Diversified Trader Index For June 2005

Monthly Rankings

Rank CTA/Program Jun 2005 Min Inv Inception
101 Saxon Investment Corporation
Aggressive Diversified Program
-3.67 2,000k 11/1/1993
100 Millburn Ridgefield Corporation
Commodity Program
-2.68 25,000k 3/1/2005
99 Drury Capital
Diversified Trend-Following Program
-2.42 5,000k 5/1/1997
98 Red Rock Capital, LLC
Systematic Global Macro
-2.34 500k 9/1/2003
97 Saxon Investment Corporation
Diversified Program
-2.11 3,000k 9/1/1988
96 Quantitative Investment Management
Quantitative Global Program
-1.97 20,000k 10/1/2003
95 Covenant Capital Management
Original Program
-1.36 5,000k 9/1/1999
94 Crabel Capital Management
Crabel Multi-Product
-1.05 1,000k 3/1/1998
93 Briarwood Capital Management, Inc.
Diversified 2XL
-0.83 250k 11/1/2004
92 Tactical Investment Management
Tactical Institutional Commodity Program
-0.47 10,000k 4/1/1993
91 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.27 1/1/1989
90 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.20 50k 4/1/2005
89 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.18 3,000k 7/1/2001
88 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.04 1,000k 9/1/1997
87 Amplitude Capital International Limited
Dynamic Strategy
0.00 6/1/2005
86 Mark J. Walsh Company
Standard Program
0.09 2,000k 9/1/1985
85 Clarke Capital Management
Worldwide
0.13 250k 1/1/1996
84 Clarke Capital Management
Millennium
0.32 1,000k 1/1/1998
83 Alee Capital Management, LLC
Poniente Program
0.43 2,500k 1/1/1999
82 Clarke Capital Management
Global Magnum
0.52 100k 8/1/1997
81 Spectrum Asset Management LLC
Global Diversified
0.57 2,000k 1/1/2001
80 Mondiale Asset Management
Mondiale Trading Program
0.65 0k 9/1/1997
79 Parizek Capital
Futures Trading Program
0.67 500k 4/1/2000
78 Somers Brothers Capital
Diversified Futures Program #1
0.70 100k 1/1/2005
77 Hawksbill Capital Management
Global Diversified
0.79 5,000k 11/1/1988
76 Estlander & Partners
Alpha Trend
0.93 30,000k 10/1/1991
75 Covenant Capital Management
Aggressive Program
0.97 3,000k 2/1/2004
74 Welton Investment Partners
Welton Global
1.02 10,000k 6/1/2004
73 Hyman Beck and Company
Global Portfolio
1.09 1,000k 3/1/1991
72 FORT LP
Fort Global Contrarian
1.13 2,000k 10/1/2002
71 IKOS
The IKOS Hedge Fund
1.18 10,000k 7/1/1998
70 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.47 1,000k 3/1/1998
69 Southwest Managed Investments, LLC
Global Diversified
1.54 200k 1/1/2002
68 Alee Capital Management, LLC
Mistral Program
1.55 2,500k 1/1/1999
67 Quantica Capital AG
Quantica Managed Futures
1.90 5,000k 1/1/2005
66 RAM Management Group
RAM MRTP 1X-Conservative
1.92 1,000k 9/1/1993
65 Conquest Capital Group
Conquest Select
1.93 250k 6/1/2004
64 EMC Capital Advisors, LLC
Classic
2.00 5,000k 1/1/1985
63 Conquest Capital Group
Conquest Macro
2.22 250k 5/1/1999
62 M.S. Capital Management
Global Diversified Program
2.30 2,000k 11/1/1998
61 Superfund Group
Superfund Green L.P. Series A
2.44 5k 10/1/2002
60 Eclipse Capital Management
Global Monetary
2.57 5,000k 8/1/1990
59 ISAM
ISAM Systematic Trend Fund
2.59 1,000k 6/1/2001
58 Xplor Capital Management, LLC
Global CTA Program
2.64 1,500k 7/1/2004
57 Transtrend B.V.
DTP – Standard Risk (EUR)
