Discretionary Trader Index For May 2004

Monthly Rankings

Rank CTA/Program May 2004 Min Inv Inception
18 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-7.18 100k 3/1/2003
17 Strategic Ag Trading
-6.29 100k 4/1/2002
16 Red Oak Commodity Advisors
Investment Program
-5.06 5,000k 12/1/1989
15 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.72 2,000k 7/1/1992
14 Range Wise
Investment Program
-3.31 250k 2/1/1991
13 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.31 3,000k 10/1/1992
12 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.13 10,000k 1/1/2001
11 KMJ Investments
KMJ Investments
-0.12 1,000k 8/1/1994
10 Rosetta Capital Management
Rosetta Trading Program
0.38 100k 4/1/2000
9 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.58 1,000k 1/1/1999
8 Ansbacher Investment Management
Market Neutral Put Skew Program
1.07 150k 1/1/1996
7 C-View Limited
Currency Managed Account Program
1.37 5,000k 10/1/1996
6 Rhicon Currency Management
Rhicon Strategic Program
1.38 500k 1/1/2004
5 Warrington Asset Management
Warrington Strategic Program
2.18 50k 1/1/1997
4 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
3.34 10,000k 4/1/2004
3 LJM Partners
LJM Moderately Aggressive Strategy
3.83 500k 4/1/2003
2 LJM Partners
LJM Aggressive Strategy
4.85 500k 7/1/1998
1 Di Tomasso Group Inc.
Equilibrium Program
8.05 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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