Discretionary Trader Index For December 2001

Monthly Rankings

Rank CTA/Program Dec 2001 Min Inv Inception
12 Rosetta Capital Management
Rosetta Trading Program
-10.53 100k 4/1/2000
11 Range Wise
Investment Program
-4.70 250k 2/1/1991
10 KMJ Investments
KMJ Investments
-0.57 1,000k 8/1/1994
9 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.44 1,000k 1/1/1999
8 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.22 10,000k 1/1/2001
7 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.69 3,000k 10/1/1992
6 C-View Limited
Currency Managed Account Program
0.98 5,000k 10/1/1996
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.05 2,000k 7/1/1992
4 Ansbacher Investment Management
Market Neutral Put Skew Program
1.46 250k 1/1/1996
3 Warrington Asset Management
Warrington Strategic Program
2.45 50k 1/1/1997
2 LJM Partners
LJM Aggressive Strategy
6.65 500k 7/1/1998
1 Red Oak Commodity Advisors
Investment Program
13.26 5,000k 12/1/1989

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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