Managed Futures and CTA Program Performance

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CTA / Program		YTD	CAROR	WDD	AUM	Min Inv	Incept
Gables Capital Management, Inc. GCM Global FX	9.43	19.12	3.12	-18.82	23.0M	1,000k	1/1/2009
Greenwave Capital Management Greenwave Alpha Plus	9.39	30.35	14.97	-19.65	1.0M	400k	3/1/2011
24FX Management LTD 24FX Global Currencies	8.90	30.98	32.00	-19.28	55.0M	1,000k	1/1/2001
HF Investment AG STS Double Trend	7.77	-0.41	12.43	-15.67	1.0M	1,000k	1/1/2009
HAERES Capital LLC HC-X15New	6.53	30.21	-	-0.03	300k	25k	9/1/2012
Covenant Capital Management of Tennessee LLC Original Program	4.89	10.18	13.64	-28.61	56.0M	5,000k	9/1/1999
HAERES Capital LLC HC-X10New	4.35	22.77	-	-0.45	3.3M	25k	9/1/2012
ROW Asset Managment Row Diversified Fund, L.P.	3.78	3.47	-	-7.37	3.0M	100k	11/1/2011
Quaesta Capital AG FX-MMP	3.76	3.01	0.14	-18.37	100.0M	1,000k	4/1/2008
Sage Valley Capital Management Sage Valley Capital ManagementNew	3.70	11.09	-	-7.04	290k	100k	8/1/2012
HAERES Capital LLC HC-X7New	2.98	14.23	-	-0.09	350k	25k	9/1/2012
ALFAKRAFT ALFA Edge Fund	2.58	2.59	-	-5.95	4.0M	16k	12/1/2011
Capricorn Currency Management Capricorn FXG10	2.34	7.63	13.03	-2.18	38.0M	50k	4/1/2008
ROW Asset Managment Row Currency Fund, LLC	2.23	7.23	0.88	-15.76	11.0M	1,000k	11/1/2010
HAERES Capital LLC HC-X5New	2.13	4.68	-	-0.05	975k	25k	9/1/2012
DynexCorp Ltd Dynamic Currency Alpha	2.03	1.97	3.14	-6.51	2.5M	2,000k	1/1/2006
Capricorn Currency Management Capricorn FXG10 EUR	1.98	6.79	11.45	-1.77	2.0M	50k	5/1/2009
Iron Fortress FX Management, Ltd. IFFX Foreign Exchange Program	1.85	-5.39	23.49	-24.79	16.0M	100k	3/1/2010
Iron Fortress FX Management, Ltd. Iron Fortress FX USA	1.85	-5.39	-	-24.79	703k	100k	12/1/2011
DynexCorp Ltd Dynex Regular - Tetra FX Macro	1.78	0.93	3.14	-8.78	7.5M	500k	7/1/2009
A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals	1.77	1.04	29.00	-5.28	42.3M	50k	10/1/2007
Lillian Nicola Asset Management, LLC LNAM Diversified Forex Strategy - Proprietary Accounts	1.37	1.90	-	-2.90	8.0M	100k	5/1/2012
MatadorFX LLC MFX1 Trading System	1.25	-7.85	8.26	-25.57	1.1M	100k	11/1/2008
Capricorn Currency Management Capricorn fxST	1.22	3.16	5.85	-12.94	83.0M	1,000k	1/1/1999
Lillian Nicola Asset Management, LLC LNAM Diversified Forex Strategy - Client Accounts	1.21	2.12	-	-2.92	1.9M	100k	7/1/2012
SHARPE+SIGNA LLC SHARPE+SIGNA Managed Currency Series	1.12	8.97	39.44	-4.12	108.0M	1,000k	6/1/2010
FTC Capital GmbH FTC Global Diversified	0.78	-1.40	-	-10.29	16.4M	0k	3/1/2012
Quaesta Capital AG v-Pro Volatility Program	0.71	6.13	4.52	-5.65	170.0M	1,000k	7/1/2008
Wallwood Consultants Quantaur FXcel X 5 Managed Program	0.66	-1.41	18.75	-9.60	230k	30k	1/1/2011
Quest Partners LLC. AlphaQuest Long Term Program	0.63	11.03	13.03	-20.92	28.0M	5,000k	7/1/2006
Tactical Investment Management Tactical Institutional Commodity Program	0.59	-6.05	17.41	-36.52	82.6M	10,000k	4/1/1993
HAERES Capital LLC HC-X1New	0.44	2.17	-	-0.04	675k	100k	9/1/2012
KMJ Capital KMJ Capital Currency	0.42	-0.62	17.31	-13.28	15.0M	1,000k	8/1/1994
