Diversified Trader Index For September 2004

Monthly Rankings

Rank CTA/Program Sep 2004 Min Inv Inception
85 RAM Management Group
MRTP Aggressive
-6.86 1,000k 2/1/1998
84 John Locke Investments
Cyril Systematic Program
-3.83 8,000k 7/1/2000
83 Hawksbill Capital Management
Global Diversified
-3.28 5,000k 11/1/1988
82 Conquest Capital Group
Conquest Macro
-3.28 250k 5/1/1999
81 Clarke Capital Management
Global Basic
-3.01 50k 2/1/1996
80 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
79 Alee Capital Management, LLC
Poniente Program
-2.64 2,500k 1/1/1999
78 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.01 100k 6/1/1994
77 Rivoli Fund Management
Rivoli International Fund (MAP)
-1.69 5,000k 10/1/1996
76 EMC Capital Advisors, LLC
Classic
-1.50 5,000k 1/1/1985
75 RAM Management Group
RAM MRTP 1X-Conservative
-1.37 1,000k 9/1/1993
74 Quality Capital Management
Global Diversified Programme
-0.97 10,000k 12/1/1995
73 Xplor Capital Management, LLC
Global CTA Program
-0.91 1,500k 7/1/2004
72 Estlander & Partners
Alpha Trend
-0.87 30,000k 10/1/1991
71 Kelly Angle Inc.
Genesis Program
-0.84 2,000k 4/1/2000
70 Lynx Asset Management AB
Lynx Program
-0.60 75k 5/1/2000
69 Mondiale Asset Management
Mondiale Trading Program
-0.53 0k 9/1/1997
68 Clarke Capital Management
FX Plus
-0.48 1,000k 5/1/2004
67 Mobius Asset Management
Diversified Program
-0.38 250k 3/1/2004
66 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.34 3,000k 7/1/2001
65 Dreiss Research Corporation
Diversified Program
-0.34 1,000k 5/1/1991
64 Southwest Managed Investments, LLC
Global Diversified
-0.09 200k 1/1/2002
63 Clarke Capital Management
Global Magnum
-0.07 100k 8/1/1997
62 DUNN Capital Management
DUNN Combined Fund (DCF)
0.00 100k 5/1/1989
61 MERIT Alternative Investments GmbH
Futures Portfolio
0.08 2,000k 6/1/1998
60 Crabel Capital Management
Crabel Multi-Product
0.16 1,000k 3/1/1998
59 Spectrum Asset Management LLC
Global Diversified
0.23 2,000k 1/1/2001
58 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.46 1,000k 3/1/2003
57 Red Oak Commodity Advisors
Investment Program
0.69 5,000k 12/1/1989
56 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.71 1/1/1989
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.74 10,000k 1/1/1991
54 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
53 Rabar Market Research
Diversified Program
0.92 2,000k 1/1/1989
52 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.96 1,000k 9/1/1997
51 Transtrend B.V.
DTP – Standard Risk (EUR)
1.07 10,000k 2/1/1999
50 Eckhardt Trading Company
Evolution Strategies 1.2X
1.08 10,000k 10/1/1991
49 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.09 1,000k 3/1/1998
48 Millburn Corporation
Diversified Program
1.26 20,000k 2/1/1977
47 Estlander & Partners
Global Markets
1.42 10,000k 8/1/1999
46 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.58 100k 11/1/1984
45 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.63 10,000k 1/1/1995
44 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.68 10,000k 8/1/1999
43 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.80 10,000k 8/1/2004
42 Mobius Asset Management
Custom Trading Program
2.00 100k 1/1/2002
41 Mark J. Walsh Company
Standard Program
2.12 2,000k 9/1/1985
40 Welton Investment Partners
Welton Global
2.18 10,000k 6/1/2004
39 Saxon Investment Corporation
Diversified Program
2.41 3,000k 9/1/1988
37 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.42 250k 6/1/2001
38 NuWave Investment Management, LLC
Combined Futures Portfolio
2.42 5,000k 6/1/2001
36 Parizek Capital
Futures Trading Program
2.54 500k 4/1/2000
35 Hyman Beck and Company
Global Portfolio
2.69 1,000k 3/1/1991
34 FORT LP
Fort Global Contrarian
2.72 2,000k 10/1/2002
33 Covenant Capital Management
Original Program
2.81 5,000k 9/1/1999
32 Eclipse Capital Management
Global Monetary
2.90 5,000k 8/1/1990
31 Conquest Capital Group
Conquest Select
3.01 250k 6/1/2004
30 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.04 3,000k 10/1/1992
29 IKOS
The IKOS Hedge Fund
3.21 10,000k 7/1/1998
28 Estlander & Partners
Global XL
3.47 5,000k 8/1/1991
27 Chesapeake Capital
Diversified (LV)
3.50 100k 2/1/1988
26 Alee Capital Management, LLC
Mistral Program
3.73 2,500k 1/1/1999
25 M.S. Capital Management
Global Diversified Program
3.75 2,000k 11/1/1998
24 ISAM
ISAM Systematic Trend Fund
3.94 1,000k 6/1/2001
23 FORT LP
Fort Global Diversified
3.98 2,000k 10/1/1993
22 Superfund Group
Superfund Green Q-AG
4.04 2k 3/1/1996
21 Saxon Investment Corporation
Aggressive Diversified Program
4.11 2,000k 11/1/1993
20 Covenant Capital Management
Aggressive Program
4.13 3,000k 2/1/2004
19 Red Rock Capital, LLC
Systematic Global Macro
4.13 500k 9/1/2003
18 Clarke Capital Management
Worldwide
4.73 250k 1/1/1996
17 Keck Capital Management LLC
The Keck Program
5.04 2,000k 12/1/2003
16 Winton Capital Management
Diversified
5.14 50,000k 10/1/1997
15 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.60 2,000k 7/1/1992
14 Rivoli Fund Management
Rivoli International Fund (V9)
5.86 5,000k 1/1/2002
13 Tactical Investment Management
Tactical Institutional Commodity Program
5.98 10,000k 4/1/1993
12 Quantitative Investment Management
Quantitative Global Program
6.05 20,000k 10/1/2003
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.76 100k 5/1/1999
10 Drury Capital
Diversified Trend-Following Program
7.78 5,000k 5/1/1997
9 Abraham Trading Company
Diversified Program
7.84 10,000k 1/1/1988
8 Superfund Group
Superfund Green GCT USD
8.19 15k 1/1/2000
7 Superfund Group
Superfund Green Master
9.39 2,000k 5/1/2001
6 Superfund Group
Superfund Green L.P. Series A
10.44 5k 10/1/2002
5 Clarke Capital Management
Millennium
11.60 1,000k 1/1/1998
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.72 200k 11/1/1999
3 Di Tomasso Group Inc.
Equilibrium Program
12.21 5,000k 1/1/2002
2 Superfund Group
Superfund Green L.P. Series B
14.75 5k 10/1/2002
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
29.18 100k 3/1/2003

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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