Diversified Trader Index For October 2005

Monthly Rankings

Rank CTA/Program Oct 2005 Min Inv Inception
109 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-16.68 2,000k 7/1/1992
108 Superfund Group
Superfund Green Master
-15.12 2,000k 5/1/2001
107 Superfund Group
Superfund Green GCT USD
-13.00 15k 1/1/2000
106 Keck Capital Management LLC
The Keck Program
-11.98 2,000k 12/1/2003
105 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-11.57 3,000k 10/1/1992
104 Superfund Group
Superfund Green L.P. Series B
-10.77 5k 10/1/2002
103 Quality Capital Management
Global Diversified Programme
-9.14 10,000k 12/1/1995
102 Clarke Capital Management
FX Plus
-8.76 1,000k 5/1/2004
101 Estlander & Partners
Global XL
-8.22 5,000k 8/1/1991
100 Superfund Group
Superfund Green L.P. Series A
-7.93 5k 10/1/2002
99 EMC Capital Advisors, LLC
Classic
-7.60 5,000k 1/1/1985
98 NuWave Investment Management, LLC
Combined Futures Portfolio
-7.18 5,000k 6/1/2001
97 Acorn Global Investments Inc.
Acorn Diversified Program
-7.02 10k 7/1/2005
96 NuWave Investment Management, LLC
NuWave Investment Partners LP
-6.50 250k 6/1/2001
95 Superfund Group
Superfund Green Q-AG
-6.29 2k 3/1/1996
94 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-6.18 5,000k 1/1/2005
93 Clarke Capital Management
Jupiter
-6.11 3,000k 5/1/2005
92 Abraham Trading Company
Diversified Program
-5.98 10,000k 1/1/1988
91 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.88 100k 1/1/2005
90 Rivoli Fund Management
Rivoli International Fund (V9)
-5.82 5,000k 1/1/2002
89 Robust Methods LLC
Macro Managed Account
-5.78 5,000k 1/1/2005
88 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-5.64 100k 5/1/1999
87 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.61 5,000k 10/1/1996
86 Eclipse Capital Management
Global Monetary
-5.28 5,000k 8/1/1990
85 Hawksbill Capital Management
Global Diversified
-4.92 5,000k 11/1/1988
84 Chesapeake Capital
Diversified (LV)
-4.75 100k 2/1/1988
83 Quantica Capital AG
Quantica Managed Futures
-4.70 5,000k 1/1/2005
82 Estlander & Partners
Global Markets
-4.04 10,000k 8/1/1999
81 Clarke Capital Management
Millennium
-4.02 1,000k 1/1/1998
80 Tactical Investment Management
Tactical Institutional Commodity Program
-4.01 10,000k 4/1/1993
79 Mark J. Walsh Company
Standard Program
-3.91 2,000k 9/1/1985
78 Rabar Market Research
Diversified Program
-3.71 2,000k 1/1/1989
77 Molinero Capital Management LLP
Global Markets Program
-3.68 2,000k 7/1/2005
76 FORT LP
Fort Global Diversified
-3.52 2,000k 10/1/1993
75 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.47 50k 4/1/2005
74 RAM Management Group
MRTP Aggressive
-3.39 1,000k 2/1/1998
73 FORT LP
Fort Global Contrarian
-3.35 2,000k 10/1/2002
72 Wimmer Horizon LLP
Managed Account
-3.10 5,000k 5/1/2005
71 Spectrum Asset Management LLC
Global Diversified
-3.06 2,000k 1/1/2001
70 Red Oak Commodity Advisors
Investment Program
-3.05 5,000k 12/1/1989
69 Winton Capital Management
Diversified
-2.95 50,000k 10/1/1997
68 ISAM
ISAM Systematic Trend Fund
-2.87 1,000k 6/1/2001
67 Conquest Capital Group
Conquest Select
-2.85 250k 6/1/2004
66 Millburn Corporation
Diversified Program
-2.84 20,000k 2/1/1977
65 Welton Investment Partners
Welton Global
-2.23 10,000k 6/1/2004
64 Crabel Capital Management
Crabel Multi-Product
-2.21 1,000k 3/1/1998
63 Ancile Capital Management
Global Markets Program
-2.18 2,000k 4/1/2005
62 Millburn Corporation
Multi-Markets Program
-2.04 25,000k 10/1/2004
61 MERIT Alternative Investments GmbH
Futures Portfolio
-2.01 2,000k 6/1/1998
60 Blackwater Capital Management
Global Program
-1.78 5,000k 7/1/2005
59 Clarke Capital Management
Worldwide
-1.48 250k 1/1/1996
58 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.43 10,000k 8/1/2004
57 Southwest Managed Investments, LLC
Global Diversified
-1.35 200k 1/1/2002
56 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.22 200k 11/1/1999
55 RAM Management Group
