Diversified Trader Index For August 2005

Monthly Rankings

Rank CTA/Program Aug 2005 Min Inv Inception
104 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-11.01 200k 11/1/1999
103 Parizek Capital
Futures Trading Program
-8.19 500k 4/1/2000
102 Hyman Beck and Company
Global Portfolio
-7.46 1,000k 3/1/1991
101 Mobius Asset Management
Diversified Program
-7.07 250k 3/1/2004
100 Di Tomasso Group Inc.
Equilibrium Program
-7.02 5,000k 1/1/2002
99 Somers Brothers Capital
Diversified Futures Program #1
-6.30 100k 1/1/2005
98 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.46 100k 11/1/1984
97 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.45 100k 5/1/1989
96 Clarke Capital Management
FX Plus
-5.14 1,000k 5/1/2004
95 Clarke Capital Management
Global Magnum
-4.59 100k 8/1/1997
94 Red Rock Capital, LLC
Systematic Global Macro
-2.99 500k 9/1/2003
93 Saxon Investment Corporation
Aggressive Diversified Program
-2.89 2,000k 11/1/1993
92 M.S. Capital Management
Global Diversified Program
-2.81 2,000k 11/1/1998
91 Kelly Angle Inc.
Genesis Program
-2.38 2,000k 4/1/2000
90 Revolution Capital Management
Alpha Fund
-2.34 50k 1/1/2005
89 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.32 1,000k 3/1/2003
88 Mobius Asset Management
Custom Trading Program
-2.30 100k 1/1/2002
87 Southwest Managed Investments, LLC
Global Diversified
-1.97 200k 1/1/2002
86 Mondiale Asset Management
Mondiale Trading Program
-1.91 0k 9/1/1997
85 Clarke Capital Management
Worldwide
-1.80 250k 1/1/1996
84 Rabar Market Research
Diversified Program
-1.79 2,000k 1/1/1989
83 Lynx Asset Management AB
Lynx Program
-1.60 75k 5/1/2000
82 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.59 100k 6/1/1994
81 Saxon Investment Corporation
Diversified Program
-1.39 3,000k 9/1/1988
80 Superfund Group
Superfund Green Q-AG
-1.16 2k 3/1/1996
79 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.13 1,000k 9/1/1997
78 FORT LP
Fort Global Contrarian
-0.97 2,000k 10/1/2002
77 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.87 10,000k 8/1/2004
76 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.75 10,000k 8/1/1999
75 Rivoli Fund Management
Rivoli International Fund (V9)
-0.70 5,000k 1/1/2002
74 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.59 50k 4/1/2005
73 Molinero Capital Management LLP
Global Markets Program
-0.58 2,000k 7/1/2005
72 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.49 10,000k 1/1/1995
71 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.44 10,000k 2/1/1999
70 Spectrum Asset Management LLC
Global Diversified
0.03 2,000k 1/1/2001
69 Briarwood Capital Management, Inc.
Diversified Trading Program
0.06 3,000k 7/1/2001
68 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.11 1/1/1989
67 Superfund Group
Superfund Green Master
0.15 2,000k 5/1/2001
66 IKOS
The IKOS Hedge Fund
0.28 10,000k 7/1/1998
65 Clarke Capital Management
Global Basic
0.29 50k 2/1/1996
64 Briarwood Capital Management, Inc.
Diversified 2XL
0.40 250k 11/1/2004
63 Superfund Group
Superfund Green GCT USD
0.59 15k 1/1/2000
62 FORT LP
Fort Global Diversified
0.77 2,000k 10/1/1993
61 Estlander & Partners
Alpha Trend
0.88 30,000k 10/1/1991
60 ISAM
ISAM Systematic Trend Fund
0.99 1,000k 6/1/2001
59 Ancile Capital Management
Global Markets Program
1.04 2,000k 4/1/2005
58 Millburn Corporation
Multi-Markets Program
1.20 25,000k 10/1/2004
57 Quantitative Investment Management
Quantitative Global Program
1.40 20,000k 10/1/2003
56 Northfield Trading
Diversified
1.40 2,000k 7/1/1989
55 Millburn Corporation
Diversified Program
1.49 20,000k 2/1/1977
54 Dominion Capital
Sapphire Program
1.59 3,000k 5/1/2005
53 Amplitude Capital International Limited
Dynamic Strategy
1.67 6/1/2005
52 Crabel Capital Management