2.72 10,000k 2/1/1999
56 Dominion Capital
Sapphire Program
2.86 3,000k 5/1/2005
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.86 10,000k 1/1/1991
54 Di Tomasso Group Inc.
Equilibrium Program
2.87 5,000k 1/1/2002
53 MERIT Alternative Investments GmbH
Futures Portfolio
2.88 2,000k 6/1/1998
52 Red Oak Commodity Advisors
Investment Program
2.89 5,000k 12/1/1989
51 Rabar Market Research
Diversified Program
2.95 2,000k 1/1/1989
50 John Locke Investments
Cyril Systematic Program
3.06 8,000k 7/1/2000
49 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.06 3,000k 10/1/1992
48 Revolution Capital Management
Alpha Fund
3.09 50k 1/1/2005
47 Jaguar Investments Ltd
Vario Capital Strategy
3.11 1,000k 5/1/2016
46 Winton Capital Management
Diversified
3.13 50,000k 10/1/1997
45 Eckhardt Trading Company
Evolution Strategies
3.25 20,000k 8/1/1991
44 Wimmer Horizon LLP
Managed Account
3.27 5,000k 5/1/2005
43 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.29 1,000k 3/1/2003
42 Dreiss Research Corporation
Diversified Program
3.39 1,000k 5/1/1991
41 Chesapeake Capital
Diversified (LV)
3.40 100k 2/1/1988
40 Northfield Trading
Diversified
3.50 2,000k 7/1/1989
39 FORT LP
Fort Global Diversified
3.55 2,000k 10/1/1993
38 Superfund Group
Superfund Green L.P. Series B
3.56 5k 10/1/2002
37 Lynx Asset Management AB
Lynx Program
3.58 75k 5/1/2000
36 Eckhardt Trading Company
Evolution Strategies 1.2X
3.65 10,000k 10/1/1991
35 Robust Methods LLC
Macro Managed Account
3.68 5,000k 1/1/2005
34 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.80 10,000k 8/1/2004
33 Superfund Group
Superfund Green Q-AG
3.88 2k 3/1/1996
32 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.91 200k 11/1/1999
31 NuWave Investment Management, LLC
Combined Futures Portfolio
3.98 5,000k 6/1/2001
30 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
4.00 5,000k 1/1/2005
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.02 10,000k 1/1/1995
28 RAM Management Group
MRTP Aggressive
4.06 1,000k 2/1/1998
27 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
4.11 2,000k 7/1/1992
26 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.12 100k 1/1/2005
25 Clarke Capital Management
Global Basic
4.14 50k 2/1/1996
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.18 10,000k 8/1/1999
23 Estlander & Partners
Global Markets
4.19 10,000k 8/1/1999
22 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.21 250k 6/1/2001
21 Millburn Ridgefield Corporation
Diversified Program
4.74 20,000k 2/1/1977
20 Millburn Ridgefield Corporation
Multi-Markets Program
5.01 25,000k 10/1/2004
19 Mulvaney Capital Management
The Mulvaney Global Markets Fund
5.32 100k 5/1/1999
18 Clarke Capital Management
Jupiter
5.33 3,000k 5/1/2005
17 Superfund Group
Superfund Green Master
5.41 2,000k 5/1/2001
16 Ancile Capital Management
Global Markets Program
5.42 2,000k 4/1/2005
15 Superfund Group
Superfund Green GCT USD
5.98 15k 1/1/2000
14 DUNN Capital Management
D'Best Futures Fund, L.P.
6.13 100k 6/1/1994
13 Mobius Asset Management
Custom Trading Program
6.23 100k 1/1/2002
12 Abraham Trading Company
Diversified Program
6.66 10,000k 1/1/1988
11 Kelly Angle Inc.
Genesis Program
6.86 2,000k 4/1/2000
10 Rivoli Fund Management
Rivoli International Fund (V9)
7.12 5,000k 1/1/2002
9 QCM
Global Diversified Programme
7.64 500k 12/1/1995
8 Rivoli Fund Management
Rivoli International Fund (MAP)
8.19 5,000k 10/1/1996
7 Estlander & Partners
Global XL
8.34 5,000k 8/1/1991
6 DUNN Capital Management
DUNN Combined Fund (DCF)
9.07 100k 5/1/1989
5 Mobius Asset Management
Diversified Program
9.39 250k 3/1/2004
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
12.23 100k 11/1/1984
3 Clarke Capital Management
FX Plus
12.80 1,000k 5/1/2004
2 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
13.42 100k 3/1/2003
1 Keck Capital Management LLC
The Keck Program
14.05 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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