RAM MRTP 1X-Conservative
-1.12 1,000k 9/1/1993
54 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.12 10,000k 8/1/1999
53 Conquest Capital Group
Conquest Macro
-1.07 250k 5/1/1999
52 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.94 100k 11/1/1984
51 Northfield Trading
Diversified
-0.90 2,000k 7/1/1989
50 Covenant Capital Management
Aggressive Program
-0.78 3,000k 2/1/2004
49 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.67 10,000k 1/1/1995
48 Jaguar Investments Ltd
Vario Capital Strategy
-0.50 1,000k 5/1/2016
47 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.43 10,000k 2/1/1999
46 Clarke Capital Management
Global Basic
-0.28 50k 2/1/1996
45 Clarke Capital Management
Global Magnum
-0.21 100k 8/1/1997
44 Dreiss Research Corporation
Diversified Program
-0.21 1,000k 5/1/1991
43 Covenant Capital Management
Original Program
-0.21 5,000k 9/1/1999
42 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.16 100k 3/1/2003
41 Millburn Corporation
Commodity Program
-0.16 25,000k 3/1/2005
37 Claughton Capital
Institutional Program
0.00 1,000k 10/1/2005
38 Superfund Group
Superfund Green Gold A (SPC)
0.00 5k 10/1/2005
39 Superfund Group
Superfund Green Gold B (SPC)
0.00 50k 10/1/2005
40 Superfund Group
Superfund Green Gold C (SPC)
0.00 100k 10/1/2005
36 Mondiale Asset Management
Mondiale Trading Program
0.06 0k 9/1/1997
35 Alee Capital Management, LLC
Poniente Program
0.06 2,500k 1/1/1999
34 IKOS
The IKOS Hedge Fund
0.20 10,000k 7/1/1998
33 Eckhardt Trading Company
Evolution Strategies 1.2X
0.31 10,000k 10/1/1991
32 Eckhardt Trading Company
Evolution Strategies
0.31 20,000k 8/1/1991
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.44 10,000k 1/1/1991
30 M.S. Capital Management
Global Diversified Program
0.49 2,000k 11/1/1998
29 Quantitative Investment Management
Quantitative Global Program
0.56 20,000k 10/1/2003
28 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.58 1,000k 9/1/1997
27 Xplor Capital Management, LLC
Global CTA Program
0.81 1,500k 7/1/2004
26 Saxon Investment Corporation
Diversified Program
0.89 3,000k 9/1/1988
25 Drury Capital
Diversified Trend-Following Program
0.95 5,000k 5/1/1997
24 Dominion Capital
Sapphire Program
1.03 3,000k 5/1/2005
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.06 1/1/1989
22 Romanesco Capital Management B.V
Persistence Program
1.15 5,000k 9/1/2005
21 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.21 1,000k 3/1/1998
20 Estlander & Partners
Alpha Trend
1.22 30,000k 10/1/1991
19 Saxon Investment Corporation
Aggressive Diversified Program
1.49 2,000k 11/1/1993
18 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.63 1,000k 3/1/2003
17 Lynx Asset Management AB
Lynx Program
1.96 75k 5/1/2000
16 John Locke Investments
Cyril Systematic Program
2.04 8,000k 7/1/2000
15 Di Tomasso Group Inc.
Equilibrium Program
2.12 5,000k 1/1/2002
14 Briarwood Capital Management, Inc.
Diversified Trading Program
2.19 3,000k 7/1/2001
13 DUNN Capital Management
DUNN Combined Fund (DCF)
2.38 100k 5/1/1989
12 Revolution Capital Management
Alpha Fund
2.53 50k 1/1/2005
11 Parizek Capital
Futures Trading Program
2.55 500k 4/1/2000
10 Somers Brothers Capital
Diversified Futures Program #1
2.60 100k 1/1/2005
9 Alee Capital Management, LLC
Mistral Program
2.61 2,500k 1/1/1999
8 Hyman Beck and Company
Global Portfolio
2.94 1,000k 3/1/1991
7 DUNN Capital Management
D'Best Futures Fund, L.P.
3.10 100k 6/1/1994
6 Mobius Asset Management
Custom Trading Program
3.15 100k 1/1/2002
5 Mobius Asset Management
Diversified Program
3.38 250k 3/1/2004
4 Briarwood Capital Management, Inc.
Diversified 2XL
4.57 250k 11/1/2004
3 Red Rock Capital, LLC
Systematic Global Macro
4.69 500k 9/1/2003
2 Amplitude Capital International Limited
Dynamic Strategy
6.91 6/1/2005
1 Kelly Angle Inc.
Genesis Program
11.56 2,000k 4/1/2000

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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