Discretionary Trader Index For July 1999

Monthly Rankings

Rank CTA/Program Jul 1999 Min Inv Inception
10 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.22 250k 1/1/1996
9 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.67 1,000k 1/1/1999
8 KMJ Investments
KMJ Investments
0.71 1,000k 8/1/1994
7 Range Wise
Investment Program
0.80 250k 2/1/1991
6 C-View Limited
Currency Managed Account Program
0.96 5,000k 10/1/1996
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.11 3,000k 10/1/1992
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.35 2,000k 7/1/1992
3 Warrington Asset Management
Warrington Strategic Program
2.90 50k 1/1/1997
2 LJM Partners
LJM Aggressive Strategy
3.46 500k 7/1/1998
1 Red Oak Commodity Advisors
Investment Program
4.09 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.

Free Investment Plan Free CTA database