Discretionary Trader Index For March 2003

Monthly Rankings

Rank CTA/Program Mar 2003 Min Inv Inception
15 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-24.13 2,000k 7/1/1992
14 Di Tomasso Group Inc.
Equilibrium Program
-17.63 5,000k 1/1/2002
13 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-14.42 3,000k 10/1/1992
12 Rosetta Capital Management
Rosetta Trading Program
-11.10 100k 4/1/2000
11 Strategic Ag Trading
SAT GRAINS
-0.32 100k 4/1/2002
10 KMJ Investments
KMJ Investments
-0.31 1,000k 8/1/1994
9 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.00 100k 3/1/2003
8 Range Wise
Investment Program
0.06 250k 2/1/1991
7 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.43 10,000k 1/1/2001
6 C-View Limited
Currency Managed Account Program
0.58 5,000k 10/1/1996
5 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.97 1,000k 1/1/1999
4 Warrington Asset Management
Warrington Strategic Program
2.63 50k 1/1/1997
3 LJM Partners
LJM Aggressive Strategy
4.39 500k 7/1/1998
2 Ansbacher Investment Management
Market Neutral Put Skew Program
5.10 250k 1/1/1996
1 Red Oak Commodity Advisors
Investment Program
18.91 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan