Discretionary Trader Index For February 2004

Monthly Rankings

Rank CTA/Program Feb 2004 Min Inv Inception
17 Rosetta Capital Management
Rosetta Trading Program
-2.04 100k 4/1/2000
16 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.25 10,000k 1/1/2001
15 C-View Limited
Currency Managed Account Program
-0.39 5,000k 10/1/1996
14 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.17 1,000k 1/1/1999
13 Warrington Asset Management
Warrington Strategic Program
0.97 50k 1/1/1997
12 Rhicon Currency Management
Rhicon Strategic Program
3.02 500k 1/1/2004
11 Ansbacher Investment Management
Market Neutral Put Skew Program
3.12 150k 1/1/1996
10 Red Oak Commodity Advisors
Investment Program
4.67 5,000k 12/1/1989
9 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.27 100k 3/1/2003
8 LJM Partners
LJM Moderately Aggressive Strategy
6.27 500k 4/1/2003
7 LJM Partners
LJM Aggressive Strategy
8.27 500k 7/1/1998
6 KMJ Investments
KMJ Investments
9.84 1,000k 8/1/1994
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.82 3,000k 10/1/1992
4 Range Wise
Investment Program
10.89 250k 2/1/1991
3 Di Tomasso Group Inc.
Equilibrium Program
11.53 5,000k 1/1/2002
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
17.06 2,000k 7/1/1992
1 Strategic Ag Trading
23.67 100k 4/1/2002

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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