Discretionary Trader Index For November 2004

Monthly Rankings

Rank CTA/Program Nov 2004 Min Inv Inception
18 Warrington Asset Management
Warrington Strategic Program
-1.28 50k 1/1/1997
17 KMJ Investments
KMJ Investments
-0.83 1,000k 8/1/1994
16 Strategic Ag Trading
-0.31 100k 4/1/2002
15 LJM Partners
LJM Aggressive Strategy
-0.16 500k 7/1/1998
14 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.12 1,000k 1/1/1999
13 Range Wise
Investment Program
-0.12 250k 2/1/1991
12 LJM Partners
LJM Moderately Aggressive Strategy
0.05 500k 4/1/2003
11 Rhicon Currency Management
Rhicon Strategic Program
0.42 500k 1/1/2004
10 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.45 100k 3/1/2003
9 Ansbacher Investment Management
Market Neutral Put Skew Program
1.71 150k 1/1/1996
8 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.22 3,000k 10/1/1992
7 C-View Limited
Currency Managed Account Program
2.39 5,000k 10/1/1996
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.06 2,000k 7/1/1992
5 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.11 10,000k 1/1/2001
4 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
6.13 10,000k 4/1/2004
3 Red Oak Commodity Advisors
Investment Program
7.69 5,000k 12/1/1989
2 Di Tomasso Group Inc.
Equilibrium Program
13.25 5,000k 1/1/2002
1 Rosetta Capital Management
Rosetta Trading Program
13.80 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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