IASG CTA Index For January 2014 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 Jan 2014 Min Inv Inception 313 Clarke Capital Management Jupiter -16.63 3,000k 5/1/2005 312 Liberty Funds Group, Inc Liberty Wealth Protection Fund -11.25 250k 10/1/2009 311 Manning & Napier MN Xenon Managed Futures (2x) Program -10.47 5,000k 6/1/2006 310 Angle Capital Management LLC AIP Program -9.62 100k 1/1/2010 309 Estlander & Partners Alpha Trend II - Class P -9.58 100k 12/1/2008 308 Kelly Angle Inc. Genesis Program -9.20 2,000k 4/1/2000 307 Clarke Capital Management FX Plus -8.80 1,000k 5/1/2004 306 Manning & Napier MN Xenon Global Fixed Income (2x) Program -7.99 1,000k 5/1/2010 305 Rivoli Fund Management Rivoli International Fund (E) -7.75 5,000k 10/1/1996 304 Protec Energy Partners LLC ET1 -7.69 500k 4/1/2010 303 Clarke Capital Management Global Magnum -7.37 100k 8/1/1997 302 Insch Capital Management SA Interbank Currency Program - 3X Leverage -7.15 100k 1/1/2000 301 Eclipse Capital Management Global Monetary -7.10 5,000k 8/1/1990 300 Pinstripe Trading, LLC Standard -6.99 125k 8/1/2009 299 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -6.85 50k 9/1/2009 298 Hyman Beck and Company Global Portfolio -6.56 1,000k 3/1/1991 297 Keck Capital Management LLC The Keck Program -6.53 2,000k 12/1/2003 296 AIS Capital Management, L.P. MAAP (3x-6x) Composite -6.42 2,000k 7/1/1992 295 Blackwater Capital Management Global Program -6.39 5,000k 7/1/2005 294 DUNN Capital Management D'Best Futures Fund, L.P. -6.22 100k 6/1/1994 293 Red Oak Commodity Advisors Investment Program -6.04 5,000k 12/1/1989 292 Mark J. Walsh Company Standard Program -6.04 2,000k 9/1/1985 291 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -5.96 25k 4/1/2010 290 Covenant Capital Management Aggressive Program -5.75 3,000k 2/1/2004 289 Alder Capital DAC Alder Global 20 -5.60 250k 2/1/2001 288 Kinkopf Capital Management KCM S&P (Proprietary) -5.57 100k 1/1/1999 287 Sunrise Capital Partners Sunrise Expanded Diversified Program -5.55 1/1/1989 286 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -5.52 1,500k 1/1/2009 285 Robinson-Langley Capital Management, LLC Managed Account Program -5.33 200k 1/1/2007 284 Lynx Asset Management AB Lynx Program -5.29 75k 5/1/2000 283 Drury Capital Diversified Trend-Following Program -5.28 5,000k 5/1/1997 282 Rho Asset Management Rho Altius 1XL Program -5.24 5,000k 11/1/2007 281 Rivoli Fund Management Rivoli International Fund (V9) -5.08 5,000k 1/1/2002 280 Superfund Group Superfund Green Master -4.93 2,000k 5/1/2001 279 RAM Management Group MRTP Aggressive -4.85 1,000k 2/1/1998 278 QCM Global Diversified Programme -4.78 500k 12/1/1995 277 Strategic Capital Advisors LLC Multi-strategy Futures Program -4.61 3,000k 5/1/2010 276 Conquest Capital Group Conquest Select -4.56 250k 6/1/2004 275 Zoi Capital, LLC Telio Program (Client) -4.55 200k 4/1/2010 274 Emil van Essen Spread Trading Program -4.52 5,000k 12/1/2006 273 Clarke Capital Management Worldwide -4.45 250k 1/1/1996 272 Global Vista Advisors, LLC Global Vista Options ("GVO") -4.37 50k 10/1/2010 271 AIS Capital Management, L.P. MAAP (2x-4x) Composite -4.36 3,000k 10/1/1992 270 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.35 100k 11/1/1984 269 GLOBIVEST LLC Alpha Program -4.31 50k 4/1/2009 268 Superfund Group Superfund Green GCT USD -4.27 15k 1/1/2000 267 Molinero Capital Management LLP Global Markets Program -4.25 2,000k 7/1/2005 266 Briarwood Capital Management, Inc. Diversified 2XL -4.25 250k 11/1/2004 265 AllMountain Capital AG Mount Denali Global Trends -4.11 160k 7/1/2007 264 Clarke Capital Management Global Basic -4.10 50k 2/1/1996 263 Covenant Capital Management Original Program -4.04 5,000k 9/1/1999 262 Novus Investments, LLC Novus Precious Commodities -3.96 200k 1/1/2007 261 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.91 100k 1/1/2005 260 Manning & Napier MN Xenon Global Fixed Income Program -3.89 2,000k 8/1/2004 259 Alee Capital Management, LLC Mistral Program -3.77 2,500k 1/1/1999 258 Cauldron Investments, LLC Stock Index Plus -3.76 1,000k 10/1/2009 257 Cypress Energy Capital Management, LP Cypress Energy, LP -3.74 50k 7/1/2008 256 Diamond Capital Management Enhanced S&P Program -3.71 100k 10/1/2009 255 Parizek Capital Futures Trading Program -3.68 500k 4/1/2000 254 Southwest Managed Investments, LLC Global Diversified -3.67 200k 1/1/2002 253 Estlander & Partners Global XL -3.58 5,000k 8/1/1991 252 Altradis Capital AG AlphAlgo -3.56 100k 5/1/2007 251 Strategic Ag Trading Chatham -3.36 100k 1/1/2005 250 Metolius Capital LLC Metolius Diversified -3.34 100k 6/1/2010 249 Quantica Capital AG Quantica Managed Futures -3.30 10,000k 1/1/2005 248 Chesapeake Capital Diversified (LV) -3.27 100k 2/1/1988 247 Northfield Trading Diversified -3.26 2,000k 7/1/1989 246 Transtrend B.V. DTP – Enhanced Risk (USD) -3.25 10,000k 1/1/1995 245 Hawksbill Capital Management Global Diversified -3.24 5,000k 11/1/1988 244 IKOS The IKOS Hedge Fund -3.21 10,000k 7/1/1998 243 White River Group Diversified Option Writing Strategy -3.21 20k 11/1/2008 242 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.08 1k 10/1/2006 241 Global AG LLC Global Ag LLC -3.07 1,000k 12/1/2008 240 Superfund Group Superfund Green L.P. Series B -3.07 5k 10/1/2002 239 EMC Capital Advisors, LLC Classic -3.05 5,000k 1/1/1985 238 Superfund Group Superfund Green Q-AG -3.03 2k 3/1/1996 237 Trigon Investment Advisors, LLC Foreign Exchange Program -3.02 5,000k 8/1/2000 236 John Locke Investments Cyril Systematic Program -3.00 8,000k 7/1/2000 235 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.99 10,000k 8/1/2004 234 Estlander & Partners Alpha Trend -2.98 30,000k 10/1/1991 233 Systematic Alpha Management Systematic Alpha Futures Program -2.95 100k 6/1/2004 232 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.90 0k 11/1/1996 231 Seven Capital Management Seven Absolute Return -2.90 100k 6/1/2009 230 Quantis Asset Management PFM Systematic -2.86 15k 5/1/2010 229 Wavefront Global Asset Management IMFC Global Investment Program -2.85 2,000k 2/1/2007 228 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.83 10,000k 8/1/1999 227 Melissinos Trading Eupatrid Global Trends -2.83 100k 1/1/2011 226 Range Wise Investment Program -2.81 250k 2/1/1991 225 Wavefront Global Asset Management IMFC Global Concentrated -2.80 500k 4/1/2009 224 Rabar Market Research Diversified Program -2.80 2,000k 1/1/1989 223 Alder Capital DAC Alder Global 10 -2.80 250k 10/1/2000 222 Rosetta Capital Management Rosetta Trading Program -2.77 100k 4/1/2000 221 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.77 5,000k 6/1/2010 220 M6 Capital Management LLC Standard Program -2.59 300k 7/1/2005 219 Estlander & Partners Freedom -2.57 20,000k 8/1/2010 218 ISAM ISAM Systematic Trend Fund -2.55 1,000k 6/1/2001 217 Eckhardt Trading Company Evolution Strategies 1.2X -2.52 10,000k 10/1/1991 216 Xplor Capital Management, LLC Global CTA Program -2.51 1,500k 7/1/2004 215 Millburn Ridgefield Corporation Multi-Markets Program -2.45 25,000k 10/1/2004 214 Millburn Ridgefield Corporation Diversified Program -2.44 20,000k 2/1/1977 213 Eckhardt Trading Company Evolution Strategies -2.38 20,000k 8/1/1991 212 Winton Capital Management Diversified -2.37 50,000k 10/1/1997 211 Rotella Capital Management Rotella Polaris Program (Diversified) -2.34 10,000k 1/1/1991 210 Saxon Investment Corporation Aggressive Diversified Program -2.32 2,000k 11/1/1993 209 HB Capital Management Inc. Diversified Program -2.24 50k 3/1/2008 208 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.17 5,000k 11/1/2012 207 Superfund Group Superfund Green L.P. Series A -2.13 5k 10/1/2002 206 Rabar Market Research Short-Term Program -2.13 2,000k 11/1/2009 205 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.10 5,000k 10/1/2007 204 Quantica Capital AG Quantica Diversified FX -2.10 5,000k 3/1/2007 203 Transtrend B.V. DTP – Standard Risk (EUR) -2.08 10,000k 2/1/1999 202 Briarwood Capital Management, Inc. Diversified Trading Program -2.04 3,000k 7/1/2001 201 Superfund Group Superfund Green Gold C (SPC) -2.04 100k 10/1/2005 200 Auspice Auspice Diversified Program -2.02 1,500k 6/1/2007 199 Welton Investment Partners Welton Global -2.01 10,000k 6/1/2004 198 Tyche Capital Advisors LLC TCA Energy Spreads -1.99 100k 8/1/2008 197 ALFAKRAFT ALFA Commodity Fund -1.96 16k 6/1/2010 196 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.95 100k 10/1/2010 195 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.86 10,000k 1/1/2001 194 Estlander & Partners Global Markets -1.77 10,000k 8/1/1999 193 DUNN Capital Management DUNN Combined Fund (DCF) -1.77 100k 5/1/1989 192 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -1.70 25k 8/1/2009 191 Vantage Capital Management VCM Growth Program -1.70 100k 1/1/2011 190 Auspice Auspice Managed Futures Excess Return Index -1.67 5,000k 12/1/2010 189 MERIT Alternative Investments GmbH Futures Portfolio -1.63 2,000k 6/1/1998 188 Coloma Capital Futures(r), LLC Coloma Commodity Strategy -1.60 500k 8/1/2010 187 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -1.56 10,000k 5/1/2009 186 RAM Management Group RAM MRTP 1X-Conservative -1.54 1,000k 9/1/1993 185 IKOS IKOS Futures Fund -1.51 1,000k 2/1/2010 184 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.48 75k 6/1/2007 183 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.46 100k 5/1/1999 182 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.44 5,000k 1/1/2005 181 White River Group Stock Index Option Writing Strategy -1.37 10k 11/1/2008 180 Clarke Capital Management Millennium -1.37 1,000k 1/1/1998 179 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.36 4,000k 2/1/2011 178 Neural Capital Ltd Sentinel Trading Program -1.24 2,000k 1/1/2006 177 Saxon Investment Corporation Diversified Program -1.23 3,000k 9/1/1988 176 FRP CAPITAL LLC FRP125+ -1.19 125k 1/1/2010 175 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.15 10,000k 8/1/2009 174 FCI Capital Management TSFX1 -1.11 20k 11/1/2010 173 IKOS IKOS FX Fund -1.09 1,000k 3/1/2008 172 M.S. Capital Management Global Diversified Program -1.07 2,000k 11/1/1998 171 Superfund Group Superfund Green Gold B (SPC) -0.98 50k 10/1/2005 170 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.98 10,000k 4/1/2004 169 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.97 1,000k 5/1/2006 168 Spectrum Asset Management LLC Global Diversified -0.96 2,000k 1/1/2001 167 Witter & Lester, Inc. Stock Index Futures Trading Program -0.93 400k 1/1/1988 166 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.93 750k 1/1/2009 165 Adamah Capital LLC Asset Allocator Program -0.90 50k 3/1/2011 164 Alee Capital Management, LLC Poniente Program -0.88 2,500k 1/1/1999 163 Beryl Investment Group LLC Nominal Discretionary System -0.87 50k 7/1/2007 162 Mobius Asset Management Energy Weighted Program -0.85 250k 1/1/2005 161 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.78 10,000k 2/1/2008 160 Diamond Peak Capital LLC Northstar (2x) program -0.71 250k 10/1/2008 159 Cranwood Capital Management Cranwood International Fund -0.65 250k 4/1/2008 158 Cranwood Capital Management Fixed Income Arbitrage Fund -0.65 250k 4/1/2008 157 White Indian Trading Co. SCS Program (Client) -0.62 250k 2/1/2011 156 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.58 4,000k 11/1/2008 155 Quantmetrics Capital Management LLP Directional 10V Strategy -0.57 10,000k 1/1/2007 154 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -0.57 100k 10/1/2009 153 Di Tomasso Group Inc. Equilibrium Program -0.56 5,000k 1/1/2002 152 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.55 1,000k 10/1/2006 151 Typhon Capital Management, LLC Plutus Grain Strategy -0.53 250k 4/1/2008 150 Mobius Asset Management Diversified Program -0.50 250k 3/1/2004 149 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.47 100k 8/1/2009 148 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.47 150k 1/1/2011 147 Trigon Investment Advisors, LLC Discretionary Macro Program -0.46 10,000k 8/1/2007 146 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.46 100k 3/1/2003 145 KMJ Investments KMJ Investments -0.43 1,000k 8/1/1994 144 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.37 500k 8/1/2012 143 John Locke Investments JL Commodity Long Flat Program -0.36 5,000k 12/1/2007 142 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.36 25,000k 3/1/2010 141 Dendrich Ltd QEP -0.32 50k 12/1/2005 140 Kottke Associates Stockton Fundamental Ag -0.31 500k 1/1/2006 139 Stenger Capital Management, LLC Diversified Trading Program -0.29 200k 4/1/2010 138 Auctos Capital Management Auctos Global Diversified -0.29 3,000k 11/1/2007 137 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.27 1,000k 9/1/1997 136 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.26 1,000k 3/1/1998 135 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.25 10,000k 8/1/2009 134 QQFund.com QQFund.com Alpha Beta Program -0.25 100k 9/1/2008 133 Four Seasons Commodities Corp Hawkeye Spread Program -0.21 500k 3/1/2005 132 Rhicon Currency Management Rhicon Strategic Program -0.19 500k 1/1/2004 131 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.12 1,000k 1/1/2006 130 Warrington Asset Management Warrington Strategic Program -0.11 50k 1/1/1997 129 Strategic Ag Trading SAT HEARTLAND -0.11 100k 12/1/2008 128 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.09 100k 2/1/2010 127 Jaguar Investments Ltd Vario Capital Strategy -0.06 1,000k 5/1/2016 126 Gap Partners LLC Gap -0.04 250k 11/1/2009 125 NuWave Investment Management, LLC NuWave Investment Partners LP -0.03 250k 6/1/2001 124 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.03 250k 3/1/2010 123 QCAM Currency Asset Management AG QCAM v-Pro -0.01 1,000k 7/1/2007 119 NuWave Investment Management, LLC Combined Futures Portfolio 0.00 5,000k 6/1/2001 120 Tactical Investment Management Tactical Institutional Commodity Program 0.00 10,000k 4/1/1993 121 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 122 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 118 Kottke Associates MV Program 0.01 1,000k 8/1/2010 117 Blake Capital Management, Inc. SRD Short Equities 0.03 100k 1/1/2011 116 Witter & Lester, Inc. Redstone 0.06 500k 9/1/1994 115 Amplitude Capital International Limited Dynamic Strategy 0.08 6/1/2005 114 Greenwave Capital Management Greenwave Flagship 0.09 10,000k 6/1/2008 113 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.10 10,000k 7/1/2008 112 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 0.12 100k 7/1/2011 111 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.15 10k 7/1/2005 110 Gables Capital Management, Inc. GCM Global FX 0.15 1,000k 1/1/2009 109 Strategic Capital Advisors LLC Contrarian 500 0.16 250k 12/1/2003 108 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.17 5,000k 5/1/2011 107 Gladius Asset Management Fulham Program 0.18 2,000k 1/1/2008 106 OptHedge Advisors LLC Diversified Options & Futures Program 0.18 250k 10/1/2008 105 Tlaloc Capital LLC Grains Program 0.18 1,000k 4/1/2010 104 Strategic Ag Trading SAT GRAINS 0.19 100k 4/1/2002 103 FORT LP Fort Global Contrarian 0.19 2,000k 10/1/2002 102 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.19 1,000k 1/1/2005 101 IDS Capital IDS F&F Systematic Trading 0.20 50k 7/1/2013 100 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.24 50k 10/1/2007 99 Ion Asset Architecture Ion Volium Fund 0.30 0k 4/1/2011 98 Superfund Group Superfund Green Gold A (SPC) 0.32 5k 10/1/2005 97 Tanyard Creek Capital Livestock Program 0.32 200k 6/1/2008 96 Futures Truth Company, FTC-CTA MS4 0.34 250k 10/1/2007 95 Quantmetrics Capital Management LLP Premier 12V Strategy 0.36 10,000k 4/1/2003 94 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.36 250k 1/1/2009 93 Ansbacher Investment Management Market Neutral Put Skew Program 0.38 150k 1/1/1996 92 Heyden & Steindl GmbH TOMAC2 0.46 5,000k 3/1/2003 91 Four Seasons Commodities Corp Lone Star Program 0.50 300k 1/1/2005 90 Non Correlated Capital Positive Theta Program 0.56 250k 10/1/2007 89 Vergho Asset Management LLC Kinematics 0.58 1,000k 11/1/2008 88 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.60 10,000k 2/1/2006 87 Superfund Group Superfund Blue SPC Class A (EUR) 0.68 50k 4/1/2005 86 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.68 250k 10/1/2009 85 Revolution Capital Management Mosaic Institutional Program 0.69 25,000k 9/1/2009 84 Parizek Capital Currency Program 0.84 1,000k 4/1/2006 83 Crescent Bay Capital Management Premium Stock Index Program 0.86 10k 10/1/2005 82 Endeavour Capital LLP Endeavour Pembroke 0.86 2,000k 7/1/2007 81 Futures Truth Company, FTC-CTA 200K Options Strategy 0.87 200k 12/1/2009 80 Dreiss Research Corporation Diversified Program 0.88 1,000k 5/1/1991 79 ITB Capital Advisors LLC ITB Time Value Trading Program 0.88 5,000k 1/1/2009 78 Robust Methods LLC Macro Managed Account 0.97 5,000k 1/1/2005 77 Bocken Trading LLC Discretionary Trading Program 0.97 100k 7/1/2011 76 ROW Asset Managment Row Currency Program 0.97 1,000k 11/1/2010 75 Quantitative Investment Management Quantitative Global Program 0.99 20,000k 10/1/2003 74 Esulep LLC MAX Esulep LLC MAX 0.99 500k 5/1/2008 73 Revolution Capital Management Alpha Program 1.01 5,000k 6/1/2007 72 Global Bayesian Dynamics, LLC BOND&FX Client Composite 1.03 5,000k 3/1/2009 71 Global Sigma Group, LLC AGSF 1.06 3,000k 4/1/2013 70 Dominion Capital Sapphire Program 1.06 3,000k 5/1/2005 69 Paramount Capital Management LLC Commodity Trading Program 1.08 100k 7/1/2008 68 Mobius Asset Management Custom Trading Program 1.15 100k 1/1/2002 67 Non Correlated Capital Positive Theta Fund 1.20 50k 10/1/2007 66 Revolution Capital Management Alpha Fund 1.20 50k 1/1/2005 65 Kottke Associates Lark - Cattle Program 1.20 500k 2/1/2008 64 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.26 1,000k 1/1/2006 63 Somers Brothers Capital Diversified Futures Program #1 1.27 100k 1/1/2005 62 Insignia Managed Capital Epoch3 1.30 20k 7/1/2009 61 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.30 200k 1/1/2007 60 Haar Capital Management Discretionary Commodity Trading Program 1.32 250k 12/1/2005 59 Superfund Group Superfund Green Gold L.P. Series B-1 1.35 5k 4/1/2009 58 Insignia Managed Capital Medallion 1.39 50k 2/1/2009 57 Revolution Capital Management Mosaic Program 1.40 10,000k 10/1/2006 56 HiProb Trading Technology LLC HiProb-I 1.41 5,000k 7/1/2008 55 Quantis Asset Management Ulysses Futures 1.42 1,000k 7/1/2009 54 Rhicon Currency Management Rhicon Systematic Currency Program 1.50 3,000k 1/1/2004 53 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.57 500k 1/1/2006 52 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.57 1,000k 1/1/1999 51 Pacific Capital Advisors Vanguard Program 1.58 100k 4/1/2007 50 Red Rock Capital, LLC Systematic Global Macro 1.63 500k 9/1/2003 49 Demeter Capital Management Livestock & Grain Trading Program 1.69 50k 3/1/2010 48 Mondiale Asset Management Mondiale Trading Program 1.70 0k 9/1/1997 47 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.73 1,000k 9/1/2009 46 FORT LP Fort Global Diversified 1.74 2,000k 3/1/2002 45 Superfund Group Superfund Green Gold L.P. Series A-1 1.81 5k 4/1/2009 44 C-View Limited Currency Managed Account Program 1.82 5,000k 10/1/1996 43 Wraith Capital LLP Wraith Dynamic Futures Fund 1.90 100k 1/1/2011 42 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 2.00 25k 1/1/2011 41 Wimmer Horizon LLP Managed Account 2.00 5,000k 5/1/2005 40 Opus Futures LLC Advanced Ag Futures Trading Program 2.21 100k 3/1/2011 39 Abraham Trading Company Diversified Program 2.39 10,000k 1/1/1988 38 HPX Financial LLC HPX Old School Program 2.51 200k 6/1/2006 37 Serac, LLC Diversified Reversal Program 2.53 200k 4/1/2011 36 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.61 250k 5/1/2011 35 Amplitude Capital International Limited Klassik Strategy 2.66 1,000k 9/1/2009 34 Millburn Ridgefield Corporation Commodity Program 2.75 25,000k 3/1/2005 33 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.75 500k 4/1/2009 32 Purple Valley Capital, Inc. Diversified Trend 1 2.81 100k 8/1/2008 31 Crabel Capital Management WPD Crabel Futures Program 2.82 1,000k 7/1/2008 30 Rotella Capital Management Rotella Orion (Short-Term) Program 2.86 10,000k 3/1/2006 29 LJM Partners LJM Preservation & Growth Strategy 2.86 250k 5/1/2006 28 Arcanum Asset Management Equity Index Option Program (Prop) 2.88 500k 7/1/2006 27 Ancile Capital Management Global Markets Program 2.92 2,000k 4/1/2005 26 PRIM' Alternative Investment PRIM Gold 2.98 10k 11/1/2005 25 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 3.01 100k 5/1/2011 24 LJM Partners LJM Moderately Aggressive Strategy 3.10 500k 4/1/2003 23 Rosetta Capital Management Macro Program 3.15 50k 1/1/2009 22 LJM Partners LJM Aggressive Strategy 3.71 500k 7/1/1998 21 Emil van Essen EvE Systematic Global Opportunities 3.82 1,000k 9/1/2007 20 Romanesco Capital Management B.V Persistence Program 3.99 5,000k 9/1/2005 19 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.99 200k 11/1/1999 18 GT CAPITAL CTA GT Dynamic Trading Program 4.07 150k 6/1/2009 17 Bluenose Capital Management, LLC BNC BI 4.31 30k 10/1/2008 16 Bluenose Capital Management, LLC BNC EI 4.69 15k 7/1/2010 15 Claughton Capital ARP Institutional Program 5.13 1,000k 10/1/2005 14 Quantis Asset Management Intraday Futures 6.06 250k 1/1/2010 13 Superfund Group Superfund Blue SPC Class A (Gold) 6.19 50k 12/1/2007 12 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.30 10,000k 3/1/2003 11 Crabel Capital Management Crabel Multi-Product 6.67 1,000k 3/1/1998 10 Quantum Leap Capital Management Managed Account Program 6.81 300k 8/1/2006 9 White Indian Trading Co. STAIRS (Client) 7.26 250k 5/1/2009 8 Future Trade AG Thales Swing Trading Programme 7.84 250k 6/1/2007 7 Shield Plus LLC Shield Plus Natural Gas 8.35 50k 1/1/2004 6 TKC Investment Services MAP 9.17 100k 7/1/2010 5 Option Capital Advisory OCA Premium 9.44 100k 5/1/2011 4 Soaring Pelican, LLC Diversified S&P Program 9.50 100k 1/1/2011 3 White Indian Trading Co. STAIRS - Futures Program (Client) 9.77 250k 10/1/2008 2 Conquest Capital Group Conquest Macro 12.96 250k 5/1/1999 1 Schindler Capital Management, LLC Dairy Advantage Program 17.07 400k 8/1/2005 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.