IASG CTA Index For October 2012 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Oct 2012 Min Inv Inception 313 Estlander & Partners Alpha Trend II - Class P -21.15 100k 12/1/2008 312 TKC Investment Services MAP -19.12 100k 7/1/2010 311 Dreiss Research Corporation Diversified Program -17.70 1,000k 5/1/1991 310 Mulvaney Capital Management The Mulvaney Global Markets Fund -15.07 100k 5/1/1999 309 Hawksbill Capital Management Global Diversified -13.74 5,000k 11/1/1988 308 QQFund.com QQFund.com Alpha Beta Program -13.13 100k 9/1/2008 307 Robinson-Langley Capital Management, LLC Managed Account Program -12.77 200k 1/1/2007 306 Superfund Group Superfund Green Gold C (SPC) -11.92 100k 10/1/2005 305 QCM Global Diversified Programme -10.91 500k 12/1/1995 304 Purple Valley Capital, Inc. Diversified Trend 1 -10.73 100k 8/1/2008 303 AIS Capital Management, L.P. MAAP (3x-6x) Composite -10.65 2,000k 7/1/1992 302 Somers Brothers Capital Diversified Futures Program #1 -10.55 100k 1/1/2005 301 Clarke Capital Management Jupiter -10.06 3,000k 5/1/2005 300 Range Wise Investment Program -9.97 250k 2/1/1991 299 Superfund Group Superfund Green Gold B (SPC) -9.88 50k 10/1/2005 298 Angle Capital Management LLC AIP Program -9.74 100k 1/1/2010 297 Kelly Angle Inc. Genesis Program -9.32 2,000k 4/1/2000 296 DUNN Capital Management D'Best Futures Fund, L.P. -9.25 100k 6/1/1994 295 Eckhardt Trading Company Evolution Strategies 1.2X -9.04 10,000k 10/1/1991 294 Clarke Capital Management Millennium -8.79 1,000k 1/1/1998 293 Neural Capital Ltd Sentinel Trading Program -8.50 2,000k 1/1/2006 292 Superfund Group Superfund Green Master -8.37 2,000k 5/1/2001 291 Eckhardt Trading Company Evolution Strategies -7.91 20,000k 8/1/1991 290 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.88 0k 11/1/1996 289 Superfund Group Superfund Green Gold A (SPC) -7.74 5k 10/1/2005 288 Rabar Market Research Short-Term Program -7.63 2,000k 11/1/2009 287 Rho Asset Management Rho Altius 1XL Program -7.22 5,000k 11/1/2007 286 Rabar Market Research Diversified Program -7.17 2,000k 1/1/1989 285 Covenant Capital Management Aggressive Program -7.15 3,000k 2/1/2004 284 Estlander & Partners Alpha Trend -6.95 30,000k 10/1/1991 283 Superfund Group Superfund Green Gold L.P. Series B-1 -6.95 5k 4/1/2009 282 Altradis Capital AG AlphAlgo -6.94 100k 5/1/2007 281 Estlander & Partners Global XL -6.88 5,000k 8/1/1991 280 Estlander & Partners Freedom -6.83 20,000k 8/1/2010 279 Amplitude Capital International Limited Klassik Strategy -6.77 1,000k 9/1/2009 278 Melissinos Trading Eupatrid Global Trends -6.73 50k 1/1/2011 277 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.69 75k 6/1/2007 276 Superfund Group Superfund Green GCT USD -6.68 15k 1/1/2000 275 Rivoli Fund Management Rivoli International Fund (E) -6.66 5,000k 10/1/1996 274 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.59 100k 11/1/1984 273 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -6.48 1,000k 9/1/2009 272 Keck Capital Management LLC The Keck Program -6.46 2,000k 12/1/2003 271 Manning & Napier MN Xenon Managed Futures (2x) Program -6.40 5,000k 6/1/2006 270 AIS Capital Management, L.P. MAAP (2x-4x) Composite -6.19 3,000k 10/1/1992 269 Lynx Asset Management AB Lynx Program -6.19 75k 5/1/2000 268 Superfund Group Superfund Green Gold L.P. Series A-1 -6.03 5k 4/1/2009 267 Southwest Managed Investments, LLC Global Diversified -6.03 200k 1/1/2002 266 Tactical Investment Management Tactical Institutional Commodity Program -5.74 10,000k 4/1/1993 265 Superfund Group Superfund Green L.P. Series B -5.71 5k 10/1/2002 264 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -5.69 100k 7/1/2011 263 DUNN Capital Management DUNN Combined Fund (DCF) -5.68 100k 5/1/1989 262 