|
|
ACE Investment Strategists
Energy Sector Hybrid Approach (ESHA)
|
|
|
3.42
|
14.13
|
-
|
-5.45
|
9.6M
|
20k
|
4/1/2011
|
|
|
JKI-Futures, LLC
ETIRON Large 2x
|
|
|
3.21
|
14.10
|
12.90
|
-35.86
|
1.1M
|
1,000k
|
9/1/2008
|
|
|
JLC Futures Management Company
JLC Managed Futures Fund I, LP.
|
|
|
3.03
|
4.24
|
-3.01
|
-22.31
|
4.9M
|
250k
|
8/1/2009
|
|
|
DQS
Absolute Return Fund
|
|
|
2.40
|
-8.65
|
3.93
|
-27.58
|
3.0M
|
100k
|
8/1/2006
|
|
|
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
|
|
|
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
|
|
|
Futures Truth Company, FTC-CTA
MS4
|
|
|
1.50
|
-1.06
|
14.22
|
-9.82
|
8.0M
|
500k
|
10/1/2007
|
|
|
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
|
|
|
Opes Capital Group, LLC
Opes Capital Group Trading Program
|
|
|
1.06
|
4.27
|
23.31
|
-1.63
|
5.0M
|
100k
|
10/1/2009
|
|
|
Camkay Capital Management LLC
Stock Indices Short-Term
|
|
|
0.66
|
-5.34
|
-
|
-31.65
|
402k
|
100k
|
7/1/2011
|
|
|
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
|
|
|
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
|
|
|
Concorde Finance S. A.
Concorde Diversified Futures
|
|
|
0.34
|
-0.10
|
9.32
|
-12.58
|
1.2M
|
500k
|
2/1/2003
|
|
|
Quantis Asset Management
Ulysses Futures
|
|
|
0.28
|
-2.15
|
-
|
-8.01
|
6.0M
|
1,000k
|
7/1/2010
|
|
|
Stenger Capital Management, LLC
Diversified Trading Program
|
|
|
0.28
|
2.02
|
17.64
|
-0.55
|
21.7M
|
200k
|
4/1/2010
|
|
|
Gavan Dunne (Principal)
FX MomentumMaxDD
|
|
|
-0.09
|
-0.41
|
2.17
|
-3.67
|
551k
|
500k
|
9/1/2007
|
|
|
Noho Capital Management Ltd
Managed Futures on Asian Equity Indices
|
|
|
-0.11
|
-1.56
|
-
|
-2.60
|
5.0M
|
5,000k
|
5/1/2011
|
|
|
Crabel Capital Management
Crabel Multi-Product
|
|
|
-0.28
|
2.78
|
11.21
|
-16.26
|
630.5M
|
1,000k
|
3/1/1998
|
|
|
Granat Fund, LLC
Granat Fund, LLC (Granat Fund - Class A)
|
|
|
-0.32
|
1.05
|
9.26
|
-10.16
|
27.5M
|
500k
|
4/1/2004
|
|
|
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
|
|
|
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
|
|
|
DKR Fusion Management
DKR Fusion Quantitative StrategiesMaxDD
|
|
|
-0.85
|
-4.23
|
7.35
|
-18.52
|
20.5M
|
1,000k
|
9/1/2000
|
|
|
Camkay Capital Management LLC
Stock Indices Intraday
|
|
|
-1.05
|
-8.19
|
-
|
-23.68
|
356k
|
50k
|
9/1/2010
|
|
|
Rhicon Currency Management
Rhicon Systematic Currency Program
|
|
|
-1.07
|
1.94
|
N/A
|
-20.21
|
10.0M
|
3,000k
|
1/1/2004
|
|
|
Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
|
|
|
-1.12
|
-0.25
|
8.69
|
-8.24
|
28.8M
|
1,000k
|
6/1/2007
|
|
|
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
|
|
|
Cardwell Investment Technologies
Cardwell Investment Technologies Global FundMaxDD
|
|
|
-1.44
|
-4.21
|
2.71
|
-6.76
|
13.3M
|
100k
|
11/1/2008
|
|
|
Blue Fin Capital Pty Ltd
Blue Fin Managed FX Program
|
|
|
-1.51
|
-0.64
|
7.80
|
-12.97
|
15.5M
|
2,000k
