Diversified Trader Index For February 2005

Monthly Rankings

Rank CTA/Program Feb 2005 Min Inv Inception
94 Rivoli Fund Management
Rivoli International Fund (MAP)
-9.35 5,000k 10/1/1996
93 Abraham Trading Company
Diversified Program
-8.95 10,000k 1/1/1988
92 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.72 100k 11/1/1984
91 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.62 100k 5/1/1989
90 Keck Capital Management LLC
The Keck Program
-6.06 2,000k 12/1/2003
89 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.27 100k 6/1/1994
88 Clarke Capital Management
Millennium
-4.66 1,000k 1/1/1998
87 Drury Capital
Diversified Trend-Following Program
-4.57 5,000k 5/1/1997
86 Revolution Capital Management
Alpha Fund
-4.31 50k 1/1/2005
85 Rivoli Fund Management
Rivoli International Fund (V9)
-3.90 5,000k 1/1/2002
84 Estlander & Partners
Global XL
-2.44 5,000k 8/1/1991
83 Quantica Capital AG
Quantica Managed Futures
-2.40 5,000k 1/1/2005
82 Xplor Capital Management, LLC
Global CTA Program
-2.13 1,500k 7/1/2004
81 Saxon Investment Corporation
Aggressive Diversified Program
-1.69 2,000k 11/1/1993
80 Quantitative Investment Management
Quantitative Global Program
-1.65 20,000k 10/1/2003
79 Kelly Angle Inc.
Genesis Program
-1.65 2,000k 4/1/2000
78 Eclipse Capital Management
Global Monetary
-1.62 5,000k 8/1/1990
77 Estlander & Partners
Global Markets
-1.03 10,000k 8/1/1999
76 Conquest Capital Group
Conquest Macro
-1.02 250k 5/1/1999
75 Spectrum Asset Management LLC
Global Diversified
-0.98 2,000k 1/1/2001
74 Saxon Investment Corporation
Diversified Program
-0.97 3,000k 9/1/1988
73 ISAM
ISAM Systematic Trend Fund
-0.96 1,000k 6/1/2001
72 Red Rock Capital, LLC
Systematic Global Macro
-0.95 500k 9/1/2003
71 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.72 250k 6/1/2001
70 FORT LP
Fort Global Diversified
-0.63 2,000k 10/1/1993
69 Somers Brothers Capital
Diversified Futures Program #1
-0.60 100k 1/1/2005
68 Hyman Beck and Company
Global Portfolio
-0.59 1,000k 3/1/1991
67 Superfund Group
Superfund Green Master
-0.53 2,000k 5/1/2001
66 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.48 5,000k 6/1/2001
65 Alee Capital Management, LLC
Poniente Program
-0.47 2,500k 1/1/1999
64 FORT LP
Fort Global Contrarian
-0.44 2,000k 10/1/2002
63 M.S. Capital Management
Global Diversified Program
-0.35 2,000k 11/1/1998
62 Jaguar Investments Ltd
Vario Capital Strategy
-0.25 1,000k 5/1/2016
61 Clarke Capital Management
Worldwide
-0.18 250k 1/1/1996
60 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.13 1,000k 9/1/1997
59 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.12 1/1/1989
58 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
57 Eckhardt Trading Company
Evolution Strategies
0.23 20,000k 8/1/1991
56 Millburn Corporation
Diversified Program
0.27 20,000k 2/1/1977
55 Eckhardt Trading Company
Evolution Strategies 1.2X
0.29 10,000k 10/1/1991
54 Northfield Trading
Diversified
0.30 2,000k 7/1/1989
53 Southwest Managed Investments, LLC
Global Diversified
0.43 200k 1/1/2002
52 Chesapeake Capital
Diversified (LV)
0.46 100k 2/1/1988
51 Quality Capital Management
Global Diversified Programme
0.49 10,000k 12/1/1995
50 Superfund Group
Superfund Green Q-AG
0.49 2k 3/1/1996
49 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.54 100k 5/1/1999
48 Welton Investment Partners
