Managed Futures and CTA Program Performance

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CTA / Program		YTD	CAROR	WDD	AUM	Min Inv	Incept
Estlander & Partners Alpha Trend II - Class P	7.72	0.22	-4.80	-51.26	41.2M	100k	12/1/2008
Blackheath Fund Management Inc. Blackheath Offshore Limited Class A	6.94	-10.70	15.01	-34.10	2.1M	100k	3/1/2003
Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A	6.54	-10.11	5.34	-15.63	8.0M	100k	10/1/2009
Emil van Essen Emil van Essen Spread Trading Program	5.24	-2.86	32.86	-36.21	420.0M	5,000k	1/1/2007
Quantum Leap Capital Management Managed Account Program	5.10	1.45	19.78	-24.45	10.0M	150k	8/1/2006
Systematic Alpha Management Systematic Alpha MultiStrategy Futures Program (P)	3.62	2.39	-	-2.44	11.2M	5,000k	2/1/2012
Anello Asset Management LLP AAM Diversified Futures Program (Prop)	3.56	1.81	20.10	-34.40	25k	150k	1/1/2006
Altradis Capital AG AlphAlgo	3.46	-4.00	9.13	-15.82	8.4M	100k	5/1/2007
Endeavour Capital LLP Endeavour Pembroke	3.40	0.60	7.39	-8.53	28.3M	2,000k	7/1/2007
Abraham Investment Management Diversified Trading Program (Proprietary)	3.22	1.95	3.06	-10.50	363k	300k	9/1/2009
JKI-Futures, LLC ETIRON Large 2x	3.21	14.10	12.90	-35.86	1.1M	1,000k	9/1/2008
Integrated Managed Futures Corp IMFC Global Investment Program	3.16	-3.90	11.90	-14.03	47.1M	2,000k	2/1/2007
JLC Futures Management Company JLC Managed Futures Fund I, LP.	3.03	4.24	-3.01	-22.31	4.9M	250k	8/1/2009
AIS Capital and AIS Futures MGT MAAP (3x-6x) Composite	3.01	19.26	15.31	-89.67	98.1M	5,000k	7/1/1992
Revolution Capital Management Mosaic Program	2.83	6.64	17.87	-43.22	101.0M	10,000k	10/1/2006
ACE Investment Strategists Multi-Market Hybrid Approach (MMHA)	2.80	6.49	-	-6.91	9.1M	100k	1/1/2011
Estlander & Partners Alpha Trend	2.39	0.40	11.95	-18.12	592.4M	20,000k	10/1/1991
Abraham Investment Management Global Diversified Trading (Proprietary)	2.39	-7.98	3.18	-22.71	415k	150k	11/1/2009
Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma	2.17	8.00	8.40	-12.50	4.9M	500k	4/1/2009
Rehn Capital Management LLC ULTREND (Proprietary Account)	2.14	-9.80	2.49	-37.99	125k	50k	1/1/2010
DUNN Capital Management D'Best Futures Fund, L.P.	2.03	-1.32	11.80	-52.07	54.5M	100k	6/1/1994
Atlantic-Pacific Trading Group Enhanced Turtle Trader 25	1.93	27.32	-	N/A	27k	25k	3/1/2012
M.S. Capital Management Proprietary Program	1.91	-4.86	11.14	-23.76	3.9M	2,000k	9/1/1997
KeyQuant Key Trends	1.75	6.89	24.74	-10.53	62.0M	100k	1/1/2010
Xplor Capital Management, LLC Global CTA Program	1.70	1.76	4.43	-36.84	11.0M	1,500k	7/1/2004
AIS Capital and AIS Futures MGT MAAP (2x-4x) Composite	1.70	11.84	11.78	-74.76	151.0M	5,000k	10/1/1992
Global Edge Capital Management Kondor Edge	1.61	8.29	12.06	-35.14	3.6M	1,000k	2/1/2008
Estlander & Partners Freedom	1.52	0.99	-	-15.90	256.3M	20,000k	8/1/2010
M.S. Capital Management Global Diversified Program	1.45	-3.95	3.44	-25.27	5.1M	2,000k	11/1/1998
Revolution Capital Management Alpha Program	1.44	8.71	10.91	-13.77	15.5M	5,000k	6/1/2007
Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index	1.21	-0.16	-	-8.21	22.1M	5,000k	12/1/2010
