Diversified Trader Index For May 2005

Monthly Rankings

Rank CTA/Program May 2005 Min Inv Inception
100 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-4.08 100k 5/1/1999
99 Drury Capital
Diversified Trend-Following Program
-4.02 5,000k 5/1/1997
98 Eclipse Capital Management
Global Monetary
-2.16 5,000k 8/1/1990
97 Millburn Ridgefield Corporation
Commodity Program
-2.01 25,000k 3/1/2005
96 Mobius Asset Management
Diversified Program
-1.97 250k 3/1/2004
95 Chesapeake Capital
Diversified (LV)
-1.25 100k 2/1/1988
94 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.08 100k 3/1/2003
93 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.91 50k 4/1/2005
92 Dreiss Research Corporation
Diversified Program
-0.83 1,000k 5/1/1991
91 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.42 1/1/1989
90 Red Rock Capital, LLC
Systematic Global Macro
-0.31 500k 9/1/2003
89 ISAM
ISAM Systematic Trend Fund
-0.30 1,000k 6/1/2001
86 Wimmer Horizon LLP
Managed Account
0.00 5,000k 5/1/2005
87 Dominion Capital
Sapphire Program
0.00 3,000k 5/1/2005
88 Clarke Capital Management
Jupiter
0.00 3,000k 5/1/2005
85 Parizek Capital
Futures Trading Program
0.03 500k 4/1/2000
84 Revolution Capital Management
Alpha Fund
0.15 50k 1/1/2005
83 Superfund Group
Superfund Green L.P. Series A
0.30 5k 10/1/2002
82 Superfund Group
Superfund Green L.P. Series B
0.48 5k 10/1/2002
81 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.50 1,000k 9/1/1997
80 Conquest Capital Group
Conquest Select
0.59 250k 6/1/2004
79 Transtrend B.V.
DTP – Standard Risk (EUR)
0.61 10,000k 2/1/1999
78 Mobius Asset Management
Custom Trading Program
0.76 100k 1/1/2002
77 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.80 3,000k 10/1/1992
76 Jaguar Investments Ltd
Vario Capital Strategy
0.82 1,000k 5/1/2016
75 Xplor Capital Management, LLC
Global CTA Program
0.99 1,500k 7/1/2004
74 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.03 10,000k 1/1/1995
73 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.07 10,000k 8/1/2004
72 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.15 2,000k 7/1/1992
71 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.17 10,000k 8/1/1999
70 IKOS
The IKOS Hedge Fund
1.36 10,000k 7/1/1998
69 Mondiale Asset Management
Mondiale Trading Program
1.41 0k 9/1/1997
68 Robust Methods LLC
Macro Managed Account
1.47 5,000k 1/1/2005
67 RAM Management Group
RAM MRTP 1X-Conservative
1.48 1,000k 9/1/1993
66 Hyman Beck and Company
Global Portfolio
1.50 1,000k 3/1/1991
65 Spectrum Asset Management LLC
Global Diversified
1.56 2,000k 1/1/2001
64 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.58 1,000k 3/1/1998
63 Superfund Group
Superfund Green GCT USD
1.65 15k 1/1/2000
62 M.S. Capital Management
Global Diversified Program
1.75 2,000k 11/1/1998
61 FORT LP
Fort Global Contrarian
1.78 2,000k 10/1/2002
60 Abraham Trading Company
Diversified Program
1.93 10,000k 1/1/1988
59 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.96 5,000k 1/1/2005
58 Crabel Capital Management
Crabel Multi-Product
1.96 1,000k 3/1/1998
57 Briarwood Capital Management, Inc.
Diversified Trading Program
2.16 3,000k 7/1/2001
56 Covenant Capital Management
Original Program
2.20 5,000k 9/1/1999
55 Conquest Capital Group
Conquest Macro
2.27 250k 5/1/1999
54 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.29 10,000k 1/1/1991
53 Rivoli Fund Management
Rivoli International Fund (MAP)
2.31 5,000k 10/1/1996
52 Alee Capital Management, LLC
Mistral Program
2.33 2,500k 1/1/1999
51 Millburn Ridgefield Corporation
Diversified Program
2.46 20,000k 2/1/1977
