Discretionary Trader Index For July 2003

Monthly Rankings

Rank CTA/Program Jul 2003 Min Inv Inception
16 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-15.70 100k 3/1/2003
15 Red Oak Commodity Advisors
Investment Program
-1.83 5,000k 12/1/1989
14 Warrington Asset Management
Warrington Strategic Program
-0.87 50k 1/1/1997
13 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.47 1,000k 1/1/1999
12 Ansbacher Investment Management
Market Neutral Put Skew Program
0.12 250k 1/1/1996
11 C-View Limited
Currency Managed Account Program
0.44 5,000k 10/1/1996
10 KMJ Investments
KMJ Investments
0.44 1,000k 8/1/1994
9 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.49 10,000k 1/1/2001
8 LJM Partners
LJM Moderately Aggressive Strategy
3.96 500k 4/1/2003
7 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
5.23 3,000k 10/1/1992
6 LJM Partners
LJM Aggressive Strategy
5.52 500k 7/1/1998
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.89 2,000k 7/1/1992
4 Strategic Ag Trading
SAT GRAINS
10.11 100k 4/1/2002
3 Range Wise
Investment Program
10.48 250k 2/1/1991
2 Di Tomasso Group Inc.
Equilibrium Program
12.85 5,000k 1/1/2002
1 Rosetta Capital Management
Rosetta Trading Program
94.99 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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