|
1/1/2002
|
|
|
Crabel Capital Management
Crabel Two Plus Program
|
|
|
-1.73
|
-3.75
|
8.89
|
-16.98
|
293.0M
|
5,000k
|
7/1/2004
|
|
|
Bouchard Capital, LLC
Bouchard short Term Multi Market (C)
|
|
|
-1.82
|
-4.28
|
-
|
-17.55
|
4.3M
|
250k
|
9/1/2010
|
|
|
Bouchard Capital, LLC
Bouchard Short Term Multi Market (P)
|
|
|
-2.24
|
-5.97
|
18.66
|
-21.43
|
1.7M
|
250k
|
2/1/2010
|
|
|
InCube Capital
InCube Promoveo Fund CHFMaxDD
|
|
|
-2.37
|
-6.17
|
-
|
-22.85
|
5.6M
|
20k
|
7/1/2010
|
|
|
InCube Capital
InCube Promoveo Fund EUR MaxDD
|
|
|
-2.40
|
-5.95
|
-1.41
|
-21.30
|
5.6M
|
20k
|
10/1/2009
|
|
|
Matador Holdings, LLC
Diversified Commodity Program
|
|
|
-2.56
|
-1.37
|
-
|
-19.61
|
955k
|
100k
|
11/1/2010
|
|
|
Holland Global Trading
HGT PROP Account 3x
|
|
|
-2.71
|
3.68
|
18.16
|
-14.47
|
890k
|
100k
|
4/1/2009
|
|
|
Blue Fin Capital Pty Ltd
Blue Fin Omega ProgramMaxDD
|
|
|
-3.02
|
-7.91
|
7.91
|
-11.70
|
30.0M
|
5,000k
|
11/1/2009
|
|
|
Global Advisors
Global Commodity DiscretionaryMaxDD
|
|
|
-3.80
|
3.94
|
-
|
-3.80
|
5.0M
|
1,000k
|
2/1/2012
|
|
|
Dominion Capital
Sapphire ProgramMaxDD
|
|
|
-3.83
|
-4.03
|
3.35
|
-17.39
|
91.0M
|
3,000k
|
5/1/2005
|
|
|
Aurapoint
SatcoNewMaxDD
|
|
|
-4.35
|
4.57
|
-
|
-4.35
|
100k
|
50k
|
11/1/2011
|
|
|
Structured Markets Inc.
The Structured Markets Trading Program - Proprietary
|
|
|
-4.53
|
2.06
|
24.31
|
-24.64
|
956k
|
1,000k
|
1/1/2005
|
|
|
Bear Commodities Corporation
Bear Commodities Corporation Level 2 (Prop)
|
|
|
-4.58
|
27.62
|
-
|
-53.48
|
284k
|
30k
|
6/1/2011
|
|
|
Amplitude
Dynamic Trading Fund C Class
|
|
|
-5.47
|
2.66
|
10.30
|
-20.06
|
945.3M
|
|
6/1/2005
|
|
|
Robinson-Langley Capital Management, LLC
Managed Account ProgramMaxDD
|
|
|
-5.60
|
-9.27
|
5.37
|
-29.79
|
4.5M
|
200k
|
1/1/2007
|
|
|
Valu-Trac Investment Management
USD CompositeMaxDD
|
|
|
-7.06
|
-13.31
|
6.68
|
-22.48
|
272.1M
|
1,000k
|
10/1/2002
|
|
|
Genesis Research & Asset Management
Genesis Multi Manager Futures Fund
|
|
|
|
0.64
|
-
|
-4.82
|
26.0M
|
100k
|
11/1/2010
|
|
|
GraniteStar Capital, Inc.
GLS Leveraged Trading Fund, LP
|
|
|
|
0.41
|
2.17
|
-4.69
|
1.9M
|
100k
|
1/1/2008
|
|
|
Typhon Capital Management, LLC
Tauros Livestock Strategy (P)
|
|
|
|
-4.26
|
37.92
|
-4.26
|
25.8M
|
250k
|
7/1/2009
|
|
|
Basu and Braun, LLC
Currency Program
|
|
|
|
2.67
|
20.14
|
-9.72
|
1.4M
|
100k
|
6/1/2008
|
|
|
Transworld Capital Management
Transworld Forex
|
|
|
|
-6.49
|
41.95
|
-32.62
|
296k
|
25k
|
8/1/2009
|
|
|
Transworld Capital Management
High Liquidity
|
|
|
|
-5.79
|
3.43
|
-26.54
|
650k
|
50k
|
12/1/2008
|
|
|
Lenapi Advisors, LLC
Lenapi Quantitative Long/Short Commodity 2X
|
|
|
|
-8.53
|
-
|
-26.02
|
92.5M
|
5,000k
|
4/1/2011
|
|
|
iTTa Asset Management Ltd.
iTTa CTA
|
|
|
|
-2.84
|
-
|
-8.62
|
1.6M
|
1,000k
|
8/1/2011
|
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.