Discretionary Trader Index For July 2004

Monthly Rankings

Rank CTA/Program Jul 2004 Min Inv Inception
18 Red Oak Commodity Advisors
Investment Program
-3.83 5,000k 12/1/1989
17 Di Tomasso Group Inc.
Equilibrium Program
-3.64 5,000k 1/1/2002
16 Rosetta Capital Management
Rosetta Trading Program
-2.73 100k 4/1/2000
15 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.34 10,000k 1/1/2001
14 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.50 1,000k 1/1/1999
13 C-View Limited
Currency Managed Account Program
0.90 5,000k 10/1/1996
12 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.96 10,000k 4/1/2004
11 KMJ Investments
KMJ Investments
1.16 1,000k 8/1/1994
10 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.36 100k 3/1/2003
9 Ansbacher Investment Management
Market Neutral Put Skew Program
1.54 150k 1/1/1996
8 Range Wise
Investment Program
1.81 250k 2/1/1991
7 LJM Partners
LJM Moderately Aggressive Strategy
2.82 500k 4/1/2003
6 Strategic Ag Trading
2.99 100k 4/1/2002
5 Warrington Asset Management
Warrington Strategic Program
3.23 50k 1/1/1997
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.75 3,000k 10/1/1992
3 LJM Partners
LJM Aggressive Strategy
4.66 500k 7/1/1998
2 Rhicon Currency Management
Rhicon Strategic Program
5.06 500k 1/1/2004
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.45 2,000k 7/1/1992

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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