IASG CTA Index For May 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 May 2011 Min Inv Inception 311 TKC Investment Services MAP -49.49 100k 7/1/2010 310 Estlander & Partners Alpha Trend II - Class P -24.70 100k 12/1/2008 309 Superfund Group Superfund Green Gold C (SPC) -18.10 100k 10/1/2005 308 Superfund Group Superfund Green Master -17.72 2,000k 5/1/2001 307 Purple Valley Capital, Inc. Diversified Trend 1 -17.32 100k 8/1/2008 306 Tactical Investment Management Tactical Institutional Commodity Program -15.31 10,000k 4/1/1993 305 Paramount Capital Management LLC Commodity Trading Program -14.90 100k 7/1/2008 304 Claughton Capital ARP Institutional Program -14.00 1,000k 10/1/2005 303 Superfund Group Superfund Green Gold B (SPC) -13.96 50k 10/1/2005 302 Zoi Capital, LLC Telio Program (Client) -13.83 200k 4/1/2010 301 AIS Capital Management, L.P. MAAP (3x-6x) Composite -13.61 2,000k 7/1/1992 300 Superfund Group Superfund Green L.P. Series B -13.28 5k 10/1/2002 299 Superfund Group Superfund Green Gold L.P. Series B-1 -13.01 5k 4/1/2009 298 M.S. Capital Management Global Diversified Program -12.90 2,000k 11/1/1998 297 Superfund Group Superfund Green GCT USD -12.54 15k 1/1/2000 296 Mulvaney Capital Management The Mulvaney Global Markets Fund -11.82 100k 5/1/1999 295 Commodity Strategies AG CSAG Active Long Short Commodity Program -11.73 5,000k 10/1/2007 294 Rivoli Fund Management Rivoli International Fund (E) -10.63 5,000k 10/1/1996 293 White River Group Diversified Option Writing Strategy -10.36 20k 11/1/2008 292 Future Trade AG Thales Swing Trading Programme -10.33 250k 6/1/2007 291 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.05 100k 11/1/1984 290 Superfund Group Superfund Green Gold A (SPC) -9.94 5k 10/1/2005 289 EMC Capital Advisors, LLC Classic -9.80 5,000k 1/1/1985 288 Alee Capital Management, LLC Poniente Program -9.63 2,500k 1/1/1999 287 Alee Capital Management, LLC Mistral Program -9.60 2,500k 1/1/1999 286 Keck Capital Management LLC The Keck Program -9.56 2,000k 12/1/2003 285 IKOS IKOS FX Fund -9.49 1,000k 3/1/2008 284 Dreiss Research Corporation Diversified Program -9.48 1,000k 5/1/1991 283 Drury Capital Diversified Trend-Following Program -9.48 5,000k 5/1/1997 282 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.34 100k 3/1/2003 281 Chesapeake Capital Diversified (LV) -9.27 100k 2/1/1988 280 AIS Capital Management, L.P. MAAP (2x-4x) Composite -9.19 3,000k 10/1/1992 279 Superfund Group Superfund Green Gold L.P. Series A-1 -9.19 5k 4/1/2009 278 Rho Asset Management Rho Altius 1XL Program -9.06 5,000k 11/1/2007 277 Melissinos Trading Eupatrid Global Trends -9.06 50k 1/1/2011 276 Mark J. Walsh Company Standard Program -9.04 2,000k 9/1/1985 275 Superfund Group Superfund Green Q-AG -8.97 2k 3/1/1996 274 Welton Investment Partners Welton Global -8.86 10,000k 6/1/2004 273 Superfund Group Superfund Green L.P. Series A -8.84 5k 10/1/2002 272 Clarke Capital Management Millennium -8.80 1,000k 1/1/1998 271 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -8.80 100k 10/1/2009 270 Clarke Capital Management Worldwide -8.49 250k 1/1/1996 269 Cypress Energy Capital Management, LP Cypress Energy, LP -8.38 50k 7/1/2008 268 Estlander & Partners Global XL -8.27 5,000k 8/1/1991 267 Estlander & Partners Alpha Trend -8.13 30,000k 10/1/1991 266 Estlander & Partners Freedom -8.08 20,000k 8/1/2010 265 Hyman Beck and Company Global Portfolio -7.89 1,000k 3/1/1991 264 Angle Capital Management LLC AIP Program -7.73 100k 1/1/2010 263 Altradis Capital AG AlphAlgo -7.72 100k 5/1/2007 262 IKOS IKOS Futures Fund -7.70 1,000k 2/1/2010 261 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.64 0k 11/1/1996 260 Rabar Market Research Diversified