Adamah Capital LLC Global Macro Program	1.20	-2.01	-	-14.60	450k	450k	3/1/2011
Global Domain Partners, LLC Global Domain Vector Fund - Series A	1.11	3.76	4.78	-8.71	5.8M	500k	1/1/2006
Quicksilver Trading Diversified Program	1.11	-19.82	20.91	-27.97	138.3M	1,000k	8/1/1995
GT CAPITAL CTA GT CAPITAL CTA	1.09	-6.40	10.52	-11.78	12.0M	150k	6/1/2009
Welton Investment Corp GDP Program	0.89	-0.39	8.71	-19.43	931.0M	10,000k	6/1/2004
Covenant Capital Management of Tennessee LLC Long Commodity Program	0.80	2.16	6.03	-13.90	363.7M	25,000k	3/1/2009
John Locke Investments Cyril Systematic Program	0.79	-2.16	6.20	-13.76	361.4M	8,000k	1/1/2006
FTC Capital GmbH FTC Futures Fund Classic	0.71	4.20	9.59	-33.77	73.8M	10k	11/1/1994
EMC Capital Management Classic	0.63	4.37	21.59	-45.35	101.0M	5,000k	1/1/1985
FTC Capital GmbH FTC Futures Fund Dynamic	0.61	6.45	8.72	-49.27	18.0M	100k	5/1/2002
Ancile Capital Management Global Markets Program	0.55	-6.28	11.66	-11.64	1.4M	1,000k	4/1/2005
Adamah Capital LLC Diversified Program	0.50	-5.25	-	-16.34	250k	250k	3/1/2011
MERIT Alternative Investments GmbH AWA	0.48	-1.38	15.84	-19.12	1.2M	1,000k	6/1/1999
Guarda Capital Management Low-Volatility Institutional Program	0.47	-1.03	4.67	-21.04	90.5M	1,000k	4/1/2004
Osmanov,Roman Universal	0.45	-0.18	-	-2.34	0k	200k	7/1/2011
JKI-Futures, LLC ETIRON Access	0.38	0.50	-	-7.07	500k	500k	4/1/2011
Stenger Capital Management, LLC Diversified Trading Program	0.28	2.02	17.64	-0.55	21.7M	200k	4/1/2010
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
everTrend Global, LLC everTrend Global, LLC	0.05	5.24	-	-20.18	1.7M	50k	7/1/2011
Brandywine Asset Management Brandywine's Symphony Program (Prop)	0.00	-0.80	-	-3.31	16.9M	100k	7/1/2011
Rafaello Investments Limited SAFI2 Program	0.00	-2.02	10.85	-11.93	4.0M	2,000k	9/1/1997
Revolution Capital Management Alpha Fund	0.00	0.00	12.77	-14.69	1.9M	50k	1/1/2005
SkyDelta Capital Management Delta Trading Program	-0.04	1.38	19.06	-7.91	3.4M	5,000k	2/1/2007
Westphal Trading Trend-following Proprietary	-0.04	0.66	4.09	-6.01	390k	500k	5/1/2010
InCube Capital IFR InCube Augura FundMaxDD	-0.05	3.27	-	-1.31	6.8M	1,000k	12/1/2011
John Locke Investments High Frequency ProgramMaxDD	-0.09	-0.50	2.04	-10.31	14.7M	2,000k	8/1/2004
Trident Asset Management Global Diversified	-0.10	-0.42	6.10	-6.68	55.0M	3,000k	1/1/1995
Estlander & Partners Global Markets	-0.10	1.24	4.90	-14.99	123.3M	5,000k	8/1/1999
Coloma Capital Futures(r), LLC Coloma Capital Futures Sep A/C	-0.10	-0.10	-	-0.80	89.0M	500k	8/1/2010
FTC Capital GmbH FTC Commodity Fund Alpha	-0.15	14.67	4.55	-34.77	6.1M	100k	4/1/2005
Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP	-0.20	-0.60	4.54	-4.44	1.4M	25k	8/1/2009
Beach Horizon LLP Managed Account	-0.22	-7.96	12.71	-15.63	889.0M	100k	5/1/2005
Estlander & Partners Global XL	-0.24	2.23	10.96	-28.15	61.7M	5,000k	8/1/1991
Auspice Capital Advisors Ltd Auspice Broad Commodity Total Return Index	-0.27	3.33	-	-10.69	49.0M	5,000k	10/1/2010
JPD Enterprises, Inc. Global Diversified Program	-0.30	-2.59	8.22	-25.22	12.5M	3,000k	6/1/1988
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
Rabar Market Research Diversified Program	-0.32	-1.76	12.64	-29.82	258.2M	2,000k	1/1/1989
