Discretionary Trader Index For October 2004 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 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 250k 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 SAT GRAINS 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.