
52 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.60 1/1/1989
51 Conquest Capital Group
Conquest Macro
-1.59 250k 5/1/1999
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.34 10,000k 1/1/1995
49 Northfield Trading
Diversified
-1.30 2,000k 7/1/1989
48 Estlander & Partners
Global Markets
-1.25 10,000k 8/1/1999
47 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.10 10,000k 8/1/1999
46 Mondiale Asset Management
Mondiale Trading Program
-1.07 0k 9/1/1997
45 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.02 10,000k 2/1/1999
44 Conquest Capital Group
Conquest Select
-0.93 250k 6/1/2004
43 Clarke Capital Management
Global Basic
-0.93 50k 2/1/1996
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.81 1,000k 3/1/2003
41 Clarke Capital Management
Global Magnum
-0.80 100k 8/1/1997
40 Drury Capital
Diversified Trend-Following Program
-0.45 5,000k 5/1/1997
39 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.41 100k 5/1/1999
38 Mobius Asset Management
Custom Trading Program
-0.39 100k 1/1/2002
37 Superfund Group
Superfund Green L.P. Series A
-0.16 5k 10/1/2002
36 Superfund Group
Superfund Green L.P. Series B
-0.09 5k 10/1/2002
35 Alee Capital Management, LLC
Mistral Program
-0.05 2,500k 1/1/1999
34 Xplor Capital Management, LLC
Global CTA Program
0.00 1,500k 7/1/2004
33 Clarke Capital Management
Worldwide
0.12 250k 1/1/1996
32 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.21 1,000k 3/1/1998
31 Estlander & Partners
Alpha Trend
0.32 30,000k 10/1/1991
30 Superfund Group
Superfund Green Q-AG
0.52 2k 3/1/1996
29 Crabel Capital Management
Crabel Multi-Product
0.54 1,000k 3/1/1998
28 MERIT Alternative Investments GmbH
Futures Portfolio
0.54 2,000k 6/1/1998
27 Quality Capital Management
Global Diversified Programme
0.89 10,000k 12/1/1995
26 FORT LP
Fort Global Diversified
1.05 2,000k 10/1/1993
25 Southwest Managed Investments, LLC
Global Diversified
1.08 200k 1/1/2002
24 Winton Capital Management
Diversified
1.33 50,000k 10/1/1997
23 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.36 100k 3/1/2003
22 Red Rock Capital, LLC
Systematic Global Macro
1.36 500k 9/1/2003
21 IKOS
The IKOS Hedge Fund
1.44 10,000k 7/1/1998
20 Superfund Group
Superfund Green GCT USD
1.70 15k 1/1/2000
19 Superfund Group
Superfund Green Master
2.06 2,000k 5/1/2001
18 Quantitative Investment Management
Quantitative Global Program
2.07 20,000k 10/1/2003
17 Spectrum Asset Management LLC
Global Diversified
2.09 2,000k 1/1/2001
16 ISAM
ISAM Systematic Trend Fund
2.11 1,000k 6/1/2001
15 Alee Capital Management, LLC
Poniente Program
2.54 2,500k 1/1/1999
14 FORT LP
Fort Global Contrarian
2.67 2,000k 10/1/2002
13 John Locke Investments
Cyril Systematic Program
2.85 8,000k 7/1/2000
12 Briarwood Capital Management, Inc.
Diversified Trading Program
3.01 3,000k 7/1/2001
11 Mark J. Walsh Company
Standard Program
3.20 2,000k 9/1/1985
10 M.S. Capital Management
Global Diversified Program
3.55 2,000k 11/1/1998
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.75 3,000k 10/1/1992
8 RAM Management Group
RAM MRTP 1X-Conservative
3.78 1,000k 9/1/1993
7 Rivoli Fund Management
Rivoli International Fund (MAP)
5.19 5,000k 10/1/1996
6 Tactical Investment Management
Tactical Institutional Commodity Program
6.49 10,000k 4/1/1993
5 Abraham Trading Company
Diversified Program
6.74 10,000k 1/1/1988
4 Clarke Capital Management
Millennium
6.80 1,000k 1/1/1998
3 Keck Capital Management LLC
The Keck Program
6.94 2,000k 12/1/2003
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.45 2,000k 7/1/1992
1 RAM Management Group
MRTP Aggressive
11.44 1,000k 2/1/1998

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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