Diversified Trader Index For July 2005

Monthly Rankings

Rank CTA/Program Jul 2005 Min Inv Inception
104 Abraham Trading Company
Diversified Program
-12.16 10,000k 1/1/1988
103 Clarke Capital Management
Millennium
-10.71 1,000k 1/1/1998
102 Saxon Investment Corporation
Aggressive Diversified Program
-8.97 2,000k 11/1/1993
101 Clarke Capital Management
Worldwide
-5.47 250k 1/1/1996
100 Saxon Investment Corporation
Diversified Program
-5.04 3,000k 9/1/1988
99 Mark J. Walsh Company
Standard Program
-4.63 2,000k 9/1/1985
98 M.S. Capital Management
Global Diversified Program
-4.37 2,000k 11/1/1998
97 Quality Capital Management
Global Diversified Programme
-4.12 10,000k 12/1/1995
96 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.10 100k 5/1/1989
95 Mobius Asset Management
Diversified Program
-3.89 250k 3/1/2004
94 Mobius Asset Management
Custom Trading Program
-3.87 100k 1/1/2002
93 Tactical Investment Management
Tactical Institutional Commodity Program
-3.80 10,000k 4/1/1993
92 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.71 5,000k 10/1/1996
91 Superfund Group
Superfund Green L.P. Series B
-3.68 5k 10/1/2002
90 RAM Management Group
MRTP Aggressive
-3.40 1,000k 2/1/1998
89 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.26 100k 6/1/1994
88 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.22 200k 11/1/1999
87 Clarke Capital Management
Jupiter
-3.09 3,000k 5/1/2005
86 Crabel Capital Management
Crabel Multi-Product
-2.97 1,000k 3/1/1998
85 Superfund Group
Superfund Green L.P. Series A
-2.85 5k 10/1/2002
84 Spectrum Asset Management LLC
Global Diversified
-2.79 2,000k 1/1/2001
83 ISAM
ISAM Systematic Trend Fund
-2.76 1,000k 6/1/2001
82 Wimmer Horizon LLP
Managed Account
-2.73 5,000k 5/1/2005
81 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.63 1,000k 9/1/1997
80 FORT LP
Fort Global Diversified
-2.62 2,000k 10/1/1993
79 Hyman Beck and Company
Global Portfolio
-2.55 1,000k 3/1/1991
78 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.42 1/1/1989
77 Alee Capital Management, LLC
Poniente Program
-2.39 2,500k 1/1/1999
76 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-2.28 1,000k 3/1/1998
75 Conquest Capital Group
Conquest Select
-2.17 250k 6/1/2004
74 Hawksbill Capital Management
Global Diversified
-2.06 5,000k 11/1/1988
73 Conquest Capital Group
Conquest Macro
-1.96 250k 5/1/1999
72 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.89 100k 11/1/1984
71 Winton Capital Management
Diversified
-1.85 50,000k 10/1/1997
70 Parizek Capital
Futures Trading Program
-1.82 500k 4/1/2000
69 Kelly Angle Inc.
Genesis Program
-1.78 2,000k 4/1/2000
68 MERIT Alternative Investments GmbH
Futures Portfolio
-1.76 2,000k 6/1/1998
67 Clarke Capital Management
FX Plus
-1.60 1,000k 5/1/2004
66 Alee Capital Management, LLC
Mistral Program
-1.50 2,500k 1/1/1999
65 Lynx Asset Management AB
Lynx Program
-1.35 75k 5/1/2000
64 Clarke Capital Management
Global Magnum
-1.17 100k 8/1/1997
63 Briarwood Capital Management, Inc.
Diversified 2XL
-1.09 250k 11/1/2004
62 RAM Management Group
RAM MRTP 1X-Conservative
-0.94 1,000k 9/1/1993
61 Superfund Group
Superfund Green Q-AG
-0.82 2k 3/1/1996
60 John Locke Investments
Cyril Systematic Program
-0.78 8,000k 7/1/2000
59 Estlander & Partners
Global XL
-0.74 5,000k 8/1/1991
58 IKOS
The IKOS Hedge Fund
-0.68 10,000k 7/1/1998
57 Drury Capital
Diversified Trend-Following Program
-0.65 5,000k 5/1/1997
56 Xplor Capital Management, LLC
Global CTA Program
-0.58 1,500k 7/1/2004
55 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.38 10,000k 10/1/1991
54 Millburn Corporation
Commodity Program
-0.37 25,000k 3/1/2005
53 Estlander & Partners
Alpha Trend
-0.32 30,000k 10/1/1991
52 Superfund Group
Superfund Green Master
-0.30 2,000k 5/1/2001
51 Estlander & Partners
Global Markets
-0.28 10,000k 8/1/1999
50 Rabar Market Research
Diversified Program
-0.28 2,000k 1/1/1989
49 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.20 3,000k 7/1/2001
48 Eckhardt Trading Company
Evolution Strategies
-0.20 20,000k 8/1/1991
47 Superfund Group
Superfund Green GCT USD
-0.05 15k 1/1/2000
44 Molinero Capital Management LLP
Global Markets Program
0.00 2,000k 7/1/2005
45 Blackwater Capital Management
Global Program
0.00 5,000k 7/1/2005
46 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
43 Millburn Corporation
Diversified Program
0.06 20,000k 2/1/1977
42 EMC Capital Advisors, LLC
Classic
0.20 5,000k 1/1/1985
41 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.24 100k 1/1/2005
40 Southwest Managed Investments, LLC
Global Diversified
0.27 200k 1/1/2002
39 FORT LP
Fort Global Contrarian
0.29 2,000k 10/1/2002
38 Eclipse Capital Management
Global Monetary
0.30 5,000k 8/1/1990
37 Dominion Capital
Sapphire Program
0.36 3,000k 5/1/2005
36 Chesapeake Capital
Diversified (LV)
0.45 100k 2/1/1988
35 Quantitative Investment Management
Quantitative Global Program
0.55 20,000k 10/1/2003
34 Revolution Capital Management
Alpha Fund
0.63 50k 1/1/2005
33 Millburn Corporation
Multi-Markets Program
0.63 25,000k 10/1/2004
32 Red Rock Capital, LLC
Systematic Global Macro
0.87 500k 9/1/2003
31 Keck Capital Management LLC
The Keck Program
1.14 2,000k 12/1/2003
30 Clarke Capital Management
Global Basic
1.23 50k 2/1/1996
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.32 10,000k 1/1/1991
28 Ancile Capital Management
Global Markets Program
1.57 2,000k 4/1/2005
27 Amplitude Capital International Limited
Dynamic Strategy
1.60 6/1/2005
26 Mondiale Asset Management
Mondiale Trading Program
1.72 0k 9/1/1997
25 Rivoli Fund Management
Rivoli International Fund (V9)
1.74 5,000k 1/1/2002
24 Somers Brothers Capital
Diversified Futures Program #1
1.80 100k 1/1/2005
23 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.88 5,000k 1/1/2005
22 Northfield Trading
Diversified
2.00 2,000k 7/1/1989
21 Dreiss Research Corporation
Diversified Program
2.02 1,000k 5/1/1991
20 Jaguar Investments Ltd
Vario Capital Strategy
2.05 1,000k 5/1/2016
19 Transtrend B.V.
DTP – Standard Risk (EUR)
2.18 10,000k 2/1/1999
18 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.60 1,000k 3/1/2003
17 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.26 10,000k 1/1/1995
16 Covenant Capital Management
Original Program
3.44 5,000k 9/1/1999
15 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.56 10,000k 8/1/1999
14 Welton Investment Partners
Welton Global
3.64 10,000k 6/1/2004
13 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.69 10,000k 8/1/2004
12 NuWave Investment Management, LLC
Combined Futures Portfolio
3.81 5,000k 6/1/2001
11 Covenant Capital Management
Aggressive Program
3.84 3,000k 2/1/2004
10 Robust Methods LLC
Macro Managed Account
3.88 5,000k 1/1/2005
9 Superfund Group
Superfund Blue SPC Class A (EUR)
3.99 50k 4/1/2005
8 Quantica Capital AG
Quantica Managed Futures
4.00 5,000k 1/1/2005
7 Di Tomasso Group Inc.
Equilibrium Program
4.06 5,000k 1/1/2002
6 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.41 250k 6/1/2001
5 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.80 100k 3/1/2003
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.87 3,000k 10/1/1992
3 Red Oak Commodity Advisors
Investment Program
6.48 5,000k 12/1/1989
2 Mulvaney Capital Management
The Mulvaney Global Markets Fund
6.62 100k 5/1/1999
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
8.96 2,000k 7/1/1992

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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