Managed Futures and CTA Program Performance

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CTA / Program		YTD	CAROR	WDD	AUM	Min Inv	Incept
Clarke Capital Management Worldwide	6.88	7.91	14.18	-27.15	26.7M	250k	1/1/1996
Seneca Invest AG Procyon Galaxy Trading (P)	6.34	-0.49	62.14	-28.76	36k	10k	1/1/2009
T2 ASSOCIATES, INC. T2 Associates Contrary #1 Program	5.52	-13.73	47.59	-19.18	3.8M	250k	4/1/2010
Clarke Capital Management Global Magnum	5.46	38.57	16.61	-41.53	13.8M	100k	8/1/1997
Clarke Capital Management Orion	5.20	1.81	6.63	-28.86	2.1M	200k	7/1/1999
Diamond Peak Capital LLC Northstar Aggressive (2x) program	4.24	7.11	9.31	-26.28	5.0M	250k	10/1/2008
Systematic Alpha Management Systematic Alpha MultiStrategy Futures Program (P)	3.62	2.39	-	-2.44	11.2M	5,000k	2/1/2012
ACE Investment Strategists Energy Sector Hybrid Approach (ESHA)	3.42	14.13	-	-5.45	9.6M	20k	4/1/2011
Endeavour Capital LLP Endeavour Pembroke	3.40	0.60	7.39	-8.53	28.3M	2,000k	7/1/2007
Clarke Capital Management Global Basic	3.36	30.90	23.06	-46.51	10.2M	50k	2/1/1996
Systematic Alpha Management Systematic Alpha Futures Program	3.10	-2.75	6.77	-19.22	75.0M	5,000k	6/1/2004
JLC Futures Management Company JLC Managed Futures Fund I, LP.	3.03	4.24	-3.01	-22.31	4.9M	250k	8/1/2009
ACE Investment Strategists Multi-Market Hybrid Approach (MMHA)	2.80	6.49	-	-6.91	9.1M	100k	1/1/2011
Liberty Funds Group, Inc Liberty Wealth Protection Fund	2.63	2.11	1.05	-26.41	32.1M	250k	10/1/2009
Liberty Funds Group, Inc Liberty Global Fund	2.43	1.25	14.61	-48.30	4.8M	250k	6/1/1988
DQS Absolute Return Fund	2.40	-8.65	3.93	-27.58	3.0M	100k	8/1/2006
Soaring Pelican Soaring Pelican Managed Futures	2.22	3.71	-	-6.77	3.7M	50k	1/1/2011
Stein Investment Management Trading Edge	2.09	8.97	6.61	-76.95	1.4M	60k	6/1/2006
Lynx Asset Management AB Lynx Program	2.01	-1.06	13.74	-11.59	5,263.0M	40k	5/1/2000
Futures Truth Company, FTC-CTA SAM 101	2.00	-6.06	9.51	-17.49	1.0M	200k	10/1/2007
FORT LP Fort Global Diversified	1.91	2.62	18.04	-26.55	99.3M	100k	10/1/1993
MSR Investments, LLC MSR Quantitative Directional Strategy	1.89	-2.01	4.28	-10.97	14.2M	1,000k	9/1/2009
Esulep LLC MAX Esulep LLC MAX	1.82	4.26	20.94	-12.74	24.2M	250k	5/1/2008
Xplor Capital Management, LLC Global CTA Program	1.70	1.76	4.43	-36.84	11.0M	1,500k	7/1/2004
Adamah Capital LLC Short-Term Program	1.70	0.89	-	-17.17	100k	50k	12/1/2010
Abraham Trading Company Diversified Program	1.69	-5.16	18.32	-31.96	484.1M	10,000k	1/1/1988
Global Edge Capital Management Kondor Edge	1.61	8.29	12.06	-35.14	3.6M	1,000k	2/1/2008
Gables Capital Management, Inc. GCM Global FX	1.60	0.85	-0.53	-18.52	30.0M	1,000k	1/1/2009
Estlander & Partners Freedom	1.52	0.99	-	-15.90	256.3M	20,000k	8/1/2010
Futures Truth Company, FTC-CTA MS4	1.50	-1.06	14.22	-9.82	8.0M	500k	10/1/2007
