Diversified Trader Index For September 2005

Monthly Rankings

Rank CTA/Program Sep 2005 Min Inv Inception
105 Clarke Capital Management
Millennium
-13.50 1,000k 1/1/1998
104 Hawksbill Capital Management
Global Diversified
-8.57 5,000k 11/1/1988
103 Winton Capital Management
Diversified
-6.17 50,000k 10/1/1997
102 Abraham Trading Company
Diversified Program
-5.79 10,000k 1/1/1988
101 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.36 100k 5/1/1989
100 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.52 100k 6/1/1994
99 Spectrum Asset Management LLC
Global Diversified
-3.61 2,000k 1/1/2001
98 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.51 100k 11/1/1984
97 Clarke Capital Management
Worldwide
-3.32 250k 1/1/1996
96 Northfield Trading
Diversified
-2.70 2,000k 7/1/1989
95 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.48 200k 11/1/1999
94 Clarke Capital Management
Global Magnum
-2.44 100k 8/1/1997
93 Jaguar Investments Ltd
Vario Capital Strategy
-2.39 1,000k 5/1/2016
92 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.25 10,000k 10/1/1991
91 M.S. Capital Management
Global Diversified Program
-2.23 2,000k 11/1/1998
90 W.G. Wealth Guardian Ltd.
SAFI2 Program
-2.19 1,000k 9/1/1997
89 Saxon Investment Corporation
Aggressive Diversified Program
-2.17 2,000k 11/1/1993
88 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.91 10,000k 1/1/1991
87 Eckhardt Trading Company
Evolution Strategies
-1.86 20,000k 8/1/1991
86 Estlander & Partners
Global XL
-1.72 5,000k 8/1/1991
85 FORT LP
Fort Global Diversified
-1.60 2,000k 10/1/1993
84 Blackwater Capital Management
Global Program
-1.53 5,000k 7/1/2005
83 MERIT Alternative Investments GmbH
Futures Portfolio
-1.20 2,000k 6/1/1998
82 Estlander & Partners
Global Markets
-1.17 10,000k 8/1/1999
81 Saxon Investment Corporation
Diversified Program
-1.13 3,000k 9/1/1988
80 John Locke Investments
Cyril Systematic Program
-1.10 8,000k 7/1/2000
79 Chesapeake Capital
Diversified (LV)
-1.10 100k 2/1/1988
78 Kelly Angle Inc.
Genesis Program
-1.02 2,000k 4/1/2000
77 Mobius Asset Management
Diversified Program
-0.88 250k 3/1/2004
76 Clarke Capital Management
Global Basic
-0.88 50k 2/1/1996
75 QCM
Global Diversified Programme
-0.65 500k 12/1/1995
74 Estlander & Partners
Alpha Trend
-0.63 30,000k 10/1/1991
73 Conquest Capital Group
Conquest Macro
-0.53 250k 5/1/1999
72 Southwest Managed Investments, LLC
Global Diversified
-0.32 200k 1/1/2002
71 Conquest Capital Group
Conquest Select
-0.18 250k 6/1/2004
70 Romanesco Capital Management B.V
Persistence Program
0.00 5,000k 9/1/2005
69 Mobius Asset Management
Custom Trading Program
0.01 100k 1/1/2002
68 Alee Capital Management, LLC
Poniente Program
0.07 2,500k 1/1/1999
67 Millburn Ridgefield Corporation
Commodity Program
0.13 25,000k 3/1/2005
66 Keck Capital Management LLC
The Keck Program
0.34 2,000k 12/1/2003
65 Mondiale Asset Management
Mondiale Trading Program
0.45 0k 9/1/1997
64 Superfund Group
Superfund Green L.P. Series A
0.51 5k 10/1/2002
63 Crabel Capital Management
Crabel Multi-Product
0.61 1,000k 3/1/1998
62 RAM Management Group
RAM MRTP 1X-Conservative
0.62 1,000k 9/1/1993
61 Tactical Investment Management
Tactical Institutional Commodity Program
0.71 10,000k 4/1/1993
60 Quantitative Investment Management
Quantitative Global Program
0.86 20,000k 10/1/2003
59 Dominion Capital
Sapphire Program
1.00 3,000k 5/1/2005
58 Superfund Group
Superfund Green L.P. Series B
1.06 5k 10/1/2002
57 Superfund Group
Superfund Green Q-AG
1.11 2k 3/1/1996
56 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.14 1/1/1989
55 Briarwood Capital Management, Inc.
Diversified Trading Program
1.14 3,000k 7/1/2001
54 Revolution Capital Management
Alpha Fund
1.15 50k 1/1/2005
53 Drury Capital
Diversified Trend-Following Program