Amplitude Capital International Limited Dynamic Strategy -5.61 6/1/2005 261 Clarke Capital Management Worldwide -5.52 250k 1/1/1996 260 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -5.51 5,000k 11/1/2012 259 Spectrum Asset Management LLC Global Diversified -5.51 2,000k 1/1/2001 258 ALFAKRAFT ALFA Commodity Fund -5.51 16k 6/1/2010 257 Covenant Capital Management Original Program -5.49 5,000k 9/1/1999 256 Commodity Strategies AG CSAG Active Long Short Commodity Program -5.48 5,000k 10/1/2007 255 EMC Capital Advisors, LLC Classic -5.40 5,000k 1/1/1985 254 Chesapeake Capital Diversified (LV) -5.40 100k 2/1/1988 253 Conquest Capital Group Conquest Select -5.38 250k 6/1/2004 252 Eclipse Capital Management Global Monetary -5.20 5,000k 8/1/1990 251 John Locke Investments Cyril Systematic Program -5.02 8,000k 7/1/2000 250 M.S. Capital Management Global Diversified Program -4.94 2,000k 11/1/1998 249 Alee Capital Management, LLC Mistral Program -4.92 2,500k 1/1/1999 248 Bocken Trading LLC Discretionary Trading Program -4.91 100k 7/1/2011 247 Emil van Essen EvE Systematic Global Opportunities -4.88 1,000k 9/1/2007 246 Manning & Napier MN Xenon Global Fixed Income (2x) Program -4.80 1,000k 5/1/2010 245 ISAM ISAM Systematic Trend Fund -4.80 1,000k 6/1/2001 244 Wavefront Global Asset Management IMFC Global Investment Program -4.78 2,000k 2/1/2007 243 Briarwood Capital Management, Inc. Diversified 2XL -4.74 250k 11/1/2004 242 Clarke Capital Management Global Basic -4.62 50k 2/1/1996 241 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.51 1/1/1989 240 Wimmer Horizon LLP Managed Account -4.50 5,000k 5/1/2005 239 Seven Capital Management Seven Absolute Return -4.48 100k 6/1/2009 238 Mark J. Walsh Company Standard Program -4.41 2,000k 9/1/1985 237 Adamah Capital LLC Asset Allocator Program -4.40 50k 3/1/2011 236 Wraith Capital LLP Wraith Dynamic Futures Fund -4.38 100k 1/1/2011 235 Superfund Group Superfund Green Q-AG -4.37 2k 3/1/1996 234 Wavefront Global Asset Management IMFC Global Concentrated -4.36 500k 4/1/2009 233 Rivoli Fund Management Rivoli International Fund (V9) -4.27 5,000k 1/1/2002 232 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.26 100k 1/1/2005 231 Rotella Capital Management Rotella Polaris Program (Diversified) -4.24 10,000k 1/1/1991 230 Drury Capital Diversified Trend-Following Program -4.22 5,000k 5/1/1997 229 John Locke Investments JL Commodity Long Flat Program -4.09 5,000k 12/1/2007 228 Clarke Capital Management Global Magnum -4.05 100k 8/1/1997 227 Welton Investment Partners Welton Global -3.95 10,000k 6/1/2004 226 Heyden & Steindl GmbH TOMAC2 -3.90 5,000k 3/1/2003 225 Superfund Group Superfund Green L.P. Series A -3.85 5k 10/1/2002 224 Superfund Group Superfund Blue SPC Class A (Gold) -3.85 50k 12/1/2007 223 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.83 250k 10/1/2009 222 Quantis Asset Management Intraday Futures -3.80 250k 1/1/2010 221 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.73 10,000k 8/1/2004 220 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.67 10,000k 8/1/1999 219 Transtrend B.V. DTP – Enhanced Risk (USD) -3.65 10,000k 1/1/1995 218 Saxon Investment Corporation Aggressive Diversified Program -3.53 2,000k 11/1/1993 217 Quantum Leap Capital Management Managed Account Program -3.50 300k 8/1/2006 216 Estlander & Partners Global Markets -3.47 10,000k 8/1/1999 215 Future Trade AG Thales Swing Trading Programme -3.47 250k 6/1/2007 214 Soaring Pelican, LLC Diversified S&P Program -3.39 100k 1/1/2011 213 Xplor Capital Management, LLC Global CTA Program -3.39 1,500k 7/1/2004 212 FORT LP Fort Global Diversified -3.37 2,000k 3/1/2002 211 Alee Capital Management, LLC Poniente Program -3.35 2,500k 1/1/1999 210 Vergho