IASG CTA Index For November 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 Nov 2011 Min Inv Inception 313 Shield Plus LLC Shield Plus Natural Gas -17.12 50k 1/1/2004 312 Estlander & Partners Alpha Trend II - Class P -16.46 100k 12/1/2008 311 Superfund Group Superfund Green GCT USD -15.34 15k 1/1/2000 310 Future Trade AG Thales Swing Trading Programme -11.87 250k 6/1/2007 309 White Indian Trading Co. STAIRS - Futures Program (Client) -9.92 250k 10/1/2008 308 Strategic Ag Trading SAT HEARTLAND -7.79 100k 12/1/2008 307 White Indian Trading Co. STAIRS (Client) -7.68 250k 5/1/2009 306 Ansbacher Investment Management Market Neutral Put Skew Program -6.96 250k 1/1/1996 305 Tactical Investment Management Tactical Institutional Commodity Program -6.77 10,000k 4/1/1993 304 Crabel Capital Management WPD Crabel Futures Program -6.59 1,000k 7/1/2008 303 Di Tomasso Group Inc. Equilibrium Program -6.49 5,000k 1/1/2002 302 Superfund Group Superfund Green Master -6.16 2,000k 5/1/2001 301 Estlander & Partners Alpha Trend -5.39 30,000k 10/1/1991 300 Rho Asset Management Rho Altius 1XL Program -5.30 5,000k 11/1/2007 299 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -4.99 1,000k 9/1/2009 298 Futures Truth Company, FTC-CTA 200K Options Strategy -4.88 200k 12/1/2009 297 Amplitude Capital International Limited Klassik Strategy -4.86 1,000k 9/1/2009 296 ALFAKRAFT ALFA Commodity Fund -4.78 16k 6/1/2010 295 Superfund Group Superfund Green L.P. Series B -4.76 5k 10/1/2002 294 Amplitude Capital International Limited Dynamic Strategy -4.71 6/1/2005 293 Crabel Capital Management Crabel Multi-Product -4.58 1,000k 3/1/1998 292 Superfund Group Superfund Green Gold C (SPC) -4.47 100k 10/1/2005 291 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.44 2,000k 7/1/1992 290 Estlander & Partners Freedom -4.03 20,000k 8/1/2010 289 Robinson-Langley Capital Management, LLC Managed Account Program -4.02 200k 1/1/2007 288 QCM Global Diversified Programme -4.00 500k 12/1/1995 287 Hawksbill Capital Management Global Diversified -3.99 5,000k 11/1/1988 286 Superfund Group Superfund Green Q-AG -3.80 2k 3/1/1996 285 Protec Energy Partners LLC ET1 -3.76 500k 4/1/2010 284 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -3.64 25,000k 3/1/2010 283 Dominion Capital Sapphire Program -3.62 3,000k 5/1/2005 282 Quantis Asset Management PFM Systematic -3.60 15k 5/1/2010 281 Blackwater Capital Management Global Program -3.57 5,000k 7/1/2005 280 Eclipse Capital Management Global Monetary -3.56 5,000k 8/1/1990 279 Kinkopf Capital Management KCM S&P (Proprietary) -3.36 100k 1/1/1999 278 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.26 3,000k 5/1/2010 277 Superfund Group Superfund Green Gold B (SPC) -3.10 50k 10/1/2005 276 Superfund Group Superfund Green L.P. Series A -3.04 5k 10/1/2002 275 AIS Capital Management, L.P. MAAP (2x-4x) Composite -3.02 3,000k 10/1/1992 274 Four Seasons Commodities Corp Hawkeye Spread Program -2.96 500k 3/1/2005 273 Strategic Ag Trading SAT GRAINS -2.92 100k 4/1/2002 272 Global Bayesian Dynamics, LLC BOND&FX Client Composite -2.86 5,000k 3/1/2009 271 Eckhardt Trading Company Evolution Strategies 1.2X -2.85 10,000k 10/1/1991 270 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.82 1,000k 10/1/2006 269 FCI Capital Management TSFX1 -2.72 20k 11/1/2010 268 Rosetta Capital Management Rosetta Trading Program -2.71 100k 4/1/2000 267 Novus Investments, LLC Novus Precious Commodities -2.55 200k 1/1/2007 266 Tanyard Creek Capital Livestock Program -2.55 200k 6/1/2008 265 Eckhardt Trading Company Evolution Strategies -2.53 20,000k 8/1/1991 264 Molinero Capital Management LLP Global Markets Program -2.53 2,000k 7/1/2005 263 Parizek Capital Currency Program -2.40 1,000k 4/1/2006 262 Ion Asset Architecture Ion Fund Program -2.33 10,000k 11/1/2007 261 Ion Asset Architecture (Fund Program) Ion Fund -2.33 100k 11/1/2007 260 John Locke Investments Cyril Systematic Program -2.08 8,000k 7/1/2000 259 Clarke Capital Management Global Magnum -2.06 100k 8/1/1997 258 Briarwood Capital Management, Inc. Diversified 2XL -1.90 250k 11/1/2004 257 Revolution Capital Management Alpha Program -1.86 5,000k 6/1/2007 256 Jaguar Investments Ltd Vario Capital Strategy -1.86 1,000k 5/1/2016 255 Neural Capital Ltd Sentinel Trading Program -1.85 2,000k 1/1/2006 254 Rivoli Fund Management Rivoli International Fund (E) -1.83 5,000k 10/1/1996 253 Welton Investment Partners Welton Global -1.76 10,000k 6/1/2004 252 IKOS IKOS FX Fund -1.73 1,000k 3/1/2008 251 Quantica Capital AG Quantica Diversified FX -1.72 5,000k 3/1/2007 250 Futures Truth Company, FTC-CTA MS4 -1.71 250k 10/1/2007 249 Crescent Bay Capital Management Premium Stock Index Program -1.71 10k 10/1/2005 248 Superfund Group Superfund Green Gold A (SPC) -1.57 5k 10/1/2005 247 Red Oak Commodity Advisors Investment Program -1.56 5,000k 12/1/1989 246 Northfield Trading Diversified -1.56 2,000k 7/1/1989 245 Robust Methods LLC Macro Managed Account -1.51 5,000k 1/1/2005 244 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.51 1,000k 3/1/1998 243 Revolution Capital Management Mosaic Program -1.45 10,000k 10/1/2006 242 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.43 250k 10/1/2009 241 Mondiale Asset Management Mondiale Trading Program -1.43 0k 9/1/1997 240 Estlander & Partners Global XL -1.36 5,000k 8/1/1991 239 Superfund Group Superfund Blue SPC Class A (EUR) -1.35 50k 4/1/2005 238 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.32 10,000k 3/1/2003 237 Rabar Market Research Diversified Program -1.29 2,000k 1/1/1989 236 Superfund Group Superfund Green Gold L.P. Series B-1 -1.25 5k 4/1/2009 235 Kottke Associates MV Program -1.23 1,000k 8/1/2010 234 Metolius Capital LLC Metolius Diversified -1.15 100k 6/1/2010 233 Manning & Napier MN Xenon Global Fixed Income (2x) Program -1.11 1,000k 5/1/2010 232 Rivoli Fund Management Rivoli International Fund (V9) -1.10 5,000k 1/1/2002 231 Mobius Asset Management Energy Weighted Program -1.10 250k 1/1/2005 230 Gables Capital Management, Inc. GCM Global FX -1.05 1,000k 1/1/2009 229 IKOS The IKOS Hedge Fund -0.99 10,000k 7/1/1998 228 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.99 1,000k 9/1/1997 227 Vergho Asset Management LLC Kinematics -0.93 1,000k 11/1/2008 226 Trigon Investment Advisors, LLC Discretionary Macro Program -0.93 10,000k 8/1/2007 225 IKOS IKOS Futures Fund -0.87 1,000k 2/1/2010 224 Demeter Capital Management Livestock & Grain Trading Program -0.87 50k 3/1/2010 223 Briarwood Capital Management, Inc. Diversified Trading Program -0.86 3,000k 7/1/2001 222 Conquest Capital Group Conquest Select -0.84 250k 6/1/2004 221 ROW Asset Managment Row Currency Program -0.83 1,000k 11/1/2010 220 Four Seasons Commodities Corp Lone Star Program -0.82 300k 1/1/2005 219 Mobius Asset Management Custom Trading Program -0.80 100k 1/1/2002 218 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.77 10,000k 2/1/2006 217 HB Capital Management Inc. Diversified Program -0.75 50k 3/1/2008 216 Rabar Market Research Short-Term Program -0.68 2,000k 11/1/2009 215 Estlander & Partners Global Markets -0.67 10,000k 8/1/1999 214 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.66 5,000k 11/1/2012 213 Witter & Lester, Inc. Stock Index Futures Trading Program -0.66 400k 1/1/1988 212 Range Wise Investment Program -0.66 250k 2/1/1991 211 Manning & Napier MN Xenon Global Fixed Income Program -0.65 2,000k 8/1/2004 210 C-View Limited Currency