IASG CTA Index For October 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 Oct 2014 Min Inv Inception 317 White River Group Diversified Option Writing Strategy -43.89 20k 11/1/2008 316 Option Capital Advisory OCA Premium -39.45 100k 5/1/2011 315 Arcanum Asset Management Equity Index Option Program (Prop) -21.63 500k 7/1/2006 314 Kinkopf Capital Management KCM S&P (Proprietary) -21.07 100k 1/1/1999 313 Opus Futures LLC Advanced Ag Futures Trading Program -21.02 100k 3/1/2011 312 LJM Partners LJM Aggressive Strategy -19.60 500k 7/1/1998 311 Global AG LLC Global Ag LLC -19.08 1,000k 12/1/2008 310 Revolution Capital Management Mosaic Program -17.08 10,000k 10/1/2006 309 LJM Partners LJM Moderately Aggressive Strategy -15.87 500k 4/1/2003 308 Global Vista Advisors, LLC Global Vista Options ("GVO") -15.52 50k 10/1/2010 307 Bluenose Capital Management, LLC BNC EI -15.11 15k 7/1/2010 306 ITB Capital Advisors LLC ITB Time Value Trading Program -13.35 5,000k 1/1/2009 305 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -13.32 25k 1/1/2011 304 Rosetta Capital Management Macro Program -13.04 50k 1/1/2009 303 Tactical Investment Management Tactical Institutional Commodity Program -12.78 10,000k 4/1/1993 302 LJM Partners LJM Preservation & Growth Strategy -12.13 250k 5/1/2006 301 Bluenose Capital Management, LLC BNC BI -12.08 30k 10/1/2008 300 AIS Capital Management, L.P. MAAP (3x-6x) Composite -11.47 2,000k 7/1/1992 299 Dreiss Research Corporation Diversified Program -10.92 1,000k 5/1/1991 298 White Indian Trading Co. STAIRS - Futures Program (Client) -10.66 250k 10/1/2008 297 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -9.65 100k 7/1/2011 296 Qbasis Invest Futures Fund A -9.56 100k 4/1/2008 295 Qbasis Invest Futures Fund B -9.43 100k 3/1/2009 294 Superfund Group Superfund Blue SPC Class A (Gold) -9.41 50k 12/1/2007 293 Rosetta Capital Management Rosetta Trading Program -9.14 100k 4/1/2000 292 White Indian Trading Co. STAIRS (Client) -8.04 250k 5/1/2009 291 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.75 3,000k 10/1/1992 290 Haar Capital Management Discretionary Commodity Trading Program -7.60 250k 12/1/2005 289 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -7.59 100k 10/1/2010 288 Somers Brothers Capital Diversified Futures Program #1 -7.59 100k 1/1/2005 287 Quantum Leap Capital Management Managed Account Program -7.55 300k 8/1/2006 286 Revolution Capital Management Mosaic Institutional Program -7.54 25,000k 9/1/2009 285 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -7.19 50k 10/1/2011 284 Strategic Ag Trading Chatham -7.10 100k 1/1/2005 283 M6 Capital Management LLC Standard Program -7.09 300k 7/1/2005 282 Vantage Capital Management VCM Growth Program -7.08 100k 1/1/2011 281 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund -6.95 350k 8/1/2011 280 Estlander & Partners Alpha Trend II - Class P -6.86 100k 12/1/2008 279 HB Capital Management Inc. Diversified Program -6.78 50k 3/1/2008 278 Superfund Group Superfund Blue SPC Class A (EUR) -6.68 50k 4/1/2005 277 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -6.43 50k 7/1/2011 276 Superfund Group Superfund Green Gold L.P. Series B-1 -6.20 5k 4/1/2009 275 JLC Futures Management Company JLC Managed Futures Fund I, LP. -6.16 100k 8/1/2009 274 Tlaloc Capital LLC Grains Program -6.00 1,000k 4/1/2010 273 Superfund Group Superfund Green Gold C (SPC) -5.87 100k 10/1/2005 272 Rotella Capital Management Rotella Orion (Short-Term) Program -5.54 10,000k 3/1/2006 271 Mobius Asset Management Custom Trading Program -5.50 100k 1/1/2002 270 Sequoia Hill Capital Management SHCM British Pound AP -5.26 50k 8/1/2011 269 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -5.26 200k 1/1/2007 268 ITB Capital Management, LLC ITB Premium