Asset Management LLC Kinematics -3.31 1,000k 11/1/2008 209 Schindler Capital Management, LLC Dairy Advantage Program -3.30 400k 8/1/2005 208 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -3.27 500k 4/1/2009 207 Molinero Capital Management LLP Global Markets Program -3.26 2,000k 7/1/2005 206 PRIM' Alternative Investment PRIM Gold -3.23 10k 11/1/2005 205 Alder Capital DAC Alder Global 20 -3.20 250k 2/1/2001 204 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.16 5,000k 12/1/2010 203 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.08 10k 7/1/2005 202 Novus Investments, LLC Novus Precious Commodities -3.05 200k 1/1/2007 201 Abraham Trading Company Diversified Program -2.92 10,000k 1/1/1988 200 Quantica Capital AG Quantica Managed Futures -2.89 10,000k 1/1/2005 199 Endeavour Capital LLP Endeavour Pembroke -2.80 2,000k 7/1/2007 198 Millburn Ridgefield Corporation Multi-Markets Program -2.70 25,000k 10/1/2004 197 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.62 4,000k 2/1/2011 196 Parizek Capital Futures Trading Program -2.60 500k 4/1/2000 195 FORT LP Fort Global Contrarian -2.58 2,000k 10/1/2002 194 Winton Capital Management Diversified -2.54 50,000k 10/1/1997 193 Di Tomasso Group Inc. Equilibrium Program -2.52 5,000k 1/1/2002 192 Millburn Ridgefield Corporation Commodity Program -2.51 25,000k 3/1/2005 191 AllMountain Capital AG Mount Denali Global Trends -2.49 160k 7/1/2007 190 Ancile Capital Management Global Markets Program -2.46 2,000k 4/1/2005 189 Manning & Napier MN Xenon Global Fixed Income Program -2.45 2,000k 8/1/2004 188 Transtrend B.V. DTP – Standard Risk (EUR) -2.42 10,000k 2/1/1999 187 Briarwood Capital Management, Inc. Diversified Trading Program -2.30 3,000k 7/1/2001 186 FCI Capital Management TSFX1 -2.30 20k 11/1/2010 185 Crabel Capital Management WPD Crabel Futures Program -2.26 1,000k 7/1/2008 184 Hyman Beck and Company Global Portfolio -2.24 1,000k 3/1/1991 183 Metolius Capital LLC Metolius Diversified -2.20 100k 6/1/2010 182 Blackwater Capital Management Global Program -2.15 5,000k 7/1/2005 181 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.10 100k 1/1/2000 180 Trigon Investment Advisors, LLC Foreign Exchange Program -2.09 5,000k 8/1/2000 179 Millburn Ridgefield Corporation Diversified Program -2.04 20,000k 2/1/1977 178 Quantica Capital AG Quantica Diversified FX -2.00 5,000k 3/1/2007 177 IDS Capital IDS F&F Systematic Trading -2.00 50k 7/1/2013 176 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.93 1k 10/1/2006 175 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.91 1,500k 1/1/2009 174 Revolution Capital Management Mosaic Program -1.89 10,000k 10/1/2006 173 Mondiale Asset Management Mondiale Trading Program -1.85 0k 9/1/1997 172 Claughton Capital ARP Institutional Program -1.84 1,000k 10/1/2005 171 Quantitative Investment Management Quantitative Global Program -1.81 20,000k 10/1/2003 170 Saxon Investment Corporation Diversified Program -1.80 3,000k 9/1/1988 169 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.79 500k 1/1/2006 168 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.79 1,000k 10/1/2006 167 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.75 100k 2/1/2010 166 Auspice Capital Advisors Ltd Auspice Diversified Program -1.73 1,500k 6/1/2007 165 MERIT Alternative Investments GmbH Futures Portfolio -1.72 2,000k 6/1/1998 164 Auctos Capital Management Auctos Global Diversified -1.72 3,000k 11/1/2007 163 Gladius Asset Management Fulham Program -1.67 2,000k 1/1/2008 162 Alder Capital DAC Alder Global 10 -1.60 250k 10/1/2000 161 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -1.54 5,000k 5/1/2011 160 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.54 10,000k 3/1/2003 159 