Discretionary Trader Index For August 2011 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Aug 2011 Min Inv Inception 81 LJM Partners LJM Aggressive Strategy -34.30 500k 7/1/1998 80 ITB Capital Advisors LLC ITB Time Value Trading Program -30.22 5,000k 1/1/2009 79 LJM Partners LJM Moderately Aggressive Strategy -28.00 500k 4/1/2003 78 White River Group Stock Index Option Writing Strategy -16.26 10k 11/1/2008 77 Ansbacher Investment Management Market Neutral Put Skew Program -16.17 250k 1/1/1996 76 White River Group Diversified Option Writing Strategy -15.08 20k 11/1/2008 75 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -15.01 200k 1/1/2007 74 ITB Capital Management, LLC ITB Premium Fund I, LTD -14.29 1,000k 1/1/2006 73 Schindler Capital Management, LLC Dairy Advantage Program -13.89 400k 8/1/2005 72 LJM Partners LJM Preservation & Growth Strategy -8.31 250k 5/1/2006 71 Bluenose Capital Management, LLC BNC EI -5.65 15k 7/1/2010 70 Warrington Asset Management Warrington Strategic Program -4.49 50k 1/1/1997 69 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -3.74 10,000k 2/1/2006 68 Paramount Capital Management LLC Commodity Trading Program -3.66 100k 7/1/2008 67 Opus Futures LLC Advance Ag Futures Trading Program -3.16 100k 3/1/2011 66 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.77 10,000k 4/1/2004 65 Di Tomasso Group Inc. Equilibrium Program -2.39 5,000k 1/1/2002 64 OptHedge Advisors LLC Diversified Options & Futures Program -2.31 250k 10/1/2008 63 Cypress Energy Capital Management, LP Cypress Energy, LP -2.24 50k 7/1/2008 62 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -2.06 25k 1/1/2011 61 Gables Capital Management, Inc. GCM Global FX -1.83 1,000k 1/1/2009 60 Typhon Capital Management, LLC Plutus Grain Strategy -1.81 250k 4/1/2008 59 Red Oak Commodity Advisors Investment Program -1.74 5,000k 12/1/1989 58 Kottke Associates Lark - Cattle Program -1.51 500k 2/1/2008 57 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.25 10,000k 1/1/2001 56 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -0.69 10,000k 5/1/2009 55 Greenwave Capital Management Greenwave Flagship -0.35 10,000k 6/1/2008 54 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.34 10,000k 7/1/2008 53 Trigon Investment Advisors, LLC Discretionary Macro Program -0.31 10,000k 8/1/2007 52 Blake Capital Management, Inc. SRD Short Equities -0.29 100k 1/1/2011 51 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.19 1,000k 1/1/2005 50 C-View Limited Currency Managed Account Program -0.15 5,000k 10/1/1996 49 Rhicon Currency Management Rhicon Strategic Program -0.11 500k 1/1/2004 48 Rosetta Capital Management Macro Program -0.08 50k 1/1/2009 46 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.00 100k 8/1/2011 45 Blake Capital Management, Inc. SRD Energies 0.00 100k 8/1/2011 47 Sharp Mountain Advisors, LLC Diversified Managed Futures 0.00 250k 8/1/2011 44 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.11 1,000k 1/1/2006 43 Strategic Ag Trading SAT GRAINS 0.12 100k 4/1/2002 42 Demeter Capital Management Livestock & Grain Trading Program 0.23 50k 3/1/2010 41 Stenger Capital Management, LLC Diversified Trading Program 0.24 200k 4/1/2010 40 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.42 500k 8/1/2012 39 KMJ Investments KMJ Investments 0.44 1,000k 8/1/1994 38 HB Capital Management Inc. Diversified Program 0.48 50k 3/1/2008 37 Bluenose Capital Management, LLC BNC BI 0.53 30k 10/1/2008 36 Kottke Associates MV Program 0.53 1,000k 8/1/2010 35 Vergho Asset Management LLC Kinematics 0.67 1,000k 11/1/2008 34 Four Seasons Commodities Corp Lone Star Program 0.72 300k 1/1/2005 33 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.80 500k 8/1/2010 32 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 1.00 25k 8/1/2009 31 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.19 50k 10/1/2007 30 Beryl Investment Group LLC Nominal Discretionary System 1.31 50k 7/1/2007 29 Insignia Managed Capital Medallion 1.48 50k 2/1/2009 28 Strategic Ag Trading SAT HEARTLAND 1.57 100k 12/1/2008 27 GT CAPITAL CTA GT CAPITAL CTA 1.58 150k 6/1/2009 26 Tlaloc Capital LLC Grains Program 1.79 1,000k 4/1/2010 25 Rosetta Capital Management Rosetta Trading Program 1.88 100k 4/1/2000 24 Range Wise Investment Program 2.05 250k 2/1/1991 23 Capricorn Strategies Limited Capricorn fxST (Lev1) 2.28 1,000k 1/1/1999 22 Haar Capital Management Discretionary Commodity Trading Program 2.28 250k 12/1/2005 21 Kottke Associates Stockton Fundamental Ag 2.55 500k 1/1/2006 20 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 3.01 100k 10/1/2009 19 Four Seasons Commodities Corp Hawkeye Spread Program 3.14 500k 3/1/2005 18 Esulep LLC MAX Esulep LLC MAX 3.48 500k 5/1/2008 17 M6 Capital Management LLC Standard Program 3.51 300k 7/1/2005 16 Global Bayesian Dynamics, LLC BOND&FX Client Composite 3.72 5,000k 3/1/2009 15 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.95 100k 3/1/2003 14 Bocken Trading LLC Discretionary Trading Program 4.11 100k 7/1/2011 13 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 4.63 250k 1/1/2009 12 TKC Investment Services MAP 4.72 100k 7/1/2010 11 Insignia Managed Capital Epoch3 5.54 20k 7/1/2009 10 Tanyard Creek Capital Livestock Program 5.76 200k 6/1/2008 9 Global AG LLC Global Ag LLC 6.29 1,000k 12/1/2008 8 Protec Energy Partners LLC ET1 6.66 500k 4/1/2010 7 HPX Financial LLC HPX Old School Program 6.67 200k 6/1/2006 6 Option Capital Advisory OCA Premium 6.74 100k 5/1/2011 5 AIS Capital Management, L.P. MAAP (2x-4x) Composite 7.89 3,000k 10/1/1992 4 Novus Investments, LLC Novus Precious Commodities 9.61 200k 1/1/2007 3 AIS Capital Management, L.P. MAAP (3x-6x) Composite 11.40 2,000k 7/1/1992 2 Strategic Ag Trading Chatham 12.94 100k 1/1/2005 1 Global Vista Advisors, LLC Global Vista Options ("GVO") 15.70 50k 10/1/2010 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.