|
|
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
|
|
|
Seneca Invest AG
Procyon Galaxy Trading (P)
|
|
|
6.34
|
-0.49
|
62.14
|
-28.76
|
36k
|
10k
|
1/1/2009
|
|
|
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
|
|
|
Diamond Peak Capital LLC
Northstar Aggressive (2x) program
|
|
|
4.24
|
7.11
|
9.31
|
-26.28
|
5.0M
|
250k
|
10/1/2008
|
|
|
Parizek Capital
Currency Program
|
|
|
3.92
|
6.65
|
-1.37
|
-46.76
|
317k
|
1,000k
|
4/1/2006
|
|
|
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 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
|
|
|
Altradis Capital AG
AlphAlgo
|
|
|
3.46
|
-4.00
|
9.13
|
-15.82
|
8.4M
|
100k
|
5/1/2007
|
|
|
ACE Investment Strategists
Energy Sector Hybrid Approach (ESHA)
|
|
|
3.42
|
14.13
|
-
|
-5.45
|
9.6M
|
20k
|
4/1/2011
|
|
|
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
|
|
|
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
|
|
|
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
|
|
|
Liberty Funds Group, Inc
Liberty Wealth Protection Fund
|
|
|
2.63
|
2.11
|
1.05
|
-26.41
|
32.1M
|
250k
|
10/1/2009
|
|
|
Macrotheme Capital Management LLC
Commercial Hedge Grantor
|
|
|
2.47
|
0.77
|
5.17
|
-38.93
|
172k
|
50k
|
7/1/2009
|
|
|
Liberty Funds Group, Inc
Liberty Global Fund
|
|
|
2.43
|
1.25
|
14.61
|
-48.30
|
4.8M
|
250k
|
6/1/1988
|
|
|
DQS
Absolute Return Fund
|
|
|
2.40
|
-8.65
|
3.93
|
-27.58
|
3.0M
|
100k
|
8/1/2006
|
|
|
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
|
|
|
Soaring Pelican
Soaring Pelican Managed Futures
|
|
|
2.22
|
3.71
|
-
|
-6.77
|
3.7M
|
50k
|
1/1/2011
|
|
|
Chesapeake Capital
Diversified
|
|
|
2.17
|
-2.03
|
12.66
|
-27.84
|
794.0M
|
10,000k
|
2/1/1988
|
|
|
Rehn Capital Management LLC
ULTREND (Proprietary Account)
|
|
|
2.14
|
-9.80
|
2.49
|
-37.99
|
125k
|
50k
|
1/1/2010
|
|
|
Stein Investment Management
Trading Edge
|
|
|
2.09
|
8.97
|
6.61
|
-76.95
|
1.4M
|
60k
|
6/1/2006
|
|
|
DUNN Capital Management
D'Best Futures Fund, L.P.
|
|
|
2.03
|
-1.32
|
11.80
|
-52.07
|
54.5M
|
100k
|
6/1/1994
|
|
|
Lynx Asset Management AB
Lynx Program
|
|
|
2.01
|
-1.06
|
13.74
|
-11.59
|
5,263.0M
|
40k
|
5/1/2000
|
|
|
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
|
|
|
Esulep LLC MAX
Esulep LLC MAX
|
|
|
1.82
|
4.26
|
20.94
|
-12.74
|
24.2M
|
250k
|
5/1/2008
|
|
|
Sparta Administradora de Recursos Ltda.
Sparta Cíclico Fundo de Investimento Multimercado
|
|
|
1.76
|
15.96
|
44.41
|
-42.73
|
47.8M
|
10k
|
10/1/2005
|
|
|
KeyQuant
Key Trends
|
|
|
1.75
|
6.89
|
24.74
|
-10.53
|
62.0M
|
100k
|
1/1/2010
|
|
|
Eckhardt Trading Company
Standard Plus
|
|
|
1.75
|
2.10
|
20.54
|
-40.39
|
188.8M
|
10,000k
|
10/1/1991
|
|
|
Eckhardt Trading Company
Standard
|
|
|
1.71
|
2.23
|
15.05
|
-27.11
|
490.2M
|
10,000k
|
8/1/1991
|
|
|
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
|
|
|
Adamah Capital LLC
Short-Term Program
|
|
|
1.70
|
0.89
|
-
|
-17.17
|
100k
|
50k
|
12/1/2010
|
|
|
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
|
|
|
Integrated Managed Futures Corp
IMFC Global Concentrated
|
|
|
1.49
|
-4.06
|
4.89
|
-10.31
|
5.3M
|
500k
|
4/1/2009
|
|
|
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
|
|
|
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
|
|
|
Adamah Capital LLC
Global Macro Program
|
|
|
1.20
|
-2.01
|
-
|
-14.60
|
450k
|
450k
|
3/1/2011
|
|
|
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
|
|
|
Transtrend B.V.
Transtrend Diversified Trend Program - Standard Risk (JPY)
|
|
|
1.09
|
2.77
|
-2.85
|
-15.47
|
7.3M
|
25,000k
|
3/1/2009
|
|
|
Opes Capital Group, LLC
Opes Capital Group Trading Program
|
|
|
1.06
|
4.27
|
23.31
|
-1.63
|
5.0M
|
100k
|
10/1/2009
|
|
|
Capricorn Currency Management
Capricorn FXG10 EUR
|
|
|
1.04
|
3.93
|
11.08
|
-1.77
|
1.8M
|
50k
|
5/1/2009
|
|
|
Diamond Capital Management
Enhanced S&P Program - proprietary
|
|
|
1.03
|
13.04
|
22.44
|
-10.52
|
707k
|
100k
|
7/1/2009
|
|
|
Capricorn Currency Management
Capricorn fxST (VOL+)
|
|
|
1.01
|
-1.66
|
12.03
|
-10.06
|
95.0M
|
100k
|
1/1/2010
|
|
|
Stein Investment Management
Trading Edge ST
|
|
|
1.01
|
3.44
|
7.46
|
-26.56
|
30k
|
120k
|
10/1/2008
|
|
|
Wichler Group, Inc.
Reversal Program
|
|
|
1.01
|
5.58
|
7.58
|
-10.40
|
322k
|
100k
|
9/1/2009
|
|
|
Melissinos Trading
Eupatrid Commodity Program
|
|
|
1.00
|
-5.34
|
-
|
-19.32
|
671k
|
20k
|
1/1/2011
|
|
|
Tactical Investment Management
Tactical Institutional Commodity Program
|
|
|
0.99
|
-6.24
|
18.41
|
-36.29
|
102.2M
|
2,000k
|
4/1/1993
|
|
|
Diamond Capital Management
Enhanced S&P Program
|
|
|
0.98
|
12.61
|
20.66
|
-10.82
|
1.3M
|
100k
|
7/1/2009
|
|
|
UNISystems Research Inc.
Wall Street ProgramNew
|
|
|
0.96
|
7.29
|
-
|
-4.52
|
152k
|
20k
|
8/1/2011
|
|
|
Wichler Group, Inc.
Reversal - Prop
|
|
|
0.95
|
5.66
|
11.21
|
-14.27
|
303k
|
100k
|
3/1/2008
|
|
|
Capricorn Currency Management
Capricorn FXG10 USD
|
|
|
0.95
|
3.75
|
10.55
|
-1.30
|
10.0M
|
100k
|
3/1/2009
|
|
|
Clarke Capital Management
Millennium
|
|
|
0.89
|
3.17
|
14.82
|
-60.98
|
33.5M
|
1,000k
|
1/1/1998
|
|
|
Welton Investment Corp
GDP Program
|
|
|
0.89
|
-0.39
|
8.71
|
-19.43
|
931.0M
|
10,000k
|
6/1/2004
|
|
|
Amplitude
Amplitude Klassik Fund A-Class
|
|
|
0.84
|
12.25
|
1.57
|
-12.92
|
166.3M
|
1,000k
|
9/1/2009
|
|
|
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
|
|
|
Transtrend B.V.
Transtrend Diversified Trend Program – Enhanced Risk (EUR)
|
|
|
0.67
|
3.29
|
10.72
|
-14.96
|
768.0M
|
25,000k
|
8/1/1999
|
|
|
Camkay Capital Management LLC
Stock Indices Short-Term
|
|
|
0.66
|
-5.34
|
-
|
-31.65
|
402k
|
100k
|
7/1/2011
|
|
|
FTC Capital GmbH
FTC Futures Fund Dynamic
|
|
|
0.61
|
6.45
|
8.72
|
-49.27
|
18.0M
|
100k
|
5/1/2002
|
|
|
Auspice Capital Advisors Ltd
Auspice Diversified Program
|
|
|
0.60
|
0.67
|
3.97
|
-21.23
|
33.0M
|
1,500k
|
4/1/2006
|
|
|
QTR Invest
QTR Fund
|
|
|
0.60
|
-0.50
|
2.28
|
-13.11
|
2.0M
|
140k
|
9/1/2009
|
|
|
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
|
|
|
Stein Investment Management
Trading Edge LT
|
|
|
0.51
|
1.75
|
-2.52
|
-29.37
|
8.0M
|
300k
|
6/1/2007
|
|
|
Vaca Capital Management
Global Diversified Program 2X
|
|
|
0.51
|
-1.80
|
19.41
|
-30.20
|
950k
|
1,000k
|
1/1/2008
|
|
|
Transtrend B.V.
Transtrend Diversified Trend Program – Enhanced Risk (JPY)
|
|
|
0.51
|
3.15
|
8.76
|
-15.31
|
431.7M
|
25,000k
|
8/1/2004
|
|
|
Adamah Capital LLC
Diversified Program
|
|
|
0.50
|
-5.25
|
-
|
-16.34
|
250k
|
250k
|
3/1/2011
|
|
|
Campbell & Company
Financial Metal & Energies (Large)
|
|
|
0.50
|
3.46
|
11.13
|
-41.92
|
1,791.8M
|
25,000k
|
4/1/1983
|
|
|
MERIT Alternative Investments GmbH
AWA
|
|
|
0.48
|
-1.38
|
15.84
|
-19.12
|
1.2M
|
1,000k
|
6/1/1999
|
|
|
Osmanov,Roman
Universal
|
|
|
0.45
|
-0.18
|
-
|
-2.34
|
0k
|
200k
|
7/1/2011
|
|
|
Xiva Asset Management Limited
Vector Long-Short Futures
|
|
|
0.43
|
-6.38
|
-
|
-26.91
|
95k
|
100k
|
2/1/2011
|
|
|
Claughton Capital
Auto-Reactive Positioning
|
|
|
0.41
|
5.88
|
6.37
|
-21.94
|
2.5M
|
1,000k
|
10/1/2005
|
|
|
Keck Capital Management LLC
The Keck Program
|
|
|
0.38
|
7.37
|
19.76
|
-29.25
|
33.8M
|
2,000k
|
12/1/2003
|
|
|
JKI-Futures, LLC
ETIRON Access
|
|
|
0.38
|
0.50
|
-
|
-7.07
|
500k
|
500k
|
4/1/2011
|
|
|
Transtrend B.V.
Transtrend Diversified Trend Program – Standard Risk (USD)
|
|
|
0.36
|
1.83
|
9.77
|
-10.92
|
127.0M
|
25,000k
|
6/1/1992
|
|
|
Concorde Finance S. A.
Concorde Diversified Futures
|
|
|
0.34
|
-0.10
|
9.32
|
-12.58
|
1.2M
|
500k
|
2/1/2003
|
|
|
AIMhedge Management Ltd.
AIMhedge GDF Classic EUR (Institutional)
|
|
|
0.33
|
-0.82
|
10.94
|
-20.21
|
58.5M
|
3,000k
|
1/1/2005
|
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.