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.49 250k 5/1/2011 158 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.48 5,000k 6/1/2010 157 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.30 4,000k 11/1/2008 156 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.28 100k 8/1/2009 155 Rotella Capital Management Rotella Orion (Short-Term) Program -1.28 10,000k 3/1/2006 154 M6 Capital Management LLC Standard Program -1.18 300k 7/1/2005 153 Rhicon Currency Management Rhicon Strategic Program -1.11 500k 1/1/2004 152 IKOS IKOS Futures Fund -1.09 1,000k 2/1/2010 151 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.08 200k 11/1/1999 150 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.01 3,000k 5/1/2010 149 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.00 10,000k 1/1/2001 148 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.96 1,000k 3/1/1998 147 Kottke Associates MV Program -0.96 1,000k 8/1/2010 146 Ion Asset Architecture Ion Fund Program -0.91 10,000k 11/1/2007 145 Ion Asset Architecture (Fund Program) Ion Fund -0.91 100k 11/1/2007 144 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.89 1,000k 1/1/2006 143 KMJ Investments KMJ Investments -0.86 1,000k 8/1/1994 142 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.85 10,000k 8/1/2009 141 IKOS IKOS FX Fund -0.84 1,000k 3/1/2008 140 Global AG LLC Global Ag LLC -0.83 1,000k 12/1/2008 139 Pacific Capital Advisors Vanguard Program -0.82 100k 4/1/2007 138 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -0.82 10,000k 5/1/2009 137 Northfield Trading Diversified -0.79 2,000k 7/1/1989 136 Revolution Capital Management Mosaic Institutional Program -0.72 25,000k 9/1/2009 135 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.72 5,000k 1/1/2005 134 Four Seasons Commodities Corp Hawkeye Spread Program -0.72 500k 3/1/2005 133 Tanyard Creek Capital Livestock Program -0.72 200k 6/1/2008 132 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.69 10,000k 4/1/2004 131 Rhicon Currency Management Rhicon Systematic Currency Program -0.69 3,000k 1/1/2004 130 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.67 250k 3/1/2010 129 Cranwood Capital Management Cranwood International Fund -0.64 250k 4/1/2008 128 Cranwood Capital Management Fixed Income Arbitrage Fund -0.64 250k 4/1/2008 127 ROW Asset Managment Row Currency Program -0.63 1,000k 11/1/2010 126 FRP CAPITAL LLC FRP125+ -0.60 125k 1/1/2010 125 Beryl Investment Group LLC Nominal Discretionary System -0.58 50k 7/1/2007 124 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -0.50 25k 8/1/2009 123 Conquest Capital Group Conquest Macro -0.41 250k 5/1/1999 122 Clarke Capital Management FX Plus -0.41 1,000k 5/1/2004 121 Coloma Capital Futures(r), LLC Coloma Commodity Strategy -0.40 500k 8/1/2010 120 Kottke Associates Stockton Fundamental Ag -0.39 500k 1/1/2006 119 Blake Capital Management, Inc. SRD Short Equities -0.36 100k 1/1/2011 118 Shield Plus LLC Shield Plus Natural Gas -0.32 50k 1/1/2004 117 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -0.32 25k 4/1/2010 116 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.28 100k 5/1/2011 115 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.27 10,000k 2/1/2008 114 Futures Truth Company, FTC-CTA 200K Options Strategy -0.22 200k 12/1/2009 113 Global Bayesian Dynamics, LLC BOND&FX Client Composite -0.20 5,000k 3/1/2009 112 Gap Partners LLC Gap -0.19 250k 11/1/2009 111 Quantmetrics Capital Management LLP Directional 10V Strategy -0.18 10,000k 1/1/2007 110 Witter & Lester, Inc. Redstone -0.14 500k 9/1/1994 109 Trigon Investment Advisors, LLC Discretionary Macro Program -0.14 10,000k 8/1/2007 108 Kottke Associates Lark - Cattle Program -0.14 500k 2/1/2008 107 Mobius Asset Management Custom Trading