Discretionary Trader Index For October 2004

Monthly Rankings

Rank CTA/Program Oct 2004 Min Inv Inception
18 Di Tomasso Group Inc.
Equilibrium Program
-10.46 5,000k 1/1/2002
17 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.05 100k 3/1/2003
16 Rhicon Currency Management
Rhicon Strategic Program
-3.90 500k 1/1/2004
15 LJM Partners
LJM Aggressive Strategy
-1.74 500k 7/1/1998
14 LJM Partners
LJM Moderately Aggressive Strategy
-1.54 500k 4/1/2003
13 Red Oak Commodity Advisors
Investment Program
-1.51 5,000k 12/1/1989
12 KMJ Investments
KMJ Investments
-1.00 1,000k 8/1/1994
11 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.25 150k 1/1/1996
10 Range Wise
Investment Program
-0.06 250k 2/1/1991
9 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.34 1,000k 1/1/1999
8 Strategic Ag Trading
0.50 100k 4/1/2002
7 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.53 10,000k 1/1/2001
6 Warrington Asset Management
Warrington Strategic Program
3.03 50k 1/1/1997
5 C-View Limited
Currency Managed Account Program
3.04 5,000k 10/1/1996
4 Rosetta Capital Management
Rosetta Trading Program
4.61 100k 4/1/2000
3 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
6.77 10,000k 4/1/2004
2 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.77 3,000k 10/1/1992
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
12.22 2,000k 7/1/1992

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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