Diversified Trader Index For March 2005

Monthly Rankings

Rank CTA/Program Mar 2005 Min Inv Inception
95 Red Oak Commodity Advisors
Investment Program
-12.57 5,000k 12/1/1989
94 Dreiss Research Corporation
Diversified Program
-6.40 1,000k 5/1/1991
93 Eclipse Capital Management
Global Monetary
-4.75 5,000k 8/1/1990
92 Red Rock Capital, LLC
Systematic Global Macro
-4.72 500k 9/1/2003
91 John Locke Investments
Cyril Systematic Program
-4.65 8,000k 7/1/2000
90 Clarke Capital Management
Worldwide
-4.26 250k 1/1/1996
89 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.04 100k 11/1/1984
88 ISAM
ISAM Systematic Trend Fund
-4.04 1,000k 6/1/2001
87 Rabar Market Research
Diversified Program
-3.80 2,000k 1/1/1989
86 Tactical Investment Management
Tactical Institutional Commodity Program
-3.78 10,000k 4/1/1993
85 Mark J. Walsh Company
Standard Program
-3.61 2,000k 9/1/1985
84 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.44 100k 5/1/1989
83 Millburn Ridgefield Corporation
Multi-Markets Program
-3.42 25,000k 10/1/2004
82 Millburn Ridgefield Corporation
Diversified Program
-3.16 20,000k 2/1/1977
81 RAM Management Group
MRTP Aggressive
-2.88 1,000k 2/1/1998
80 Robust Methods LLC
Macro Managed Account
-2.82 5,000k 1/1/2005
79 Revolution Capital Management
Alpha Fund
-2.79 50k 1/1/2005
78 Spectrum Asset Management LLC
Global Diversified
-2.56 2,000k 1/1/2001
77 Hyman Beck and Company
Global Portfolio
-2.45 1,000k 3/1/1991
76 Somers Brothers Capital
Diversified Futures Program #1
-2.40 100k 1/1/2005
75 Clarke Capital Management
FX Plus
-2.10 1,000k 5/1/2004
74 Lynx Asset Management AB
Lynx Program
-2.10 75k 5/1/2000
73 Hawksbill Capital Management
Global Diversified
-2.09 5,000k 11/1/1988
72 Xplor Capital Management, LLC
Global CTA Program
-2.03 1,500k 7/1/2004
71 Parizek Capital
Futures Trading Program
-2.00 500k 4/1/2000
70 EMC Capital Advisors, LLC
Classic
-1.80 5,000k 1/1/1985
69 Clarke Capital Management
Global Basic
-1.55 50k 2/1/1996
68 MERIT Alternative Investments GmbH
Futures Portfolio
-1.31 2,000k 6/1/1998
67 Mondiale Asset Management
Mondiale Trading Program
-1.28 0k 9/1/1997
66 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.20 1,000k 9/1/1997
65 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
64 Southwest Managed Investments, LLC
Global Diversified
-1.07 200k 1/1/2002
63 Abraham Trading Company
Diversified Program
-1.00 10,000k 1/1/1988
62 Estlander & Partners
Global XL
-0.96 5,000k 8/1/1991
61 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.90 100k 3/1/2003
60 Conquest Capital Group
Conquest Select
-0.86 250k 6/1/2004
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
58 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.56 1/1/1989
57 Estlander & Partners
Alpha Trend
-0.52 30,000k 10/1/1991
56 RAM Management Group
RAM MRTP 1X-Conservative
-0.50 1,000k 9/1/1993
55 Estlander & Partners
Global Markets
-0.43 10,000k 8/1/1999
54 M.S. Capital Management
Global Diversified Program
-0.22 2,000k 11/1/1998
53 Northfield Trading
Diversified
-0.20 2,000k 7/1/1989
52 FORT LP
Fort Global Contrarian
-0.16 2,000k 10/1/2002
51 Alee Capital Management, LLC
Mistral Program
-0.10 2,500k 1/1/1999
50 Conquest Capital Group
Conquest Macro
-0.01 250k 5/1/1999
49 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
48 Millburn Ridgefield Corporation
Commodity Program
0.00 25,000k 3/1/2005
47 DUNN Capital Management
D'Best Futures Fund, L.P.
0.03 100k 6/1/1994
46 Rivoli Fund Management
Rivoli International Fund (MAP)
0.08 5,000k 10/1/1996
45 Di Tomasso Group Inc.
Equilibrium Program
0.20 5,000k 1/1/2002
44 Drury Capital
Diversified Trend-Following Program
0.27 5,000k 5/1/1997
43 Covenant Capital Management
Original Program
0.57 5,000k 9/1/1999
42 Mobius Asset Management
Custom Trading Program
0.58 100k 1/1/2002
41 Crabel Capital Management
Crabel Multi-Product
0.79 1,000k 3/1/1998
40 Briarwood Capital Management, Inc.
Diversified Trading Program
0.86 3,000k 7/1/2001
39 Chesapeake Capital
Diversified (LV)
0.92 100k 2/1/1988
38 FORT LP
Fort Global Diversified
1.00 2,000k 10/1/1993
37 NuWave Investment Management, LLC
NuWave Investment Partners LP
1.06 250k 6/1/2001
36 NuWave Investment Management, LLC
Combined Futures Portfolio
1.10 5,000k 6/1/2001
35 Transtrend B.V.
DTP – Standard Risk (EUR)
1.29 10,000k 2/1/1999
34 Eckhardt Trading Company
Evolution Strategies
1.33 20,000k 8/1/1991
33 Briarwood Capital Management, Inc.
Diversified 2XL
1.49 250k 11/1/2004
32 Eckhardt Trading Company
Evolution Strategies 1.2X
1.54 10,000k 10/1/1991
31 IKOS
The IKOS Hedge Fund
1.65 10,000k 7/1/1998
30 Clarke Capital Management
Global Magnum
1.66 100k 8/1/1997
29 Superfund Group
Superfund Green Q-AG
1.94 2k 3/1/1996
28 Rivoli Fund Management
Rivoli International Fund (V9)
1.94 5,000k 1/1/2002
27 Alee Capital Management, LLC
Poniente Program
2.01 2,500k 1/1/1999
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.03 10,000k 1/1/1995
25 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.11 10,000k 8/1/1999
24 Covenant Capital Management
Aggressive Program
2.19 3,000k 2/1/2004
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.25 1,000k 3/1/2003
22 Mulvaney Capital Management
The Mulvaney Global Markets Fund
2.30 100k 5/1/1999
21 Welton Investment Partners
Welton Global
2.32 10,000k 6/1/2004
20 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.37 10,000k 8/1/2004
19 Saxon Investment Corporation
Diversified Program
2.47 3,000k 9/1/1988
18 QCM
Global Diversified Programme
2.85 500k 12/1/1995
17 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.20 1,000k 3/1/1998
16 Clarke Capital Management
Millennium
3.25 1,000k 1/1/1998
15 Mobius Asset Management
Diversified Program
3.67 250k 3/1/2004
14 Saxon Investment Corporation
Aggressive Diversified Program
3.85 2,000k 11/1/1993
13 Jaguar Investments Ltd
Vario Capital Strategy
4.20 1,000k 5/1/2016
12 Quantitative Investment Management
Quantitative Global Program
4.26 20,000k 10/1/2003
11 Superfund Group
Superfund Green GCT USD
4.26 15k 1/1/2000
10 Winton Capital Management
Diversified
4.64 50,000k 10/1/1997
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.64 3,000k 10/1/1992
8 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.16 100k 1/1/2005
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.39 200k 11/1/1999
6 Superfund Group
Superfund Green L.P. Series A
6.15 5k 10/1/2002
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
6.33 2,000k 7/1/1992
4 Superfund Group
Superfund Green Master
6.60 2,000k 5/1/2001
3 Superfund Group
Superfund Green L.P. Series B
8.49 5k 10/1/2002
2 Kelly Angle Inc.
Genesis Program
9.00 2,000k 4/1/2000
1 Keck Capital Management LLC
The Keck Program
13.17 2,000k 12/1/2003

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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