Managed Account Program -0.62 5,000k 10/1/1996 209 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.60 150k 1/1/2011 208 Quantum Leap Capital Management Managed Account Program -0.60 300k 8/1/2006 207 Haar Capital Management Discretionary Commodity Trading Program -0.59 250k 12/1/2005 206 Superfund Group Superfund Green Gold L.P. Series A-1 -0.58 5k 4/1/2009 205 Emil van Essen EvE Systematic Global Opportunities -0.57 1,000k 9/1/2007 204 Revolution Capital Management Mosaic Institutional Program -0.56 25,000k 9/1/2009 203 Endeavour Capital LLP Endeavour Pembroke -0.56 2,000k 7/1/2007 202 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.50 1,500k 1/1/2009 201 Cauldron Investments, LLC Stock Index Plus -0.40 1,000k 10/1/2009 200 Diamond Capital Management Enhanced S&P Program -0.40 100k 10/1/2009 199 RAM Management Group MRTP Aggressive -0.40 1,000k 2/1/1998 198 Stenger Capital Management, LLC Diversified Trading Program -0.39 200k 4/1/2010 197 Clarke Capital Management Global Basic -0.38 50k 2/1/1996 196 Emil van Essen Spread Trading Program -0.38 5,000k 12/1/2006 195 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.28 10,000k 1/1/2001 194 Gladius Asset Management Fulham Program -0.18 2,000k 1/1/2008 193 GT CAPITAL CTA GT CAPITAL CTA -0.17 150k 6/1/2009 192 QQFund.com QQFund.com Alpha Beta Program -0.17 100k 9/1/2008 191 Diamond Peak Capital LLC Northstar (2x) program -0.16 250k 10/1/2008 190 Millburn Ridgefield Corporation Diversified Program -0.14 20,000k 2/1/1977 189 Southwest Managed Investments, LLC Global Diversified -0.13 200k 1/1/2002 188 Schindler Capital Management, LLC Dairy Advantage Program -0.13 400k 8/1/2005 187 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.12 100k 1/1/2005 186 Mark J. Walsh Company Standard Program -0.09 2,000k 9/1/1985 185 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 184 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.04 1,000k 1/1/2005 183 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 171 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.00 10,000k 7/1/2008 170 Quantica Capital AG Quantica Managed Futures 0.00 5,000k 1/1/2005 172 Vantage Capital Management VCM Growth Program 0.00 100k 1/1/2011 175 ITB Capital Management, LLC ITB Premium Fund I, LTD 0.00 1,000k 1/1/2006 176 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 0.00 200k 1/1/2007 179 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 177 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 178 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 173 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 169 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 166 Pacific Capital Advisors Vanguard Program 0.00 100k 4/1/2007 168 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 167 RAM Management Group RAM MRTP 1X-Conservative 0.00 1,000k 9/1/1993 165 Claughton Capital ARP Institutional Program 0.00 1,000k 10/1/2005 164 Clarke Capital Management FX Plus 0.00 1,000k 5/1/2004 182 Ion Asset Architecture Ion Volium Fund 0.00 0k 4/1/2011 180 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 181 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 174 White Indian Trading Co. SCS Program (Client) 0.00 250k 2/1/2011 163 Tyche Capital Advisors LLC TCA Energy Spreads 0.01 100k 8/1/2008 162 Kottke Associates Stockton Fundamental Ag 0.01 500k 1/1/2006 161 Altradis Capital AG AlphAlgo 0.02 100k 5/1/2007 160 Rhicon Currency Management Rhicon Strategic Program 0.04 500k 1/1/2004 159 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.04 250k 3/1/2010 158 M6 Capital Management LLC Standard Program 0.06 300k 7/1/2005 157 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.06 10,000k 4/1/2004 156 Auctos Capital Management Auctos Global Diversified 0.15 3,000k 11/1/2007 155 John Locke Investments JL Commodity Long Flat Program 0.16 5,000k 12/1/2007 154 Transtrend B.V. DTP – Standard Risk (EUR) 0.18 10,000k 2/1/1999 153 Somers Brothers Capital Diversified Futures Program #1 0.18 100k 1/1/2005 152 IDS Capital IDS F&F Systematic Trading 0.20 50k 7/1/2013 151 Rhicon Currency Management Rhicon Systematic Currency Program 0.21 3,000k 1/1/2004 150 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.21 5,000k 6/1/2010 149 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.27 100k 2/1/2010 148 Blake Capital Management, Inc. SRD Short Equities 0.27 100k 1/1/2011 147 Quantis Asset Management Ulysses Futures 0.28 1,000k 7/1/2009 146 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.29 10,000k 8/1/1999 145 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.30 10,000k 5/1/2009 144 Kottke Associates Lark - Cattle Program 0.32 500k 2/1/2008 143 Rosetta Capital Management Macro Program 0.32 50k 1/1/2009 142 Wavefront Global Asset Management IMFC Global Concentrated 0.48 500k 4/1/2009 141 Transtrend B.V. DTP – Enhanced Risk (USD) 0.48 10,000k 1/1/1995 140 Rotella Capital Management Rotella Polaris Program (Diversified) 0.49 10,000k 1/1/1991 139 Greenwave Capital Management Greenwave Flagship 0.50 10,000k 6/1/2008 138 Alder Capital DAC Alder Global 10 0.50 250k 10/1/2000 137 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.51 10,000k 8/1/2004 136 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.52 250k 10/1/2009 135 Manning & Napier MN Xenon Managed Futures (2x) Program 0.55 5,000k 6/1/2006 134 Romanesco Capital Management B.V Persistence Program 0.59 5,000k 9/1/2005 133 Wraith Capital LLP Wraith Dynamic Futures Fund 0.61 100k 1/1/2011 132 Covenant Capital Management Original Program 0.61 5,000k 9/1/1999 131 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.63 10k 7/1/2005 130 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.63 100k 3/1/2003 129 Gap Partners LLC Gap 0.67 250k 11/1/2009 128 Wavefront Global Asset Management IMFC Global Investment Program 0.68 2,000k 2/1/2007 127 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.70 500k 8/1/2010 126 Adamah Capital LLC Asset Allocator Program 0.70 50k 3/1/2011 125 Alder Capital DAC Alder Global 20 0.70 250k 2/1/2001 124 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.71 10,000k 8/1/2009 123 Witter & Lester, Inc. Redstone 0.72 500k 9/1/1994 122 Xplor Capital Management, LLC Global CTA Program 0.72 1,500k 7/1/2004 121 Rotella Capital Management Rotella Orion (Short-Term) Program 0.77 10,000k 3/1/2006 120 HPX Financial LLC HPX Old School Program 0.79 200k 6/1/2006 119 Beryl Investment Group LLC Nominal Discretionary System 0.83 50k 7/1/2007 118 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.85 1k 10/1/2006 117 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.86 25k 1/1/2011 116 Quantmetrics Capital Management LLP Premier 12V Strategy 0.88 10,000k 4/1/2003 115 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 0.90 25k 8/1/2009 114 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.90 10,000k 8/1/2009 113 Lynx Asset Management AB Lynx Program 0.91 75k 5/1/2000 112 OptHedge Advisors LLC Diversified Options & Futures Program 0.91 250k 10/1/2008 111 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.95 75k 6/1/2007 110 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 0.95 100k 10/1/2009 109 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.96 50k 10/1/2007 108 Winton Capital Management Diversified 0.97 50,000k 10/1/1997 107 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.99 200k 11/1/1999 106 Heyden & Steindl GmbH TOMAC2 1.00 5,000k 3/1/2003 105 KMJ Investments KMJ Investments 1.01 1,000k 8/1/1994 104 Tlaloc Capital LLC Grains Program 1.02 1,000k 4/1/2010 103 Cranwood Capital Management Fixed Income Arbitrage Fund 1.02 250k 4/1/2008 102 Cranwood Capital Management Cranwood International Fund 1.02 250k 4/1/2008 101 Typhon Capital Management, LLC Plutus Grain Strategy 1.07 250k 4/1/2008 100 Covenant Capital Management Aggressive Program 1.14 3,000k 2/1/2004 99 PRIM' Alternative Investment PRIM Gold 1.15 10k 11/1/2005 98 Auspice Capital Advisors Ltd Auspice Diversified Program 1.17 1,500k 4/1/2006 97 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 1.23 250k 1/1/2009 96 Strategic Capital Advisors LLC Contrarian 500 1.26 500k 12/1/2003 95 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 1.28 5,000k 5/1/2011 94 Millburn Ridgefield Corporation Multi-Markets Program 1.30 25,000k 10/1/2004 93 AllMountain Capital AG Mount Denali Global Trends 1.32 160k 7/1/2007 92 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.34 0k 11/1/1996 91 Seven Capital Management Seven Absolute Return 1.35 100k 6/1/2009 90 Abraham Trading Company Diversified Program 1.35 10,000k 1/1/1988 89 Drury Capital Diversified Trend-Following Program 1.38 5,000k 5/1/1997 88 Purple Valley Capital, Inc. Diversified Trend 1 1.42 100k 8/1/2008 87 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.43 1,000k 1/1/1999 86 DUNN Capital Management D'Best Futures Fund, L.P. 1.44 100k 6/1/1994 85 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.46 50k 9/1/2009 84 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.53 1,000k 1/1/2006 83 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.53 100k 8/1/2009 82 Trigon Investment Advisors, LLC Foreign Exchange Program 1.59 5,000k 8/1/2000 81 MERIT Alternative Investments GmbH Futures Portfolio 1.61 2,000k 6/1/1998 80 Esulep LLC MAX Esulep LLC MAX 1.64 500k 5/1/2008 79 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.79 10,000k 2/1/2008 78 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.85 500k 1/1/2006 77 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.87 50k 10/1/2010 76 Global Sigma Group, LLC AGSF 1.92 3,000k 4/1/2013 75 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.94 5,000k 10/1/2007 74 Kelly Angle Inc. Genesis Program 2.00 2,000k 4/1/2000 73 Hyman Beck and Company Global Portfolio 2.06 1,000k 3/1/1991 72 Clarke Capital Management Worldwide 2.07 250k 1/1/1996 71 Red Rock Capital, LLC Systematic Global Macro 2.08 500k 9/1/2003 70 FORT LP Fort Global Diversified 2.08 2,000k 10/1/1993 69 Conquest Capital Group Conquest Macro 2.09 250k 5/1/1999 68 EMC Capital Advisors, LLC Classic 2.10 5,000k 1/1/1985 67 QCAM Currency Asset Management AG QCAM v-Pro 2.21 1,000k 7/1/2007 66 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.29 1/1/1989 65 Third Street Ag Investments, LLC Fundamental Discretionary Ag 2.33 500k 8/1/2012 64 Insignia Managed Capital Medallion 2.33 50k 2/1/2009 63 Quantis Asset Management Intraday Futures 2.34 250k 1/1/2010 62 DUNN Capital Management DUNN Combined Fund (DCF) 2.35 100k 5/1/1989 61 Millburn Ridgefield Corporation Commodity Program 2.41 25,000k 3/1/2005 60 Bluenose Capital Management, LLC BNC EI 2.43 15k 7/1/2010 59 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 2.47 100k 7/1/2011 58 Insignia Managed Capital Epoch3 2.47 20k 7/1/2009 57 Quantmetrics Capital Management LLP Directional 10V Strategy 2.67 10,000k 1/1/2007 56 Liberty Funds Group, Inc Liberty Diversified Option Strategy 2.68 750k 1/1/2009 55 Bocken Trading LLC Discretionary Trading Program 2.76 100k 7/1/2011 54 Bluenose Capital Management, LLC BNC BI 2.77 30k 10/1/2008 53 NuWave Investment Management, LLC NuWave Investment Partners LP 2.96 250k 6/1/2001 52 NuWave Investment Management, LLC Combined Futures Portfolio 3.05 5,000k 6/1/2001 51 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 3.37 100k 5/1/2011 50 FORT LP Fort Global Contrarian 3.42 2,000k 10/1/2002 49 Superfund Group Superfund Blue SPC Class A (Gold) 3.42 50k 12/1/2007 48 Zoi Capital, LLC Telio Program (Client) 3.45 200k 4/1/2010 47 Spectrum Asset Management LLC Global Diversified 3.49 2,000k 1/1/2001 46 Wimmer Horizon LLP Managed Account 3.59 5,000k 5/1/2005 45 Systematic Alpha Management Systematic Alpha Futures Program 3.64 100k 6/1/2004 44 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.66 1,000k 5/1/2006 43 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 3.70 100k 10/1/2010 42 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 3.85 5,000k 12/1/2010 41 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 3.93 500k 4/1/2009 40 HiProb Trading Technology LLC HiProb-I 4.00 5,000k 7/1/2008 39 ISAM ISAM Systematic Trend Fund 4.11 1,000k 6/1/2001 38 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 4.16 4,000k 11/1/2008 37 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.28 100k 1/1/2000 36 Dendrich Ltd QEP 4.32 50k 12/1/2005 35 Quantitative Investment Management Quantitative Global Program 4.36 20,000k 10/1/2003 34 Warrington Asset Management Warrington Strategic Program 4.39 50k 1/1/1997 33 White River Group Stock Index Option Writing Strategy 4.77 10k 11/1/2008 32 Angle Capital Management LLC AIP Program 4.84 100k 1/1/2010 31 Keck Capital Management LLC The Keck Program 4.90 2,000k 12/1/2003 30 TKC Investment Services MAP 4.93 100k 7/1/2010 29 Strategic Ag Trading Chatham 4.95 100k 1/1/2005 28 Paramount Capital Management LLC Commodity Trading Program 5.13 100k 7/1/2008 27 Non Correlated Capital Positive Theta Fund 5.24 50k 10/1/2007 26 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.26 100k 11/1/1984 25 Non Correlated Capital Positive Theta Program 5.29 250k 10/1/2007 24 LJM Partners LJM Preservation & Growth Strategy 5.44 250k 5/1/2006 23 Soaring Pelican, LLC Diversified S&P Program 5.50 100k 1/1/2011 22 Chesapeake Capital Diversified (LV) 5.58 100k 2/1/1988 21 Arcanum Asset Management Equity Index Option Program (Prop) 5.67 500k 7/1/2006 20 Clarke Capital Management Jupiter 5.92 3,000k 5/1/2005 19 GLOBIVEST LLC Alpha Program 6.05 50k 4/1/2009 18 Dixon Midland Company LLC Dixon Midland Diversified LLC 6.06 250k 5/1/2011 17 Ancile Capital Management Global Markets Program 6.25 2,000k 4/1/2005 16 M.S. Capital Management Global Diversified Program 6.50 2,000k 11/1/1998 15 Option Capital Advisory OCA Premium 6.68 100k 5/1/2011 14 Cypress Energy Capital Management, LP Cypress Energy, LP 7.38 50k 7/1/2008 13 White River Group Diversified Option Writing Strategy 7.80 20k 11/1/2008 12 LJM Partners LJM Moderately Aggressive Strategy 8.09 500k 4/1/2003 11 LJM Partners LJM Aggressive Strategy 9.72 500k 7/1/1998 10 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 11.82 4,000k 2/1/2011 9 Global AG LLC Global Ag LLC 11.89 1,000k 12/1/2008 8 Mulvaney Capital Management The Mulvaney Global Markets Fund 12.05 100k 5/1/1999 7 FRP CAPITAL LLC FRP125+ 13.34 125k 1/1/2010 6 Clarke Capital Management Millennium 15.80 1,000k 1/1/1998 5 Dreiss Research Corporation Diversified Program 17.95 1,000k 5/1/1991 4 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 19.55 25k 4/1/2010 3 Parizek Capital Futures Trading Program 19.73 500k 4/1/2000 2 ITB Capital Advisors LLC ITB Time Value Trading Program 20.74 5,000k 1/1/2009 1 Opus Futures LLC Advance Ag Futures Trading Program 24.56 100k 3/1/2011 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. 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.