Diversified Trader Index For January 2005

Monthly Rankings

Rank CTA/Program Jan 2005 Min Inv Inception
94 Superfund Group
Superfund Green Master
-15.92 2,000k 5/1/2001
93 Superfund Group
Superfund Green L.P. Series B
-14.74 5k 10/1/2002
92 Superfund Group
Superfund Green GCT USD
-12.48 15k 1/1/2000
91 Clarke Capital Management
FX Plus
-12.35 1,000k 5/1/2004
90 Briarwood Capital Management, Inc.
Diversified 2XL
-11.05 250k 11/1/2004
89 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.10 200k 11/1/1999
88 Red Oak Commodity Advisors
Investment Program
-10.02 5,000k 12/1/1989
87 Superfund Group
Superfund Green L.P. Series A
-9.87 5k 10/1/2002
86 John Locke Investments
Cyril Systematic Program
-9.87 8,000k 7/1/2000
85 Conquest Capital Group
Conquest Macro
-9.80 250k 5/1/1999
84 Hawksbill Capital Management
Global Diversified
-8.83 5,000k 11/1/1988
83 Di Tomasso Group Inc.
Equilibrium Program
-8.75 5,000k 1/1/2002
82 Mark J. Walsh Company
Standard Program
-8.13 2,000k 9/1/1985
81 Alee Capital Management, LLC
Poniente Program
-7.77 2,500k 1/1/1999
80 Alee Capital Management, LLC
Mistral Program
-7.65 2,500k 1/1/1999
79 Hyman Beck and Company
Global Portfolio
-7.10 1,000k 3/1/1991
78 Superfund Group
Superfund Green Q-AG
-6.97 2k 3/1/1996
77 Parizek Capital
Futures Trading Program
-6.85 500k 4/1/2000
76 Clarke Capital Management
Millennium
-6.53 1,000k 1/1/1998
75 Rabar Market Research
Diversified Program
-6.37 2,000k 1/1/1989
74 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.09 1/1/1989
73 Briarwood Capital Management, Inc.
Diversified Trading Program
-5.96 3,000k 7/1/2001
72 Saxon Investment Corporation
Aggressive Diversified Program
-5.93 2,000k 11/1/1993
71 Welton Investment Partners
Welton Global
-5.53 10,000k 6/1/2004
70 Dreiss Research Corporation
Diversified Program
-5.51 1,000k 5/1/1991
69 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.49 100k 6/1/1994
68 Abraham Trading Company
Diversified Program
-5.48 10,000k 1/1/1988
67 Winton Capital Management
Diversified
-5.38 50,000k 10/1/1997
66 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
65 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.18 1,000k 3/1/2003
64 Clarke Capital Management
Global Basic
-5.14 50k 2/1/1996
63 EMC Capital Advisors, LLC
Classic
-5.00 5,000k 1/1/1985
62 Eclipse Capital Management
Global Monetary
-4.95 5,000k 8/1/1990
61 Conquest Capital Group
Conquest Select
-4.88 250k 6/1/2004
60 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.37 10,000k 8/1/2004
59 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.36 100k 5/1/1989
58 Quality Capital Management
Global Diversified Programme
-4.36 10,000k 12/1/1995
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.35 10,000k 1/1/1995
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.31 10,000k 8/1/1999
55 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-4.28 100k 5/1/1999
54 Tactical Investment Management
Tactical Institutional Commodity Program
-4.20 10,000k 4/1/1993
53 Lynx Asset Management AB
Lynx Program
-4.18 75k 5/1/2000
52 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.09 10,000k 10/1/1991
51 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.09 100k 11/1/1984
50 Southwest Managed Investments, LLC
Global Diversified
-3.88 200k 1/1/2002
49 Chesapeake Capital
Diversified (LV)
-3.82 100k 2/1/1988
48 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.73 1,000k 3/1/1998
47 Saxon Investment Corporation
Diversified Program
-3.72 3,000k 9/1/1988
46 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.65 100k 3/1/2003
45 Kelly Angle Inc.
Genesis Program
-3.51 2,000k 4/1/2000
44 Millburn Corporation
Diversified Program
-3.48 20,000k 2/1/1977
43 Eckhardt Trading Company
Evolution Strategies
-3.38 20,000k 8/1/1991
42 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.04 10,000k 2/1/1999
41 Estlander & Partners
Alpha Trend
-2.92 30,000k 10/1/1991
40 Covenant Capital Management
Aggressive Program
-2.77 3,000k 2/1/2004
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.74 10,000k 1/1/1991
38 Millburn Corporation
Multi-Markets Program
-2.70 25,000k 10/1/2004
36 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.67 250k 6/1/2001
37 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.67 5,000k 6/1/2001
35 Rivoli Fund Management
Rivoli International Fund (MAP)
-2.63 5,000k 10/1/1996
34 Mondiale Asset Management
Mondiale Trading Program
-2.55 0k 9/1/1997
33 Covenant Capital Management
Original Program
-2.49 5,000k 9/1/1999
32 Estlander & Partners
Global XL
-2.48 5,000k 8/1/1991
31 MERIT Alternative Investments GmbH
Futures Portfolio
-2.44 2,000k 6/1/1998
30 Drury Capital
Diversified Trend-Following Program
-2.34 5,000k 5/1/1997
29 RAM Management Group
MRTP Aggressive
-2.11 1,000k 2/1/1998
28 Clarke Capital Management
Worldwide
-1.83 250k 1/1/1996
27 M.S. Capital Management
Global Diversified Program
-1.80 2,000k 11/1/1998
26 Jaguar Investments Ltd
Vario Capital Strategy
-1.79 1,000k 5/1/2016
25 Keck Capital Management LLC
The Keck Program
-1.69 2,000k 12/1/2003
24 Spectrum Asset Management LLC
Global Diversified
-1.57 2,000k 1/1/2001
23 Estlander & Partners
Global Markets
-1.22 10,000k 8/1/1999
22 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
21 RAM Management Group
RAM MRTP 1X-Conservative
-0.70 1,000k 9/1/1993
20 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-0.59 2,000k 7/1/1992
19 Crabel Capital Management
Crabel Multi-Product
-0.55 1,000k 3/1/1998
18 Quantitative Investment Management
Quantitative Global Program
-0.40 20,000k 10/1/2003
17 Red Rock Capital, LLC
Systematic Global Macro
-0.34 500k 9/1/2003
16 FORT LP
Fort Global Diversified
-0.19 2,000k 10/1/1993
15 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
12 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
14 Robust Methods LLC
Macro Managed Account
0.00 5,000k 1/1/2005
10 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
13 Somers Brothers Capital
Diversified Futures Program #1
0.00 100k 1/1/2005
11 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.00 100k 1/1/2005
9 Mobius Asset Management
Diversified Program
0.07 250k 3/1/2004
8 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.32 3,000k 10/1/1992
7 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.80 1,000k 9/1/1997
6 Xplor Capital Management, LLC
Global CTA Program
0.91 1,500k 7/1/2004
5 FORT LP
Fort Global Contrarian
1.25 2,000k 10/1/2002
4 ISAM
ISAM Systematic Trend Fund
1.30 1,000k 6/1/2001
3 Mobius Asset Management
Custom Trading Program
1.57 100k 1/1/2002
2 Rivoli Fund Management
Rivoli International Fund (V9)
2.19 5,000k 1/1/2002
1 IKOS
The IKOS Hedge Fund
3.27 10,000k 7/1/1998

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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