IASG CTA Index For December 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 Dec 2012 Min Inv Inception 313 TKC Investment Services MAP -20.61 100k 7/1/2010 312 Conquest Capital Group Conquest Macro -5.97 250k 5/1/1999 311 Melissinos Trading Eupatrid Global Trends -5.81 100k 1/1/2011 310 Rosetta Capital Management Macro Program -4.99 50k 1/1/2009 309 Robinson-Langley Capital Management, LLC Managed Account Program -4.75 200k 1/1/2007 308 Paramount Capital Management LLC Commodity Trading Program -4.60 100k 7/1/2008 307 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -4.43 100k 5/1/2011 306 Revolution Capital Management Mosaic Program -4.06 10,000k 10/1/2006 305 HB Capital Management Inc. Diversified Program -4.01 50k 3/1/2008 304 AIS Capital Management, L.P. MAAP (3x-6x) Composite -3.76 2,000k 7/1/1992 303 Schindler Capital Management, LLC Dairy Advantage Program -3.73 400k 8/1/2005 302 Superfund Group Superfund Blue SPC Class A (Gold) -3.71 50k 12/1/2007 301 Rosetta Capital Management Rosetta Trading Program -3.71 100k 4/1/2000 300 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -2.82 150k 1/1/2011 299 Mobius Asset Management Custom Trading Program -2.75 100k 1/1/2002 298 RAM Management Group MRTP Aggressive -2.67 1,000k 2/1/1998 297 Chesapeake Capital Diversified (LV) -2.52 100k 2/1/1988 296 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.48 50k 10/1/2010 295 Demeter Capital Management Livestock & Grain Trading Program -2.46 50k 3/1/2010 294 Tanyard Creek Capital Livestock Program -2.43 200k 6/1/2008 293 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.36 0k 11/1/1996 292 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.25 3,000k 5/1/2010 291 PRIM' Alternative Investment PRIM Gold -2.21 10k 11/1/2005 290 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.19 3,000k 10/1/1992 289 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -2.10 75k 6/1/2007 288 Kottke Associates Lark - Cattle Program -2.02 500k 2/1/2008 287 Crabel Capital Management WPD Crabel Futures Program -2.01 1,000k 7/1/2008 286 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.98 10k 7/1/2005 285 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.94 5,000k 10/1/2007 284 Gables Capital Management, Inc. GCM Global FX -1.93 1,000k 1/1/2009 283 Millburn Ridgefield Corporation Commodity Program -1.84 25,000k 3/1/2005 282 Shield Plus LLC Shield Plus Natural Gas -1.74 50k 1/1/2004 281 White Indian Trading Co. STAIRS - Futures Program (Client) -1.73 250k 10/1/2008 280 QQFund.com QQFund.com Alpha Beta Program -1.71 100k 9/1/2008 279 Witter & Lester, Inc. Stock Index Futures Trading Program -1.69 400k 1/1/1988 278 Revolution Capital Management Mosaic Institutional Program -1.59 25,000k 9/1/2009 277 White Indian Trading Co. STAIRS (Client) -1.55 250k 5/1/2009 276 NuWave Investment Management, LLC Combined Futures Portfolio -1.51 5,000k 6/1/2001 275 Somers Brothers Capital Diversified Futures Program #1 -1.48 100k 1/1/2005 274 Vergho Asset Management LLC Kinematics -1.47 1,000k 11/1/2008 273 Four Seasons Commodities Corp Lone Star Program -1.46 300k 1/1/2005 272 NuWave Investment Management, LLC NuWave Investment Partners LP -1.46 250k 6/1/2001 271 Clarke Capital Management Millennium -1.45 1,000k 1/1/1998 270 Parizek Capital Currency Program -1.43 1,000k 4/1/2006 269 Third Street Ag Investments, LLC Fundamental Discretionary Ag -1.41 500k 8/1/2012 268 Auspice Auspice Managed Futures Excess Return Index -1.38 5,000k 12/1/2010 267 HPX Financial LLC HPX Old School Program -1.38 200k 6/1/2006 266 Dendrich Ltd QEP -1.37 50k 12/1/2005 265 Dominion Capital Sapphire Program -1.35 3,000k 5/1/2005 264 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.34 