Discretionary Trader Index For September 2003

Monthly Rankings

Rank CTA/Program Sep 2003 Min Inv Inception
16 KMJ Investments
KMJ Investments
-1.25 1,000k 8/1/1994
15 Red Oak Commodity Advisors
Investment Program
-0.14 5,000k 12/1/1989
14 Strategic Ag Trading
0.46 100k 4/1/2002
13 Warrington Asset Management
Warrington Strategic Program
0.52 50k 1/1/1997
12 Ansbacher Investment Management
Market Neutral Put Skew Program
0.63 250k 1/1/1996
11 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.81 1,000k 1/1/1999
10 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.26 10,000k 1/1/2001
9 C-View Limited
Currency Managed Account Program
1.36 5,000k 10/1/1996
8 LJM Partners
LJM Moderately Aggressive Strategy
1.65 500k 4/1/2003
7 LJM Partners
LJM Aggressive Strategy
2.70 500k 7/1/1998
6 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
4.58 3,000k 10/1/1992
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
7.76 2,000k 7/1/1992
4 Di Tomasso Group Inc.
Equilibrium Program
9.40 5,000k 1/1/2002
3 Range Wise
Investment Program
13.64 250k 2/1/1991
2 Rosetta Capital Management
Rosetta Trading Program
14.37 100k 4/1/2000
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
17.04 100k 3/1/2003

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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