Fund I, LTD -5.18 1,000k 1/1/2006 267 Typhon Capital Management, LLC Plutus Grain Strategy -5.16 250k 4/1/2008 266 Non Correlated Capital Positive Theta Program -5.14 250k 10/1/2007 265 Diamond Peak Capital LLC Northstar (2x) program -5.00 250k 10/1/2008 264 White Indian Trading Co. SCS Program (Client) -4.97 250k 2/1/2011 263 Gables Capital Management, Inc. GCM Global FX -4.95 1,000k 1/1/2009 262 Superfund Group Superfund Green Gold L.P. Series A-1 -4.95 5k 4/1/2009 261 Superfund Group Superfund Green Gold A (SPC) -4.83 5k 10/1/2005 260 Systematic Alpha Management Systematic Alpha Futures Program -4.82 100k 6/1/2004 259 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -4.43 4,000k 2/1/2011 258 DUNN Capital Management D'Best Futures Fund, L.P. -4.37 100k 6/1/1994 257 Clarke Capital Management FX Plus -4.35 1,000k 5/1/2004 256 Non Correlated Capital Positive Theta Fund -4.29 50k 10/1/2007 255 Alee Capital Management, LLC Poniente Program -4.14 2,500k 1/1/1999 254 Sunrise Capital Partners Sunrise Expanded Diversified Program -4.00 1/1/1989 253 Bocken Trading LLC Discretionary Trading Program -3.89 100k 7/1/2011 252 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.85 250k 5/1/2011 251 Ansbacher Investment Management Market Neutral Put Skew Program -3.83 150k 1/1/1996 250 Serac, LLC Diversified Reversal Program -3.73 200k 4/1/2011 249 QCM Global Diversified Programme -3.72 500k 12/1/1995 248 Futures Truth Company, FTC-CTA 200K Options Strategy -3.71 200k 12/1/2009 247 Strategic Ag Trading SAT HEARTLAND -3.71 100k 12/1/2008 246 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -3.61 10,000k 5/1/2009 245 Manning & Napier MN Xenon Managed Futures (2x) Program -3.61 5,000k 6/1/2006 244 Paramount Capital Management LLC Commodity Trading Program -3.45 100k 7/1/2008 243 Witter & Lester, Inc. Stock Index Futures Trading Program -3.45 400k 1/1/1988 242 Pinstripe Trading, LLC Standard -3.41 125k 8/1/2009 241 Superfund Group Superfund Green Gold B (SPC) -3.30 50k 10/1/2005 240 Robinson-Langley Capital Management, LLC Managed Account Program -3.28 200k 1/1/2007 239 Revolution Capital Management Alpha Fund -3.20 50k 1/1/2005 238 Blackwater Capital Management Global Program -3.12 5,000k 7/1/2005 237 Liberty Funds Group, Inc Liberty Diversified Option Strategy -3.08 750k 1/1/2009 236 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -3.07 100k 5/1/2011 235 Revolution Capital Management Alpha Program -3.06 5,000k 6/1/2007 234 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.02 1,000k 10/1/2006 233 Bifrost Quest Capital LLC IndexQuest (Client) -3.01 500k 11/1/2011 232 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -3.01 500k 4/1/2009 231 Robust Methods LLC Macro Managed Account -2.95 5,000k 1/1/2005 230 GIC Trading LLC Global Diversified Trading Program -2.92 500k 11/1/1998 229 Quantitative Investment Management Quantitative Global Program -2.88 20,000k 10/1/2003 228 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.85 10,000k 8/1/2009 227 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -2.79 75k 6/1/2007 226 Ancile Capital Management Global Markets Program -2.78 2,000k 4/1/2005 225 Trigon Investment Advisors, LLC Foreign Exchange Program -2.73 5,000k 8/1/2000 224 Emil van Essen EvE Systematic Global Opportunities -2.55 1,000k 9/1/2007 223 Insignia Managed Capital Epoch3 -2.55 20k 7/1/2009 222 Heyden & Steindl GmbH TOMAC2 -2.41 5,000k 3/1/2003 221 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.27 10,000k 8/1/2004 220 White River Group Stock Index Option Writing Strategy -2.24 10k 11/1/2008 219 Strategic Capital Advisors LLC Contrarian 500 -2.20 250k 12/1/2003 218 Insignia Managed Capital Medallion -2.13 50k 2/1/2009 217 Rotella Capital Management Rotella Polaris Program (Diversified) -2.09 10,000k 1/1/1991 216 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.07 250k 10/1/2009 215 Transtrend B.V. DTP – Enhanced Risk (USD) -2.06 10,000k 1/1/1995 214 Estlander & Partners Alpha Trend -2.05 30,000k 10/1/1991 213 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -1.96 10,000k 2/1/2006 212 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.96 10,000k 8/1/1999 211 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.92 100k 10/1/2011 210 Superfund Group Superfund Green L.P. Series B -1.91 5k 10/1/2002 209 Adamah Capital LLC Asset Allocator Program -1.90 50k 3/1/2011 208 Parizek Capital Futures Trading Program -1.89 500k 4/1/2000 207 Mobius Asset Management Diversified Program -1.85 250k 3/1/2004 206 Transtrend B.V. DTP – Standard Risk (EUR) -1.82 10,000k 2/1/1999 205 ROW Asset Managment Row Diversified Fund, L.P. -1.82 1,000k 11/1/2011 204 Southwest Managed Investments, LLC Global Diversified -1.80 200k 1/1/2002 203 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.73 10,000k 2/1/2008 202 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -1.73 250k 1/1/2009 201 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.67 100k 5/1/1999 200 Diamond Capital Management Enhanced S&P Program -1.65 100k 10/1/2009 199 Superfund Group Superfund Green L.P. Series A -1.59 5k 10/1/2002 198 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.54 4,000k 11/1/2008 197 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.53 1,000k 3/1/1998 196 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 195 Demeter Capital Management Livestock & Grain Trading Program -1.41 50k 3/1/2010 194 ALFAKRAFT ALFA Edge Fund -1.41 16k 12/1/2011 193 Superfund Group Superfund Green GCT USD -1.38 15k 1/1/2000 192 Estlander & Partners Freedom -1.27 20,000k 8/1/2010 191 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.27 1k 6/1/2009 190 Rhicon Currency Management Rhicon Strategic Program -1.24 500k 1/1/2004 189 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.24 100k 1/1/2000 188 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.23 250k 10/1/2009 187 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -1.22 150k 1/1/2011 186 Altus Trading, LLC Managed Forex Program A -1.20 50k 8/1/2011 185 Zoi Capital, LLC Telio Program (Client) -1.13 200k 4/1/2010 184 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.04 3,000k 5/1/2010 183 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.99 25,000k 3/1/2010 182 Superfund Group Superfund Green Master -0.98 2,000k 5/1/2001 181 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.98 10,000k 4/1/2004 180 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -0.97 25k 4/1/2010 179 Superfund Group Superfund Green Q-AG -0.90 2k 3/1/1996 178 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.90 100k 1/1/2005 177 Witter & Lester, Inc. Redstone -0.89 500k 9/1/1994 176 ISAM ISAM Systematic Trend Fund -0.89 1,000k 6/1/2001 175 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.86 1,000k 9/1/1997 174 Four Seasons Commodities Corp Hawkeye Spread Program -0.85 500k 3/1/2005 173 RAM Management Group MRTP Aggressive -0.83 1,000k 2/1/1998 172 Auspice Capital Advisors Ltd Auspice Diversified Program -0.78 1,500k 6/1/2007 171 Wavefront Global Asset Management IMFC Global Concentrated -0.77 500k 4/1/2009 170 John Locke Investments JL Commodity Long Flat Program -0.77 5,000k 12/1/2007 169 Pacific Capital Advisors Vanguard Program -0.77 100k 4/1/2007 168 Briarwood Capital Management, Inc. Diversified 2XL -0.76 250k 11/1/2004 167 Quantmetrics Capital Management LLP Premier 12V Strategy -0.73 10,000k 4/1/2003 166 Stenger Capital Management, LLC Diversified Trading Program -0.71 200k 4/1/2010 165 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.62 1,500k 1/1/2009 164 Keck Capital Management LLC The Keck Program -0.59 2,000k 12/1/2003 163 Warrington Asset Management Warrington Strategic Program -0.56 50k 1/1/1997 162 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.55 5,000k 1/1/2005 161 Amplitude Capital International Limited Dynamic Strategy -0.55 6/1/2005 160 Estlander & Partners Global XL -0.51 5,000k 8/1/1991 159 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.49 10k 7/1/2005 158 Red Rock Capital, LLC Systematic Global Macro -0.47 500k 9/1/2003 157 Crabel Capital Management Crabel Multi-Product -0.47 1,000k 3/1/1998 156 Kottke Associates Stockton Fundamental Ag -0.44 500k 1/1/2006 155 RAM Management Group RAM MRTP 1X-Conservative -0.34 1,000k 9/1/1993 154 Blake Capital Management, Inc. SRD Short Equities -0.32 100k 1/1/2011 153 Wavefront Global Asset Management IMFC Global Investment Program -0.31 2,000k 2/1/2007 152 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.30 1k 10/1/2006 151 OptHedge Advisors LLC Diversified Options & Futures Program -0.30 250k 10/1/2008 150 Manning & Napier MN Xenon Global Fixed Income (2x) Program -0.28 1,000k 5/1/2010 149 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.26 100k 2/1/2010 148 Clarke Capital Management Jupiter -0.26 3,000k 5/1/2005 147 Auctos Capital Management Auctos Global Diversified -0.26 3,000k 11/1/2007 146 Mobius Asset Management Energy Weighted Program -0.25 250k 1/1/2005 145 3D Bull Program (Client) -0.24 10k 11/1/2010 144 Estlander & Partners Global Markets -0.23 10,000k 8/1/1999 143 Manning & Napier MN Xenon Global Fixed Income Program -0.22 2,000k 8/1/2004 142 Briarwood Capital Management, Inc. Diversified Trading Program -0.22 3,000k 7/1/2001 141 Saxon Investment Corporation Aggressive Diversified Program -0.20 2,000k 11/1/1993 140 Schindler Capital Management, LLC Dairy Advantage Program -0.19 400k 8/1/2005 139 Sharp Mountain Advisors, LLC Diversified Managed Futures -0.15 250k 8/1/2011 138 ALFAKRAFT ALFA Rubicon Fund -0.14 16k 8/1/2011 137 Old Park Capital Aegir -0.13 500k 7/1/2008 136 Global Sigma Group, LLC AGSF -0.12 3,000k 4/1/2013 135 Jaguar Investments Ltd Vario Capital Strategy -0.11 1,000k 5/1/2016 134 Seven Capital Management Seven Absolute Return -0.10 100k 6/1/2009 133 MERIT Alternative Investments GmbH Futures Portfolio -0.10 2,000k 6/1/1998 132 Coloma Capital Futures(r), LLC Coloma Commodity Strategy -0.10 500k 8/1/2010 131 Saxon Investment Corporation Diversified Program -0.09 3,000k 9/1/1988 130 Four Seasons Commodities Corp Lone Star Program -0.07 300k 1/1/2005 129 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.06 1,000k 1/1/2006 128 Wraith Capital LLP Wraith Dynamic Futures Fund 0.00 100k 1/1/2011 127 Gladius Asset Management Fulham Program 0.00 2,000k 1/1/2008 125 Quantis Asset Management Ulysses Futures 0.00 1,000k 7/1/2009 126 Quantis Asset Management Intraday Futures 0.00 250k 1/1/2010 124 Quantis Asset Management PFM Systematic 0.00 15k 5/1/2010 123 TKC Investment Services MAP 0.00 100k 7/1/2010 115 Eckhardt Trading Company Evolution Strategies 1.2X 0.00 10,000k 10/1/1991 116 Eckhardt Trading Company Evolution Strategies 0.00 20,000k 8/1/1991 114 Drury Capital Diversified Trend-Following Program 0.00 5,000k 5/1/1997 113 Dendrich Ltd QEP 0.00 50k 12/1/2005 112 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program 0.00 1,000k 10/1/1996 117 Hawksbill Capital Management Global Diversified 0.00 5,000k 11/1/1988 120 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 121 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 122 Vergho Asset Management LLC Kinematics 0.00 1,000k 11/1/2008 118 QCAM Currency Asset Management AG QCAM v-Pro 0.00 1,000k 7/1/2007 119 Range Wise Investment Program 0.00 250k 2/1/1991 111 FRP CAPITAL LLC FRP125+ 0.01 125k 