250k 3/1/2010 263 John Locke Investments JL Commodity Long Flat Program -1.29 5,000k 12/1/2007 262 Rhicon Currency Management Rhicon Systematic Currency Program -1.27 3,000k 1/1/2004 261 Range Wise Investment Program -1.21 250k 2/1/1991 260 Red Rock Capital, LLC Systematic Global Macro -1.14 500k 9/1/2003 259 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.08 1,000k 10/1/2006 258 Lynx Asset Management AB Lynx Program -0.97 75k 5/1/2000 257 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.96 250k 10/1/2009 256 RAM Management Group RAM MRTP 1X-Conservative -0.93 1,000k 9/1/1993 255 DUNN Capital Management DUNN Combined Fund (DCF) -0.90 100k 5/1/1989 254 Di Tomasso Group Inc. Equilibrium Program -0.85 5,000k 1/1/2002 253 Wimmer Horizon LLP Managed Account -0.84 5,000k 5/1/2005 252 Hawksbill Capital Management Global Diversified -0.82 5,000k 11/1/1988 251 Saxon Investment Corporation Aggressive Diversified Program -0.81 2,000k 11/1/1993 250 Insignia Managed Capital Medallion -0.81 50k 2/1/2009 249 FRP CAPITAL LLC FRP125+ -0.78 125k 1/1/2010 248 Four Seasons Commodities Corp Hawkeye Spread Program -0.77 500k 3/1/2005 247 QCAM Currency Asset Management AG QCAM v-Pro -0.77 1,000k 7/1/2007 246 QCM Global Diversified Programme -0.76 500k 12/1/1995 245 Haar Capital Management Discretionary Commodity Trading Program -0.74 250k 12/1/2005 244 ALFAKRAFT ALFA Commodity Fund -0.74 16k 6/1/2010 243 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.68 1/1/1989 242 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.66 1,000k 5/1/2006 241 Alee Capital Management, LLC Mistral Program -0.65 2,500k 1/1/1999 240 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.64 1,000k 1/1/2005 239 Auctos Capital Management Auctos Global Diversified -0.64 3,000k 11/1/2007 238 Ion Asset Architecture (Fund Program) Ion Fund -0.62 100k 11/1/2007 237 Welton Investment Partners Welton Global -0.62 10,000k 6/1/2004 236 Ion Asset Architecture Ion Fund Program -0.62 10,000k 11/1/2007 235 Futures Truth Company, FTC-CTA MS4 -0.62 250k 10/1/2007 234 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.59 25,000k 3/1/2010 233 Quantis Asset Management Intraday Futures -0.57 250k 1/1/2010 232 Kinkopf Capital Management KCM S&P (Proprietary) -0.56 100k 1/1/1999 231 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.53 100k 2/1/2010 230 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.50 10,000k 8/1/2009 229 Global AG LLC Global Ag LLC -0.49 1,000k 12/1/2008 228 GLOBIVEST LLC Alpha Program -0.48 50k 4/1/2009 227 Saxon Investment Corporation Diversified Program -0.48 3,000k 9/1/1988 226 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -0.48 5,000k 5/1/2011 225 Tlaloc Capital LLC Grains Program -0.41 1,000k 4/1/2010 224 Mobius Asset Management Energy Weighted Program -0.40 250k 1/1/2005 223 Mobius Asset Management Diversified Program -0.40 250k 3/1/2004 222 Quantmetrics Capital Management LLP Premier 12V Strategy -0.40 10,000k 4/1/2003 221 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.39 10,000k 4/1/2004 220 Quantica Capital AG Quantica Managed Futures -0.39 10,000k 1/1/2005 219 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -0.38 25k 1/1/2011 218 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.35 1,000k 3/1/1998 217 Robust Methods LLC Macro Managed Account -0.34 5,000k 1/1/2005 216 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -0.30 25k 8/1/2009 215 Endeavour Capital LLP Endeavour Pembroke -0.29 2,000k 7/1/2007 214 ROW Asset Managment Row Currency Program -0.27 1,000k 11/1/2010 213 Novus Investments, LLC Novus Precious Commodities -0.20 200k 1/1/2007 212 Tactical Investment Management Tactical Institutional Commodity Program -0.19 10,000k 