Discretionary Trader Index For October 2003

Monthly Rankings

Rank CTA/Program Oct 2003 Min Inv Inception
16 KMJ Investments
KMJ Investments
-1.26 1,000k 8/1/1994
15 C-View Limited
Currency Managed Account Program
0.13 5,000k 10/1/1996
14 Warrington Asset Management
Warrington Strategic Program
0.51 50k 1/1/1997
13 Capricorn Strategies Limited
Capricorn fxST (Lev1)
1.67 1,000k 1/1/1999
12 Ansbacher Investment Management
Market Neutral Put Skew Program
2.32 150k 1/1/1996
11 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.76 10,000k 1/1/2001
10 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.33 3,000k 10/1/1992
9 LJM Partners
LJM Moderately Aggressive Strategy
6.99 500k 4/1/2003
8 Red Oak Commodity Advisors
Investment Program
7.70 5,000k 12/1/1989
7 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.53 2,000k 7/1/1992
6 LJM Partners
LJM Aggressive Strategy
10.00 500k 7/1/1998
5 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.38 100k 3/1/2003
4 Di Tomasso Group Inc.
Equilibrium Program
15.15 5,000k 1/1/2002
3 Strategic Ag Trading
15.18 100k 4/1/2002
2 Range Wise
Investment Program
23.87 250k 2/1/1991
1 Rosetta Capital Management
Rosetta Trading Program
31.08 100k 4/1/2000

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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