FORT LP Fort Global Contrarian	1.47	2.97	14.79	-17.42	139.0M	100k	10/1/2002
SCT Capital Management The Adaptive Quant Trading (AQT) Program	1.45	-1.61	5.48	-4.74	63.0M	10,000k	8/1/2009
Capricorn Currency Management Capricorn FXG10	1.31	3.93	11.96	-2.18	13.5M	50k	4/1/2008
Global Sigma Group, LLC Global Sigma Plus	1.30	5.82	21.40	-1.55	26.5M	250k	11/1/2009
Quantis Asset Management Intraday Futures	1.20	5.61	16.06	-7.09	2.4M	250k	1/1/2010
Adamah Capital LLC Global Macro Program	1.20	-2.01	-	-14.60	450k	450k	3/1/2011
London Systematic Advisors Futures Statistical Arbitrage	1.15	0.92	-	-8.91	10.4M	5,000k	4/1/2011
GT CAPITAL CTA GT CAPITAL CTA	1.09	-6.40	10.52	-11.78	12.0M	150k	6/1/2009
Opes Capital Group, LLC Opes Capital Group Trading Program	1.06	4.27	23.31	-1.63	5.0M	100k	10/1/2009
Capricorn Currency Management Capricorn FXG10 EUR	1.04	3.93	11.08	-1.77	1.8M	50k	5/1/2009
Capricorn Currency Management Capricorn fxST (VOL+)	1.01	-1.66	12.03	-10.06	95.0M	100k	1/1/2010
Stein Investment Management Trading Edge ST	1.01	3.44	7.46	-26.56	30k	120k	10/1/2008
Wichler Group, Inc. Reversal Program	1.01	5.58	7.58	-10.40	322k	100k	9/1/2009
Wichler Group, Inc. Reversal - Prop	0.95	5.66	11.21	-14.27	303k	100k	3/1/2008
Capricorn Currency Management Capricorn FXG10 USD	0.95	3.75	10.55	-1.30	10.0M	100k	3/1/2009
Clarke Capital Management Millennium	0.89	3.17	14.82	-60.98	33.5M	1,000k	1/1/1998
Amplitude Amplitude Klassik Fund A-Class	0.84	12.25	1.57	-12.92	166.3M	1,000k	9/1/2009
Rivercast Capital LLC Managed Account Program	0.83	2.70	11.62	-21.27	880k	250k	1/1/2004
FTC Capital GmbH FTC Futures Fund Classic	0.71	4.20	9.59	-33.77	73.8M	10k	11/1/1994
Camkay Capital Management LLC Stock Indices Short-Term	0.66	-5.34	-	-31.65	402k	100k	7/1/2011
FTC Capital GmbH FTC Futures Fund Dynamic	0.61	6.45	8.72	-49.27	18.0M	100k	5/1/2002
QTR Invest QTR Fund	0.60	-0.50	2.28	-13.11	2.0M	140k	9/1/2009
Strategic Global Advisors LLC Global Select L/S	0.54	0.19	3.06	-5.20	2.0M	1,000k	12/1/2006
Stein Investment Management Trading Edge LT	0.51	1.75	-2.52	-29.37	8.0M	300k	6/1/2007
Vaca Capital Management Global Diversified Program 2X	0.51	-1.80	19.41	-30.20	950k	1,000k	1/1/2008
Futures Truth Company, FTC-CTA MS4 Institutional	0.50	-0.34	4.83	-3.07	1.0M	1,000k	10/1/2007
Adamah Capital LLC Diversified Program	0.50	-5.25	-	-16.34	250k	250k	3/1/2011
Quantis Asset Management Ulysses Futures	0.28	-2.15	-	-8.01	6.0M	1,000k	7/1/2010
ALEF Capital Metatron Systematic Trading Fund	0.26	0.22	-	-0.10	2.7M	100k	11/1/2011
Capricorn Currency Management Capricorn fxST (MAP)	0.26	-0.42	3.93	-11.29	95.0M	1,000k	1/1/2005
Vaca Capital Management Global Diversified Program	0.24	-1.69	10.09	-16.34	11.1M	1,000k	6/1/2004
Noho Capital Management Ltd NoHo Intraday Program	0.20	-3.40	-	-3.59	2.5M	5,000k	5/1/2011
Malachi Capital Management Malachi Red Deer Program	0.17	0.13	-	-0.66	1.4M	200k	8/1/2011
Capricorn Currency Management Capricorn fxST	0.13	-0.22	8.66	-13.47	95.0M	1,000k	1/1/1999
Greenwave Capital Management Greenwave Flagship	0.08	0.65	1.48	-1.47	30.0M	4,000k	6/1/2008
Greenwave Capital Management Greenwave Flaghsip (Futures Only)	0.08	0.64	1.23	-0.79	178.0M	4,000k	7/1/2008
Rafaello Investments Limited SAFI2 Program	0.00	-2.02	10.85	-11.93	4.0M	2,000k	9/1/1997
Brandywine Asset Management Brandywine's Symphony Program (Prop)	0.00	-0.80	-	-3.31	16.9M	100k	7/1/2011
SkyDelta Capital Management Delta Trading Program	-0.04	1.38	19.06	-7.91	3.4M	5,000k	2/1/2007
John Locke Investments High Frequency ProgramMaxDD	-0.09	-0.50	2.04	-10.31	14.7M	2,000k	8/1/2004
Estlander & Partners Global Markets	-0.10	1.24	4.90	-14.99	123.3M	5,000k	8/1/1999
Noho Capital Management Ltd Managed Futures on Asian Equity Indices	-0.11	-1.56	-	-2.60	5.0M	5,000k	5/1/2011
Vergho Asset Management LLC Kinematics	-0.16	-0.20	22.18	-3.07	28.0M	100k	11/1/2008
Quantam Quantam GSA Multistrategy x1	-0.16	-0.47	2.38	-5.38	0k	100k	8/1/2004
Tamarkin Managed Futures LLC Investment Program	-0.17	-3.22	8.45	-23.08	1.0M	250k	1/1/2004
KMJ Capital KMJ Capital Currency	-0.23	-0.39	17.61	-13.28	1.0M	1,000k	8/1/1994
Estlander & Partners Global XL	-0.24	2.23	10.96	-28.15	61.7M	5,000k	8/1/1991
Crabel Capital Management Crabel Multi-Product	-0.28	2.78	11.21	-16.26	630.5M	1,000k	3/1/1998
ISATYS Advisory AG SINGULARITY Managed Futures Program	-0.31	8.60	-	-2.41	4.3M	130k	9/1/2011
Granat Fund, LLC Granat Fund, LLC (Granat Fund - Class A)	-0.32	1.05	9.26	-10.16	27.5M	500k	4/1/2004
Conquest Capital Group Conquest MacroMaxDD	-0.35	-15.70	7.82	-35.75	528.0M	250k	5/1/1999
Quality Capital Management Global Diversified Programme	-0.35	4.78	12.92	-23.73	865.0M	10,000k	12/1/1995
GT CAPITAL CTA GT Dynamic Day Trading Program	-0.36	0.09	-0.42	-9.28	4.0M	250k	11/1/2009
Four Capital GmbH Global Macro StrategyMaxDD	-0.40	-0.55	4.82	-2.21	100k	50k	11/1/2009
Candor Capital Advisors CandorFX Series 1.1	-0.47	0.79	-	-4.51	530k	25k	7/1/2010
Pacific Capital Advisors Vanguard Program	-0.67	-0.44	7.12	-5.09	6.6M	100k	4/1/2007
Stein Investment Management Trading Edge Select	-0.67	9.26	20.27	-12.79	1.4M	72k	11/1/2009
Granat Fund, LLC Granat Fund LLC (Granat Fund - Class B)	-0.68	-0.56	13.39	-19.90	27.5M	500k	3/1/2004
Holland Global Trading Asset Preservation Program (APP)MaxDD	-0.74	1.17	-	-0.74	1.8M	100k	3/1/2011
ROBOT FUTURES, LLC Target ReturnMaxDD	-0.78	1.16	-	-0.78	800k	250k	10/1/2011
Quality Capital Management Global Natural Resources Programme	-0.87	6.08	4.82	-60.81	1.0M	5,000k	8/1/2000
Fall River Capital Global Opportunities	-0.88	-2.86	5.05	-13.45	31.5M	1,000k	9/1/2007
Quest Partners, LLC. AlphaQuest Long Term Program	-0.95	-2.46	12.14	-20.92	35.0M	5,000k	7/1/2006
Amplitude Amplitude Sinfonie Fund A class	-1.00	9.41	-0.92	-11.63	125.6M	1,000k	9/1/2009
Rhicon Currency Management Rhicon Systematic Currency Program	-1.07	1.94	N/A	-20.21	10.0M	3,000k	1/1/2004
Paskewitz Asset Management LLC Multi-strategy Futures ProgramMaxDD	-1.14	-5.92	4.22	-10.75	117.0M	3,000k	5/1/2010
Blue Fin Capital Pty Ltd Managed Commodities ProgramMaxDD	-1.19	-5.90	5.78	-10.53	25.0M	2,000k	4/1/2007
Quantica Capital AG Quantica Diversified FX	-1.39	-2.25	1.48	-15.58	39.5M	5,000k	3/1/2007
The SEMA4 Group LLC The SEMA4 Mini Russell 2000 Index Program	-1.43	-5.94	10.87	-13.24	6.0M	100k	8/1/2007
Cardwell Investment Technologies Cardwell Investment Technologies Global FundMaxDD	-1.44	-4.21	2.71	-6.76	13.3M	100k	11/1/2008

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THE HIGH DEGREE OF LEVERAGE THAT IS OFTEN OBTAINABLE IN COMMODITY FUTURES, OPTIONS, AND FOREX TRADING CAN WORK AGAINST YOU AS WELL AS FOR YOU. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS. IN SOME CASES, MANAGED COMMODITY ACCOUNTS ARE SUBJECT TO SUBSTANTIAL CHARGES FOR MANAGEMENT AND ADVISORY FEES. IT MAY BE NECESSARY FOR THOSE ACCOUNTS THAT ARE SUBJECT TO THESE CHARGES TO MAKE SUBSTANTIAL TRADING PROFITS TO AVOID DEPLETION OR EXHAUSTION OF THEIR ASSETS. THE DISCLOSURE DOCUMENT CONTAINS A COMPLETE DESCRIPTION OF THE PRINCIPAL RISK FACTORS AND EACH FEE TO BE CHARGED TO YOUR ACCOUNT BY THE COMMODITY TRADING ADVISOR ("CTA"). THE REGULATIONS OF THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") REQUIRE THAT PROSPECTIVE CLIENTS OF A CTA RECEIVE A DISCLOSURE DOCUMENT BEFORE THEY ENTER INTO AN AGREEMENT WHEREBY THE CTA WILL DIRECT OR GUIDE THE CLIENT'S COMMODITY INTEREST TRADING AND THAT FEES AND CERTAIN RISK FACTORS BE HIGHLIGHTED. IASG WILL PROVIDE YOU A COPY OF THE DISCLOSURE DOCUMENT AT NO COST. YOU SHOULD REVIEW THE CTA'S DISCLOSURE DOCUMENT AND STUDY IT CAREFULLY TO DETERMINE WHETHER SUCH TRADING IS APPROPRIATE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN THE TRADING PROGRAMS DESCRIBED ON THIS WEBSITE NOR ON THE ADEQUACY OR ACCURACY OF THE CTA'S DISCLOSURE DOCUMENT. THE INFORMATION CONTAINED ON THIS WEBSITE HAS BEEN PREPARED BY IASG FROM SOURCES DEEMED RELIABLE, BUT IASG DOES NOT GUARANTEE THE ADEQUACY, ACCURACY OR COMPLETENESS OF ANY INFORMATION. NEITHER IASG NOR ANY OF ITS RESPECTIVE AFFILIATES, OFFICERS, DIRECTORS, AGENTS AND EMPLOYEES MAKE ANY WARRANTY, EXPRESS OR IMPLIED, OF ANY KIND WHATSOEVER, AND NONE OF THESE PARTIES SHALL BE LIABLE FOR ANY LOSSES, DAMAGES, OR COSTS, RELATING TO THE ADEQUACY, ACCURACY OR COMPLETENESS OF ANY INFORMATION ON THIS REPORT.

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