4/1/1993 211 Amplitude Capital International Limited Klassik Strategy -0.17 1,000k 9/1/2009 210 Quantmetrics Capital Management LLP Directional 10V Strategy -0.15 10,000k 1/1/2007 209 ISAM ISAM Systematic Trend Fund -0.14 1,000k 6/1/2001 208 Diamond Capital Management Enhanced S&P Program -0.14 100k 10/1/2009 207 Kottke Associates Stockton Fundamental Ag -0.14 500k 1/1/2006 206 Blake Capital Management, Inc. SRD Short Equities -0.13 100k 1/1/2011 205 Revolution Capital Management Alpha Fund -0.11 50k 1/1/2005 204 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.09 750k 1/1/2009 203 Red Oak Commodity Advisors Investment Program -0.08 5,000k 12/1/1989 202 Eckhardt Trading Company Evolution Strategies -0.07 20,000k 8/1/1991 201 Gap Partners LLC Gap -0.07 250k 11/1/2009 200 Revolution Capital Management Alpha Program -0.05 5,000k 6/1/2007 199 Quantis Asset Management PFM Systematic -0.05 15k 5/1/2010 198 Manning & Napier MN Xenon Global Fixed Income Program -0.03 2,000k 8/1/2004 197 Eckhardt Trading Company Evolution Strategies 1.2X -0.03 10,000k 10/1/1991 194 IKOS IKOS FX Fund 0.00 1,000k 3/1/2008 195 Arcanum Asset Management Equity Index Option Program (Prop) 0.00 500k 7/1/2006 196 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.00 250k 1/1/2009 193 Rabar Market Research Diversified Program 0.03 2,000k 1/1/1989 192 Manning & Napier MN Xenon Global Fixed Income (2x) Program 0.04 1,000k 5/1/2010 191 Seven Capital Management Seven Absolute Return 0.04 100k 6/1/2009 190 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.04 500k 8/1/2010 189 Typhon Capital Management, LLC Plutus Grain Strategy 0.05 250k 4/1/2008 188 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.09 1,000k 9/1/2009 187 IKOS IKOS Futures Fund 0.09 1,000k 2/1/2010 186 Serac, LLC Diversified Reversal Program 0.10 200k 4/1/2011 185 Pacific Capital Advisors Vanguard Program 0.11 100k 4/1/2007 184 Beryl Investment Group LLC Nominal Discretionary System 0.11 50k 7/1/2007 183 Ion Asset Architecture Ion Volium Fund 0.11 0k 4/1/2011 182 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.12 10,000k 7/1/2008 181 Global Bayesian Dynamics, LLC BOND&FX Client Composite 0.12 5,000k 3/1/2009 180 Greenwave Capital Management Greenwave Flagship 0.12 10,000k 6/1/2008 179 Cauldron Investments, LLC Stock Index Plus 0.16 1,000k 10/1/2009 178 Kelly Angle Inc. Genesis Program 0.16 2,000k 4/1/2000 177 Diamond Peak Capital LLC Northstar (2x) program 0.20 250k 10/1/2008 176 Systematic Alpha Management Systematic Alpha Futures Program 0.20 100k 6/1/2004 175 Stenger Capital Management, LLC Diversified Trading Program 0.23 200k 4/1/2010 174 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.25 10,000k 8/1/2009 173 Emil van Essen Spread Trading Program 0.27 5,000k 12/1/2006 172 M.S. Capital Management Global Diversified Program 0.27 2,000k 11/1/1998 171 Quantica Capital AG Quantica Diversified FX 0.29 5,000k 3/1/2007 170 IKOS The IKOS Hedge Fund 0.30 10,000k 7/1/1998 169 MERIT Alternative Investments GmbH Futures Portfolio 0.32 2,000k 6/1/1998 168 Vantage Capital Management VCM Growth Program 0.34 100k 1/1/2011 167 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.35 50k 9/1/2009 166 Xplor Capital Management, LLC Global CTA Program 0.36 1,500k 7/1/2004 165 Future Trade AG Thales Swing Trading Programme 0.36 250k 6/1/2007 164 Cranwood Capital Management Fixed Income Arbitrage Fund 0.37 250k 4/1/2008 163 Superfund Group Superfund Green Gold A (SPC) 0.37 5k 10/1/2005 162 Transtrend B.V. DTP – Standard Risk (EUR) 0.37 10,000k 2/1/1999 161 Cranwood Capital Management Cranwood International Fund 0.37 250k 4/1/2008 160 Estlander & Partners Alpha Trend 0.38 30,000k 10/1/1991 159 Manning & Napier MN Xenon Managed Futures (2x) Program 0.39 5,000k 6/1/2006 158 Adamah Capital LLC Asset Allocator Program 0.40 50k 3/1/2011 157 Witter & Lester, Inc. Redstone 0.40 500k 9/1/1994 156 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.40 10,000k 5/1/2009 155 Jaguar Investments Ltd Vario Capital Strategy 0.41 1,000k 5/1/2016 154 GT CAPITAL CTA GT Dynamic Trading Program 0.43 150k 6/1/2009 153 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.43 5,000k 1/1/2005 152 Wavefront Global Asset Management IMFC Global Concentrated 0.44 500k 4/1/2009 151 OptHedge Advisors LLC Diversified Options & Futures Program 0.45 250k 10/1/2008 150 Parizek Capital Futures Trading Program 0.47 500k 4/1/2000 149 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 0.48 100k 10/1/2010 148 C-View Limited Currency Managed Account Program 0.48 5,000k 10/1/1996 147 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.48 500k 1/1/2006 146 Transtrend B.V. DTP – Enhanced Risk (USD) 0.50 10,000k 1/1/1995 145 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.52 10,000k 8/1/1999 144 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.54 1,000k 1/1/2006 143 Superfund Group Superfund Blue SPC Class A (EUR) 0.54 50k 4/1/2005 142 M6 Capital Management LLC Standard Program 0.56 300k 7/1/2005 141 Cypress Energy Capital Management, LP Cypress Energy, LP 0.57 50k 7/1/2008 140 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.58 10,000k 8/1/2004 139 Rabar Market Research Short-Term Program 0.59 2,000k 11/1/2009 138 IDS Capital IDS F&F Systematic Trading 0.60 50k 7/1/2013 137 HiProb Trading Technology LLC HiProb-I 0.60 5,000k 7/1/2008 136 Ansbacher Investment Management Market Neutral Put Skew Program 0.60 150k 1/1/1996 135 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.62 10,000k 3/1/2003 134 Esulep LLC MAX Esulep LLC MAX 0.63 500k 5/1/2008 133 Strategic Ag Trading SAT GRAINS 0.63 100k 4/1/2002 132 Wavefront Global Asset Management IMFC Global Investment Program 0.63 2,000k 2/1/2007 131 Abraham Trading Company Diversified Program 0.64 10,000k 1/1/1988 130 Bluenose Capital Management, LLC BNC BI 0.66 30k 10/1/2008 129 LJM Partners LJM Preservation & Growth Strategy 0.68 250k 5/1/2006 128 Pinstripe Trading, LLC Standard 0.68 125k 8/1/2009 127 Zoi Capital, LLC Telio Program (Client) 0.71 200k 4/1/2010 126 Wraith Capital LLP Wraith Dynamic Futures Fund 0.71 100k 1/1/2011 125 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.75 1,000k 1/1/1999 124 Spectrum Asset Management LLC Global Diversified 0.75 2,000k 1/1/2001 123 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.76 100k 5/1/1999 122 Amplitude Capital International Limited Dynamic Strategy 0.80 6/1/2005 121 Estlander & Partners Alpha Trend II - Class P 0.88 100k 12/1/2008 120 Estlander & Partners Global Markets 0.89 10,000k 8/1/1999 119 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.89 250k 5/1/2011 118 Claughton Capital ARP Institutional Program 0.92 1,000k 10/1/2005 117 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.95 100k 8/1/2009 116 Rotella Capital Management Rotella Orion (Short-Term) Program 0.96 10,000k 3/1/2006 115 Altradis Capital AG AlphAlgo 0.98 100k 5/1/2007 114 Superfund Group Superfund Green Gold L.P. Series A-1 0.98 5k 4/1/2009 113 Auspice Auspice Diversified Program 0.98 1,500k 6/1/2007 112 FORT LP Fort Global Contrarian 0.98 2,000k 10/1/2002 111 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.98 5,000k 6/1/2010 110 Mondiale Asset Management Mondiale Trading Program 1.01 0k 9/1/1997 109 Gladius Asset Management Fulham Program 1.01 2,000k 1/1/2008 108 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.04 1,500k 1/1/2009 107 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.05 10,000k 2/1/2006 106 KMJ Investments KMJ Investments 1.06 1,000k 8/1/1994 105 Trigon Investment Advisors, LLC Foreign Exchange Program 1.07 5,000k 8/1/2000 104 Kottke Associates MV Program 1.08 1,000k 8/1/2010 103 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.08 50k 10/1/2007 102 Estlander & Partners Freedom 1.12 20,000k 8/1/2010 101 Bluenose Capital Management, LLC BNC EI 1.12 15k 7/1/2010 100 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.18 1,000k 9/1/1997 99 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.18 500k 4/1/2009 98 Non Correlated Capital Positive Theta Program 1.18 250k 10/1/2007 97 Mark J. Walsh Company Standard Program 1.19 2,000k 9/1/1985 96 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.19 1k 10/1/2006 95 EMC Capital Advisors, LLC Classic 1.20 5,000k 1/1/1985 94 Quantis Asset Management Ulysses Futures 1.20 1,000k 7/1/2009 93 Global Sigma Group, LLC AGSF 1.27 3,000k 4/1/2013 92 Soaring Pelican, LLC Diversified S&P Program 1.28 100k 1/1/2011 91 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.28 1,000k 1/1/2006 90 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.32 10,000k 1/1/2001 89 Millburn Ridgefield Corporation Multi-Markets Program 1.34 25,000k 10/1/2004 88 Winton Capital Management Diversified 1.36 50,000k 10/1/1997 87 Trigon Investment Advisors, LLC Discretionary Macro Program 1.37 10,000k 8/1/2007 86 LJM Partners LJM Moderately Aggressive Strategy 1.37 500k 4/1/2003 85 Bocken Trading LLC Discretionary Trading Program 1.37 100k 7/1/2011 84 Futures Truth Company, FTC-CTA 200K Options Strategy 1.38 200k 12/1/2009 83 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.39 200k 1/1/2007 82 Protec Energy Partners LLC ET1 1.39 500k 4/1/2010 81 Millburn Ridgefield Corporation Diversified Program 1.42 20,000k 2/1/1977 80 DUNN Capital Management D'Best Futures Fund, L.P. 1.46 100k 6/1/1994 79 Warrington Asset Management Warrington Strategic Program 1.51 50k 1/1/1997 78 Neural Capital Ltd Sentinel Trading Program 1.57 2,000k 1/1/2006 77 Non Correlated Capital Positive Theta Fund 1.58 50k 10/1/2007 76 Romanesco Capital Management B.V Persistence Program 1.60 5,000k 9/1/2005 75 Ancile Capital Management Global Markets Program 1.62 2,000k 4/1/2005 74 John Locke Investments Cyril Systematic Program 1.63 8,000k 7/1/2000 73 FORT LP Fort Global Diversified 1.64 2,000k 3/1/2002 72 Crabel Capital Management Crabel Multi-Product 1.64 1,000k 3/1/1998 71 Quantitative Investment Management Quantitative Global Program 1.66 20,000k 10/1/2003 70 Strategic Ag Trading SAT HEARTLAND 1.67 100k 12/1/2008 69 Estlander & Partners Global XL 1.69 5,000k 8/1/1991 68 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.69 10,000k 2/1/2008 67 Strategic Capital Advisors LLC Contrarian 500 1.70 250k 12/1/2003 66 Covenant Capital Management Original Program 1.70 5,000k 9/1/1999 65 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.73 4,000k 11/1/2008 64 Superfund Group Superfund Green Gold B (SPC) 1.79 50k 10/1/2005 63 LJM Partners LJM Aggressive Strategy 1.84 500k 7/1/1998 62 Rotella Capital Management Rotella Polaris Program (Diversified) 1.89 10,000k 1/1/1991 61 White Indian Trading Co. SCS Program (Client) 1.91 250k 2/1/2011 60 Drury Capital Diversified Trend-Following Program 1.93 5,000k 5/1/1997 59 FCI Capital Management TSFX1 1.94 20k 11/1/2010 58 Rho Asset Management Rho Altius 1XL Program 1.94 5,000k 11/1/2007 57 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.98 100k 1/1/2005 56 Superfund Group Superfund Green L.P. Series A 1.99 5k 10/1/2002 55 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.00 5,000k 11/1/2012 54 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.04 250k 