Discretionary Trader Index For November 2003 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Nov 2003 Min Inv Inception 16 Strategic Ag Trading SAT GRAINS -12.29 100k 4/1/2002 15 Rosetta Capital Management Rosetta Trading Program -9.02 100k 4/1/2000 14 Range Wise Investment Program -5.55 250k 2/1/1991 13 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.44 10,000k 1/1/2001 12 KMJ Investments KMJ Investments 0.42 1,000k 8/1/1994 11 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.64 1,000k 1/1/1999 10 Di Tomasso Group Inc. Equilibrium Program 0.89 5,000k 1/1/2002 9 C-View Limited Currency Managed Account Program 1.02 5,000k 10/1/1996 8 Ansbacher Investment Management Market Neutral Put Skew Program 1.45 150k 1/1/1996 7 LJM Partners LJM Moderately Aggressive Strategy 2.05 500k 4/1/2003 6 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.08 3,000k 10/1/1992 5 LJM Partners LJM Aggressive Strategy 3.15 500k 7/1/1998 4 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.35 2,000k 7/1/1992 3 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.64 100k 3/1/2003 2 Warrington Asset Management Warrington Strategic Program 4.07 50k 1/1/1997 1 Red Oak Commodity Advisors Investment Program 6.13 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.