Option Strategy Index For February 2004

Monthly Rankings

Rank CTA/Program Feb 2004 Min Inv Inception
3 Warrington Asset Management
Warrington Strategic Program
0.97 50k 1/1/1997
2 LJM Partners
LJM Moderately Aggressive Strategy
6.27 500k 4/1/2003
1 LJM Partners
LJM Aggressive Strategy
8.27 500k 7/1/1998

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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