Program -7.44 2,000k 1/1/1989 259 Parizek Capital Futures Trading Program -7.43 500k 4/1/2000 258 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.36 100k 1/1/2005 257 Amplitude Capital International Limited Dynamic Strategy -7.36 6/1/2005 256 Alder Capital DAC Alder Global 20 -7.30 250k 2/1/2001 255 Covenant Capital Management Original Program -7.11 5,000k 9/1/1999 254 Strategic Ag Trading Chatham -6.94 100k 1/1/2005 253 Clarke Capital Management Jupiter -6.91 3,000k 5/1/2005 252 RAM Management Group MRTP Aggressive -6.80 1,000k 2/1/1998 251 Rivoli Fund Management Rivoli International Fund (V9) -6.78 5,000k 1/1/2002 250 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -6.70 1,000k 9/1/2009 249 Robinson-Langley Capital Management, LLC Managed Account Program -6.67 200k 1/1/2007 248 Opus Futures LLC Advance Ag Futures Trading Program -6.54 100k 3/1/2011 247 Insignia Managed Capital Medallion -6.38 50k 2/1/2009 246 Non Correlated Capital Positive Theta Program -6.29 250k 10/1/2007 245 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.28 75k 6/1/2007 244 Amplitude Capital International Limited Klassik Strategy -6.20 1,000k 9/1/2009 243 Eclipse Capital Management Global Monetary -6.14 5,000k 8/1/1990 242 ALFAKRAFT ALFA Commodity Fund -6.08 16k 6/1/2010 241 Non Correlated Capital Positive Theta Fund -6.04 50k 10/1/2007 240 Lynx Asset Management AB Lynx Program -5.90 75k 5/1/2000 239 Conquest Capital Group Conquest Select -5.87 250k 6/1/2004 238 Somers Brothers Capital Diversified Futures Program #1 -5.84 100k 1/1/2005 237 DUNN Capital Management D'Best Futures Fund, L.P. -5.81 100k 6/1/1994 236 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -5.80 100k 10/1/2010 235 Rotella Capital Management Rotella Polaris Program (Diversified) -5.65 10,000k 1/1/1991 234 Briarwood Capital Management, Inc. Diversified 2XL -5.60 250k 11/1/2004 233 Sunrise Capital Partners Sunrise Expanded Diversified Program -5.47 1/1/1989 232 Blackwater Capital Management Global Program -5.40 5,000k 7/1/2005 231 IDS Capital IDS F&F Systematic Trading -5.25 50k 7/1/2013 230 Eckhardt Trading Company Evolution Strategies 1.2X -5.23 10,000k 10/1/1991 229 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -5.10 10,000k 8/1/2009 228 Millburn Ridgefield Corporation Commodity Program -5.07 25,000k 3/1/2005 227 Demeter Capital Management Livestock & Grain Trading Program -5.01 50k 3/1/2010 226 Robust Methods LLC Macro Managed Account -4.95 5,000k 1/1/2005 225 QCM Global Diversified Programme -4.94 500k 12/1/1995 224 Wimmer Horizon LLP Managed Account -4.93 5,000k 5/1/2005 223 Covenant Capital Management Aggressive Program -4.88 3,000k 2/1/2004 222 ISAM ISAM Systematic Trend Fund -4.74 1,000k 6/1/2001 221 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.48 10,000k 8/1/2004 220 Transtrend B.V. DTP – Enhanced Risk (USD) -4.46 10,000k 1/1/1995 219 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.46 10,000k 8/1/1999 218 Millburn Ridgefield Corporation Multi-Markets Program -4.46 25,000k 10/1/2004 217 Millburn Ridgefield Corporation Diversified Program -4.41 20,000k 2/1/1977 216 John Locke Investments Cyril Systematic Program -4.38 8,000k 7/1/2000 215 Wraith Capital LLP Wraith Dynamic Futures Fund -4.37 100k 1/1/2011 214 DUNN Capital Management DUNN Combined Fund (DCF) -4.31 100k 5/1/1989 213 MERIT Alternative Investments GmbH Futures Portfolio -4.28 2,000k 6/1/1998 212 Eckhardt Trading Company Evolution Strategies -4.26 20,000k 8/1/1991 211 M6 Capital Management LLC Standard Program -4.21 300k 7/1/2005 210 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -4.18 10,000k 2/1/2008 209 Red Oak Commodity Advisors Investment Program -4.11 5,000k 12/1/1989 208 