Welton Global
0.56 10,000k 6/1/2004
47 Clarke Capital Management
Global Basic
0.65 50k 2/1/1996
46 Mondiale Asset Management
Mondiale Trading Program
0.80 0k 9/1/1997
45 IKOS
The IKOS Hedge Fund
0.86 10,000k 7/1/1998
44 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.96 200k 11/1/1999
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.05 10,000k 1/1/1991
42 Robust Methods LLC
Macro Managed Account
1.06 5,000k 1/1/2005
41 Tactical Investment Management
Tactical Institutional Commodity Program
1.12 10,000k 4/1/1993
40 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.29 1,000k 3/1/2003
39 Crabel Capital Management
Crabel Multi-Product
1.40 1,000k 3/1/1998
38 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.49 100k 1/1/2005
37 MERIT Alternative Investments GmbH
Futures Portfolio
1.52 2,000k 6/1/1998
36 Lynx Asset Management AB
Lynx Program
1.61 75k 5/1/2000
35 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.72 1,000k 3/1/1998
34 Superfund Group
Superfund Green L.P. Series A
1.78 5k 10/1/2002
33 Transtrend B.V.
DTP – Standard Risk (EUR)
1.79 10,000k 2/1/1999
32 RAM Management Group
RAM MRTP 1X-Conservative
1.90 1,000k 9/1/1993
31 Mobius Asset Management
Custom Trading Program
2.21 100k 1/1/2002
30 Millburn Corporation
Multi-Markets Program
2.31 25,000k 10/1/2004
29 Superfund Group
Superfund Green GCT USD
2.54 15k 1/1/2000
28 Clarke Capital Management
FX Plus
2.57 1,000k 5/1/2004
27 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.74 10,000k 1/1/1995
26 Conquest Capital Group
Conquest Select
2.88 250k 6/1/2004
25 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.97 10,000k 8/1/1999
24 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.99 10,000k 8/1/2004
23 Briarwood Capital Management, Inc.
Diversified Trading Program
3.06 3,000k 7/1/2001
22 Red Oak Commodity Advisors
Investment Program
3.28 5,000k 12/1/1989
21 Parizek Capital
Futures Trading Program
3.88 500k 4/1/2000
20 Superfund Group
Superfund Green L.P. Series B
3.94 5k 10/1/2002
19 Dreiss Research Corporation
Diversified Program
5.13 1,000k 5/1/1991
18 Clarke Capital Management
Global Magnum
5.14 100k 8/1/1997
17 Rabar Market Research
Diversified Program
5.18 2,000k 1/1/1989
16 RAM Management Group
MRTP Aggressive
5.79 1,000k 2/1/1998
15 Briarwood Capital Management, Inc.
Diversified 2XL
6.26 250k 11/1/2004
14 Winton Capital Management
Diversified
6.58 50,000k 10/1/1997
13 Mark J. Walsh Company
Standard Program
6.73 2,000k 9/1/1985
12 John Locke Investments
Cyril Systematic Program
6.90 8,000k 7/1/2000
11 EMC Capital Advisors, LLC
Classic
7.30 5,000k 1/1/1985
10 Estlander & Partners
Alpha Trend
7.53 30,000k 10/1/1991
9 Alee Capital Management, LLC
Mistral Program
7.57 2,500k 1/1/1999
8 Mobius Asset Management
Diversified Program
8.49 250k 3/1/2004
7 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.81 100k 3/1/2003
6 Covenant Capital Management
Original Program
11.14 5,000k 9/1/1999
5 Hawksbill Capital Management
Global Diversified
15.63 5,000k 11/1/1988
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
16.29 3,000k 10/1/1992
3 Covenant Capital Management
Aggressive Program
17.12 3,000k 2/1/2004
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
26.64 2,000k 7/1/1992
1 Di Tomasso Group Inc.
Equilibrium Program
29.02 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