50 QCM
Global Diversified Programme
2.58 500k 12/1/1995
49 Superfund Group
Superfund Green Q-AG
2.62 2k 3/1/1996
48 Millburn Ridgefield Corporation
Multi-Markets Program
2.70 25,000k 10/1/2004
47 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.73 1,000k 3/1/2003
46 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.81 100k 1/1/2005
45 FORT LP
Fort Global Diversified
2.85 2,000k 10/1/1993
44 Quantitative Investment Management
Quantitative Global Program
2.85 20,000k 10/1/2003
43 John Locke Investments
Cyril Systematic Program
2.95 8,000k 7/1/2000
42 Estlander & Partners
Alpha Trend
3.16 30,000k 10/1/1991
41 Estlander & Partners
Global Markets
3.20 10,000k 8/1/1999
40 Saxon Investment Corporation
Diversified Program
3.39 3,000k 9/1/1988
39 RAM Management Group
MRTP Aggressive
3.48 1,000k 2/1/1998
38 EMC Capital Advisors, LLC
Classic
3.70 5,000k 1/1/1985
37 Southwest Managed Investments, LLC
Global Diversified
3.86 200k 1/1/2002
36 Mark J. Walsh Company
Standard Program
3.98 2,000k 9/1/1985
35 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.01 250k 6/1/2001
34 NuWave Investment Management, LLC
Combined Futures Portfolio
4.15 5,000k 6/1/2001
33 Tactical Investment Management
Tactical Institutional Commodity Program
4.16 10,000k 4/1/1993
32 Welton Investment Partners
Welton Global
4.33 10,000k 6/1/2004
31 Rabar Market Research
Diversified Program
4.37 2,000k 1/1/1989
30 Alee Capital Management, LLC
Poniente Program
4.37 2,500k 1/1/1999
29 Northfield Trading
Diversified
4.60 2,000k 7/1/1989
28 Briarwood Capital Management, Inc.
Diversified 2XL
4.65 250k 11/1/2004
27 Superfund Group
Superfund Green Master
4.99 2,000k 5/1/2001
26 Quantica Capital AG
Quantica Managed Futures
5.00 5,000k 1/1/2005
25 Red Oak Commodity Advisors
Investment Program
5.27 5,000k 12/1/1989
24 MERIT Alternative Investments GmbH
Futures Portfolio
5.47 2,000k 6/1/1998
23 Lynx Asset Management AB
Lynx Program
5.60 75k 5/1/2000
22 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.85 200k 11/1/1999
21 Eckhardt Trading Company
Evolution Strategies
6.16 20,000k 8/1/1991
20 Covenant Capital Management
Aggressive Program
6.19 3,000k 2/1/2004
19 Ancile Capital Management
Global Markets Program
6.42 2,000k 4/1/2005
18 Estlander & Partners
Global XL
6.47 5,000k 8/1/1991
17 Saxon Investment Corporation
Aggressive Diversified Program
6.54 2,000k 11/1/1993
16 Winton Capital Management
Diversified
6.62 50,000k 10/1/1997
15 Hawksbill Capital Management
Global Diversified
7.11 5,000k 11/1/1988
14 Eckhardt Trading Company
Evolution Strategies 1.2X
7.22 10,000k 10/1/1991
13 Clarke Capital Management
Worldwide
7.40 250k 1/1/1996
12 Somers Brothers Capital
Diversified Futures Program #1
7.90 100k 1/1/2005
11 Di Tomasso Group Inc.
Equilibrium Program
9.21 5,000k 1/1/2002
10 Rivoli Fund Management
Rivoli International Fund (V9)
9.79 5,000k 1/1/2002
9 Keck Capital Management LLC
The Keck Program
10.02 2,000k 12/1/2003
8 Clarke Capital Management
FX Plus
10.18 1,000k 5/1/2004
7 Clarke Capital Management
Millennium
10.77 1,000k 1/1/1998
6 DUNN Capital Management
D'Best Futures Fund, L.P.
12.26 100k 6/1/1994
5 Kelly Angle Inc.
Genesis Program
12.51 2,000k 4/1/2000
4 DUNN Capital Management
DUNN Combined Fund (DCF)
12.51 100k 5/1/1989
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.03 100k 11/1/1984
2 Clarke Capital Management
Global Magnum
13.95 100k 8/1/1997
1 Clarke Capital Management
Global Basic
20.95 50k 2/1/1996

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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