|
|
Opus Futures LLC
Diversified Futures Trading Program
|
|
|
22.42
|
21.13
|
-
|
-50.66
|
530k
|
100k
|
3/1/2011
|
|
|
BOT Trading LLC
BOT Ltd. Edition
|
|
|
12.23
|
30.59
|
-
|
-0.15
|
1.0M
|
100k
|
11/1/2011
|
|
|
Insignia Futures & Options, Inc.
Epoch3
|
|
|
9.51
|
26.00
|
17.60
|
-22.31
|
31k
|
20k
|
7/1/2009
|
|
|
GLOBIVEST LLC
Alpha Program
|
|
|
8.28
|
14.55
|
22.81
|
-9.80
|
732k
|
50k
|
4/1/2009
|
|
|
Estlander & Partners
Alpha Trend II - Class P
|
|
|
7.72
|
0.22
|
-4.80
|
-51.26
|
41.2M
|
100k
|
12/1/2008
|
|
|
Liberty Funds Group, Inc
Liberty Diversified Option Strategy
|
|
|
7.52
|
11.43
|
1.20
|
-27.20
|
13.1M
|
750k
|
1/1/2009
|
|
|
Clarke Capital Management
Worldwide
|
|
|
6.88
|
7.91
|
14.18
|
-27.15
|
26.7M
|
250k
|
1/1/1996
|
|
|
Blackheath Fund Management Inc.
Blackheath Sentiment Strategy
|
|
|
6.31
|
-10.03
|
14.43
|
-33.91
|
29.1M
|
500k
|
3/1/2003
|
|
|
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
|
|
|
Quantum Leap Capital Management
Managed Account Program
|
|
|
5.10
|
1.45
|
19.78
|
-24.45
|
10.0M
|
150k
|
8/1/2006
|
|
|
DUNN Capital Management
DUNN Combined Fund (DCF)
|
|
|
3.66
|
-0.90
|
13.14
|
-71.10
|
23.6M
|
100k
|
5/1/1989
|
|
|
Non Correlated Capital
Positive Theta Fund
|
|
|
3.63
|
11.47
|
55.92
|
-14.55
|
1.5M
|
50k
|
10/1/2007
|
|
|
Non Correlated Capital
Positive Theta Programme New
|
|
|
3.63
|
11.39
|
45.53
|
-14.08
|
3.3M
|
250k
|
10/1/2007
|
|
|
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
|
|
|
Clarke Capital Management
Global Basic
|
|
|
3.36
|
30.90
|
23.06
|
-46.51
|
10.2M
|
50k
|
2/1/1996
|
|
|
Insignia Futures & Options, Inc.
Medallion
|
|
|
3.33
|
14.70
|
24.86
|
-30.78
|
714k
|
50k
|
2/1/2009
|
|
|
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
|
|
|
Pelican Bay Futures Management
Futures Spread Strategy
|
|
|
3.13
|
10.22
|
4.08
|
-21.90
|
2.4M
|
150k
|
9/1/2007
|
|
|
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
|
|
|
Global Vista
Global Vista Options
|
|
|
2.92
|
21.11
|
-
|
-14.24
|
901k
|
25k
|
10/1/2010
|
|
|
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
|
|
|
DUNN Capital Management
World Monetary and Agriculture Program (WMA)
|
|
|
2.77
|
-8.16
|
14.27
|
-57.66
|
309.2M
|
10,000k
|
11/1/1984
|
|
|
Robert Charles & Co., L.P.
Diversified Trading Program - QEP
|
|
|
2.48
|
11.77
|
-
|
N/A
|
3.4M
|
50k
|
9/1/2011
|
|
|
Macrotheme Capital Management LLC
Commercial Hedge Grantor
|
|
|
2.47
|
0.77
|
5.17
|
-38.93
|
172k
|
50k
|
7/1/2009
|
|
|
Abraham Investment Management
Global Diversified Trading (Proprietary)
|
|
|
2.39
|
-7.98
|
3.18
|
-22.71
|
415k
|
150k
|
11/1/2009
|
|
|
Estlander & Partners
Alpha Trend
|
|
|
2.39
|
0.40
|
11.95
|
-18.12
|
592.4M
|
20,000k
|
10/1/1991
|
|
|
2100 Xenon Group LLC
Long/Short Global Fixed Income Program
|
|
|
2.29
|
-1.51
|
3.59
|
-7.47
|
123.9M
|
2,000k
|
8/1/2004
|
|
|
Robert Charles & Co., L.P.
