Discretionary Trader Index For December 2004 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 Dec 2004 Min Inv Inception 18 AIS Capital Management, L.P. MAAP (3x-6x) Composite -15.94 2,000k 7/1/1992 17 AIS Capital Management, L.P. MAAP (2x-4x) Composite -10.45 3,000k 10/1/1992 16 Range Wise Investment Program -5.38 250k 2/1/1991 15 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.83 100k 3/1/2003 14 KMJ Investments KMJ Investments -1.54 1,000k 8/1/1994 13 Rhicon Currency Management Rhicon Strategic Program -1.00 500k 1/1/2004 12 Warrington Asset Management Warrington Strategic Program -0.26 50k 1/1/1997 11 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.23 10,000k 1/1/2001 10 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.26 1,000k 1/1/1999 9 C-View Limited Currency Managed Account Program 0.51 5,000k 10/1/1996 8 Ansbacher Investment Management Market Neutral Put Skew Program 1.12 150k 1/1/1996 7 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.17 10,000k 4/1/2004 6 Strategic Ag Trading SAT GRAINS 1.60 100k 4/1/2002 5 LJM Partners LJM Moderately Aggressive Strategy 2.52 500k 4/1/2003 4 LJM Partners LJM Aggressive Strategy 3.51 500k 7/1/1998 3 Rosetta Capital Management Rosetta Trading Program 3.68 100k 4/1/2000 2 Red Oak Commodity Advisors Investment Program 5.23 5,000k 12/1/1989 1 Di Tomasso Group Inc. Equilibrium Program 13.43 5,000k 1/1/2002 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.