1/1/2010 110 Cauldron Investments, LLC Stock Index Plus 0.02 1,000k 10/1/2009 109 Blake Capital Management, Inc. SRD Energies 0.03 100k 8/1/2011 108 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.07 1,000k 1/1/2005 107 Beryl Investment Group LLC Nominal Discretionary System 0.14 50k 7/1/2007 106 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.15 50k 10/1/2007 105 Altradis Capital AG AlphAlgo 0.21 100k 5/1/2007 104 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.22 100k 11/1/1984 103 Romanesco Capital Management B.V Persistence Program 0.23 5,000k 9/1/2005 102 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.27 10,000k 8/1/2009 101 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.29 5,000k 5/1/2011 100 C-View Limited Emerging & Minor Currency Program 0.30 5,000k 4/1/2008 99 Ion Asset Architecture Ion Volium Fund 0.30 0k 4/1/2011 98 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.31 10,000k 1/1/2001 97 HPX Financial LLC HPX Old School Program 0.33 200k 6/1/2006 96 HiProb Trading Technology LLC HiProb-I 0.36 5,000k 7/1/2008 95 C-View Limited Currency Managed Account Program 0.36 5,000k 10/1/1996 94 Conquest Capital Group Conquest Select 0.39 250k 6/1/2004 93 Welton Investment Partners Welton Global 0.45 10,000k 6/1/2004 92 NuWave Investment Management, LLC NuWave Investment Partners LP 0.46 250k 6/1/2001 91 HPX Financial LLC HPX Ag Program 0.47 100k 11/1/2011 90 Purple Valley Capital, Inc. Diversified Trend 1 0.57 100k 8/1/2008 89 Clarke Capital Management Global Magnum 0.58 100k 8/1/1997 88 NuWave Investment Management, LLC Combined Futures Portfolio 0.62 5,000k 6/1/2001 87 EMC Capital Advisors, LLC Classic 0.66 5,000k 1/1/1985 86 Hyman Beck and Company Global Portfolio 0.69 1,000k 3/1/1991 85 IDS Capital IDS F&F Systematic Trading 0.80 50k 7/1/2013 84 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.84 1,000k 1/1/1999 83 Endeavour Capital LLP Endeavour Pembroke 0.90 2,000k 7/1/2007 82 Quantica Capital AG Quantica Managed Futures 0.90 10,000k 1/1/2005 81 Angle Capital Management LLC AIP Program 0.92 100k 1/1/2010 80 John Locke Investments Cyril Systematic Program 0.94 8,000k 7/1/2000 79 3D S&P Program (Client) 0.96 100k 11/1/2010 78 Clarke Capital Management Global Basic 0.98 50k 2/1/1996 77 Melissinos Trading Eupatrid Global Trends 0.99 50k 1/1/2011 76 City Fund Management BH 1.03 500k 1/1/2010 75 Kottke Associates MV Program 1.04 1,000k 8/1/2010 74 IKOS IKOS Futures Fund 1.07 1,000k 2/1/2010 73 Xplor Capital Management, LLC Global CTA Program 1.09 1,500k 7/1/2004 72 White Indian Trading Co. SCS Interest Rate Program (Client) 1.09 250k 8/1/2011 71 Chesapeake Capital Diversified (LV) 1.19 100k 2/1/1988 70 Esulep LLC MAX Esulep LLC MAX 1.20 500k 5/1/2008 69 Molinero Capital Management LLP Global Markets Program 1.23 2,000k 7/1/2005 68 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.24 1,000k 5/1/2006 67 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.26 5,000k 12/1/2010 66 Trigon Investment Advisors, LLC Discretionary Macro Program 1.26 10,000k 8/1/2007 65 ALFAKRAFT ALFA Commodity Fund 1.39 16k 6/1/2010 64 Millburn Ridgefield Corporation Commodity Program 1.42 25,000k 3/1/2005 63 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.45 5,000k 6/1/2010 62 Rabar Market Research Diversified Program 1.50 2,000k 1/1/1989 61 FORT LP Fort Global Diversified 1.56 2,000k 3/1/2002 60 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 1.56 50,000k 4/1/1983 59 M.S. Capital Management Global Diversified Program 1.57 2,000k 11/1/1998 58 Protec Energy Partners LLC ET1 1.72 500k 4/1/2010 57 Emil van Essen Spread Trading Program 1.75 5,000k 12/1/2006 56 Quantmetrics Capital Management LLP Directional 10V Strategy 1.77 10,000k 1/1/2007 55 TMS Capital Limited Arktos Global