Quality Capital Management Global Diversified Programme	-0.35	4.78	12.92	-23.73	865.0M	10,000k	12/1/1995
Conquest Capital Group Conquest MacroMaxDD	-0.35	-15.70	7.82	-35.75	528.0M	250k	5/1/1999
Auspice Capital Advisors Ltd Auspice Broad Commodity Excess Return Index	-0.38	2.90	-	-11.46	50.5M	5,000k	10/1/2010
TrendConcept Fund MAA Investment Program	-0.39	0.00	2.24	-7.04	93.5M	0k	9/1/2005
Four Capital GmbH Global Macro StrategyMaxDD	-0.40	-0.55	4.82	-2.21	100k	50k	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
DKR Fusion Management DKR Fusion Quantitative StrategiesMaxDD	-0.85	-4.23	7.35	-18.52	20.5M	1,000k	9/1/2000
Quality Capital Management Global Natural Resources Programme	-0.87	6.08	4.82	-60.81	1.0M	5,000k	8/1/2000
Blackwater Capital Management Global ProgramMaxDD	-0.88	-6.55	13.74	-18.26	519.0M	5,000k	7/1/2005
Fall River Capital Global Opportunities	-0.88	-2.86	5.05	-13.45	31.5M	1,000k	9/1/2007
Sona Trading Strategies LLC. Investment Program	-0.94	1.26	5.24	-15.34	3.1M	1,000k	9/1/2006
Quest Partners, LLC. AlphaQuest Long Term Program	-0.95	-2.46	12.14	-20.92	35.0M	5,000k	7/1/2006
Di Tomasso Group Inc. Equilibrium ProgramMaxDD	-1.05	-19.47	27.22	-31.40	43.0M	5,000k	1/1/2002
Sunrise Capital Partners Sunrise Capital Diversified, Ltd.	-1.07	-2.54	8.01	-20.30	3.6M	500k	10/1/1998
Sunrise Capital Partners Sunrise Select Davco Fund, L.P.	-1.09	-2.64	11.72	-19.85	179.4M	500k	1/1/1995
John Locke Investments JL Commodity Long Flat ProgramMaxDD	-1.19	-1.43	4.40	-14.12	19.5M	5,000k	12/1/2007
Blue Fin Capital Pty Ltd Managed Commodities ProgramMaxDD	-1.19	-5.90	5.78	-10.53	25.0M	2,000k	4/1/2007
Dixon Midland Company LLC Dixon Midland Managed Futures LLCMaxDD	-1.22	-17.52	-	-27.02	10.8M	250k	5/1/2011
Millburn Corporation Commodity Program	-1.23	-2.55	8.02	-17.74	117.0M	25,000k	3/1/2005
Spectrum Asset Management LLC Global Diversified	-1.33	-4.31	6.40	-21.77	265.0M	2,000k	1/1/2001
James River Capital Corp. James River Navigator Futures Fund LLC, Class AMaxDD	-1.43	-7.25	4.20	-24.23	14.0M	1,000k	9/1/2005
James River Capital Corp. James River Navigator Fund Ltd., Class AMaxDD	-1.43	-7.41	4.49	-23.88	19.0M	1,000k	7/1/2005
ISAM ISAM Systematic Fund Class A (USD)	-1.44	-6.20	14.88	-21.64	790.0M	1,000k	7/1/2001
Cardwell Investment Technologies Cardwell Investment Technologies Global FundMaxDD	-1.44	-4.21	2.71	-6.76	13.3M	100k	11/1/2008
Molinero Capital Management LLP Global Markets ProgramMaxDD	-1.45	-10.86	5.66	-23.05	124.0M	3,000k	7/1/2005
Quality Capital Management Enhanced Commodity Beta Programme	-1.57	14.05	8.66	-62.86	3.0M	5,000k	4/1/2005
Frontera Management, LLC Frontera Global Opportunity Program	-1.63	6.67	6.32	-12.64	15.4M	1,000k	4/1/2009
Trigon Investment Advisors, LLC Discretionary Macro Program	-1.72	1.95	1.70	-12.37	379.9M	10,000k	8/1/2007
AllMountain Capital AG Mount Denali Global Trends	-1.81	-7.17	9.88	-23.79	29.5M	180k	7/1/2007
Bouchard Capital, LLC Bouchard short Term Multi Market (C)	-1.82	-4.28	-	-17.55	4.3M	250k	9/1/2010

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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