Discretionary Trader Index For May 2003

Monthly Rankings

Rank CTA/Program May 2003 Min Inv Inception
16 Rosetta Capital Management
Rosetta Trading Program
-5.61 100k 4/1/2000
15 Strategic Ag Trading
-4.83 100k 4/1/2002
14 KMJ Investments
KMJ Investments
-1.53 1,000k 8/1/1994
13 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.29 1,000k 1/1/1999
12 Ansbacher Investment Management
Market Neutral Put Skew Program
0.02 150k 1/1/1996
11 C-View Limited
Currency Managed Account Program
0.02 5,000k 10/1/1996
10 LJM Partners
LJM Moderately Aggressive Strategy
1.07 500k 4/1/2003
9 Warrington Asset Management
Warrington Strategic Program
1.23 50k 1/1/1997
8 LJM Partners
LJM Aggressive Strategy
2.26 500k 7/1/1998
7 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.29 10,000k 1/1/2001
6 Di Tomasso Group Inc.
Equilibrium Program
3.87 5,000k 1/1/2002
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.16 3,000k 10/1/1992
4 Range Wise
Investment Program
7.07 250k 2/1/1991
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
9.19 2,000k 7/1/1992
2 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.47 100k 3/1/2003
1 Red Oak Commodity Advisors
Investment Program
14.52 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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