10/1/2009 53 Option Capital Advisory OCA Premium 2.08 100k 5/1/2011 52 Strategic Ag Trading Chatham 2.09 100k 1/1/2005 51 Alder Capital DAC Alder Global 10 2.10 250k 10/1/2000 50 Metolius Capital LLC Metolius Diversified 2.15 100k 6/1/2010 49 Crescent Bay Capital Management Premium Stock Index Program 2.20 10k 10/1/2005 48 White River Group Stock Index Option Writing Strategy 2.25 10k 11/1/2008 47 Northfield Trading Diversified 2.25 2,000k 7/1/1989 46 Tyche Capital Advisors LLC TCA Energy Spreads 2.38 100k 8/1/2008 45 Superfund Group Superfund Green Q-AG 2.50 2k 3/1/1996 44 Insignia Managed Capital Epoch3 2.51 20k 7/1/2009 43 ITB Capital Advisors LLC ITB Time Value Trading Program 2.51 5,000k 1/1/2009 42 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.64 100k 11/1/1984 41 White River Group Diversified Option Writing Strategy 2.67 20k 11/1/2008 40 Southwest Managed Investments, LLC Global Diversified 2.68 200k 1/1/2002 39 Alee Capital Management, LLC Poniente Program 2.70 2,500k 1/1/1999 38 Covenant Capital Management Aggressive Program 2.80 3,000k 2/1/2004 37 Superfund Group Superfund Green Gold L.P. Series B-1 2.89 5k 4/1/2009 36 AllMountain Capital AG Mount Denali Global Trends 3.08 160k 7/1/2007 35 Superfund Group Superfund Green Gold C (SPC) 3.30 100k 10/1/2005 34 Purple Valley Capital, Inc. Diversified Trend 1 3.33 100k 8/1/2008 33 Conquest Capital Group Conquest Select 3.34 250k 6/1/2004 32 Superfund Group Superfund Green L.P. Series B 3.48 5k 10/1/2002 31 Opus Futures LLC Advanced Ag Futures Trading Program 3.53 100k 3/1/2011 30 Blackwater Capital Management Global Program 3.62 5,000k 7/1/2005 29 Hyman Beck and Company Global Portfolio 3.67 1,000k 3/1/1991 28 Rivoli Fund Management Rivoli International Fund (V9) 3.77 5,000k 1/1/2002 27 Superfund Group Superfund Green GCT USD 3.87 15k 1/1/2000 26 Clarke Capital Management Global Magnum 3.93 100k 8/1/1997 25 Molinero Capital Management LLP Global Markets Program 4.11 2,000k 7/1/2005 24 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 4.12 25k 4/1/2010 23 Alder Capital DAC Alder Global 20 4.30 250k 2/1/2001 22 Angle Capital Management LLC AIP Program 4.37 100k 1/1/2010 21 Emil van Essen EvE Systematic Global Opportunities 4.54 1,000k 9/1/2007 20 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.58 100k 3/1/2003 19 Eclipse Capital Management Global Monetary 4.73 5,000k 8/1/1990 18 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 4.85 100k 7/1/2011 17 Clarke Capital Management Worldwide 4.92 250k 1/1/1996 16 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 5.00 100k 10/1/2009 15 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.42 4,000k 2/1/2011 14 Rhicon Currency Management Rhicon Strategic Program 5.51 500k 1/1/2004 13 Rivoli Fund Management Rivoli International Fund (E) 5.58 5,000k 10/1/1996 12 Superfund Group Superfund Green Master 5.79 2,000k 5/1/2001 11 Clarke Capital Management Jupiter 5.92 3,000k 5/1/2005 10 Insch Capital Management SA Interbank Currency Program - 3X Leverage 6.09 100k 1/1/2000 9 Dreiss Research Corporation Diversified Program 7.17 1,000k 5/1/1991 8 Keck Capital Management LLC The Keck Program 7.34 2,000k 12/1/2003 7 Briarwood Capital Management, Inc. Diversified Trading Program 7.56 3,000k 7/1/2001 6 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.76 200k 11/1/1999 5 Clarke Capital Management FX Plus 8.32 1,000k 5/1/2004 4 Heyden & Steindl GmbH TOMAC2 8.88 5,000k 3/1/2003 3 Quantum Leap Capital Management Managed Account Program 9.10 300k 8/1/2006 2 Clarke Capital Management Global Basic 9.15 50k 2/1/1996 1 Briarwood Capital Management, Inc. Diversified 2XL 17.44 250k 11/1/2004 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.