Discretionary Trader Index For March 2004

Monthly Rankings

Rank CTA/Program Mar 2004 Min Inv Inception
17 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.69 100k 3/1/2003
16 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.36 10,000k 1/1/2001
15 Ansbacher Investment Management
Market Neutral Put Skew Program
0.65 250k 1/1/1996
14 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.87 1,000k 1/1/1999
13 LJM Partners
LJM Moderately Aggressive Strategy
2.65 500k 4/1/2003
12 C-View Limited
Currency Managed Account Program
2.89 5,000k 10/1/1996
11 Strategic Ag Trading
SAT GRAINS
3.00 100k 4/1/2002
10 Warrington Asset Management
Warrington Strategic Program
3.22 50k 1/1/1997
9 LJM Partners
LJM Aggressive Strategy
3.63 500k 7/1/1998
8 Range Wise
Investment Program
4.42 250k 2/1/1991
7 Red Oak Commodity Advisors
Investment Program
4.91 5,000k 12/1/1989
6 Rhicon Currency Management
Rhicon Strategic Program
5.84 500k 1/1/2004
5 KMJ Investments
KMJ Investments
7.86 1,000k 8/1/1994
4 Di Tomasso Group Inc.
Equilibrium Program
9.55 5,000k 1/1/2002
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.61 3,000k 10/1/1992
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
17.76 2,000k 7/1/1992
1 Rosetta Capital Management
Rosetta Trading Program
22.77 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan