Discretionary Trader Index For November 2003

Monthly Rankings

Rank CTA/Program Nov 2003 Min Inv Inception
16 Strategic Ag Trading
SAT GRAINS
-12.29 100k 4/1/2002
15 Rosetta Capital Management
Rosetta Trading Program
-9.02 100k 4/1/2000
14 Range Wise
Investment Program
-5.55 250k 2/1/1991
13 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.44 10,000k 1/1/2001
12 KMJ Investments
KMJ Investments
0.42 1,000k 8/1/1994
11 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.64 1,000k 1/1/1999
10 Di Tomasso Group Inc.
Equilibrium Program
0.89 5,000k 1/1/2002
9 C-View Limited
Currency Managed Account Program
1.02 5,000k 10/1/1996
8 Ansbacher Investment Management
Market Neutral Put Skew Program
1.45 250k 1/1/1996
7 LJM Partners
LJM Moderately Aggressive Strategy
2.05 500k 4/1/2003
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.08 3,000k 10/1/1992
5 LJM Partners
LJM Aggressive Strategy
3.15 500k 7/1/1998
4 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.35 2,000k 7/1/1992
3 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.64 100k 3/1/2003
2 Warrington Asset Management
Warrington Strategic Program
4.07 50k 1/1/1997
1 Red Oak Commodity Advisors
Investment Program
6.13 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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