Diversified Trader Index For August 2004

Monthly Rankings

Rank CTA/Program Aug 2004 Min Inv Inception
85 Abraham Trading Company
Diversified Program
-12.25 10,000k 1/1/1988
84 ISAM
ISAM Systematic Trend Fund
-10.51 1,000k 6/1/2001
83 Dreiss Research Corporation
Diversified Program
-10.41 1,000k 5/1/1991
82 Superfund Group
Superfund Green L.P. Series B
-9.29 5k 10/1/2002
81 Clarke Capital Management
Millennium
-8.91 1,000k 1/1/1998
80 Superfund Group
Superfund Green Master
-8.12 2,000k 5/1/2001
79 Parizek Capital
Futures Trading Program
-7.94 500k 4/1/2000
78 Keck Capital Management LLC
The Keck Program
-7.49 2,000k 12/1/2003
77 Superfund Group
Superfund Green L.P. Series A
-6.84 5k 10/1/2002
76 Quality Capital Management
Global Diversified Programme
-6.37 10,000k 12/1/1995
75 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-6.21 100k 5/1/1999
74 Drury Capital
Diversified Trend-Following Program
-5.85 5,000k 5/1/1997
73 Superfund Group
Superfund Green GCT USD
-5.75 15k 1/1/2000
72 RAM Management Group
MRTP Aggressive
-5.34 1,000k 2/1/1998
71 Red Rock Capital, LLC
Systematic Global Macro
-5.10 500k 9/1/2003
70 Southwest Managed Investments, LLC
Global Diversified
-4.84 200k 1/1/2002
69 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.21 1/1/1989
68 Superfund Group
Superfund Green Q-AG
-3.80 2k 3/1/1996
67 Hyman Beck and Company
Global Portfolio
-3.55 1,000k 3/1/1991
66 Estlander & Partners
Alpha Trend
-3.48 30,000k 10/1/1991
65 Rivoli Fund Management
Rivoli International Fund (V9)
-3.25 5,000k 1/1/2002
64 Chesapeake Capital
Diversified (LV)
-3.23 100k 2/1/1988
63 Tactical Investment Management
Tactical Institutional Commodity Program
-3.17 10,000k 4/1/1993
62 Estlander & Partners
Global XL
-2.65 5,000k 8/1/1991
61 M.S. Capital Management
Global Diversified Program
-2.39 2,000k 11/1/1998
60 Clarke Capital Management
Worldwide
-2.37 250k 1/1/1996
59 Red Oak Commodity Advisors
Investment Program
-2.30 5,000k 12/1/1989
58 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.26 3,000k 7/1/2001
57 Millburn Corporation
Diversified Program
-2.10 20,000k 2/1/1977
56 Rabar Market Research
Diversified Program
-1.92 2,000k 1/1/1989
55 RAM Management Group
RAM MRTP 1X-Conservative
-1.90 1,000k 9/1/1993
54 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.70 5,000k 10/1/1996
53 Conquest Capital Group
Conquest Select
-1.66 250k 6/1/2004
52 MERIT Alternative Investments GmbH
Futures Portfolio
-1.35 2,000k 6/1/1998
51 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.09 200k 11/1/1999
50 Estlander & Partners
Global Markets
-1.03 10,000k 8/1/1999
49 Mondiale Asset Management
Mondiale Trading Program
-0.95 0k 9/1/1997
48 Clarke Capital Management
Global Magnum
-0.86 100k 8/1/1997
47 Xplor Capital Management, LLC
Global CTA Program
-0.66 1,500k 7/1/2004
46 Kelly Angle Inc.
Genesis Program
-0.64 2,000k 4/1/2000
45 Mobius Asset Management
Diversified Program
-0.63 250k 3/1/2004
44 Mark J. Walsh Company
Standard Program
-0.47 2,000k 9/1/1985
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.42 10,000k 1/1/1995
42 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.33 10,000k 2/1/1999
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.30 10,000k 8/1/1999
40 Alee Capital Management, LLC
Mistral Program
-0.26 2,500k 1/1/1999
39 Conquest Capital Group
Conquest Macro
-0.17 250k 5/1/1999
38 Alee Capital Management, LLC
Poniente Program
-0.08 2,500k 1/1/1999
37 Mobius Asset Management
Custom Trading Program
-0.06 100k 1/1/2002
36 IKOS
The IKOS Hedge Fund
-0.05 10,000k 7/1/1998
35 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.00 10,000k 8/1/2004
34 Quantitative Investment Management
Quantitative Global Program
0.10 20,000k 10/1/2003
33 EMC Capital Advisors, LLC
Classic
0.10 5,000k 1/1/1985
32 Spectrum Asset Management LLC
Global Diversified
0.13 2,000k 1/1/2001
31 Crabel Capital Management
Crabel Multi-Product
0.23 1,000k 3/1/1998
29 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.29 250k 6/1/2001
30 NuWave Investment Management, LLC
Combined Futures Portfolio
0.29 5,000k 6/1/2001
28 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.43 1,000k 3/1/1998
27 Saxon Investment Corporation
Diversified Program
0.47 3,000k 9/1/1988
26 Saxon Investment Corporation
Aggressive Diversified Program
0.63 2,000k 11/1/1993
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.67 10,000k 1/1/1991
24 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 1,000k 3/1/2003
23 Eclipse Capital Management
Global Monetary
1.12 5,000k 8/1/1990
22 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.61 1,000k 9/1/1997
21 Lynx Asset Management AB
Lynx Program
2.12 75k 5/1/2000
20 John Locke Investments
Cyril Systematic Program
2.21 8,000k 7/1/2000
19 Clarke Capital Management
Global Basic
2.35 50k 2/1/1996
18 Northfield Trading
Diversified
2.60 2,000k 7/1/1989
17 Covenant Capital Management
Original Program
3.08 5,000k 9/1/1999
16 Winton Capital Management
Diversified
3.09 50,000k 10/1/1997
15 FORT LP
Fort Global Contrarian
3.39 2,000k 10/1/2002
14 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.68 3,000k 10/1/1992
13 DUNN Capital Management
D'Best Futures Fund, L.P.
3.85 100k 6/1/1994
12 Clarke Capital Management
FX Plus
3.94 1,000k 5/1/2004
11 Hawksbill Capital Management
Global Diversified
3.95 5,000k 11/1/1988
10 Welton Investment Partners
Welton Global
4.01 10,000k 6/1/2004
9 Eckhardt Trading Company
Evolution Strategies
4.40 20,000k 8/1/1991
8 Covenant Capital Management
Aggressive Program
4.46 3,000k 2/1/2004
7 Eckhardt Trading Company
Evolution Strategies 1.2X
5.11 10,000k 10/1/1991
6 FORT LP
Fort Global Diversified
5.18 2,000k 10/1/1993
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.78 2,000k 7/1/1992
4 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
7.66 100k 3/1/2003
3 DUNN Capital Management
DUNN Combined Fund (DCF)
8.14 100k 5/1/1989
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.29 100k 11/1/1984
1 Di Tomasso Group Inc.
Equilibrium Program
19.93 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan