IASG CTA Index For January 2011 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Jan 2011 Min Inv Inception 301 TKC Investment Services MAP -33.57 100k 7/1/2010 300 RAM Management Group MRTP Aggressive -13.94 1,000k 2/1/1998 299 Superfund Group Superfund Green Gold C (SPC) -13.16 100k 10/1/2005 298 Superfund Group Superfund Green Gold B (SPC) -11.51 50k 10/1/2005 297 Superfund Group Superfund Green Gold L.P. Series B-1 -11.22 5k 4/1/2009 296 Superfund Group Superfund Green Gold A (SPC) -9.84 5k 10/1/2005 295 Superfund Group Superfund Green Gold L.P. Series A-1 -9.66 5k 4/1/2009 294 Novus Investments, LLC Novus Precious Commodities -9.52 200k 1/1/2007 293 Alee Capital Management, LLC Poniente Program -9.26 2,500k 1/1/1999 292 Conquest Capital Group Conquest Macro -9.00 250k 5/1/1999 291 ROW Asset Managment Row Currency Program -8.94 1,000k 11/1/2010 290 Superfund Group Superfund Blue SPC Class A (Gold) -8.67 50k 12/1/2007 289 Clarke Capital Management Worldwide -8.43 250k 1/1/1996 288 Tactical Investment Management Tactical Institutional Commodity Program -8.39 10,000k 4/1/1993 287 Kottke Associates Lark - Cattle Program -6.83 500k 2/1/2008 286 Rabar Market Research Short-Term Program -6.81 2,000k 11/1/2009 285 Rivoli Fund Management Rivoli International Fund (E) -6.74 5,000k 10/1/1996 284 Superfund Group Superfund Green Master -6.49 2,000k 5/1/2001 283 PRIM' Alternative Investment PRIM Gold -6.31 10k 11/1/2005 282 Romanesco Capital Management B.V Persistence Program -6.03 5,000k 9/1/2005 281 Shield Plus LLC Shield Plus Natural Gas -5.91 50k 1/1/2004 280 Alee Capital Management, LLC Mistral Program -5.84 2,500k 1/1/1999 279 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -5.77 100k 10/1/2009 278 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -5.59 100k 3/1/2003 277 Non Correlated Capital Positive Theta Fund -5.57 50k 10/1/2007 276 Superfund Group Superfund Green GCT USD -5.28 15k 1/1/2000 275 Superfund Group Superfund Green L.P. Series B -5.22 5k 10/1/2002 274 Non Correlated Capital Positive Theta Program -5.20 250k 10/1/2007 273 Rho Asset Management Rho Altius 1XL Program -5.19 5,000k 11/1/2007 272 Strategic Ag Trading Chatham -5.14 100k 1/1/2005 271 Hawksbill Capital Management Global Diversified -4.97 5,000k 11/1/1988 270 Rivoli Fund Management Rivoli International Fund (V9) -4.77 5,000k 1/1/2002 269 Rosetta Capital Management Macro Program -4.77 50k 1/1/2009 268 Claughton Capital ARP Institutional Program -4.58 1,000k 10/1/2005 267 Quantica Capital AG Quantica Diversified FX -4.52 5,000k 3/1/2007 266 RAM Management Group RAM MRTP 1X-Conservative -4.47 1,000k 9/1/1993 265 Southwest Managed Investments, LLC Global Diversified -4.43 200k 1/1/2002 264 White River Group Diversified Option Writing Strategy -4.38 20k 11/1/2008 263 Trigon Investment Advisors, LLC Foreign Exchange Program -4.28 5,000k 8/1/2000 262 Superfund Group Superfund Green L.P. Series A -4.22 5k 10/1/2002 261 Mobius Asset Management Custom Trading Program -4.22 100k 1/1/2002 260 Global Bayesian Dynamics, LLC BOND&FX Client Composite -4.21 5,000k 3/1/2009 259 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -4.17 10,000k 2/1/2006 258 Neural Capital Ltd Sentinel Trading Program -4.07 2,000k 1/1/2006 257 FORT LP Fort Global Contrarian -3.92 2,000k 10/1/2002 256 Eckhardt Trading Company Evolution Strategies 1.2X -3.87 10,000k 10/1/1991 255 NuWave Investment Management, LLC NuWave Investment Partners LP -3.86 250k 6/1/2001 254 GLOBIVEST LLC Alpha Program -3.79 50k 4/1/2009 253 Superfund Group Superfund Green Q-AG -3.78 2k 3/1/1996 252 Range Wise Investment Program -3.76 250k 2/1/1991 251 NuWave Investment Management, LLC Combined Futures Portfolio -3.75 5,000k 6/1/2001 250 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.71 250k 10/1/2009 249 John Locke Investments Cyril Systematic Program -3.71 8,000k 7/1/2000 248 Emil van Essen EvE Systematic Global Opportunities -3.60 1,000k 9/1/2007 247 Eckhardt Trading Company Evolution Strategies -3.24 20,000k 8/1/1991 246 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.21 1,000k 10/1/2006 245 Eclipse Capital Management Global Monetary -3.13 5,000k 8/1/1990 244 Strategic Ag Trading SAT GRAINS -3.11 100k 4/1/2002 243 Alder Capital DAC Alder Global 20 -3.10 250k 2/1/2001 242 Altradis Capital AG AlphAlgo -3.07 100k 5/1/2007 241 Vergho Asset Management LLC Kinematics -3.07 1,000k 11/1/2008 240 Quantum Leap Capital Management Managed Account Program -2.94 300k 8/1/2006 239 Clarke Capital Management Global Basic -2.86 50k 2/1/1996 238 AIS Capital Management, L.P. MAAP (3x-6x) Composite -2.86 2,000k 7/1/1992 237 Manning & Napier MN Xenon Managed Futures (2x) Program -2.86 5,000k 6/1/2006 236 Rotella Capital Management Rotella Orion (Short-Term) Program -2.82 10,000k 3/1/2006 235 Witter & Lester, Inc. Stock Index Futures Trading Program -2.81 400k 1/1/1988 234 AllMountain Capital AG Mount Denali Global Trends -2.78 160k 7/1/2007 233 FORT LP Fort Global Diversified -2.75 2,000k 10/1/1993 232 Gables Capital Management, Inc. GCM Global FX -2.73 1,000k 1/1/2009 231 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.49 10,000k 4/1/2004 230 Jaguar Investments Ltd Vario Capital Strategy -2.37 1,000k 5/1/2016 229 Briarwood Capital Management, Inc. Diversified 2XL -2.33 250k 11/1/2004 228 Estlander & Partners Alpha Trend II - Class P -2.32 100k 12/1/2008 227 Estlander & Partners Global XL -2.27 5,000k 8/1/1991 226 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.26 5,000k 11/1/2012 225 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.18 10k 7/1/2005 224 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.12 0k 11/1/1996 223 Rotella Capital Management Rotella Polaris Program (Diversified) -2.12 10,000k 1/1/1991 222 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.12 100k 1/1/2005 221 Liberty Funds Group, Inc Liberty Diversified Option Strategy -2.09 750k 1/1/2009 220 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.07 10,000k 1/1/2001 219 Covenant Capital Management Aggressive Program -2.05 3,000k 2/1/2004 218 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.04 3,000k 10/1/1992 217 Manning & Napier MN Xenon Global Fixed Income (2x) Program -2.04 1,000k 5/1/2010 216 Mondiale Asset Management Mondiale Trading Program -2.02 0k 9/1/1997 215 Covenant Capital Management Original Program -2.00 5,000k 9/1/1999 214 Clarke Capital Management FX Plus -1.95 1,000k 5/1/2004 213 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.93 1,000k 5/1/2006 212 Metolius Capital LLC Metolius Diversified -1.93 100k 6/1/2010 211 Xplor Capital Management, LLC Global CTA Program -1.91 1,500k 7/1/2004 210 Keck Capital Management LLC The Keck Program -1.90 2,000k 12/1/2003 209 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.87 100k 1/1/2000 208 Northfield Trading Diversified -1.84 2,000k 7/1/1989 207 IDS Capital IDS F&F Systematic Trading -1.74 50k 7/1/2013 206 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.69 1,500k 1/1/2009 205 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.64 1,000k 3/1/1998 204 Robust Methods LLC Macro Managed Account -1.62 5,000k 1/1/2005 203 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.60 10,000k 8/1/2009 202 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.59 100k 2/1/2010 201 Future Trade AG Thales Swing Trading Programme -1.58 250k 6/1/2007 200 Wavefront Global Asset Management IMFC Global Concentrated -1.52 500k 4/1/2009 199 Alder Capital DAC Alder Global 10 -1.40 250k 10/1/2000 198 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.32 250k 3/1/2010 197 Millburn Ridgefield Corporation Diversified Program -1.28 20,000k 2/1/1977 196 Gladius Asset Management Fulham Program -1.23 2,000k 1/1/2008 195 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.17 75k 6/1/2007 194 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.17 1k 10/1/2006 193 Kottke Associates MV Program -1.17 1,000k 8/1/2010 192 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.13 100k 8/1/2009 191 Estlander & Partners Global Markets -1.11 10,000k 8/1/1999 190 Amplitude Capital International Limited Dynamic Strategy -1.10 6/1/2005 189 Estlander & Partners Freedom -1.10 20,000k 8/1/2010 188 Briarwood Capital Management, Inc. Diversified Trading Program -1.08 3,000k 7/1/2001 187 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.06 10,000k 2/1/2008 186 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.05 1,000k 1/1/1999 185 Futures Truth Company, FTC-CTA MS4 -1.04 250k 10/1/2007 184 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -0.96 1,000k 9/1/2009 183 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.94 10,000k 8/1/1999 182 Conquest Capital Group Conquest Select -0.94 250k 6/1/2004 181 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.93 10,000k 8/1/2004 180 Quantis Asset Management Intraday Futures -0.90 250k 1/1/2010 179 Clarke Capital Management Global Magnum -0.87 100k 8/1/1997 178 Manning & Napier MN Xenon Global Fixed Income Program -0.86 2,000k 8/1/2004 177 Trigon Investment Advisors, LLC Discretionary Macro Program -0.83 10,000k 8/1/2007 176 Transtrend B.V. DTP – Enhanced Risk (USD) -0.77 10,000k 1/1/1995 175 Transtrend B.V. DTP – Standard Risk (EUR) -0.72 10,000k 2/1/1999 174 Purple Valley Capital, Inc. Diversified Trend 1 -0.68 100k 8/1/2008 173 Amplitude Capital International Limited Klassik Strategy -0.67 1,000k 9/1/2009 172 Molinero Capital Management LLP Global Markets Program -0.65 2,000k 7/1/2005 171 Lynx Asset Management AB Lynx Program -0.60 75k 5/1/2000 170 Mark J. Walsh Company Standard Program -0.58 2,000k 9/1/1985 169 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.56 50k 9/1/2009 168 Parizek Capital Currency Program -0.56 1,000k 4/1/2006 167 QCM Global Diversified Programme -0.52 500k 12/1/1995 166 Quantmetrics Capital Management LLP Premier 12V Strategy -0.46 10,000k 4/1/2003 165 Witter & Lester, Inc. Redstone -0.44 500k 9/1/1994 164 C-View Limited Currency Managed Account Program -0.44 5,000k 10/1/1996 163 Estlander & Partners Alpha Trend -0.39 30,000k 10/1/1991 162 Kinkopf Capital Management KCM S&P (Proprietary) -0.37 100k 1/1/1999 161 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.31 500k 1/1/2006 160 QCAM Currency Asset Management AG QCAM v-Pro -0.30 1,000k 7/1/2007 159 Millburn Ridgefield Corporation Multi-Markets Program -0.30 25,000k 10/1/2004 158 Dominion Capital Sapphire Program -0.28 3,000k 5/1/2005 157 Wavefront Global Asset Management IMFC Global Investment Program -0.21 2,000k 2/1/2007 156 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.21 1,000k 1/1/2005 155 Gap Partners LLC Gap -0.17 250k 11/1/2009 154 Greenwave Capital Management Greenwave Flagship -0.17 10,000k 6/1/2008 153 White Indian Trading Co. STAIRS (Client) -0.15 250k 5/1/2009 152 ALFAKRAFT ALFA Commodity Fund -0.11 16k 6/1/2010 151 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.11 500k 4/1/2009 150 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.10 10,000k 7/1/2008 149 Hyman Beck and Company Global Portfolio -0.10 1,000k 3/1/1991 148 Demeter Capital Management Livestock & Grain Trading Program -0.10 50k 3/1/2010 147 Coloma Capital Futures(r), LLC Coloma Commodity Strategy -0.10 500k 8/1/2010 146 White Indian Trading Co. STAIRS - Futures Program (Client) -0.09 250k 10/1/2008 145 Seven Capital Management Seven Absolute Return -0.08 100k 6/1/2009 144 Superfund Group Superfund Blue SPC Class A (EUR) -0.07 50k 4/1/2005 143 Pacific Capital Advisors Vanguard Program -0.05 100k 4/1/2007 142 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.03 3,000k 5/1/2010 141 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.02 1,000k 9/1/1997 133 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 132 Vantage Capital Management VCM Growth Program 0.00 100k 1/1/2011 131 Quantica Capital AG Quantica Managed Futures 0.00 5,000k 1/1/2005 134 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 137 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 135 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 0.00 25k 8/1/2009 136 Soaring Pelican, LLC Diversified S&P Program 0.00 100k 1/1/2011 138 Wraith Capital LLP Wraith Dynamic Futures Fund 0.00 100k 1/1/2011 139 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.00 25k 1/1/2011 140 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 0.00 150k 1/1/2011 130 Typhon Capital Management, LLC Plutus Grain Strategy 0.01 250k 4/1/2008 129 KMJ Investments KMJ Investments 0.02 1,000k 8/1/1994 128 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.04 10,000k 3/1/2003 127 Esulep LLC MAX Esulep LLC MAX 0.04 500k 5/1/2008 126 Winton Capital Management Diversified 0.08 50,000k 10/1/1997 125 Warrington Asset Management Warrington Strategic Program 0.19 50k 1/1/1997 124 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.27 10,000k 5/1/2009 123 Spectrum Asset Management LLC Global Diversified 0.32 2,000k 1/1/2001 122 Quantitative Investment Management Quantitative Global Program 0.33 20,000k 10/1/2003 121 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.34 5,000k 6/1/2010 120 Kottke Associates Stockton Fundamental Ag 0.39 500k 1/1/2006 119 Clarke Capital Management Jupiter 0.39 3,000k 5/1/2005 118 Quantmetrics Capital Management LLP Directional 10V Strategy 0.41 10,000k 1/1/2007 117 Tanyard Creek Capital Livestock Program 0.45 200k 6/1/2008 116 Rhicon Currency Management Rhicon Systematic Currency Program 0.53 3,000k 1/1/2004 115 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.56 1/1/1989 114 Stenger Capital Management, LLC Diversified Trading Program 0.62 200k 4/1/2010 113 Systematic Alpha Management Systematic Alpha Futures Program 0.62 100k 6/1/2004 112 Ion Asset Architecture (Fund Program) Ion Fund 0.70 100k 11/1/2007 111 Clarke Capital Management Millennium 0.70 1,000k 1/1/1998 110 EMC Capital Advisors, LLC Classic 0.70 5,000k 1/1/1985 109 Ion Asset Architecture Ion Fund Program 0.70 10,000k 11/1/2007 108 Beryl Investment Group LLC Nominal Discretionary System 0.73 50k 7/1/2007 107 Rabar Market Research Diversified Program 0.73 2,000k 1/1/1989 106 Mobius Asset Management Energy Weighted Program 0.73 250k 1/1/2005 105 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.74 25,000k 3/1/2010 104 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.81 250k 10/1/2009 103 Red Oak Commodity Advisors Investment Program 0.83 5,000k 12/1/1989 102 Somers Brothers Capital Diversified Futures Program #1 0.84 100k 1/1/2005 101 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.93 1,000k 1/1/2006 100 Cypress Energy Capital Management, LP Cypress Energy, LP 0.94 50k 7/1/2008 99 Wimmer Horizon LLP Managed Account 0.94 5,000k 5/1/2005 98 MERIT Alternative Investments GmbH Futures Portfolio 0.99 2,000k 6/1/1998 97 Auctos Capital Management Auctos Global Diversified 1.06 3,000k 11/1/2007 96 Mobius Asset Management Diversified Program 1.13 250k 3/1/2004 95 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.14 50k 10/1/2007 94 Ansbacher Investment Management Market Neutral Put Skew Program 1.21 250k 1/1/1996 93 LJM Partners LJM Preservation & Growth Strategy 1.25 250k 5/1/2006 92 GT CAPITAL CTA GT CAPITAL CTA 1.26 150k 6/1/2009 91 Rosetta Capital Management Rosetta Trading Program 1.28 100k 4/1/2000 90 Bluenose Capital Management, LLC BNC BI 1.33 30k 10/1/2008 89 Ancile Capital Management Global Markets Program 1.35 2,000k 4/1/2005 88 M6 Capital Management LLC Standard Program 1.40 300k 7/1/2005 87 Diamond Capital Management Enhanced S&P Program 1.43 100k 10/1/2009 86 IKOS The IKOS Hedge Fund 1.46 10,000k 7/1/1998 85 Cauldron Investments, LLC Stock Index Plus 1.46 1,000k 10/1/2009 84 Saxon Investment Corporation Diversified Program 1.48 3,000k 9/1/1988 83 Global Sigma Group, LLC AGSF 1.48 3,000k 4/1/2013 82 Auspice Capital Advisors Ltd Auspice Diversified Program 1.52 1,500k 4/1/2006 81 Strategic Capital Advisors LLC Contrarian 500 1.54 500k 12/1/2003 80 Rhicon Currency Management Rhicon Strategic Program 1.55 500k 1/1/2004 79 Welton Investment Partners Welton Global 1.55 10,000k 6/1/2004 78 Abraham Trading Company Diversified Program 1.57 10,000k 1/1/1988 77 Endeavour Capital LLP Endeavour Pembroke 1.59 2,000k 7/1/2007 76 Chesapeake Capital Diversified (LV) 1.62 100k 2/1/1988 75 Angle Capital Management LLC AIP Program 1.68 100k 1/1/2010 74 Quantis Asset Management Ulysses Futures 1.75 1,000k 7/1/2009 73 Millburn Ridgefield Corporation Commodity Program 1.78 25,000k 3/1/2005 72 Crabel Capital Management Crabel Multi-Product 1.80 1,000k 3/1/1998 71 Revolution Capital Management Mosaic Institutional Program 1.82 25,000k 9/1/2009 70 Red Rock Capital, LLC Systematic Global Macro 1.89 500k 9/1/2003 69 Robinson-Langley Capital Management, LLC Managed Account Program 1.97 200k 1/1/2007 68 OptHedge Advisors LLC Diversified Options & Futures Program 1.98 250k 10/1/2008 67 Pinstripe Trading, LLC Standard 2.00 125k 8/1/2009 66 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.07 100k 5/1/1999 65 Crescent Bay Capital Management Premium Stock Index Program 2.10 10k 10/1/2005 64 White River Group Stock Index Option Writing Strategy 2.11 10k 11/1/2008 63 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 2.13 250k 1/1/2009 62 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.17 1,000k 1/1/2006 61 Commodity Strategies AG CSAG Active Long Short Commodity Program 2.19 5,000k 10/1/2007 60 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 2.23 5,000k 12/1/2010 59 Blackwater Capital Management Global Program 2.27 5,000k 7/1/2005 58 Four Seasons Commodities Corp Lone Star Program 2.38 300k 1/1/2005 57 Bluenose Capital Management, LLC BNC EI 2.43 15k 7/1/2010 56 HB Capital Management Inc. Diversified Program 2.47 50k 3/1/2008 55 John Locke Investments JL Commodity Long Flat Program 2.51 5,000k 12/1/2007 54 Dendrich Ltd QEP 2.51 50k 12/1/2005 53 LJM Partners LJM Moderately Aggressive Strategy 2.53 500k 4/1/2003 52 Tlaloc Capital LLC Grains Program 2.53 1,000k 4/1/2010 51 Saxon Investment Corporation Aggressive Diversified Program 2.57 2,000k 11/1/1993 50 Four Seasons Commodities Corp Hawkeye Spread Program 2.57 500k 3/1/2005 49 Tyche Capital Advisors LLC TCA Energy Spreads 2.60 100k 8/1/2008 48 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 2.72 200k 1/1/2007 47 ISAM ISAM Systematic Trend Fund 2.78 1,000k 6/1/2001 46 Quantis Asset Management PFM Systematic 2.81 15k 5/1/2010 45 IKOS IKOS FX Fund 2.91 1,000k 3/1/2008 44 Haar Capital Management Discretionary Commodity Trading Program 2.91 250k 12/1/2005 43 Heyden & Steindl GmbH TOMAC2 3.02 5,000k 3/1/2003 42 Revolution Capital Management Alpha Program 3.06 5,000k 6/1/2007 41 Diamond Peak Capital LLC Northstar (2x) program 3.07 250k 10/1/2008 40 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 3.10 10,000k 8/1/2009 39 Revolution Capital Management Alpha Fund 3.15 50k 1/1/2005 38 FCI Capital Management TSFX1 3.16 20k 11/1/2010 37 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 3.31 100k 10/1/2010 36 IKOS IKOS Futures Fund 3.37 1,000k 2/1/2010 35 M.S. Capital Management Global Diversified Program 3.40 2,000k 11/1/1998 34 Drury Capital Diversified Trend-Following Program 3.49 5,000k 5/1/1997 33 Di Tomasso Group Inc. Equilibrium Program 3.63 5,000k 1/1/2002 32 Arcanum Asset Management Equity Index Option Program (Prop) 3.67 500k 7/1/2006 31 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.69 100k 11/1/1984 30 Cranwood Capital Management Fixed Income Arbitrage Fund 3.70 250k 4/1/2008 29 Cranwood Capital Management Cranwood International Fund 3.70 250k 4/1/2008 28 Dreiss Research Corporation Diversified Program 3.91 1,000k 5/1/1991 27 LJM Partners LJM Aggressive Strategy 3.94 500k 7/1/1998 26 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.96 200k 11/1/1999 25 Kelly Angle Inc. Genesis Program 4.00 2,000k 4/1/2000 24 HiProb Trading Technology LLC HiProb-I 4.20 5,000k 7/1/2008 23 Strategic Ag Trading SAT HEARTLAND 4.25 100k 12/1/2008 22 DUNN Capital Management D'Best Futures Fund, L.P. 4.37 100k 6/1/1994 21 ITB Capital Advisors LLC ITB Time Value Trading Program 4.69 5,000k 1/1/2009 20 Crabel Capital Management WPD Crabel Futures Program 5.05 1,000k 7/1/2008 19 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 5.07 25k 4/1/2010 18 Parizek Capital Futures Trading Program 5.22 500k 4/1/2000 17 Revolution Capital Management Mosaic Program 5.44 10,000k 10/1/2006 16 Futures Truth Company, FTC-CTA 200K Options Strategy 5.75 200k 12/1/2009 15 DUNN Capital Management DUNN Combined Fund (DCF) 5.81 100k 5/1/1989 14 Insignia Managed Capital Epoch3 5.85 20k 7/1/2009 13 Insignia Managed Capital Medallion 5.86 50k 2/1/2009 12 Global AG LLC Global Ag LLC 6.04 1,000k 12/1/2008 11 FRP CAPITAL LLC FRP125+ 6.26 125k 1/1/2010 10 QQFund.com QQFund.com Alpha Beta Program 6.92 100k 9/1/2008 9 HPX Financial LLC HPX Old School Program 7.68 200k 6/1/2006 8 Zoi Capital, LLC Telio Program (Client) 7.97 200k 4/1/2010 7 Paramount Capital Management LLC Commodity Trading Program 9.40 100k 7/1/2008 6 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 10.48 4,000k 11/1/2008 5 Third Street Ag Investments, LLC Fundamental Discretionary Ag 11.16 500k 8/1/2012 4 Schindler Capital Management, LLC Dairy Advantage Program 14.55 400k 8/1/2005 3 Protec Energy Partners LLC ET1 14.56 500k 4/1/2010 2 Emil van Essen Spread Trading Program 14.70 5,000k 12/1/2006 1 Global Vista Advisors, LLC Global Vista Options ("GVO") 14.72 50k 10/1/2010 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.