1.15 5,000k 5/1/1997
52 FORT LP
Fort Global Contrarian
1.17 2,000k 10/1/2002
51 Transtrend B.V.
DTP – Standard Risk (EUR)
1.28 10,000k 2/1/1999
50 Eclipse Capital Management
Global Monetary
1.34 5,000k 8/1/1990
49 IKOS
The IKOS Hedge Fund
1.41 10,000k 7/1/1998
48 Wimmer Horizon LLP
Managed Account
1.51 5,000k 5/1/2005
47 Lynx Asset Management AB
Lynx Program
1.53 75k 5/1/2000
46 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
1.59 10k 7/1/2005
45 Rabar Market Research
Diversified Program
1.68 2,000k 1/1/1989
44 Hyman Beck and Company
Global Portfolio
1.68 1,000k 3/1/1991
43 Mark J. Walsh Company
Standard Program
1.73 2,000k 9/1/1985
42 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.80 10,000k 1/1/1995
41 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.83 1,000k 3/1/1998
40 Parizek Capital
Futures Trading Program
1.91 500k 4/1/2000
39 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.94 10,000k 8/1/2004
38 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.99 10,000k 8/1/1999
37 ISAM
ISAM Systematic Trend Fund
2.00 1,000k 6/1/2001
36 Superfund Group
Superfund Green Master
2.05 2,000k 5/1/2001
35 RAM Management Group
MRTP Aggressive
2.09 1,000k 2/1/1998
34 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.15 3,000k 10/1/1992
33 Alee Capital Management, LLC
Mistral Program
2.42 2,500k 1/1/1999
32 NuWave Investment Management, LLC
Combined Futures Portfolio
2.59 5,000k 6/1/2001
31 Amplitude Capital International Limited
Dynamic Strategy
2.59 6/1/2005
30 Superfund Group
Superfund Blue SPC Class A (EUR)
2.77 50k 4/1/2005
29 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.82 5,000k 1/1/2005
28 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
2.99 2,000k 7/1/1992
27 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.00 250k 6/1/2001
26 Red Rock Capital, LLC
Systematic Global Macro
3.23 500k 9/1/2003
25 Superfund Group
Superfund Green GCT USD
3.41 15k 1/1/2000
24 Di Tomasso Group Inc.
Equilibrium Program
3.51 5,000k 1/1/2002
23 Clarke Capital Management
Jupiter
3.70 3,000k 5/1/2005
22 Ancile Capital Management
Global Markets Program
3.80 2,000k 4/1/2005
21 Millburn Ridgefield Corporation
Multi-Markets Program
3.85 25,000k 10/1/2004
20 EMC Capital Advisors, LLC
Classic
4.10 5,000k 1/1/1985
19 Briarwood Capital Management, Inc.
Diversified 2XL
4.19 250k 11/1/2004
18 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.48 1,000k 3/1/2003
17 Millburn Ridgefield Corporation
Diversified Program
5.22 20,000k 2/1/1977
16 Molinero Capital Management LLP
Global Markets Program
5.26 2,000k 7/1/2005
15 Robust Methods LLC
Macro Managed Account
5.32 5,000k 1/1/2005
14 Welton Investment Partners
Welton Global
5.48 10,000k 6/1/2004
13 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
6.33 100k 1/1/2005
12 Xplor Capital Management, LLC
Global CTA Program
6.96 1,500k 7/1/2004
11 Rivoli Fund Management
Rivoli International Fund (V9)
7.56 5,000k 1/1/2002
10 Covenant Capital Management
Original Program
7.59 5,000k 9/1/1999
9 Rivoli Fund Management
Rivoli International Fund (E)
7.63 5,000k 10/1/1996
8 Covenant Capital Management
Aggressive Program
9.36 3,000k 2/1/2004
7 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.52 100k 3/1/2003
6 Somers Brothers Capital
Diversified Futures Program #1
10.60 100k 1/1/2005
5 Quantica Capital AG
Quantica Managed Futures
12.40 5,000k 1/1/2005
4 Mulvaney Capital Management
The Mulvaney Global Markets Fund
13.57 100k 5/1/1999
3 Dreiss Research Corporation
Diversified Program
15.96 1,000k 5/1/1991
2 Clarke Capital Management
FX Plus
15.98 1,000k 5/1/2004
1 Red Oak Commodity Advisors
Investment Program
18.73 5,000k 12/1/1989

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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