IASG CTA Index For March 2012 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 Mar 2012 Min Inv Inception 313 Superfund Group Superfund Green Gold C (SPC) -16.54 100k 10/1/2005 312 Superfund Group Superfund Green Master -13.92 2,000k 5/1/2001 311 Paramount Capital Management LLC Commodity Trading Program -13.82 100k 7/1/2008 310 Superfund Group Superfund Green Gold B (SPC) -13.12 50k 10/1/2005 309 Superfund Group Superfund Green Gold L.P. Series B-1 -12.79 5k 4/1/2009 308 Estlander & Partners Alpha Trend II - Class P -12.65 100k 12/1/2008 307 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -12.14 100k 7/1/2011 306 TKC Investment Services MAP -11.62 100k 7/1/2010 305 Superfund Group Superfund Green GCT USD -11.08 15k 1/1/2000 304 Superfund Group Superfund Green L.P. Series B -9.99 5k 10/1/2002 303 Superfund Group Superfund Green Gold A (SPC) -9.68 5k 10/1/2005 302 Superfund Group Superfund Green Gold L.P. Series A-1 -9.37 5k 4/1/2009 301 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -8.32 100k 3/1/2003 300 Alder Capital DAC Alder Global 20 -8.00 250k 2/1/2001 299 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -7.94 100k 10/1/2009 298 FCI Capital Management TSFX1 -7.91 20k 11/1/2010 297 Superfund Group Superfund Green L.P. Series A -7.77 5k 10/1/2002 296 Shield Plus LLC Shield Plus Natural Gas -7.70 50k 1/1/2004 295 Rabar Market Research Short-Term Program -7.59 2,000k 11/1/2009 294 Altradis Capital AG AlphAlgo -7.33 100k 5/1/2007 293 Superfund Group Superfund Green Q-AG -7.18 2k 3/1/1996 292 Rosetta Capital Management Macro Program -6.75 50k 1/1/2009 291 Parizek Capital Futures Trading Program -6.52 500k 4/1/2000 290 Liberty Funds Group, Inc Liberty Wealth Protection Fund -6.36 250k 10/1/2009 289 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -6.26 25,000k 3/1/2010 288 AllMountain Capital AG Mount Denali Global Trends -6.17 160k 7/1/2007 287 Conquest Capital Group Conquest Macro -5.98 250k 5/1/1999 286 Hawksbill Capital Management Global Diversified -5.53 5,000k 11/1/1988 285 Tactical Investment Management Tactical Institutional Commodity Program -5.43 10,000k 4/1/1993 284 Manning & Napier MN Xenon Global Fixed Income (2x) Program -5.22 1,000k 5/1/2010 283 Blackwater Capital Management Global Program -5.12 5,000k 7/1/2005 282 Keck Capital Management LLC The Keck Program -5.09 2,000k 12/1/2003 281 Heyden & Steindl GmbH TOMAC2 -5.07 5,000k 3/1/2003 280 Rabar Market Research Diversified Program -4.92 2,000k 1/1/1989 279 White Indian Trading Co. STAIRS (Client) -4.78 250k 5/1/2009 278 Quantica Capital AG Quantica Diversified FX -4.72 5,000k 3/1/2007 277 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.68 2,000k 7/1/1992 276 Clarke Capital Management Worldwide -4.62 250k 1/1/1996 275 Systematic Alpha Management Systematic Alpha Futures Program -4.55 100k 6/1/2004 274 Angle Capital Management LLC AIP Program -4.52 100k 1/1/2010 273 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.48 200k 11/1/1999 272 Insch Capital Management SA Interbank Currency Program - 3X Leverage -4.34 100k 1/1/2000 271 Clarke Capital Management Jupiter -4.28 3,000k 5/1/2005 270 Abraham Trading Company Diversified Program -4.27 10,000k 1/1/1988 269 Demeter Capital Management Livestock & Grain Trading Program -4.23 50k 3/1/2010 268 Eclipse Capital Management Global Monetary -4.20 5,000k 8/1/1990 267 Lynx Asset Management AB Lynx Program -4.16 75k 5/1/2000 266 Neural Capital Ltd Sentinel Trading Program -4.15 2,000k 1/1/2006 265 Estlander & Partners Global XL -4.12 5,000k 8/1/1991 264 Global Bayesian Dynamics, LLC BOND&FX Client Composite -4.10 5,000k 3/1/2009 263 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -4.09 150k 1/1/2011 262 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.07 250k 5/1/2011 261 Estlander & Partners Alpha Trend -4.03 30,000k 10/1/1991 260 Alder Capital DAC Alder Global 10 -4.00 250k 10/1/2000 259 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.00 5,000k 11/1/2012 258 Estlander & Partners Freedom -3.98 20,000k 8/1/2010 257 Di Tomasso Group Inc. Equilibrium Program -3.92 5,000k 1/1/2002 256 Hyman Beck and Company Global Portfolio -3.84 1,000k 3/1/1991 255 Rotella Capital Management Rotella Polaris Program (Diversified) -3.78 10,000k 1/1/1991 254 Typhon Capital Management, LLC Plutus Grain Strategy -3.73 250k 4/1/2008 253 M.S. Capital Management Global Diversified Program -3.62 2,000k 11/1/1998 252 Novus Investments, LLC Novus Precious Commodities -3.60 200k 1/1/2007 251 ROW Asset Managment Row Currency Program -3.54 1,000k 11/1/2010 250 FRP CAPITAL LLC FRP125+ -3.51 125k 1/1/2010 249 Briarwood Capital Management, Inc. Diversified 2XL -3.51 250k 11/1/2004 248 Robust Methods LLC Macro Managed Account -3.45 5,000k 1/1/2005 247 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.44 1,000k 3/1/2003 246 Mark J. Walsh Company Standard Program -3.42 2,000k 9/1/1985 245 Melissinos Trading Eupatrid Global Trends -3.42 50k 1/1/2011 244 EMC Capital Advisors, LLC Classic -3.40 5,000k 1/1/1985 243 Wimmer Horizon LLP Managed Account -3.36 5,000k 5/1/2005 242 John Locke Investments Cyril Systematic Program -3.35 8,000k 7/1/2000 241 White Indian Trading Co. STAIRS - Futures Program (Client) -3.30 250k 10/1/2008 240 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.28 1,000k 10/1/2006 239 Northfield Trading Diversified -3.21 2,000k 7/1/1989 238 Eckhardt Trading Company Evolution Strategies 1.2X -3.19 10,000k 10/1/1991 237 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -3.14 1,500k 1/1/2009 236 ISAM ISAM Systematic Trend Fund -3.10 1,000k 6/1/2001 235 Spectrum Asset Management LLC Global Diversified -3.00 2,000k 1/1/2001 234 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.96 100k 11/1/1984 233 Clarke Capital Management FX Plus -2.91 1,000k 5/1/2004 232 Futures Truth Company, FTC-CTA MS4 -2.82 250k 10/1/2007 231 Covenant Capital Management Aggressive Program -2.82 3,000k 2/1/2004 230 Millburn Ridgefield Corporation Diversified Program -2.82 20,000k 2/1/1977 229 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.73 3,000k 10/1/1992 228 Emil van Essen Spread Trading Program -2.70 5,000k 12/1/2006 227 Trigon Investment Advisors, LLC Foreign Exchange Program -2.65 5,000k 8/1/2000 226 SCT Capital Management The Adaptive Quant Trading (AQT) Program -2.65 10,000k 8/1/2009 225 PRIM' Alternative Investment PRIM Gold -2.63 10k 11/1/2005 224 Millburn Ridgefield Corporation Multi-Markets Program -2.63 25,000k 10/1/2004 223 John Locke Investments JL Commodity Long Flat Program -2.62 5,000k 12/1/2007 222 Conquest Capital Group Conquest Select -2.60 250k 6/1/2004 221 Manning & Napier MN Xenon Global Fixed Income Program -2.53 2,000k 8/1/2004 220 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -2.51 5,000k 1/1/2005 219 Quantum Leap Capital Management Managed Account Program -2.50 300k 8/1/2006 218 Eckhardt Trading Company Evolution Strategies -2.47 20,000k 8/1/1991 217 Wavefront Global Asset Management IMFC Global Concentrated -2.46 500k 4/1/2009 216 Quantis Asset Management Ulysses Futures -2.45 1,000k 7/1/2009 215 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.37 10,000k 4/1/2004 214 Covenant Capital Management Original Program -2.28 5,000k 9/1/1999 213 Kelly Angle Inc. Genesis Program -2.27 2,000k 4/1/2000 212 IKOS IKOS Futures Fund -2.18 1,000k 2/1/2010 211 Dreiss Research Corporation Diversified Program -2.15 1,000k 5/1/1991 210 Amplitude Capital International Limited Klassik Strategy -2.10 1,000k 9/1/2009 209 Parizek Capital Currency Program -2.04 1,000k 4/1/2006 208 Third Street Ag Investments, LLC Fundamental Discretionary Ag -2.03 500k 8/1/2012 207 Red Rock Capital, LLC Systematic Global Macro -2.02 500k 9/1/2003 206 Estlander & Partners Global Markets -2.01 10,000k 8/1/1999 205 Manning & Napier MN Xenon Managed Futures (2x) Program -1.95 5,000k 6/1/2006 204 Purple Valley Capital, Inc. Diversified Trend 1 -1.92 100k 8/1/2008 203 Molinero Capital Management LLP Global Markets Program -1.92 2,000k 7/1/2005 202 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -1.80 10,000k 2/1/2006 201 ALFAKRAFT ALFA Commodity Fund -1.68 16k 6/1/2010 200 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.67 1,000k 3/1/1998 199 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.59 75k 6/1/2007 198 Briarwood Capital Management, Inc. Diversified Trading Program -1.59 3,000k 7/1/2001 197 Superfund Group Superfund Blue SPC Class A (Gold) -1.59 50k 12/1/2007 196 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -1.57 10,000k 5/1/2009 195 M6 Capital Management LLC Standard Program -1.52 300k 7/1/2005 194 Wavefront Global Asset Management IMFC Global Investment Program -1.51 2,000k 2/1/2007 193 Robinson-Langley Capital Management, LLC Managed Account Program -1.50 200k 1/1/2007 192 IDS Capital IDS F&F Systematic Trading -1.50 50k 7/1/2013 191 FORT LP Fort Global Diversified -1.48 2,000k 10/1/1993 190 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.46 10,000k 8/1/2009 189 Ancile Capital Management Global Markets Program -1.45 2,000k 4/1/2005 188 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.44 1k 10/1/2006 187 QCM Global Diversified Programme -1.44 500k 12/1/1995 186 IKOS The IKOS Hedge Fund -1.43 10,000k 7/1/1998 185 Welton Investment Partners Welton Global -1.41 10,000k 6/1/2004 184 Metolius Capital LLC Metolius Diversified -1.39 100k 6/1/2010 183 Rho Asset Management Rho Altius 1XL Program -1.29 5,000k 11/1/2007 182 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.27 10,000k 2/1/2008 181 Mobius Asset Management Custom Trading Program -1.27 100k 1/1/2002 180 Endeavour Capital LLP Endeavour Pembroke -1.26 2,000k 7/1/2007 179 Mobius Asset Management Energy Weighted Program -1.18 250k 1/1/2005 178 Schindler Capital Management, LLC Dairy Advantage Program -1.10 400k 8/1/2005 177 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.08 1,000k 9/1/2009 176 Auspice Capital Advisors Ltd Auspice Diversified Program -1.07 1,500k 4/1/2006 175 IKOS IKOS FX Fund -1.07 1,000k 3/1/2008 174 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -1.06 500k 4/1/2009 173 Xplor Capital Management, LLC Global CTA Program -1.03 1,500k 7/1/2004 172 FORT LP Fort Global Contrarian -0.98 2,000k 10/1/2002 171 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.92 750k 1/1/2009 170 Transtrend B.V. DTP – Enhanced Risk (USD) -0.89 10,000k 1/1/1995 169 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.87 10,000k 8/1/1999 168 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -0.85 250k 1/1/2009 167 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.83 3,000k 5/1/2010 166 Jaguar Investments Ltd Vario Capital Strategy -0.83 1,000k 5/1/2016 165 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.74 100k 2/1/2010 164 GT CAPITAL CTA GT CAPITAL CTA -0.71 150k 6/1/2009 163 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -0.70 25k 8/1/2009 162 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.70 10,000k 8/1/2004 161 Winton Capital Management Diversified -0.68 50,000k 10/1/1997 160 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.66 5,000k 10/1/2007 159 Transtrend B.V. DTP – Standard Risk (EUR) -0.66 10,000k 2/1/1999 158 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.54 500k 1/1/2006 157 Bluenose Capital Management, LLC BNC BI -0.53 30k 10/1/2008 156 Strategic Ag Trading SAT HEARTLAND -0.47 100k 12/1/2008 155 DUNN Capital Management D'Best Futures Fund, L.P. -0.39 100k 6/1/1994 154 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -0.38 5,000k 5/1/2011 153 Rivoli Fund Management Rivoli International Fund (E) -0.38 5,000k 10/1/1996 152 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.36 100k 1/1/2005 151 Quantica Capital AG Quantica Managed Futures -0.35 5,000k 1/1/2005 150 Coloma Capital Futures(r), LLC Coloma Commodity Strategy -0.30 500k 8/1/2010 149 Rivoli Fund Management Rivoli International Fund (V9) -0.29 5,000k 1/1/2002 148 C-View Limited Currency Managed Account Program -0.21 5,000k 10/1/1996 147 Bluenose Capital Management, LLC BNC EI -0.21 15k 7/1/2010 146 Quantmetrics Capital Management LLP Premier 12V Strategy -0.19 10,000k 4/1/2003 145 Mondiale Asset Management Mondiale Trading Program -0.19 0k 9/1/1997 144 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.17 1,000k 1/1/1999 143 Kottke Associates Lark - Cattle Program -0.16 500k 2/1/2008 142 Seven Capital Management Seven Absolute Return -0.16 100k 6/1/2009 141 Serac, LLC Diversified Reversal Program -0.14 200k 4/1/2011 140 Saxon Investment Corporation Aggressive Diversified Program -0.07 2,000k 11/1/1993 139 NuWave Investment Management, LLC Combined Futures Portfolio -0.05 5,000k 6/1/2001 138 Saxon Investment Corporation Diversified Program -0.05 3,000k 9/1/1988 137 Rhicon Currency Management Rhicon Strategic Program -0.05 500k 1/1/2004 136 Warrington Asset Management Warrington Strategic Program -0.02 50k 1/1/1997 135 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.02 10,000k 1/1/2001 134 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.02 50k 9/1/2009 131 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 130 NuWave Investment Management, LLC NuWave Investment Partners LP 0.00 250k 6/1/2001 132 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 133 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 129 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.01 50k 10/1/2007 128 Vergho Asset Management LLC Kinematics 0.01 1,000k 11/1/2008 127 Greenwave Capital Management Greenwave Flagship 0.01 10,000k 6/1/2008 126 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.01 10,000k 7/1/2008 125 KMJ Investments KMJ Investments 0.03 1,000k 8/1/1994 124 Haar Capital Management Discretionary Commodity Trading Program 0.03 250k 12/1/2005 123 Ion Asset Architecture Ion Volium Fund 0.07 0k 4/1/2011 122 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.07 1,000k 1/1/2005 121 Mobius Asset Management Diversified Program 0.07 250k 3/1/2004 120 Auctos Capital Management Auctos Global Diversified 0.09 3,000k 11/1/2007 119 Kottke Associates Stockton Fundamental Ag 0.09 500k 1/1/2006 118 Adamah Capital LLC Asset Allocator Program 0.10 50k 3/1/2011 117 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.10 0k 11/1/1996 116 Stenger Capital Management, LLC Diversified Trading Program 0.13 200k 4/1/2010 115 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.13 1,000k 9/1/1997 114 LJM Partners LJM Preservation & Growth Strategy 0.16 250k 5/1/2006 113 Gladius Asset Management Fulham Program 0.17 2,000k 1/1/2008 112 Red Oak Commodity Advisors Investment Program 0.18 5,000k 12/1/1989 111 HiProb Trading Technology LLC HiProb-I 0.30 5,000k 7/1/2008 110 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.31 100k 8/1/2009 109 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.35 25k 1/1/2011 108 MERIT Alternative Investments GmbH Futures Portfolio 0.36 2,000k 6/1/1998 107 Witter & Lester, Inc. Redstone 0.39 500k 9/1/1994 106 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.40 5,000k 12/1/2010 105 Gables Capital Management, Inc. GCM Global FX 0.40 1,000k 1/1/2009 103 Cranwood Capital Management Cranwood International Fund 0.47 250k 4/1/2008 104 Cranwood Capital Management Fixed Income Arbitrage Fund 0.47 250k 4/1/2008 102 Emil van Essen EvE Systematic Global Opportunities 0.49 1,000k 9/1/2007 101 Ion Asset Architecture Ion Fund Program 0.50 10,000k 11/1/2007 100 Superfund Group Superfund Blue SPC Class A (EUR) 0.50 50k 4/1/2005 99 Ion Asset Architecture (Fund Program) Ion Fund 0.50 100k 11/1/2007 98 Tyche Capital Advisors LLC TCA Energy Spreads 0.51 100k 8/1/2008 97 White River Group Stock Index Option Writing Strategy 0.68 10k 11/1/2008 96 Quantmetrics Capital Management LLP Directional 10V Strategy 0.69 10,000k 1/1/2007 95 Chesapeake Capital Diversified (LV) 0.72 100k 2/1/1988 94 Blake Capital Management, Inc. SRD Short Equities 0.76 100k 1/1/2011 93 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 0.80 25k 4/1/2010 92 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.82 1,000k 1/1/2006 91 HB Capital Management Inc. Diversified Program 0.88 50k 3/1/2008 90 Strategic Ag Trading SAT GRAINS 0.94 100k 4/1/2002 89 Pacific Capital Advisors Vanguard Program 0.96 100k 4/1/2007 88 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.96 10k 7/1/2005 87 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.99 4,000k 11/1/2008 86 Gap Partners LLC Gap 1.02 250k 11/1/2009 85 Esulep LLC MAX Esulep LLC MAX 1.02 500k 5/1/2008 84 Four Seasons Commodities Corp Lone Star Program 1.04 300k 1/1/2005 83 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.06 1,000k 5/1/2006 82 Clarke Capital Management Millennium 1.06 1,000k 1/1/1998 81 Rotella Capital Management Rotella Orion (Short-Term) Program 1.12 10,000k 3/1/2006 80 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.13 250k 3/1/2010 79 Millburn Ridgefield Corporation Commodity Program 1.13 25,000k 3/1/2005 78 QCAM Currency Asset Management AG QCAM v-Pro 1.14 1,000k 7/1/2007 77 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 1.17 100k 10/1/2010 76 Diamond Peak Capital LLC Northstar (2x) program 1.19 250k 10/1/2008 75 Four Seasons Commodities Corp Hawkeye Spread Program 1.20 500k 3/1/2005 74 Quantitative Investment Management Quantitative Global Program 1.20 20,000k 10/1/2003 73 Trigon Investment Advisors, LLC Discretionary Macro Program 1.20 10,000k 8/1/2007 72 Beryl Investment Group LLC Nominal Discretionary System 1.23 50k 7/1/2007 71 Tlaloc Capital LLC Grains Program 1.25 1,000k 4/1/2010 70 Range Wise Investment Program 1.32 250k 2/1/1991 69 LJM Partners LJM Moderately Aggressive Strategy 1.35 500k 4/1/2003 68 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.38 5,000k 6/1/2010 67 Rhicon Currency Management Rhicon Systematic Currency Program 1.42 3,000k 1/1/2004 66 Non Correlated Capital Positive Theta Program 1.43 250k 10/1/2007 65 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 1.44 100k 5/1/2011 64 Future Trade AG Thales Swing Trading Programme 1.45 250k 6/1/2007 63 Quantis Asset Management PFM Systematic 1.49 15k 5/1/2010 62 Non Correlated Capital Positive Theta Fund 1.49 50k 10/1/2007 61 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.49 250k 10/1/2009 60 Crescent Bay Capital Management Premium Stock Index Program 1.52 10k 10/1/2005 59 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.53 50k 10/1/2010 58 Southwest Managed Investments, LLC Global Diversified 1.60 200k 1/1/2002 57 LJM Partners LJM Aggressive Strategy 1.68 500k 7/1/1998 56 Global Sigma Group, LLC AGSF 1.75 3,000k 4/1/2013 55 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.91 1/1/1989 54 Amplitude Capital International Limited Dynamic Strategy 1.94 6/1/2005 53 Ansbacher Investment Management Market Neutral Put Skew Program 1.97 250k 1/1/1996 52 OptHedge Advisors LLC Diversified Options & Futures Program 2.09 250k 10/1/2008 51 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 2.10 200k 1/1/2007 50 Crabel Capital Management Crabel Multi-Product 2.14 1,000k 3/1/1998 49 White River Group Diversified Option Writing Strategy 2.25 20k 11/1/2008 48 Vantage Capital Management VCM Growth Program 2.25 100k 1/1/2011 47 Romanesco Capital Management B.V Persistence Program 2.29 5,000k 9/1/2005 46 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 2.36 4,000k 2/1/2011 45 Rosetta Capital Management Rosetta Trading Program 2.38 100k 4/1/2000 44 Dominion Capital Sapphire Program 2.41 3,000k 5/1/2005 43 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.47 1,000k 1/1/2006 42 Witter & Lester, Inc. Stock Index Futures Trading Program 2.75 400k 1/1/1988 41 Claughton Capital ARP Institutional Program 2.82 1,000k 10/1/2005 40 Strategic Capital Advisors LLC Contrarian 500 2.83 500k 12/1/2003 39 Drury Capital Diversified Trend-Following Program 2.87 5,000k 5/1/1997 38 GLOBIVEST LLC Alpha Program 2.87 50k 4/1/2009 37 Tanyard Creek Capital Livestock Program 2.95 200k 6/1/2008 36 Arcanum Asset Management Equity Index Option Program (Prop) 3.00 500k 7/1/2006 35 Crabel Capital Management WPD Crabel Futures Program 3.18 1,000k 7/1/2008 34 RAM Management Group RAM MRTP 1X-Conservative 3.31 1,000k 9/1/1993 33 ITB Capital Advisors LLC ITB Time Value Trading Program 3.49 5,000k 1/1/2009 32 Quantis Asset Management Intraday Futures 3.64 250k 1/1/2010 31 Revolution Capital Management Mosaic Institutional Program 3.68 25,000k 9/1/2009 30 Somers Brothers Capital Diversified Futures Program #1 3.73 100k 1/1/2005 29 Option Capital Advisory OCA Premium 3.82 100k 5/1/2011 28 Cauldron Investments, LLC Stock Index Plus 3.83 1,000k 10/1/2009 27 Pinstripe Trading, LLC Standard 3.85 125k 8/1/2009 26 Diamond Capital Management Enhanced S&P Program 3.89 100k 10/1/2009 25 Wraith Capital LLP Wraith Dynamic Futures Fund 3.97 100k 1/1/2011 24 Revolution Capital Management Alpha Program 4.14 5,000k 6/1/2007 23 DUNN Capital Management DUNN Combined Fund (DCF) 4.29 100k 5/1/1989 22 White Indian Trading Co. SCS Program (Client) 4.35 250k 2/1/2011 21 Insignia Managed Capital Medallion 4.45 50k 2/1/2009 20 Strategic Ag Trading Chatham 4.86 100k 1/1/2005 19 Kottke Associates MV Program 4.98 1,000k 8/1/2010 18 Futures Truth Company, FTC-CTA 200K Options Strategy 5.15 200k 12/1/2009 17 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.21 100k 5/1/1999 16 Opus Futures LLC Advance Ag Futures Trading Program 5.56 100k 3/1/2011 15 Soaring Pelican, LLC Diversified S&P Program 5.70 100k 1/1/2011 14 Protec Energy Partners LLC ET1 5.91 500k 4/1/2010 13 Kinkopf Capital Management KCM S&P (Proprietary) 5.99 100k 1/1/1999 12 HPX Financial LLC HPX Old School Program 6.54 200k 6/1/2006 11 Insignia Managed Capital Epoch3 6.55 20k 7/1/2009 10 Bocken Trading LLC Discretionary Trading Program 8.56 100k 7/1/2011 9 Dendrich Ltd QEP 9.04 50k 12/1/2005 8 Zoi Capital, LLC Telio Program (Client) 9.11 200k 4/1/2010 7 Revolution Capital Management Mosaic Program 9.42 10,000k 10/1/2006 6 RAM Management Group MRTP Aggressive 10.66 1,000k 2/1/1998 5 QQFund.com QQFund.com Alpha Beta Program 11.44 100k 9/1/2008 4 Global AG LLC Global Ag LLC 11.75 1,000k 12/1/2008 3 Cypress Energy Capital Management, LP Cypress Energy, LP 12.27 50k 7/1/2008 2 Clarke Capital Management Global Basic 12.54 50k 2/1/1996 1 Clarke Capital Management Global Magnum 13.83 100k 8/1/1997 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.