Diversified Trading Program - ProprietaryNew
|
|
|
2.22
|
12.26
|
-
|
N/A
|
2.8M
|
50k
|
9/1/2011
|
|
|
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
|
|
|
Futures Truth Company, FTC-CTA
SAM 101
|
|
|
2.00
|
-6.06
|
9.51
|
-17.49
|
1.0M
|
200k
|
10/1/2007
|
|
|
Clinamen Financial Group LLC
Volatility Arbitrage Program
|
|
|
1.96
|
3.24
|
-23.33
|
-57.11
|
438k
|
100k
|
7/1/2009
|
|
|
Atlantic-Pacific Trading Group
Enhanced Turtle Trader 25
|
|
|
1.93
|
27.32
|
-
|
N/A
|
27k
|
25k
|
3/1/2012
|
|
|
FORT LP
Fort Global Diversified
|
|
|
1.91
|
2.62
|
18.04
|
-26.55
|
99.3M
|
100k
|
10/1/1993
|
|
|
M.S. Capital Management
Proprietary Program
|
|
|
1.91
|
-4.86
|
11.14
|
-23.76
|
3.9M
|
2,000k
|
9/1/1997
|
|
|
MSR Investments, LLC
MSR Quantitative Directional Strategy
|
|
|
1.89
|
-2.01
|
4.28
|
-10.97
|
14.2M
|
1,000k
|
9/1/2009
|
|
|
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
|
|
|
Adamah Capital LLC
Short-Term Program
|
|
|
1.70
|
0.89
|
-
|
-17.17
|
100k
|
50k
|
12/1/2010
|
|
|
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
|
|
|
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
|
|
|
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
|
|
|
Millburn Corporation
Multi-Markets Program
|
|
|
1.46
|
-6.01
|
8.56
|
-15.00
|
583.0M
|
25,000k
|
10/1/2004
|
|
|
M.S. Capital Management
Global Diversified Program
|
|
|
1.45
|
-3.95
|
3.44
|
-25.27
|
5.1M
|
2,000k
|
11/1/1998
|
|
|
SCT Capital Management
The Adaptive Quant Trading (AQT) Program
|
|
|
1.45
|
-1.61
|
5.48
|
-4.74
|
63.0M
|
10,000k
|
8/1/2009
|
|
|
Revolution Capital Management
Alpha Program
|
|
|
1.44
|
8.71
|
10.91
|
-13.77
|
15.5M
|
5,000k
|
6/1/2007
|
|
|
Millburn Corporation
Diversified Program
|
|
|
1.42
|
-5.12
|
16.33
|
-25.57
|
889.0M
|
20,000k
|
2/1/1977
|
|
|
Capricorn Currency Management
Capricorn FXG10
|
|
|
1.31
|
3.93
|
11.96
|
-2.18
|
13.5M
|
50k
|
4/1/2008
|
|
|
Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
|
|
|
1.21
|
-0.16
|
-
|
-8.21
|
22.1M
|
5,000k
|
12/1/2010
|
|
|
EF Financial Services
EF X
|
|
|
1.21
|
5.06
|
-13.29
|
-40.94
|
98k
|
10k
|
6/1/2009
|
|
|
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
|
|
|
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
|
|
|
Melissinos Trading
Eupatrid Commodity Program
|
|
|
1.00
|
-5.34
|
-
|
-19.32
|
671k
|
20k
|
1/1/2011
|
|
|
Welton Investment Corp
GDP Program
|
|
|
0.89
|
-0.39
|
8.71
|
-19.43
|
931.0M
|
10,000k
|
6/1/2004
|
|
|
Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
|
|
|
0.89
|
-0.61
|
14.24
|
-9.37
|
14.0M
|
5,000k
|
3/1/2009
|
|
|
Clarke Capital Management
Millennium
|
|
|
0.89
|
3.17
|
14.82
|
-60.98
|
33.5M
|
1,000k
|
1/1/1998
|
|
|
Cervino Capital Management LLC
Diversified Options Strategy 2X
|
|
|
0.85
|
-0.41
|
4.68
|
-17.32
|
1.6M
|
25k
|
1/1/2008
|
|
|
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
