Discretionary Trader Index For May 2005

Monthly Rankings

Rank CTA/Program May 2005 Min Inv Inception
22 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.08 100k 3/1/2003
21 Strategic Ag Trading
SAT GRAINS
-0.15 100k 4/1/2002
20 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.13 1,000k 1/1/1999
19 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.66 10,000k 1/1/2001
18 Four Seasons Commodities Corp
Hawkeye Spread Program
0.74 500k 3/1/2005
17 Ansbacher Investment Management
Market Neutral Put Skew Program
0.78 250k 1/1/1996
16 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.80 3,000k 10/1/1992
15 KMJ Investments
KMJ Investments
0.98 1,000k 8/1/1994
14 C-View Limited
Currency Managed Account Program
1.10 5,000k 10/1/1996
13 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
1.15 2,000k 7/1/1992
12 Range Wise
Investment Program
1.20 250k 2/1/1991
11 Warrington Asset Management
Warrington Strategic Program
1.33 50k 1/1/1997
10 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.63 10,000k 4/1/2004
9 LJM Partners
LJM Moderately Aggressive Strategy
2.58 500k 4/1/2003
8 LJM Partners
LJM Aggressive Strategy
3.33 500k 7/1/1998
7 Rhicon Currency Management
Rhicon Strategic Program
3.48 500k 1/1/2004
6 Four Seasons Commodities Corp
Lone Star Program
3.70 300k 1/1/2005
5 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
3.73 1,000k 1/1/2005
4 Red Oak Commodity Advisors
Investment Program
5.27 5,000k 12/1/1989
3 Rosetta Capital Management
Rosetta Trading Program
6.47 100k 4/1/2000
2 Strategic Ag Trading
Chatham
6.63 100k 1/1/2005
1 Di Tomasso Group Inc.
Equilibrium Program
9.21 5,000k 1/1/2002

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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