Estlander & Partners Global Markets -4.10 10,000k 8/1/1999 207 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.05 5,000k 12/1/2010 206 Trigon Investment Advisors, LLC Foreign Exchange Program -4.03 5,000k 8/1/2000 205 John Locke Investments JL Commodity Long Flat Program -3.99 5,000k 12/1/2007 204 Spectrum Asset Management LLC Global Diversified -3.97 2,000k 1/1/2001 203 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.91 10,000k 3/1/2003 202 Alder Capital DAC Alder Global 10 -3.90 250k 10/1/2000 201 IKOS The IKOS Hedge Fund -3.89 10,000k 7/1/1998 200 Auctos Capital Management Auctos Global Diversified -3.75 3,000k 11/1/2007 199 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -3.74 10,000k 2/1/2006 198 Abraham Trading Company Diversified Program -3.68 10,000k 1/1/1988 197 Molinero Capital Management LLP Global Markets Program -3.61 2,000k 7/1/2005 196 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.60 5,000k 11/1/2012 195 Quantitative Investment Management Quantitative Global Program -3.22 20,000k 10/1/2003 194 Red Rock Capital, LLC Systematic Global Macro -3.21 500k 9/1/2003 193 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -3.15 10,000k 4/1/2004 192 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.09 1,000k 10/1/2006 191 Rabar Market Research Short-Term Program -3.07 2,000k 11/1/2009 190 Quantica Capital AG Quantica Managed Futures -3.02 5,000k 1/1/2005 189 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.02 10k 7/1/2005 188 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.96 500k 4/1/2009 187 Transtrend B.V. DTP – Standard Risk (EUR) -2.96 10,000k 2/1/1999 186 Wavefront Global Asset Management IMFC Global Investment Program -2.92 2,000k 2/1/2007 185 Metolius Capital LLC Metolius Diversified -2.85 100k 6/1/2010 184 Emil van Essen EvE Systematic Global Opportunities -2.83 1,000k 9/1/2007 183 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.81 200k 11/1/1999 182 Briarwood Capital Management, Inc. Diversified Trading Program -2.78 3,000k 7/1/2001 181 QQFund.com QQFund.com Alpha Beta Program -2.76 100k 9/1/2008 180 Rotella Capital Management Rotella Orion (Short-Term) Program -2.73 10,000k 3/1/2006 179 Northfield Trading Diversified -2.67 2,000k 7/1/1989 178 Parizek Capital Currency Program -2.64 1,000k 4/1/2006 177 Quantmetrics Capital Management LLP Directional 10V Strategy -2.53 10,000k 1/1/2007 176 HPX Financial LLC HPX Old School Program -2.40 200k 6/1/2006 175 Novus Investments, LLC Novus Precious Commodities -2.38 200k 1/1/2007 174 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -2.30 250k 1/1/2009 173 RAM Management Group RAM MRTP 1X-Conservative -2.28 1,000k 9/1/1993 172 Hawksbill Capital Management Global Diversified -2.21 5,000k 11/1/1988 171 Kelly Angle Inc. Genesis Program -2.16 2,000k 4/1/2000 170 Winton Capital Management Diversified -2.16 50,000k 10/1/1997 169 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -2.15 150k 1/1/2011 168 Clarke Capital Management FX Plus -2.12 1,000k 5/1/2004 167 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.04 1k 10/1/2006 166 Saxon Investment Corporation Aggressive Diversified Program -1.98 2,000k 11/1/1993 165 Revolution Capital Management Alpha Program -1.88 5,000k 6/1/2007 164 Mobius Asset Management Custom Trading Program -1.83 100k 1/1/2002 163 Revolution Capital Management Alpha Fund -1.82 50k 1/1/2005 162 ROW Asset Managment Row Currency Program -1.80 1,000k 11/1/2010 161 Southwest Managed Investments, LLC Global Diversified -1.79 200k 1/1/2002 160 Capricorn Strategies Limited Capricorn fxST (Lev1) -1.67 1,000k 1/1/1999 159 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.67 1,000k 5/1/2006 158 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.65 