Managed Futures and CTA Program Performance

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CTA / Program		YTD	CAROR	WDD	AUM	Min Inv	Incept
Insignia Futures & Options, Inc. Epoch3	9.51	26.00	17.60	-22.31	31k	20k	7/1/2009
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
Blackheath Fund Management Inc. Blackheath Offshore Limited Class A	6.94	-10.70	15.01	-34.10	2.1M	100k	3/1/2003
Clarke Capital Management Worldwide	6.88	7.91	14.18	-27.15	26.7M	250k	1/1/1996
Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A	6.54	-10.11	5.34	-15.63	8.0M	100k	10/1/2009
Blackheath Fund Management Inc. Blackheath Sentiment Strategy	6.31	-10.03	14.43	-33.91	29.1M	500k	3/1/2003
Emil van Essen Emil van Essen Spread Trading Program	5.24	-2.86	32.86	-36.21	420.0M	5,000k	1/1/2007
Clarke Capital Management Orion	5.20	1.81	6.63	-28.86	2.1M	200k	7/1/1999
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
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
Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Strategy	3.20	13.33	24.12	-10.69	7.7M	500k	1/1/2009
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
Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A	3.11	12.72	-	-11.69	2.7M	100k	10/1/2010
JLC Futures Management Company JLC Managed Futures Fund I, LP.	3.03	4.24	-3.01	-22.31	4.9M	250k	8/1/2009
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
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
Robert Charles & Co., L.P. Diversified Trading Program - ProprietaryNew	2.22	12.26	-	N/A	2.8M	50k	9/1/2011
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
Futures Truth Company, FTC-CTA SAM 101	2.00	-6.06	9.51	-17.49	1.0M	200k	10/1/2007
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
Abraham Trading Company Diversified Program	1.69	-5.16	18.32	-31.96	484.1M	10,000k	1/1/1988
County Cork LLC Cro Marc I (Prop)	1.64	5.98	-	-9.27	1.0M	250k	8/1/2010
Global Edge Capital Management Kondor Edge	1.61	8.29	12.06	-35.14	3.6M	1,000k	2/1/2008
Junzi Capital Engineering, LLC Tang Gamma Opportunity (Aggressive)	1.59	21.01	37.49	-9.04	5.8M	250k	10/1/2009
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
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
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
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
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
Clarke Capital Management Millennium	0.89	3.17	14.82	-60.98	33.5M	1,000k	1/1/1998
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
Beryl Investment Group LLC Nominal Discretionary System	0.68	2.30	7.74	-11.88	3.5M	50k	7/1/2007
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
Ancile Capital Management Global Markets Program	0.55	-6.28	11.66	-11.64	1.4M	1,000k	4/1/2005
OptHedge Advisors LLC Diversified Options & Futures Program	0.54	9.27	31.72	-4.08	8.5M	250k	10/1/2008
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
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
Concorde Finance S. A. Concorde Diversified Futures	0.34	-0.10	9.32	-12.58	1.2M	500k	2/1/2003
Stenger Capital Management, LLC Diversified Trading Program	0.28	2.02	17.64	-0.55	21.7M	200k	4/1/2010
Systema Capital limited SYSTEMA Trend Fund - Multi Diversified Program© (EUR)	0.25	-0.51	9.37	-3.94	1.6M	130k	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
Revolution Capital Management Alpha Fund	0.00	0.00	12.77	-14.69	1.9M	50k	1/1/2005
Rafaello Investments Limited SAFI2 Program	0.00	-2.02	10.85	-11.93	4.0M	2,000k	9/1/1997
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
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
Tamarkin Managed Futures LLC Investment Program	-0.17	-3.22	8.45	-23.08	1.0M	250k	1/1/2004
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
Crabel Capital Management Crabel Multi-Product	-0.28	2.78	11.21	-16.26	630.5M	1,000k	3/1/1998
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
TrendConcept Fund MAA Investment Program	-0.39	0.00	2.24	-7.04	93.5M	0k	9/1/2005
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
Fall River Capital Global Opportunities	-0.88	-2.86	5.05	-13.45	31.5M	1,000k	9/1/2007

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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