Discretionary Trader Index For December 2003

Monthly Rankings

Rank CTA/Program Dec 2003 Min Inv Inception
16 Rosetta Capital Management
Rosetta Trading Program
-14.77 100k 4/1/2000
15 Range Wise
Investment Program
-9.10 250k 2/1/1991
14 LJM Partners
LJM Aggressive Strategy
-2.48 500k 7/1/1998
13 Strategic Ag Trading
SAT GRAINS
-1.90 100k 4/1/2002
12 LJM Partners
LJM Moderately Aggressive Strategy
-1.87 500k 4/1/2003
11 KMJ Investments
KMJ Investments
-1.31 1,000k 8/1/1994
10 Warrington Asset Management
Warrington Strategic Program
0.16 50k 1/1/1997
9 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.02 10,000k 1/1/2001
8 C-View Limited
Currency Managed Account Program
1.29 5,000k 10/1/1996
7 Ansbacher Investment Management
Market Neutral Put Skew Program
1.76 250k 1/1/1996
6 Capricorn Strategies Limited
Capricorn fxST (Lev1)
2.21 1,000k 1/1/1999
5 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.89 100k 3/1/2003
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
9.34 3,000k 10/1/1992
3 Red Oak Commodity Advisors
Investment Program
10.46 5,000k 12/1/1989
2 Di Tomasso Group Inc.
Equilibrium Program
12.88 5,000k 1/1/2002
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
14.10 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan