IASG CTA Index For February 2013 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 Feb 2013 Min Inv Inception 313 Kinkopf Capital Management KCM S&P (Proprietary) -18.31 100k 1/1/1999 312 AIS Capital Management, L.P. MAAP (3x-6x) Composite -16.56 2,000k 7/1/1992 311 Purple Valley Capital, Inc. Diversified Trend 1 -11.29 100k 8/1/2008 310 Clarke Capital Management Jupiter -11.08 3,000k 5/1/2005 309 Dreiss Research Corporation Diversified Program -11.04 1,000k 5/1/1991 308 RAM Management Group MRTP Aggressive -10.97 1,000k 2/1/1998 307 AIS Capital Management, L.P. MAAP (2x-4x) Composite -10.48 3,000k 10/1/1992 306 Clarke Capital Management Millennium -9.83 1,000k 1/1/1998 305 Future Trade AG Thales Swing Trading Programme -9.15 250k 6/1/2007 304 Serac, LLC Diversified Reversal Program -8.48 200k 4/1/2011 303 Rho Asset Management Rho Altius 1XL Program -7.83 5,000k 11/1/2007 302 Covenant Capital Management Aggressive Program -7.57 3,000k 2/1/2004 301 Clarke Capital Management Global Basic -6.95 50k 2/1/1996 300 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.20 75k 6/1/2007 299 Hyman Beck and Company Global Portfolio -6.01 1,000k 3/1/1991 298 Manning & Napier MN Xenon Managed Futures (2x) Program -5.71 5,000k 6/1/2006 297 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.53 0k 11/1/1996 296 Revolution Capital Management Mosaic Program -5.50 10,000k 10/1/2006 295 Sunrise Capital Partners Sunrise Expanded Diversified Program -5.49 1/1/1989 294 Clarke Capital Management Global Magnum -5.20 100k 8/1/1997 293 PRIM' Alternative Investment PRIM Gold -5.15 10k 11/1/2005 292 Commodity Strategies AG CSAG Active Long Short Commodity Program -4.89 5,000k 10/1/2007 291 Manning & Napier MN Xenon Global Fixed Income (2x) Program -4.86 1,000k 5/1/2010 290 Tactical Investment Management Tactical Institutional Commodity Program -4.79 10,000k 4/1/1993 289 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.71 10k 7/1/2005 288 Covenant Capital Management Original Program -4.66 5,000k 9/1/1999 287 Alee Capital Management, LLC Mistral Program -4.47 2,500k 1/1/1999 286 Northfield Trading Diversified -4.46 2,000k 7/1/1989 285 Superfund Group Superfund Green Gold A (SPC) -4.40 5k 10/1/2005 284 Wimmer Horizon LLP Managed Account -4.14 5,000k 5/1/2005 283 Shield Plus LLC Shield Plus Natural Gas -4.12 50k 1/1/2004 282 Keck Capital Management LLC The Keck Program -4.11 2,000k 12/1/2003 281 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -4.02 100k 7/1/2011 280 Superfund Group Superfund Green Gold L.P. Series A-1 -3.94 5k 4/1/2009 279 Superfund Group Superfund Green Gold B (SPC) -3.92 50k 10/1/2005 278 Spectrum Asset Management LLC Global Diversified -3.88 2,000k 1/1/2001 277 Zoi Capital, LLC Telio Program (Client) -3.84 200k 4/1/2010 276 Robinson-Langley Capital Management, LLC Managed Account Program -3.80 200k 1/1/2007 275 Altradis Capital AG AlphAlgo -3.77 100k 5/1/2007 274 Briarwood Capital Management, Inc. Diversified 2XL -3.72 250k 11/1/2004 273 RAM Management Group RAM MRTP 1X-Conservative -3.66 1,000k 9/1/1993 272 Heyden & Steindl GmbH TOMAC2 -3.61 5,000k 3/1/2003 271 EMC Capital Advisors, LLC Classic -3.60 5,000k 1/1/1985 270 Dominion Capital Sapphire Program -3.59 3,000k 5/1/2005 269 Mark J. Walsh Company Standard Program -3.53 2,000k 9/1/1985 268 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.50 5,000k 11/1/2012 267 Rotella Capital Management Rotella Orion (Short-Term) Program -3.40 10,000k 3/1/2006 266 Superfund Group Superfund Green Gold C (SPC) -3.31 100k 10/1/2005 265 Saxon Investment Corporation Aggressive Diversified Program -3.29 2,000k 11/1/1993 264 QCM Global Diversified Programme -3.25 500k 12/1/1995 263 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -3.14 10,000k 8/1/2009 262 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -3.14 5,000k 1/1/2005 261 Crescent Bay Capital Management Premium Stock Index Program -3.01 10k 10/1/2005 260 Conquest Capital Group Conquest Select -2.94 250k 6/1/2004 259 Southwest Managed Investments, LLC Global Diversified -2.92 200k 1/1/2002 258 Amplitude Capital International Limited Klassik Strategy -2.83 1,000k 9/1/2009 257 Rabar Market Research Diversified Program -2.62 2,000k 1/1/1989 256 AllMountain Capital AG Mount Denali Global Trends -2.56 160k 7/1/2007 255 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.50 1,000k 9/1/2009 254 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.45 250k 10/1/2009 253 John Locke Investments JL Commodity Long Flat Program -2.44 5,000k 12/1/2007 252 Manning & Napier MN Xenon Global Fixed Income Program -2.41 2,000k 8/1/2004 251 Superfund Group Superfund Green Gold L.P. Series B-1 -2.38 5k 4/1/2009 250 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.32 1,000k 10/1/2006 249 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.28 100k 1/1/2000 248 Clarke Capital Management FX Plus -2.25 1,000k 5/1/2004 247 Robust Methods LLC Macro Managed Account -2.25 5,000k 1/1/2005 246 Emil van Essen EvE Systematic Global Opportunities -2.24 1,000k 9/1/2007 245 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -2.23 250k 3/1/2010 244 Revolution Capital Management Mosaic Institutional Program -2.13 25,000k 9/1/2009 243 Auspice Capital Advisors Ltd Auspice Diversified Program -2.05 1,500k 4/1/2006 242 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.00 1,000k 9/1/1997 241 Angle Capital Management LLC AIP Program -1.98 100k 1/1/2010 240 Amplitude Capital International Limited Dynamic Strategy -1.96 6/1/2005 239 Briarwood Capital Management, Inc. Diversified Trading Program -1.94 3,000k 7/1/2001 238 Chesapeake Capital Diversified (LV) -1.86 100k 2/1/1988 237 Tanyard Creek Capital Livestock Program -1.80 200k 6/1/2008 236 Saxon Investment Corporation Diversified Program -1.80 3,000k 9/1/1988 235 Rosetta Capital Management Rosetta Trading Program -1.71 100k 4/1/2000 234 M.S. Capital Management Global Diversified Program -1.69 2,000k 11/1/1998 233 Rosetta Capital Management Macro Program -1.68 50k 1/1/2009 232 Seven Capital Management Seven Absolute Return -1.64 100k 6/1/2009 231 FRP CAPITAL LLC FRP125+ -1.58 125k 1/1/2010 230 Novus Investments, LLC Novus Precious Commodities -1.44 200k 1/1/2007 229 Millburn Ridgefield Corporation Multi-Markets Program -1.43 25,000k 10/1/2004 228 Rhicon Currency Management Rhicon Strategic Program -1.43 500k 1/1/2004 227 Rotella Capital Management Rotella Polaris Program (Diversified) -1.39 10,000k 1/1/1991 226 Auctos Capital Management Auctos Global Diversified -1.36 3,000k 11/1/2007 225 Alee Capital Management, LLC Poniente Program -1.34 2,500k 1/1/1999 224 Eckhardt Trading Company Evolution Strategies 1.2X -1.33 10,000k 10/1/1991 223 Transtrend B.V. DTP – Enhanced Risk (USD) -1.32 10,000k 1/1/1995 222 Welton Investment Partners Welton Global -1.32 10,000k 6/1/2004 221 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -1.31 5,000k 5/1/2011 220 Millburn Ridgefield Corporation Commodity Program -1.30 25,000k 3/1/2005 219 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.30 10,000k 3/1/2003 218 Beryl Investment Group LLC Nominal Discretionary System -1.29 50k 7/1/2007 217 Eckhardt Trading Company Evolution Strategies -1.27 20,000k 8/1/1991 216 Somers Brothers Capital Diversified Futures Program #1 -1.26 100k 1/1/2005 215 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.22 1,500k 1/1/2009 214 Quantica Capital AG Quantica Managed Futures -1.21 5,000k 1/1/2005 213 Alder Capital DAC Alder Global 20 -1.20 250k 2/1/2001 212 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.20 10,000k 8/1/1999 211 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.16 10,000k 8/1/2004 210 Claughton Capital ARP Institutional Program -1.15 1,000k 10/1/2005 209 Rivoli Fund Management Rivoli International Fund (E) -1.14 5,000k 10/1/1996 208 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.14 100k 1/1/2005 207 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.13 100k 2/1/2010 206 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.10 1,000k 3/1/1998 205 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -1.10 150k 1/1/2011 204 Quantmetrics Capital Management LLP Premier 12V Strategy -1.04 10,000k 4/1/2003 203 MERIT Alternative Investments GmbH Futures Portfolio -1.03 2,000k 6/1/1998 202 Metolius Capital LLC Metolius Diversified -0.97 100k 6/1/2010 201 Transtrend B.V. DTP – Standard Risk (EUR) -0.90 10,000k 2/1/1999 200 Red Rock Capital, LLC Systematic Global Macro -0.89 500k 9/1/2003 199 John Locke Investments Cyril Systematic Program -0.89 8,000k 7/1/2000 198 Abraham Trading Company Diversified Program -0.86 10,000k 1/1/1988 197 Pacific Capital Advisors Vanguard Program -0.84 100k 4/1/2007 196 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.82 10,000k 8/1/2009 195 Ancile Capital Management Global Markets Program -0.80 2,000k 4/1/2005 194 Millburn Ridgefield Corporation Diversified Program -0.80 20,000k 2/1/1977 193 Rabar Market Research Short-Term Program -0.75 2,000k 11/1/2009 192 Rivoli Fund Management Rivoli International Fund (V9) -0.75 5,000k 1/1/2002 191 Blackwater Capital Management Global Program -0.70 5,000k 7/1/2005 190 FORT LP Fort Global Diversified -0.66 2,000k 10/1/1993 189 Ansbacher Investment Management Market Neutral Put Skew Program -0.65 250k 1/1/1996 188 Strategic Ag Trading Chatham -0.62 100k 1/1/2005 187 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.61 3,000k 5/1/2010 186 Alder Capital DAC Alder Global 10 -0.60 250k 10/1/2000 185 Adamah Capital LLC Asset Allocator Program -0.60 50k 3/1/2011 184 Quantis Asset Management Intraday Futures -0.59 250k 1/1/2010 183 Hawksbill Capital Management Global Diversified -0.58 5,000k 11/1/1988 182 Wavefront Global Asset Management IMFC Global Investment Program -0.52 2,000k 2/1/2007 181 Kottke Associates Lark - Cattle Program -0.50 500k 2/1/2008 180 ISAM ISAM Systematic Trend Fund -0.44 1,000k 6/1/2001 179 Futures Truth Company, FTC-CTA MS4 -0.43 250k 10/1/2007 178 Estlander & Partners Global XL -0.43 5,000k 8/1/1991 177 Range Wise Investment Program -0.43 250k 2/1/1991 176 Quantitative Investment Management Quantitative Global Program -0.43 20,000k 10/1/2003 175 Parizek Capital Futures Trading Program -0.42 500k 4/1/2000 174 Mobius Asset Management Energy Weighted Program -0.40 250k 1/1/2005 173 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -0.39 100k 10/1/2010 172 Wavefront Global Asset Management IMFC Global Concentrated -0.38 500k 4/1/2009 171 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.37 1,000k 1/1/1999 170 Gap Partners LLC Gap -0.31 250k 11/1/2009 169 KMJ Investments KMJ Investments -0.31 1,000k 8/1/1994 168 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.27 250k 10/1/2009 167 Blake Capital Management, Inc. SRD Short Equities -0.25 100k 1/1/2011 166 ROW Asset Managment Row Currency Program -0.25 1,000k 11/1/2010 165 Systematic Alpha Management Systematic Alpha Futures Program -0.24 100k 6/1/2004 164 C-View Limited Currency Managed Account Program -0.24 5,000k 10/1/1996 163 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.23 500k 8/1/2012 162 IKOS IKOS FX Fund -0.20 1,000k 3/1/2008 161 Estlander & Partners Global Markets -0.20 10,000k 8/1/1999 160 Lynx Asset Management AB Lynx Program -0.19 75k 5/1/2000 159 IKOS IKOS Futures Fund -0.17 1,000k 2/1/2010 158 Jaguar Investments Ltd Vario Capital Strategy -0.17 1,000k 5/1/2016 157 Cypress Energy Capital Management, LP Cypress Energy, LP -0.16 50k 7/1/2008 156 Xplor Capital Management, LLC Global CTA Program -0.16 1,500k 7/1/2004 155 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.14 1k 10/1/2006 154 FORT LP Fort Global Contrarian -0.14 2,000k 10/1/2002 153 Mondiale Asset Management Mondiale Trading Program -0.14 0k 9/1/1997 152 Pinstripe Trading, LLC Standard -0.12 125k 8/1/2009 151 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -0.10 25k 8/1/2009 150 Coloma Capital Futures(r), LLC Coloma Commodity Strategy -0.10 500k 8/1/2010 149 Diamond Peak Capital LLC Northstar (2x) program -0.07 250k 10/1/2008 148 Witter & Lester, Inc. Redstone -0.07 500k 9/1/1994 147 NuWave Investment Management, LLC NuWave Investment Partners LP -0.04 250k 6/1/2001 146 Trigon Investment Advisors, LLC Discretionary Macro Program -0.04 10,000k 8/1/2007 145 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.03 10,000k 4/1/2004 144 Parizek Capital Currency Program 0.00 1,000k 4/1/2006 143 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.02 10,000k 2/1/2008 142 NuWave Investment Management, LLC Combined Futures Portfolio 0.02 5,000k 6/1/2001 141 Kottke Associates MV Program 0.02 1,000k 8/1/2010 140 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.04 1,000k 1/1/2005 139 Eclipse Capital Management Global Monetary 0.06 5,000k 8/1/1990 138 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.07 10,000k 7/1/2008 137 Soaring Pelican, LLC Diversified S&P Program 0.07 100k 1/1/2011 136 Greenwave Capital Management Greenwave Flagship 0.07 10,000k 6/1/2008 135 Warrington Asset Management Warrington Strategic Program 0.07 50k 1/1/1997 134 Option Capital Advisory OCA Premium 0.11 100k 5/1/2011 133 Ion Asset Architecture Ion Volium Fund 0.11 0k 4/1/2011 132 Tlaloc Capital LLC Grains Program 0.15 1,000k 4/1/2010 131 Stenger Capital Management, LLC Diversified Trading Program 0.15 200k 4/1/2010 130 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.16 10,000k 5/1/2009 129 Winton Capital Management Diversified 0.17 50,000k 10/1/1997 128 Di Tomasso Group Inc. Equilibrium Program 0.22 5,000k 1/1/2002 127 Non Correlated Capital Positive Theta Program 0.26 250k 10/1/2007 126 Gladius Asset Management Fulham Program 0.28 2,000k 1/1/2008 125 IDS Capital IDS F&F Systematic Trading 0.30 50k 7/1/2013 124 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.36 500k 1/1/2006 123 Cauldron Investments, LLC Stock Index Plus 0.37 1,000k 10/1/2009 122 Mobius Asset Management Custom Trading Program 0.37 100k 1/1/2002 121 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.38 10,000k 1/1/2001 120 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.38 50k 10/1/2007 119 Witter & Lester, Inc. Stock Index Futures Trading Program 0.40 400k 1/1/1988 118 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.40 25k 1/1/2011 117 OptHedge Advisors LLC Diversified Options & Futures Program 0.41 250k 10/1/2008 116 White Indian Trading Co. SCS Program (Client) 0.42 250k 2/1/2011 115 Mobius Asset Management Diversified Program 0.43 250k 3/1/2004 114 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.43 250k 5/1/2011 113 Vergho Asset Management LLC Kinematics 0.48 1,000k 11/1/2008 112 Cranwood Capital Management Fixed Income Arbitrage Fund 0.50 250k 4/1/2008 111 White River Group Stock Index Option Writing Strategy 0.50 10k 11/1/2008 110 Haar Capital Management Discretionary Commodity Trading Program 0.50 250k 12/1/2005 109 Cranwood Capital Management Cranwood International Fund 0.50 250k 4/1/2008 108 Revolution Capital Management Alpha Program 0.51 5,000k 6/1/2007 107 Esulep LLC MAX Esulep LLC MAX 0.52 500k 5/1/2008 106 Emil van Essen Spread Trading Program 0.53 5,000k 12/1/2006 105 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.55 5,000k 12/1/2010 104 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.56 10,000k 2/1/2006 103 Diamond Capital Management Enhanced S&P Program 0.59 100k 10/1/2009 102 Demeter Capital Management Livestock & Grain Trading Program 0.59 50k 3/1/2010 101 LJM Partners LJM Preservation & Growth Strategy 0.69 250k 5/1/2006 100 HiProb Trading Technology LLC HiProb-I 0.70 5,000k 7/1/2008 99 Strategic Ag Trading SAT GRAINS 0.70 100k 4/1/2002 98 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.70 5,000k 6/1/2010 97 Non Correlated Capital Positive Theta Fund 0.76 50k 10/1/2007 96 HPX Financial LLC HPX Old School Program 0.76 200k 6/1/2006 95 White Indian Trading Co. STAIRS (Client) 0.77 250k 5/1/2009 94 Revolution Capital Management Alpha Fund 0.77 50k 1/1/2005 93 Schindler Capital Management, LLC Dairy Advantage Program 0.77 400k 8/1/2005 92 Superfund Group Superfund Green Q-AG 0.78 2k 3/1/1996 91 Insignia Managed Capital Medallion 0.79 50k 2/1/2009 90 Crabel Capital Management WPD Crabel Futures Program 0.84 1,000k 7/1/2008 89 Clarke Capital Management Worldwide 0.85 250k 1/1/1996 88 TKC Investment Services MAP 0.85 100k 7/1/2010 87 ALFAKRAFT ALFA Commodity Fund 0.95 16k 6/1/2010 86 Global Sigma Group, LLC AGSF 0.96 3,000k 4/1/2013 85 Futures Truth Company, FTC-CTA 200K Options Strategy 0.98 200k 12/1/2009 84 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.98 100k 8/1/2009 83 QCAM Currency Asset Management AG QCAM v-Pro 0.99 1,000k 7/1/2007 82 QQFund.com QQFund.com Alpha Beta Program 1.02 100k 9/1/2008 81 IKOS The IKOS Hedge Fund 1.02 10,000k 7/1/1998 80 M6 Capital Management LLC Standard Program 1.03 300k 7/1/2005 79 Superfund Group Superfund Green L.P. Series A 1.03 5k 10/1/2002 78 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.07 500k 4/1/2009 77 Quantica Capital AG Quantica Diversified FX 1.09 5,000k 3/1/2007 76 Trigon Investment Advisors, LLC Foreign Exchange Program 1.10 5,000k 8/1/2000 75 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.19 25,000k 3/1/2010 74 Endeavour Capital LLP Endeavour Pembroke 1.21 2,000k 7/1/2007 73 Typhon Capital Management, LLC Plutus Grain Strategy 1.25 250k 4/1/2008 72 Bluenose Capital Management, LLC BNC BI 1.26 30k 10/1/2008 71 Four Seasons Commodities Corp Lone Star Program 1.27 300k 1/1/2005 70 LJM Partners LJM Moderately Aggressive Strategy 1.30 500k 4/1/2003 69 Global Bayesian Dynamics, LLC BOND&FX Client Composite 1.30 5,000k 3/1/2009 68 Kelly Angle Inc. Genesis Program 1.33 2,000k 4/1/2000 67 Liberty Funds Group, Inc Liberty Diversified Option Strategy 1.33 750k 1/1/2009 66 Red Oak Commodity Advisors Investment Program 1.35 5,000k 12/1/1989 65 Tyche Capital Advisors LLC TCA Energy Spreads 1.35 100k 8/1/2008 64 Estlander & Partners Freedom 1.39 20,000k 8/1/2010 63 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.43 50k 10/1/2010 62 Insignia Managed Capital Epoch3 1.49 20k 7/1/2009 61 Superfund Group Superfund Blue SPC Class A (Gold) 1.49 50k 12/1/2007 60 Four Seasons Commodities Corp Hawkeye Spread Program 1.50 500k 3/1/2005 59 GLOBIVEST LLC Alpha Program 1.52 50k 4/1/2009 58 Kottke Associates Stockton Fundamental Ag 1.55 500k 1/1/2006 57 LJM Partners LJM Aggressive Strategy 1.56 500k 7/1/1998 56 Superfund Group Superfund Green GCT USD 1.60 15k 1/1/2000 55 Molinero Capital Management LLP Global Markets Program 1.62 2,000k 7/1/2005 54 Ion Asset Architecture Ion Fund Program 1.69 10,000k 11/1/2007 53 Ion Asset Architecture (Fund Program) Ion Fund 1.69 100k 11/1/2007 52 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.76 1,000k 1/1/2006 51 Melissinos Trading Eupatrid Global Trends 1.91 50k 1/1/2011 50 White Indian Trading Co. STAIRS - Futures Program (Client) 1.91 250k 10/1/2008 49 Superfund Group Superfund Green L.P. Series B 1.98 5k 10/1/2002 48 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.98 200k 1/1/2007 47 Superfund Group Superfund Green Master 2.11 2,000k 5/1/2001 46 White River Group Diversified Option Writing Strategy 2.14 20k 11/1/2008 45 HB Capital Management Inc. Diversified Program 2.16 50k 3/1/2008 44 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.17 4,000k 11/1/2008 43 Romanesco Capital Management B.V Persistence Program 2.33 5,000k 9/1/2005 42 Strategic Ag Trading SAT HEARTLAND 2.38 100k 12/1/2008 41 Quantmetrics Capital Management LLP Directional 10V Strategy 2.54 10,000k 1/1/2007 40 Arcanum Asset Management Equity Index Option Program (Prop) 2.60 500k 7/1/2006 39 Estlander & Partners Alpha Trend 2.66 30,000k 10/1/1991 38 Rhicon Currency Management Rhicon Systematic Currency Program 2.67 3,000k 1/1/2004 37 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.82 1,000k 5/1/2006 36 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 2.90 1,000k 1/1/2006 35 Vantage Capital Management VCM Growth Program 2.94 100k 1/1/2011 34 Superfund Group Superfund Blue SPC Class A (EUR) 2.99 50k 4/1/2005 33 Drury Capital Diversified Trend-Following Program 3.01 5,000k 5/1/1997 32 Dendrich Ltd QEP 3.02 50k 12/1/2005 31 Bluenose Capital Management, LLC BNC EI 3.03 15k 7/1/2010 30 FCI Capital Management TSFX1 3.23 20k 11/1/2010 29 GT CAPITAL CTA GT CAPITAL CTA 3.24 150k 6/1/2009 28 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 3.39 100k 5/1/2011 27 Crabel Capital Management Crabel Multi-Product 3.53 1,000k 3/1/1998 26 Quantis Asset Management Ulysses Futures 3.63 1,000k 7/1/2009 25 Protec Energy Partners LLC ET1 3.72 500k 4/1/2010 24 ITB Capital Advisors LLC ITB Time Value Trading Program 3.75 5,000k 1/1/2009 23 Conquest Capital Group Conquest Macro 3.81 250k 5/1/1999 22 Wraith Capital LLP Wraith Dynamic Futures Fund 3.88 100k 1/1/2011 21 Quantum Leap Capital Management Managed Account Program 3.89 300k 8/1/2006 20 Quantis Asset Management PFM Systematic 4.50 15k 5/1/2010 19 Gables Capital Management, Inc. GCM Global FX 4.72 1,000k 1/1/2009 18 Strategic Capital Advisors LLC Contrarian 500 4.79 500k 12/1/2003 17 Bocken Trading LLC Discretionary Trading Program 5.44 100k 7/1/2011 16 Global AG LLC Global Ag LLC 5.44 1,000k 12/1/2008 15 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.91 4,000k 2/1/2011 14 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 6.10 50k 9/1/2009 13 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.35 200k 11/1/1999 12 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 6.40 250k 1/1/2009 11 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 7.02 25k 4/1/2010 10 DUNN Capital Management D'Best Futures Fund, L.P. 7.30 100k 6/1/1994 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.39 100k 5/1/1999 8 DUNN Capital Management DUNN Combined Fund (DCF) 7.61 100k 5/1/1989 7 Neural Capital Ltd Sentinel Trading Program 8.08 2,000k 1/1/2006 6 Paramount Capital Management LLC Commodity Trading Program 8.20 100k 7/1/2008 5 Estlander & Partners Alpha Trend II - Class P 8.30 100k 12/1/2008 4 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.05 100k 3/1/2003 3 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 9.21 100k 10/1/2009 2 Opus Futures LLC Advance Ag Futures Trading Program 10.58 100k 3/1/2011 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.79 100k 11/1/1984 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.