|
|
|
Beryl Investment Group LLC
Nominal Discretionary System
|
|
|
0.68
|
2.30
|
7.74
|
-11.88
|
3.5M
|
50k
|
7/1/2007
|
|
|
City Fund Management
DXF01 Strategy
|
|
|
0.65
|
-0.32
|
7.97
|
-4.95
|
17.0M
|
1,500k
|
1/1/2007
|
|
|
White River Group
Diversified Option Writing Strategy
|
|
|
0.65
|
13.33
|
32.85
|
-15.08
|
22.9M
|
20k
|
11/1/2008
|
|
|
EMC Capital Management
Classic
|
|
|
0.63
|
4.37
|
21.59
|
-45.35
|
101.0M
|
5,000k
|
1/1/1985
|
|
|
Global Vista
Global Vista Options Fund
|
|
|
0.62
|
2.02
|
-
|
-33.08
|
57k
|
50k
|
8/1/2011
|
|
|
FTC Capital GmbH
FTC Futures Fund Dynamic
|
|
|
0.61
|
6.45
|
8.72
|
-49.27
|
18.0M
|
100k
|
5/1/2002
|
|
|
Cranwood Capital Management
Fixed Income Arbitrage Fund
|
|
|
0.57
|
3.39
|
13.48
|
-9.63
|
86.2M
|
250k
|
4/1/2008
|
|
|
Ancile Capital Management
Global Markets Program
|
|
|
0.55
|
-6.28
|
11.66
|
-11.64
|
1.4M
|
1,000k
|
4/1/2005
|
|
|
Strategic Global Advisors LLC
Global Select L/S
|
|
|
0.54
|
0.19
|
3.06
|
-5.20
|
2.0M
|
1,000k
|
12/1/2006
|
|
|
OptHedge Advisors LLC
Diversified Options & Futures Program
|
|
|
0.54
|
9.27
|
31.72
|
-4.08
|
8.5M
|
250k
|
10/1/2008
|
|
|
Quiddity LLC
QED Program
|
|
|
0.53
|
5.51
|
10.63
|
-17.53
|
21.0M
|
500k
|
1/1/2003
|
|
|
Cervino Capital Management LLC
Diversified Options Strategy 1X
|
|
|
0.52
|
-0.07
|
4.71
|
-8.34
|
1.4M
|
50k
|
1/1/2006
|
|
|
Opto Global Macro, LLC
Opto Global Macro Fund
|
|
|
0.51
|
-4.03
|
35.46
|
-40.96
|
1.7M
|
50k
|
10/1/2009
|
|
|
Adamah Capital LLC
Diversified Program
|
|
|
0.50
|
-5.25
|
-
|
-16.34
|
250k
|
250k
|
3/1/2011
|
|
|
Futures Truth Company, FTC-CTA
MS4 Institutional
|
|
|
0.50
|
-0.34
|
4.83
|
-3.07
|
1.0M
|
1,000k
|
10/1/2007
|
|
|
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
|
|
|
Blake Capital Management, Inc.
SRD Aggressive
|
|
|
0.42
|
1.28
|
-
|
-2.60
|
50k
|
50k
|
1/1/2011
|
|
|
Claughton Capital
Auto-Reactive Positioning
|
|
|
0.41
|
5.88
|
6.37
|
-21.94
|
2.5M
|
1,000k
|
10/1/2005
|
|
|
JKI-Futures, LLC
ETIRON Access
|
|
|
0.38
|
0.50
|
-
|
-7.07
|
500k
|
500k
|
4/1/2011
|
|
|
City Fund Management
Single Strategy - STIRB01
|
|
|
0.36
|
0.76
|
5.68
|
-7.82
|
180.0M
|
3,000k
|
11/1/2006
|
|
|
Stenger Capital Management, LLC
Diversified Trading Program
|
|
|
0.28
|
2.02
|
17.64
|
-0.55
|
21.7M
|
200k
|
4/1/2010
|
|
|
ALEF Capital
Metatron Systematic Trading Fund
|
|
|
0.26
|
0.22
|
-
|
-0.10
|
2.7M
|
100k
|
11/1/2011
|
|
|
Systema Capital limited
SYSTEMA Trend Fund - Multi Diversified Program© (EUR)
|
|
|
0.25
|
-0.51
|
9.37
|
-3.94
|
1.6M
|
130k
|
4/1/2010
|
|
|
everTrend Global, LLC
everTrend Global, LLC
|
|
|
0.05
|
5.24
|
-
|
-20.18
|
1.7M
|
50k
|
7/1/2011
|
|
|
Blake Capital Management, Inc.
SRD Regular
|
|
|
0.00
|
0.00
|
-
|
-1.27
|
0k
|
25k
|
7/1/2010
|
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.