Clarke Capital Management Global Basic	0.21	-6.21	20.90	-46.51	7.3M	50k	2/1/1996
Greenwave Capital Management Greenwave Flagship PlusNew	0.07	0.07	-	N/A	10.4M	1,000k	5/1/2013
Greenwave Capital Management Greenwave Flagship Discretionary Plus	0.07	1.32	-	N/A	4.4M	4,000k	9/1/2012
Greenwave Capital Management Greenwave Flagship	0.01	0.21	1.20	-1.47	101.0M	4,000k	6/1/2008
Greenwave Capital Management Greenwave Flaghship (Futures Only)	0.00	0.19	1.00	-0.79	335.2M	4,000k	7/1/2008
Insch Capital Management AG Interbank Currency Program - 3X Leverage	-0.09	3.31	14.75	-33.97	63.5M	100k	1/1/2000
Lambay Capital Dollar Value FXNew	-0.13	3.84	11.74	-2.81	1.8M	2,000k	1/1/2011
Wallwood Consultants LTD Swing FX Forex Programme	-0.14	3.88	-0.71	-12.74	260k	30k	11/1/2010
Clarke Capital Management Global Magnum	-0.22	-2.52	15.95	-41.53	16.3M	100k	8/1/1997
Capricorn Currency Management Capricorn FXG10 USD	-0.34	2.85	10.71	-1.30	17.0M	100k	3/1/2009
Olsen Ltd AFMaxDD	-0.38	-15.68	-1.98	-19.59	20.0M	10k	7/1/2009
Quant Trading, LLC FX Quant 11 Currency Trading Program	-0.58	1.74	3.40	-6.34	25k	100k	10/1/2008
Endeavour Capital LLP Endeavour Pembroke	-0.69	-0.95	5.38	-10.21	31.8M	2,000k	7/1/2007
Frontera Management, LLC Frontera Global Opportunity Program	-0.76	-1.67	4.35	-12.64	12.3M	1,000k	4/1/2009
Vortex FX	-0.76	2.74	16.86	-11.58	1.0M	3,000k	1/1/2004
BBK BISANG BLASS KAVENA Capital Partners AG BBK Long/Short FX Program	-0.77	9.65	-	-5.16	10.0M	250k	10/1/2011
Parizek Capital Currency Program	-0.77	-5.22	-2.68	-46.76	284k	1,000k	4/1/2006
Alder Capital Global 10	-0.80	1.72	5.51	-13.35	20.0M	5,000k	10/1/2000
Quant Trading, LLC FX Basket Quant - Currency Trading ProgramMaxDD	-0.84	1.18	-	-0.84	25k	100k	2/1/2013
Trigon Investment Advisors, LLC Foreign Exchange Program	-0.96	1.13	4.90	-18.15	122.3M	5,000k	8/1/2000
IKOS IKOS FX FundMaxDD	-1.04	-5.68	7.42	-26.40	235.3M	1,000k	3/1/2008
Rhicon Currency Management Rhicon Systematic Currency Program	-1.30	6.96	N/A	-20.21	12.0M	3,000k	1/1/2004
Wellfield Partners Wellfield Systematic Diversified Fund	-1.30	1.23	0.30	-7.76	31.3M	1,000k	6/1/2011
Salus Alpha Capital GmbH Salus Alpha Directional Markets	-1.31	5.55	17.15	-19.86	235.0M	10,000k	3/1/2003
Clarke Capital Management Orion	-1.32	-5.49	6.45	-28.86	1.0M	200k	7/1/1999
Quant Trading, LLC FX Index Arb - Currency Trading ProgramMaxDD	-1.35	1.40	-	-1.35	25k	100k	9/1/2012
Alder Capital Global 20	-1.80	3.37	6.35	-28.59	459.0M	5,000k	2/1/2001
Rabar Market Research Diversified Program	-1.93	1.80	11.89	-29.82	258.2M	2,000k	1/1/1989
Quant Trading, LLC Euro Fast Trend - Currency Trading Program	-2.40	-4.16	-	-8.04	50k	100k	3/1/2012
Clarke Capital Management Worldwide	-2.60	3.02	14.40	-27.15	27.0M	250k	1/1/1996
Greenwave Capital Management GDS (Dollar Short) BetaMaxDD	-2.61	-4.46	0.55	-9.17	1.0M	1,000k	11/1/2009
Capricorn Currency Management Capricorn FX Maestro (Proprietary)MaxDD	-2.66	-2.86	15.16	-3.59	40.0M	500k	1/1/2008
Wizard Trading Inc. Systematic ProgramMaxDD	-2.72	-3.07	3.27	-21.32	40.5M	1,000k	5/1/2008