Program -0.13 100k 1/1/2002 106 C-View Limited Currency Managed Account Program -0.12 5,000k 10/1/1996 105 Kinkopf Capital Management KCM S&P (Proprietary) -0.12 100k 1/1/1999 104 Red Rock Capital, LLC Systematic Global Macro -0.06 500k 9/1/2003 103 Haar Capital Management Discretionary Commodity Trading Program -0.06 250k 12/1/2005 102 Rosetta Capital Management Rosetta Trading Program -0.05 100k 4/1/2000 101 Jaguar Investments Ltd Vario Capital Strategy -0.01 1,000k 5/1/2016 99 Greenwave Capital Management Greenwave Flagship 0.00 10,000k 6/1/2008 100 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.00 10,000k 7/1/2008 98 Robust Methods LLC Macro Managed Account 0.01 5,000k 1/1/2005 97 GT CAPITAL CTA GT Dynamic Trading Program 0.03 150k 6/1/2009 96 Crescent Bay Capital Management Premium Stock Index Program 0.04 10k 10/1/2005 95 Mobius Asset Management Energy Weighted Program 0.05 250k 1/1/2005 94 Systematic Alpha Management Systematic Alpha Futures Program 0.08 100k 6/1/2004 93 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.10 1,000k 9/1/1997 92 Mobius Asset Management Diversified Program 0.10 250k 3/1/2004 91 NuWave Investment Management, LLC Combined Futures Portfolio 0.11 5,000k 6/1/2001 90 Strategic Ag Trading SAT GRAINS 0.13 100k 4/1/2002 89 NuWave Investment Management, LLC NuWave Investment Partners LP 0.16 250k 6/1/2001 88 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.22 1,000k 1/1/1999 87 Quantmetrics Capital Management LLP Premier 12V Strategy 0.22 10,000k 4/1/2003 86 RAM Management Group RAM MRTP 1X-Conservative 0.23 1,000k 9/1/1993 85 Superfund Group Superfund Blue SPC Class A (EUR) 0.23 50k 4/1/2005 84 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.25 10,000k 8/1/2009 83 Ion Asset Architecture Ion Volium Fund 0.27 0k 4/1/2011 82 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.28 1,000k 1/1/2005 81 Stenger Capital Management, LLC Diversified Trading Program 0.33 200k 4/1/2010 80 IKOS The IKOS Hedge Fund 0.38 10,000k 7/1/1998 79 Parizek Capital Currency Program 0.40 1,000k 4/1/2006 78 QCAM Currency Asset Management AG QCAM v-Pro 0.43 1,000k 7/1/2007 77 Cypress Energy Capital Management, LP Cypress Energy, LP 0.44 50k 7/1/2008 76 OptHedge Advisors LLC Diversified Options & Futures Program 0.45 250k 10/1/2008 75 Red Oak Commodity Advisors Investment Program 0.45 5,000k 12/1/1989 74 HiProb Trading Technology LLC HiProb-I 0.50 5,000k 7/1/2008 73 Strategic Ag Trading Chatham 0.51 100k 1/1/2005 72 Tlaloc Capital LLC Grains Program 0.53 1,000k 4/1/2010 71 Revolution Capital Management Alpha Program 0.53 5,000k 6/1/2007 70 Opus Futures LLC Advanced Ag Futures Trading Program 0.54 100k 3/1/2011 69 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.56 1,000k 5/1/2006 68 Revolution Capital Management Alpha Fund 0.70 50k 1/1/2005 67 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.70 10,000k 2/1/2006 66 Gables Capital Management, Inc. GCM Global FX 0.74 1,000k 1/1/2009 65 Esulep LLC MAX Esulep LLC MAX 0.79 500k 5/1/2008 64 RAM Management Group MRTP Aggressive 0.80 1,000k 2/1/1998 63 Four Seasons Commodities Corp Lone Star Program 0.86 300k 1/1/2005 62 Witter & Lester, Inc. Stock Index Futures Trading Program 0.87 400k 1/1/1988 61 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.95 25,000k 3/1/2010 60 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.07 250k 10/1/2009 59 Futures Truth Company, FTC-CTA MS4 1.23 250k 10/1/2007 58 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 1.29 100k 10/1/2010 57 Emil van Essen Spread Trading Program 1.41 5,000k 12/1/2006 56 Typhon Capital Management, LLC Plutus Grain Strategy 1.41 250k 4/1/2008 55 Tyche Capital Advisors LLC TCA Energy Spreads 1.43 100k 8/1/2008 54 Global Sigma