Discretionary Trader Index For June 2003

Monthly Rankings

Rank CTA/Program Jun 2003 Min Inv Inception
16 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.44 100k 3/1/2003
15 Di Tomasso Group Inc.
Equilibrium Program
-8.29 5,000k 1/1/2002
14 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-3.54 2,000k 7/1/1992
13 KMJ Investments
KMJ Investments
-3.19 1,000k 8/1/1994
12 Strategic Ag Trading
SAT GRAINS
-3.18 100k 4/1/2002
11 Range Wise
Investment Program
-2.62 250k 2/1/1991
10 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.06 3,000k 10/1/1992
9 C-View Limited
Currency Managed Account Program
-1.44 5,000k 10/1/1996
8 Red Oak Commodity Advisors
Investment Program
-0.79 5,000k 12/1/1989
7 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.51 10,000k 1/1/2001
6 Ansbacher Investment Management
Market Neutral Put Skew Program
0.79 250k 1/1/1996
5 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.83 1,000k 1/1/1999
4 Warrington Asset Management
Warrington Strategic Program
1.71 50k 1/1/1997
3 LJM Partners
LJM Aggressive Strategy
1.93 500k 7/1/1998
2 LJM Partners
LJM Moderately Aggressive Strategy
2.84 500k 4/1/2003
1 Rosetta Capital Management
Rosetta Trading Program
8.93 100k 4/1/2000

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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