Greenwave Capital Management GDS (Dollar Short) AlphaMaxDD	-2.88	-5.47	-0.89	-18.66	2.0M	1,000k	11/1/2009
Crabel Capital Management Crabel Two Plus Program	-3.00	4.89	7.97	-20.53	238.0M	5,000k	7/1/2004
Quest Partners LLC. AlphaQuest Original Program	-3.24	9.73	12.84	-24.60	45.0M	5,000k	5/1/1999
Molinero Capital Management LLP Global Markets Program	-3.48	3.96	6.38	-23.05	150.0M	3,000k	7/1/2005
Quality Capital Management Global Diversified ProgrammeMaxDD	-3.54	-0.58	11.51	-26.84	693.0M	10,000k	12/1/1995
Crabel Capital Management Crabel Multi-Product	-3.65	10.01	11.89	-16.26	1,605.2M	1,000k	3/1/1998
Sinopac Asset Management Sinopac Multi Strategy Quant Master Fund	-3.83	-2.49	10.37	-6.29	50.0M	250k	10/1/2009
Clarke Capital Management FX Plus	-5.13	8.43	8.95	-30.81	3.9M	1,000k	5/1/2004
Clarke Capital Management Jupiter	-5.36	13.88	16.00	-44.78	14.9M	3,000k	5/1/2005
Quest Partners LLC. AlphaQuest Short Term Program	-5.70	2.46	7.74	-22.89	140.0M	5,000k	8/1/2001
Quantica Capital AG Quantica Diversified FX	-6.23	0.40	0.89	-15.58	44.2M	5,000k	3/1/2007
B.A.M. Investments AG BAM Espresso Fund SPCMaxDD	-7.00	-19.62	-	-25.75	7.4M	1,000k	4/1/2012
Clarke Capital Management Millennium	-8.86	-11.39	13.62	-60.98	19.8M	1,000k	1/1/1998
Beach Horizon LLP Managed Account		-0.13	9.17	-27.49	604.0M	5,000k	5/1/2005
C-View Limited Currency Leverage Program		1.86	10.52	-5.16	255.4M	5,000k	10/1/1996
Valhalla Capital Group, LLC MS1		4.40	13.95	-9.74	661k	250k	1/1/2010
Valhalla Capital Group, LLC International AB		2.68	27.11	-4.56	2.4M	250k	7/1/2009
Four Capital GmbH FX Strategy		0.09	8.46	-10.63	1.6M	50k	6/1/2007
Blue Fin Capital Pty Ltd Blue Fin Omega Program		3.06	7.14	-11.70	10.0M	5,000k	11/1/2009
Blue Fin Capital Pty Ltd Blue Fin Managed FX Program		-0.33	7.23	-12.97	6.0M	2,000k	1/1/2002
Millburn Corporation Commodity Program		-2.47	4.87	-26.96	74.0M	25,000k	3/1/2005
C-View Limited Emerging & Minor Currency Program		1.52	3.04	-2.42	42.7M	5,000k	4/1/2008
Fx Concepts Trading Advisor Inc. Global Currency Program		1.48	6.68	-25.54	635.0M	250k	3/1/2001
Fx Concepts Trading Advisor Inc. Global Financial Markets		21.41	13.02	-44.21	11.0M	250k	3/1/2001
Fx Concepts Trading Advisor Inc. Multi-Strategy Program		1.23	5.06	-23.88	165.0M	250k	1/1/2002
Fx Concepts Trading Advisor Inc. Volatility Program		-2.11	4.13	-12.17	75.0M	250k	9/1/2009
TMS Capital Limited Arktos Global Currency Program II		3.91	12.33	-13.59	11.0M	100k	2/1/2008
Typhon Capital Management, LLC Chiron Currency Program		-0.16	4.80	-7.29	9.7M	250k	2/1/2008
ACE Investment Strategists Multi-Market Hybrid Approach (MMHA)		-1.88	15.71	-6.91	9.7M	100k	1/1/2011
Valhalla Capital Group, LLC MXAL		-2.58	-	-6.91	11k	100k	11/1/2011
Wallwood Consultants Quantaur FXon Managed Program		-0.69	3.11	-3.36	15.0M	50k	1/1/2011
Rotella Molinero LLC Rotella Molinero MultiQuant Futures Fund - 2XNew		7.01	-	-5.30	23.2M	100k	6/1/2012

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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