1,000k 3/1/1998 157 Wavefront Global Asset Management IMFC Global Concentrated -1.58 500k 4/1/2009 156 Rhicon Currency Management Rhicon Systematic Currency Program -1.51 3,000k 1/1/2004 155 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.51 500k 1/1/2006 154 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.48 4,000k 2/1/2011 153 Auspice Capital Advisors Ltd Auspice Diversified Program -1.44 1,500k 4/1/2006 152 Manning & Napier MN Xenon Managed Futures (2x) Program -1.43 5,000k 6/1/2006 151 Kottke Associates Stockton Fundamental Ag -1.42 500k 1/1/2006 150 PRIM' Alternative Investment PRIM Gold -1.37 10k 11/1/2005 149 Saxon Investment Corporation Diversified Program -1.31 3,000k 9/1/1988 148 Gladius Asset Management Fulham Program -1.30 2,000k 1/1/2008 147 Systematic Alpha Management Systematic Alpha Futures Program -1.30 100k 6/1/2004 146 Clarke Capital Management Global Basic -1.28 50k 2/1/1996 145 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.26 3,000k 5/1/2010 144 Heyden & Steindl GmbH TOMAC2 -1.22 5,000k 3/1/2003 143 Witter & Lester, Inc. Stock Index Futures Trading Program -1.22 400k 1/1/1988 142 Quantica Capital AG Quantica Diversified FX -1.20 5,000k 3/1/2007 141 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.02 1,000k 9/1/1997 140 Insignia Managed Capital Epoch3 -0.98 20k 7/1/2009 139 KMJ Investments KMJ Investments -0.91 1,000k 8/1/1994 138 Vergho Asset Management LLC Kinematics -0.90 1,000k 11/1/2008 137 Beryl Investment Group LLC Nominal Discretionary System -0.87 50k 7/1/2007 136 Range Wise Investment Program -0.80 250k 2/1/1991 135 Futures Truth Company, FTC-CTA MS4 -0.77 250k 10/1/2007 134 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.74 10,000k 1/1/2001 133 Quantis Asset Management PFM Systematic -0.69 15k 5/1/2010 132 FRP CAPITAL LLC FRP125+ -0.68 125k 1/1/2010 131 Ion Asset Architecture (Fund Program) Ion Fund -0.64 100k 11/1/2007 130 Ion Asset Architecture Ion Fund Program -0.64 10,000k 11/1/2007 129 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.62 4,000k 11/1/2008 128 Mobius Asset Management Diversified Program -0.59 250k 3/1/2004 127 Xplor Capital Management, LLC Global CTA Program -0.57 1,500k 7/1/2004 126 C-View Limited Currency Managed Account Program -0.56 5,000k 10/1/1996 125 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.51 100k 2/1/2010 124 HB Capital Management Inc. Diversified Program -0.47 50k 3/1/2008 123 Protec Energy Partners LLC ET1 -0.47 500k 4/1/2010 122 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.41 100k 1/1/2000 121 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.40 1,000k 1/1/2006 120 Dominion Capital Sapphire Program -0.40 3,000k 5/1/2005 119 Liberty Funds Group, Inc Liberty Wealth Protection Fund -0.37 250k 10/1/2009 118 NuWave Investment Management, LLC Combined Futures Portfolio -0.30 5,000k 6/1/2001 117 Dendrich Ltd QEP -0.30 50k 12/1/2005 116 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.30 250k 3/1/2010 115 NuWave Investment Management, LLC NuWave Investment Partners LP -0.28 250k 6/1/2001 114 Mondiale Asset Management Mondiale Trading Program -0.19 0k 9/1/1997 113 Quantmetrics Capital Management LLP Premier 12V Strategy -0.15 10,000k 4/1/2003 112 White Indian Trading Co. STAIRS (Client) -0.15 250k 5/1/2009 111 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.04 10,000k 8/1/2009 107 Adamah Capital LLC Asset Allocator Program 0.00 50k 3/1/2011 106 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.00 5,000k 5/1/2011 108 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 105 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 0.00 25k 8/1/2009 104 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.00 