Group, LLC AGSF 1.44 3,000k 4/1/2013 53 Dominion Capital Sapphire Program 1.46 3,000k 5/1/2005 52 Strategic Capital Advisors LLC Contrarian 500 1.52 250k 12/1/2003 51 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 1.60 250k 1/1/2009 50 Demeter Capital Management Livestock & Grain Trading Program 1.65 50k 3/1/2010 49 Bluenose Capital Management, LLC BNC BI 1.66 30k 10/1/2008 48 Warrington Asset Management Warrington Strategic Program 1.66 50k 1/1/1997 47 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.74 50k 10/1/2007 46 Diamond Capital Management Enhanced S&P Program 1.79 100k 10/1/2009 45 Cauldron Investments, LLC Stock Index Plus 1.80 1,000k 10/1/2009 44 HPX Financial LLC HPX Old School Program 1.89 200k 6/1/2006 43 Diamond Peak Capital LLC Northstar (2x) program 1.95 250k 10/1/2008 42 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.01 1,000k 1/1/2006 41 Non Correlated Capital Positive Theta Program 2.03 250k 10/1/2007 40 White River Group Stock Index Option Writing Strategy 2.04 10k 11/1/2008 39 GLOBIVEST LLC Alpha Program 2.04 50k 4/1/2009 38 Crabel Capital Management Crabel Multi-Product 2.06 1,000k 3/1/1998 37 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 2.12 200k 1/1/2007 36 Serac, LLC Diversified Reversal Program 2.23 200k 4/1/2011 35 Non Correlated Capital Positive Theta Fund 2.24 50k 10/1/2007 34 Bluenose Capital Management, LLC BNC EI 2.30 15k 7/1/2010 33 White Indian Trading Co. SCS Program (Client) 2.31 250k 2/1/2011 32 Global Vista Advisors, LLC Global Vista Options ("GVO") 2.35 50k 10/1/2010 31 Zoi Capital, LLC Telio Program (Client) 2.63 200k 4/1/2010 30 LJM Partners LJM Preservation & Growth Strategy 2.64 250k 5/1/2006 29 Vantage Capital Management VCM Growth Program 2.80 100k 1/1/2011 28 Insignia Managed Capital Epoch3 2.85 20k 7/1/2009 27 Romanesco Capital Management B.V Persistence Program 2.85 5,000k 9/1/2005 26 Insignia Managed Capital Medallion 2.91 50k 2/1/2009 25 Arcanum Asset Management Equity Index Option Program (Prop) 2.93 500k 7/1/2006 24 Third Street Ag Investments, LLC Fundamental Discretionary Ag 3.38 500k 8/1/2012 23 Paramount Capital Management LLC Commodity Trading Program 3.39 100k 7/1/2008 22 Pinstripe Trading, LLC Standard 3.52 125k 8/1/2009 21 White River Group Diversified Option Writing Strategy 3.54 20k 11/1/2008 20 Quantis Asset Management PFM Systematic 3.72 15k 5/1/2010 19 LJM Partners LJM Moderately Aggressive Strategy 3.79 500k 4/1/2003 18 Strategic Ag Trading SAT HEARTLAND 3.89 100k 12/1/2008 17 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 3.96 150k 1/1/2011 16 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.03 100k 10/1/2009 15 ITB Capital Advisors LLC ITB Time Value Trading Program 4.13 5,000k 1/1/2009 14 HB Capital Management Inc. Diversified Program 4.18 50k 3/1/2008 13 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.29 100k 3/1/2003 12 Liberty Funds Group, Inc Liberty Diversified Option Strategy 4.52 750k 1/1/2009 11 LJM Partners LJM Aggressive Strategy 4.62 500k 7/1/1998 10 Quantis Asset Management Ulysses Futures 4.97 1,000k 7/1/2009 9 Rosetta Capital Management Macro Program 5.12 50k 1/1/2009 8 Option Capital Advisory OCA Premium 6.17 100k 5/1/2011 7 Protec Energy Partners LLC ET1 6.49 500k 4/1/2010 6 Ansbacher Investment Management Market Neutral Put Skew Program 6.95 150k 1/1/1996 5 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 7.44 50k 9/1/2009 4 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 8.33 25k 1/1/2011 3 Dendrich Ltd QEP 10.94 50k 12/1/2005 2 White Indian Trading Co. STAIRS - Futures Program (Client) 16.89 250k 10/1/2008 1 White Indian Trading Co. STAIRS (Client) 18.96 250k 5/1/2009 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.