Crabel Multi-Product
1.72 1,000k 3/1/1998
51 Drury Capital
Diversified Trend-Following Program
1.83 5,000k 5/1/1997
50 Welton Investment Partners
Welton Global
1.83 10,000k 6/1/2004
49 Eclipse Capital Management
Global Monetary
1.99 5,000k 8/1/1990
48 Estlander & Partners
Global Markets
2.04 10,000k 8/1/1999
47 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.07 100k 3/1/2003
46 Rivoli Fund Management
Rivoli International Fund (MAP)
2.08 5,000k 10/1/1996
45 Robust Methods LLC
Macro Managed Account
2.10 5,000k 1/1/2005
44 MERIT Alternative Investments GmbH
Futures Portfolio
2.14 2,000k 6/1/1998
43 Covenant Capital Management
Original Program
2.19 5,000k 9/1/1999
42 Jaguar Investments Ltd
Vario Capital Strategy
2.64 1,000k 5/1/2016
41 Conquest Capital Group
Conquest Macro
2.66 250k 5/1/1999
40 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.78 100k 5/1/1999
39 Conquest Capital Group
Conquest Select
3.18 250k 6/1/2004
38 Red Oak Commodity Advisors
Investment Program
3.37 5,000k 12/1/1989
37 Quantica Capital AG
Quantica Managed Futures
3.50 5,000k 1/1/2005
36 EMC Capital Advisors, LLC
Classic
3.70 5,000k 1/1/1985
35 Eckhardt Trading Company
Evolution Strategies
3.72 20,000k 8/1/1991
34 Covenant Capital Management
Aggressive Program
3.72 3,000k 2/1/2004
33 Estlander & Partners
Global XL
3.87 5,000k 8/1/1991
32 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.90 1,000k 3/1/1998
31 Blackwater Capital Management
Global Program
3.93 5,000k 7/1/2005
30 Beach Horizon LLP
Managed Account
4.15 5,000k 5/1/2005
29 Acorn Global Investments Inc.
Acorn Diversified Program
4.17 10k 7/1/2005
28 Xplor Capital Management, LLC
Global CTA Program
4.53 1,500k 7/1/2004
27 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.62 3,000k 10/1/1992
26 Chesapeake Capital
Diversified (LV)
4.70 100k 2/1/1988
25 RAM Management Group
RAM MRTP 1X-Conservative
4.73 1,000k 9/1/1993
24 Eckhardt Trading Company
Evolution Strategies 1.2X
4.87 10,000k 10/1/1991
23 Hawksbill Capital Management
Global Diversified
4.91 5,000k 11/1/1988
22 Clarke Capital Management
Jupiter
5.37 3,000k 5/1/2005
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.57 10,000k 1/1/1991
20 Superfund Group
Superfund Green L.P. Series A
5.69 5k 10/1/2002
19 Mark J. Walsh Company
Standard Program
5.77 2,000k 9/1/1985
18 Alee Capital Management, LLC
Poniente Program
5.84 2,500k 1/1/1999
17 Alee Capital Management, LLC
Mistral Program
5.90 2,500k 1/1/1999
16 NuWave Investment Management, LLC
NuWave Investment Partners LP
6.28 250k 6/1/2001
15 Millburn Corporation
Commodity Program
6.51 25,000k 3/1/2005
14 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
6.71 100k 1/1/2005
13 Keck Capital Management LLC
The Keck Program
6.72 2,000k 12/1/2003
12 NuWave Investment Management, LLC
Combined Futures Portfolio
6.80 5,000k 6/1/2001
11 John Locke Investments
Cyril Systematic Program
6.84 8,000k 7/1/2000
10 Tactical Investment Management
Tactical Institutional Commodity Program
6.90 10,000k 4/1/1993
9 Winton Capital Management
Diversified
7.63 50,000k 10/1/1997
8 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
7.89 5,000k 1/1/2005
7 Superfund Group
Superfund Green L.P. Series B
8.02 5k 10/1/2002
6 Dreiss Research Corporation
Diversified Program
8.02 1,000k 5/1/1991
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
8.69 2,000k 7/1/1992
4 Quality Capital Management
Global Diversified Programme
8.93 10,000k 12/1/1995
3 Clarke Capital Management
Millennium
12.22 1,000k 1/1/1998
2 Abraham Trading Company
Diversified Program
15.74 10,000k 1/1/1988
1 RAM Management Group
MRTP Aggressive
16.81 1,000k 2/1/1998

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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