Currency Program II 1.89 100k 2/1/2008 54 Abraham Trading Company Diversified Program 1.91 10,000k 1/1/1988 53 Futures Truth Company, FTC-CTA MS4 1.92 250k 10/1/2007 52 Metolius Capital LLC Metolius Diversified 1.97 100k 6/1/2010 51 Crescent Bay Capital Management Premium Stock Index Program 1.98 10k 10/1/2005 50 Kelly Angle Inc. Genesis Program 1.99 2,000k 4/1/2000 49 Rabar Market Research Short-Term Program 2.02 2,000k 11/1/2009 48 Future Trade AG Thales Swing Trading Programme 2.04 250k 6/1/2007 47 Rhicon Currency Management Rhicon Systematic Currency Program 2.05 3,000k 1/1/2004 46 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.07 250k 10/1/2011 45 Hoss Capital Management, LLC Hoss Agricultural Futures Program 2.11 100k 8/1/2011 44 Conquest Capital Group Conquest Macro 2.14 250k 5/1/1999 43 Global Bayesian Dynamics, LLC BOND&FX Client Composite 2.18 5,000k 3/1/2009 42 Soaring Pelican, LLC Diversified S&P Program 2.23 100k 1/1/2011 41 Dominion Capital Sapphire Program 2.24 3,000k 5/1/2005 40 Millburn Ridgefield Corporation Multi-Markets Program 2.25 25,000k 10/1/2004 39 Mondiale Asset Management Mondiale Trading Program 2.29 0k 9/1/1997 38 Rho Asset Management Rho Altius 1XL Program 2.31 5,000k 11/1/2007 37 FORT LP Fort Global Contrarian 2.33 2,000k 10/1/2002 36 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.38 0k 11/1/1996 35 Red Oak Commodity Advisors Investment Program 2.38 5,000k 12/1/1989 34 ROW Asset Managment Row Currency Program 2.43 1,000k 11/1/2010 33 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.65 10,000k 3/1/2003 32 Millburn Ridgefield Corporation Diversified Program 2.75 20,000k 2/1/1977 31 Tanyard Creek Capital Livestock Program 2.98 200k 6/1/2008 30 Wimmer Horizon LLP Managed Account 3.04 5,000k 5/1/2005 29 IKOS The IKOS Hedge Fund 3.23 10,000k 7/1/1998 28 Crabel Capital Management WPD Crabel Futures Program 3.33 1,000k 7/1/2008 27 Eclipse Capital Management Global Monetary 3.34 5,000k 8/1/1990 26 IStar Capital B.V. IStar Systematic Fund 3.50 1,000k 9/1/2011 25 Mark J. Walsh Company Standard Program 3.65 2,000k 9/1/1985 24 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.71 200k 11/1/1999 23 Alee Capital Management, LLC Mistral Program 3.74 2,500k 1/1/1999 22 Di Tomasso Group Inc. Equilibrium Program 3.90 5,000k 1/1/2002 21 Kottke Associates Lark - Cattle Program 3.94 500k 2/1/2008 20 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 4.23 250k 3/1/2010 19 IKOS IKOS FX Fund 4.69 1,000k 3/1/2008 18 Quantica Capital AG Quantica Diversified FX 4.70 5,000k 3/1/2007 17 Covenant Capital Management Aggressive Program 4.77 3,000k 2/1/2004 16 GT CAPITAL CTA GT Dynamic Trading Program 4.87 150k 6/1/2009 15 Novus Investments, LLC Novus Precious Commodities 5.02 200k 1/1/2007 14 Claughton Capital ARP Institutional Program 5.04 1,000k 10/1/2005 13 Covenant Capital Management Original Program 5.17 5,000k 9/1/1999 12 Tyche Capital Advisors LLC TCA Energy Spreads 5.24 100k 8/1/2008 11 Alder Capital DAC Alder Global 20 6.50 250k 2/1/2001 10 Clarke Capital Management Millennium 7.23 1,000k 1/1/1998 9 Deep Field Capital AG SINGULARITY Fund 7.52 100k 9/1/2011 8 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 7.74 1,000k 9/1/2009 7 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 8.08 100k 3/1/2003 6 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 8.27 100k 10/1/2009 5 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 8.89 50k 9/1/2009 4 Neural Capital Ltd Sentinel Trading Program 10.60 2,000k 1/1/2006 3 Amplitude Capital International Limited Klassik Strategy 11.33 1,000k 9/1/2009 2 KMJ Investments KMJ Investments 14.10 1,000k 8/1/1994 1 QQFund.com QQFund.com Alpha Beta Program 19.86 100k 9/1/2008 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.