250k 5/1/2011 103 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 0.00 100k 5/1/2011 109 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 110 Option Capital Advisory OCA Premium 0.00 100k 5/1/2011 102 Diamond Capital Management Enhanced S&P Program 0.05 100k 10/1/2009 101 Blake Capital Management, Inc. SRD Short Equities 0.05 100k 1/1/2011 100 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.06 10,000k 7/1/2008 99 Greenwave Capital Management Greenwave Flagship 0.06 10,000k 6/1/2008 98 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.10 500k 8/1/2010 97 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.10 1,000k 1/1/2005 96 Ancile Capital Management Global Markets Program 0.15 2,000k 4/1/2005 95 Four Seasons Commodities Corp Lone Star Program 0.19 300k 1/1/2005 94 Cauldron Investments, LLC Stock Index Plus 0.20 1,000k 10/1/2009 93 Ion Asset Architecture Ion Volium Fund 0.20 0k 4/1/2011 92 AllMountain Capital AG Mount Denali Global Trends 0.21 160k 7/1/2007 91 Mobius Asset Management Energy Weighted Program 0.23 250k 1/1/2005 90 QCAM Currency Asset Management AG QCAM v-Pro 0.27 1,000k 7/1/2007 89 Kottke Associates MV Program 0.33 1,000k 8/1/2010 88 Stenger Capital Management, LLC Diversified Trading Program 0.38 200k 4/1/2010 87 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.39 1,500k 1/1/2009 86 Endeavour Capital LLP Endeavour Pembroke 0.45 2,000k 7/1/2007 85 Kottke Associates Lark - Cattle Program 0.51 500k 2/1/2008 84 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.51 10,000k 5/1/2009 83 Cranwood Capital Management Fixed Income Arbitrage Fund 0.60 250k 4/1/2008 82 Cranwood Capital Management Cranwood International Fund 0.60 250k 4/1/2008 81 Conquest Capital Group Conquest Macro 0.63 250k 5/1/1999 80 Seven Capital Management Seven Absolute Return 0.64 100k 6/1/2009 79 Gables Capital Management, Inc. GCM Global FX 0.71 1,000k 1/1/2009 78 Witter & Lester, Inc. Redstone 0.72 500k 9/1/1994 77 Global AG LLC Global Ag LLC 0.77 1,000k 12/1/2008 76 Strategic Ag Trading SAT HEARTLAND 0.78 100k 12/1/2008 75 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.84 5,000k 6/1/2010 74 GLOBIVEST LLC Alpha Program 0.88 50k 4/1/2009 73 Strategic Ag Trading SAT GRAINS 0.94 100k 4/1/2002 72 Trigon Investment Advisors, LLC Discretionary Macro Program 0.97 10,000k 8/1/2007 71 FORT LP Fort Global Contrarian 0.98 2,000k 10/1/2002 70 Esulep LLC MAX Esulep LLC MAX 0.98 500k 5/1/2008 69 Ansbacher Investment Management Market Neutral Put Skew Program 1.06 250k 1/1/1996 68 Pacific Capital Advisors Vanguard Program 1.18 100k 4/1/2007 67 Di Tomasso Group Inc. Equilibrium Program 1.20 5,000k 1/1/2002 66 Rhicon Currency Management Rhicon Strategic Program 1.20 500k 1/1/2004 65 FORT LP Fort Global Diversified 1.26 2,000k 10/1/1993 64 Romanesco Capital Management B.V Persistence Program 1.34 5,000k 9/1/2005 63 Revolution Capital Management Mosaic Institutional Program 1.37 25,000k 9/1/2009 62 Typhon Capital Management, LLC Plutus Grain Strategy 1.57 250k 4/1/2008 61 Diamond Peak Capital LLC Northstar (2x) program 1.57 250k 10/1/2008 60 Tlaloc Capital LLC Grains Program 1.75 1,000k 4/1/2010 59 Global Bayesian Dynamics, LLC BOND&FX Client Composite 1.75 5,000k 3/1/2009 58 OptHedge Advisors LLC Diversified Options & Futures Program 1.94 250k 10/1/2008 57 White River Group Stock Index Option Writing Strategy 1.96 10k 11/1/2008 56 Soaring Pelican, LLC Diversified S&P Program 1.97 100k 1/1/2011 55 Global Sigma Group, LLC AGSF 1.99 3,000k 4/1/2013 54 Quantis Asset Management Intraday Futures 2.06 250k 1/1/2010 53 Bluenose Capital Management, LLC BNC EI 2.07 15k 7/1/2010 52 Superfund Group Superfund Blue SPC Class A (EUR) 2.11 50k 4/1/2005 51 Crabel Capital Management WPD Crabel Futures Program 2.21 1,000k 7/1/2008 50 Four Seasons Commodities Corp Hawkeye Spread Program 2.23 500k 3/1/2005 49 Haar Capital Management Discretionary Commodity Trading Program 2.23 250k 12/1/2005 48 Warrington Asset Management Warrington Strategic Program 2.32 50k 1/1/1997 47 Crabel Capital Management Crabel Multi-Product 2.40 1,000k 3/1/1998 46 Tyche Capital Advisors LLC TCA Energy Spreads 2.40 100k 8/1/2008 45 Tanyard Creek Capital Livestock Program 2.46 200k 6/1/2008 44 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.59 25,000k 3/1/2010 43 Bluenose Capital Management, LLC BNC BI 2.66 30k 10/1/2008 42 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.69 250k 10/1/2009 41 Jaguar Investments Ltd Vario Capital Strategy 2.82 1,000k 5/1/2016 40 JLC Futures Management Company JLC Managed Futures Fund I, LP. 2.85 100k 8/1/2009 39 LJM Partners LJM Preservation & Growth Strategy 2.85 250k 5/1/2006 38 Neural Capital Ltd Sentinel Trading Program 2.99 2,000k 1/1/2006 37 Crescent Bay Capital Management Premium Stock Index Program 3.00 10k 10/1/2005 36 Arcanum Asset Management Equity Index Option Program (Prop) 3.00 500k 7/1/2006 35 Rosetta Capital Management Rosetta Trading Program 3.04 100k 4/1/2000 34 Manning & Napier MN Xenon Global Fixed Income Program 3.05 2,000k 8/1/2004 33 Liberty Funds Group, Inc Liberty Diversified Option Strategy 3.15 750k 1/1/2009 32 Vantage Capital Management VCM Growth Program 3.16 100k 1/1/2011 31 ITB Capital Management, LLC ITB Premium Fund I, LTD 3.37 1,000k 1/1/2006 30 Revolution Capital Management Mosaic Program 3.39 10,000k 10/1/2006 29 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 3.42 200k 1/1/2007 28 Third Street Ag Investments, LLC Fundamental Discretionary Ag 3.45 500k 8/1/2012 27 White Indian Trading Co. SCS Program (Client) 3.64 250k 2/1/2011 26 White Indian Trading Co. STAIRS - Futures Program (Client) 3.85 250k 10/1/2008 25 Clarke Capital Management Global Magnum 4.15 100k 8/1/1997 24 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 4.19 50k 10/1/2007 23 Pinstripe Trading, LLC Standard 4.24 125k 8/1/2009 22 FCI Capital Management TSFX1 4.35 20k 11/1/2010 21 Quantis Asset Management Ulysses Futures 4.36 1,000k 7/1/2009 20 LJM Partners LJM Moderately Aggressive Strategy 4.68 500k 4/1/2003 19 Superfund Group Superfund Blue SPC Class A (Gold) 4.74 50k 12/1/2007 18 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 4.89 50k 9/1/2009 17 Rosetta Capital Management Macro Program 4.92 50k 1/1/2009 16 Gap Partners LLC Gap 5.39 250k 11/1/2009 15 Quantum Leap Capital Management Managed Account Program 5.40 300k 8/1/2006 14 Strategic Capital Advisors LLC Contrarian 500 5.54 500k 12/1/2003 13 Manning & Napier MN Xenon Global Fixed Income (2x) Program 5.87 1,000k 5/1/2010 12 Global Vista Advisors, LLC Global Vista Options ("GVO") 5.88 50k 10/1/2010 11 Emil van Essen Spread Trading Program 6.50 5,000k 12/1/2006 10 LJM Partners LJM Aggressive Strategy 6.71 500k 7/1/1998 9 ITB Capital Advisors LLC ITB Time Value Trading Program 6.74 5,000k 1/1/2009 8 Kinkopf Capital Management KCM S&P (Proprietary) 7.45 100k 1/1/1999 7 Futures Truth Company, FTC-CTA 200K Options Strategy 7.83 200k 12/1/2009 6 Shield Plus LLC Shield Plus Natural Gas 7.87 50k 1/1/2004 5 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 13.03 25k 4/1/2010 4 Schindler Capital Management, LLC Dairy Advantage Program 16.82 400k 8/1/2005 3 GT CAPITAL CTA GT CAPITAL CTA 18.18 150k 6/1/2009 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 18.97 25k 1/1/2011 1 Serac, LLC Diversified Reversal Program 47.27 200k 4/1/2011 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.