Discretionary Trader Index For December 2004

Monthly Rankings

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
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.

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