Discretionary Trader Index For June 2004

Monthly Rankings

Rank CTA/Program Jun 2004 Min Inv Inception
18 Di Tomasso Group Inc.
Equilibrium Program
-11.83 5,000k 1/1/2002
17 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.73 100k 3/1/2003
16 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.20 2,000k 7/1/1992
15 Rosetta Capital Management
Rosetta Trading Program
-3.28 100k 4/1/2000
14 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.18 3,000k 10/1/1992
13 Rhicon Currency Management
Rhicon Strategic Program
-1.34 500k 1/1/2004
12 C-View Limited
Currency Managed Account Program
-0.96 5,000k 10/1/1996
11 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.12 10,000k 4/1/2004
10 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.27 1,000k 1/1/1999
9 Red Oak Commodity Advisors
Investment Program
0.48 5,000k 12/1/1989
8 Warrington Asset Management
Warrington Strategic Program
0.71 50k 1/1/1997
7 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.12 10,000k 1/1/2001
6 Ansbacher Investment Management
Market Neutral Put Skew Program
2.30 250k 1/1/1996
5 KMJ Investments
KMJ Investments
2.76 1,000k 8/1/1994
4 LJM Partners
LJM Moderately Aggressive Strategy
3.95 500k 4/1/2003
3 Range Wise
Investment Program
4.11 250k 2/1/1991
2 LJM Partners
LJM Aggressive Strategy
4.40 500k 7/1/1998
1 Strategic Ag Trading
SAT GRAINS
11.10 100k 4/1/2002

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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