IASG CTA Index For March 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 Mar 2014 Min Inv Inception 313 TKC Investment Services MAP -16.55 100k 7/1/2010 312 QQFund.com QQFund.com Alpha Beta Program -15.02 100k 9/1/2008 311 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -13.88 25k 1/1/2011 310 Global AG LLC Global Ag LLC -12.19 1,000k 12/1/2008 309 Keck Capital Management LLC The Keck Program -11.99 2,000k 12/1/2003 308 Clarke Capital Management Global Magnum -11.43 100k 8/1/1997 307 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -10.59 1,000k 10/1/2006 306 Estlander & Partners Alpha Trend II - Class P -9.90 100k 12/1/2008 305 Angle Capital Management LLC AIP Program -9.63 100k 1/1/2010 304 Superfund Group Superfund Green Gold C (SPC) -9.44 100k 10/1/2005 303 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -9.24 4,000k 2/1/2011 302 PRIM' Alternative Investment PRIM Gold -8.27 10k 11/1/2005 301 Opus Futures LLC Advanced Ag Futures Trading Program -8.25 100k 3/1/2011 300 Superfund Group Superfund Green Gold B (SPC) -7.98 50k 10/1/2005 299 Clarke Capital Management Global Basic -7.80 50k 2/1/1996 298 DUNN Capital Management D'Best Futures Fund, L.P. -7.01 100k 6/1/1994 297 Superfund Group Superfund Green Gold A (SPC) -6.68 5k 10/1/2005 296 Clarke Capital Management Jupiter -6.27 3,000k 5/1/2005 295 Superfund Group Superfund Green Gold L.P. Series B-1 -6.02 5k 4/1/2009 294 Briarwood Capital Management, Inc. Diversified 2XL -5.99 250k 11/1/2004 293 White River Group Diversified Option Writing Strategy -5.92 20k 11/1/2008 292 Kinkopf Capital Management KCM S&P (Proprietary) -5.91 100k 1/1/1999 291 Eclipse Capital Management Global Monetary -5.86 5,000k 8/1/1990 290 Superfund Group Superfund Green Master -5.74 2,000k 5/1/2001 289 Rho Asset Management Rho Altius 1XL Program -5.64 5,000k 11/1/2007 288 Eckhardt Trading Company Evolution Strategies 1.2X -5.45 10,000k 10/1/1991 287 Superfund Group Superfund Green Gold L.P. Series A-1 -5.41 5k 4/1/2009 286 Conquest Capital Group Conquest Select -5.35 250k 6/1/2004 285 Revolution Capital Management Mosaic Program -5.32 10,000k 10/1/2006 284 Kaiser Trading Group Kaiser Global Diversified Program - Class B -5.31 1,000k 3/1/1998 283 Manning & Napier MN Xenon Managed Futures (2x) Program -5.29 5,000k 6/1/2006 282 Rivoli Fund Management Rivoli International Fund (E) -5.22 5,000k 10/1/1996 281 Manning & Napier MN Xenon Global Fixed Income (2x) Program -5.07 1,000k 5/1/2010 280 Northfield Trading Diversified -5.06 2,000k 7/1/1989 279 Clarke Capital Management FX Plus -5.03 1,000k 5/1/2004 278 Eckhardt Trading Company Evolution Strategies -5.02 20,000k 8/1/1991 277 DUNN Capital Management DUNN Combined Fund (DCF) -4.89 100k 5/1/1989 276 Superfund Group Superfund Green GCT USD -4.85 15k 1/1/2000 275 ALFAKRAFT ALFA Commodity Fund -4.85 16k 6/1/2010 274 Drury Capital Diversified Trend-Following Program -4.81 5,000k 5/1/1997 273 Systematic Alpha Management Systematic Alpha Futures Program -4.62 100k 6/1/2004 272 Rotella Capital Management Rotella Polaris Program (Diversified) -4.55 10,000k 1/1/1991 271 Estlander & Partners Global XL -4.53 5,000k 8/1/1991 270 Amplitude Capital International Limited Klassik Strategy -4.46 1,000k 9/1/2009 269 Alder Capital DAC Alder Global 20 -4.30 250k 2/1/2001 268 Heyden & Steindl GmbH TOMAC2 -4.15 5,000k 3/1/2003 267 Strategic Ag Trading SAT HEARTLAND -4.12 100k 12/1/2008 266 Kelly Angle Inc. Genesis Program -4.10 2,000k 4/1/2000 265 Neural Capital Ltd Sentinel Trading Program -4.07 2,000k 1/1/2006 264 Southwest Managed Investments, LLC Global Diversified -4.00 200k 1/1/2002 263 Estlander & Partners Freedom -3.99 20,000k 8/1/2010 262 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.93 250k 10/1/2009 261 Gables Capital Management, Inc. GCM Global FX -3.82 1,000k 1/1/2009 260 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.74 1,000k 9/1/2009 259 Altradis Capital AG AlphAlgo -3.71 100k 5/1/2007 258 Strategic Ag Trading Chatham -3.63 100k 1/1/2005 257 Wavefront Global Asset Management IMFC Global Investment Program -3.61 2,000k 2/1/2007 256 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.50 5,000k 12/1/2010 255 Clarke Capital Management Worldwide -3.46 250k 1/1/1996 254 John Locke Investments Cyril Systematic Program -3.42 8,000k 7/1/2000 253 JLC Futures Management Company JLC Managed Futures Fund I, LP. -3.39 100k 8/1/2009 252 Superfund Group Superfund Green L.P. Series B -3.38 5k 10/1/2002 251 Insignia Managed Capital Epoch3 -3.37 20k 7/1/2009 250 Futures Truth Company, FTC-CTA 200K Options Strategy -3.36 200k 12/1/2009 249 Rivoli Fund Management Rivoli International Fund (V9) -3.36 5,000k 1/1/2002 248 Superfund Group Superfund Green Q-AG -3.31 2k 3/1/1996 247 EMC Capital Advisors, LLC Classic -3.25 5,000k 1/1/1985 246 Estlander & Partners Alpha Trend -3.14 30,000k 10/1/1991 245 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -3.13 100k 10/1/2010 244 Hyman Beck and Company Global Portfolio -3.04 1,000k 3/1/1991 243 Lynx Asset Management AB Lynx Program -3.00 75k 5/1/2000 242 Alee Capital Management, LLC Mistral Program -2.97 2,500k 1/1/1999 241 NuWave Investment Management, LLC NuWave Investment Partners LP -2.93 250k 6/1/2001 240 NuWave Investment Management, LLC Combined Futures Portfolio -2.93 5,000k 6/1/2001 239 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.88 500k 4/1/2009 238 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -2.86 50k 9/1/2009 237 Briarwood Capital Management, Inc. Diversified Trading Program -2.85 3,000k 7/1/2001 236 Amplitude Capital International Limited Dynamic Strategy -2.79 6/1/2005 235 Wavefront Global Asset Management IMFC Global Concentrated -2.73 500k 4/1/2009 234 AllMountain Capital AG Mount Denali Global Trends -2.70 160k 7/1/2007 233 QCM Global Diversified Programme -2.70 500k 12/1/1995 232 Strategic Ag Trading SAT GRAINS -2.69 100k 4/1/2002 231 Parizek Capital Futures Trading Program -2.67 500k 4/1/2000 230 Clarke Capital Management Millennium -2.64 1,000k 1/1/1998 229 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -2.61 25,000k 3/1/2010 228 Manning & Napier MN Xenon Global Fixed Income Program -2.59 2,000k 8/1/2004 227 M6 Capital Management LLC Standard Program -2.58 300k 7/1/2005 226 Mobius Asset Management Diversified Program -2.55 250k 3/1/2004 225 Superfund Group Superfund Green L.P. Series A -2.50 5k 10/1/2002 224 Xplor Capital Management, LLC Global CTA Program -2.48 1,500k 7/1/2004 223 Robust Methods LLC Macro Managed Account -2.47 5,000k 1/1/2005 222 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.45 3,000k 5/1/2010 221 Quantitative Investment Management Quantitative Global Program -2.43 20,000k 10/1/2003 220 FRP CAPITAL LLC FRP125+ -2.43 125k 1/1/2010 219 Tlaloc Capital LLC Grains Program -2.42 1,000k 4/1/2010 218 Spectrum Asset Management LLC Global Diversified -2.39 2,000k 1/1/2001 217 Adamah Capital LLC Asset Allocator Program -2.30 50k 3/1/2011 216 Rabar Market Research Short-Term Program -2.29 2,000k 11/1/2009 215 Estlander & Partners Global Markets -2.27 10,000k 8/1/1999 214 Covenant Capital Management Aggressive Program -2.26 3,000k 2/1/2004 213 Romanesco Capital Management B.V Persistence Program -2.24 5,000k 9/1/2005 212 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.20 0k 11/1/1996 211 Alder Capital DAC Alder Global 10 -2.20 250k 10/1/2000 210 SCT Capital Management The Adaptive Quant Trading (AQT) Program -2.16 10,000k 8/1/2009 209 Ancile Capital Management Global Markets Program -2.07 2,000k 4/1/2005 208 MERIT Alternative Investments GmbH Futures Portfolio -2.07 2,000k 6/1/1998 207 Four Seasons Commodities Corp Lone Star Program -2.04 300k 1/1/2005 206 Revolution Capital Management Mosaic Institutional Program -2.01 25,000k 9/1/2009 205 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.96 1,500k 1/1/2009 204 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.91 100k 11/1/1984 203 Saxon Investment Corporation Aggressive Diversified Program -1.87 2,000k 11/1/1993 202 Mobius Asset Management Custom Trading Program -1.85 100k 1/1/2002 201 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -1.85 100k 5/1/2011 200 Auspice Capital Advisors Ltd Auspice Diversified Program -1.84 1,500k 6/1/2007 199 Conquest Capital Group Conquest Macro -1.80 250k 5/1/1999 198 Emil van Essen EvE Systematic Global Opportunities -1.74 1,000k 9/1/2007 197 Wimmer Horizon LLP Managed Account -1.73 5,000k 5/1/2005 196 Range Wise Investment Program -1.71 250k 2/1/1991 195 Alee Capital Management, LLC Poniente Program -1.70 2,500k 1/1/1999 194 Quantum Leap Capital Management Managed Account Program -1.69 300k 8/1/2006 193 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.67 5,000k 10/1/2007 192 Novus Investments, LLC Novus Precious Commodities -1.63 200k 1/1/2007 191 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.60 100k 1/1/2000 190 Claughton Capital ARP Institutional Program -1.60 1,000k 10/1/2005 189 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.58 100k 2/1/2010 188 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.55 250k 5/1/2011 187 Typhon Capital Management, LLC Plutus Grain Strategy -1.55 250k 4/1/2008 186 Hawksbill Capital Management Global Diversified -1.53 5,000k 11/1/1988 185 ISAM ISAM Systematic Trend Fund -1.50 1,000k 6/1/2001 184 Covenant Capital Management Original Program -1.49 5,000k 9/1/1999 183 Welton Investment Partners Welton Global -1.43 10,000k 6/1/2004 182 Superfund Group Superfund Blue SPC Class A (Gold) -1.40 50k 12/1/2007 181 Revolution Capital Management Alpha Program -1.38 5,000k 6/1/2007 180 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.34 500k 1/1/2006 179 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.33 4,000k 11/1/2008 178 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.32 5,000k 6/1/2010 177 Rabar Market Research Diversified Program -1.32 2,000k 1/1/1989 176 FORT LP Fort Global Diversified -1.29 2,000k 3/1/2002 175 Robinson-Langley Capital Management, LLC Managed Account Program -1.28 200k 1/1/2007 174 Rotella Capital Management Rotella Orion (Short-Term) Program -1.28 10,000k 3/1/2006 173 Metolius Capital LLC Metolius Diversified -1.28 100k 6/1/2010 172 Trigon Investment Advisors, LLC Foreign Exchange Program -1.26 5,000k 8/1/2000 171 Haar Capital Management Discretionary Commodity Trading Program -1.24 250k 12/1/2005 170 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.23 10k 7/1/2005 169 Shield Plus LLC Shield Plus Natural Gas -1.22 50k 1/1/2004 168 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.20 100k 1/1/2005 167 Red Rock Capital, LLC Systematic Global Macro -1.15 500k 9/1/2003 166 Revolution Capital Management Alpha Fund -1.11 50k 1/1/2005 165 C-View Limited Currency Managed Account Program -1.11 5,000k 10/1/1996 164 Saxon Investment Corporation Diversified Program -1.05 3,000k 9/1/1988 163 Endeavour Capital LLP Endeavour Pembroke -1.05 2,000k 7/1/2007 162 GLOBIVEST LLC Alpha Program -1.04 50k 4/1/2009 161 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -1.04 200k 1/1/2007 160 ITB Capital Management, LLC ITB Premium Fund I, LTD -1.03 1,000k 1/1/2006 159 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.00 10,000k 4/1/2004 158 Mobius Asset Management Energy Weighted Program -0.95 250k 1/1/2005 157 Kottke Associates Lark - Cattle Program -0.93 500k 2/1/2008 156 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.88 1/1/1989 155 Chesapeake Capital Diversified (LV) -0.82 100k 2/1/1988 154 Red Oak Commodity Advisors Investment Program -0.80 5,000k 12/1/1989 153 FCI Capital Management TSFX1 -0.80 20k 11/1/2010 152 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.80 5,000k 11/1/2012 151 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.76 1,000k 9/1/1997 150 KMJ Investments KMJ Investments -0.66 1,000k 8/1/1994 149 Insignia Managed Capital Medallion -0.65 50k 2/1/2009 148 Parizek Capital Currency Program -0.63 1,000k 4/1/2006 147 Dominion Capital Sapphire Program -0.60 3,000k 5/1/2005 146 ITB Capital Advisors LLC ITB Time Value Trading Program -0.58 5,000k 1/1/2009 145 Mark J. Walsh Company Standard Program -0.48 2,000k 9/1/1985 144 Global Bayesian Dynamics, LLC BOND&FX Client Composite -0.46 5,000k 3/1/2009 143 Auctos Capital Management Auctos Global Diversified -0.46 3,000k 11/1/2007 142 Four Seasons Commodities Corp Hawkeye Spread Program -0.43 500k 3/1/2005 141 QCAM Currency Asset Management AG QCAM v-Pro -0.38 1,000k 7/1/2007 140 Seven Capital Management Seven Absolute Return -0.37 100k 6/1/2009 139 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -0.36 5,000k 5/1/2011 138 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.34 1,000k 1/1/2005 137 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -0.34 10,000k 5/1/2009 136 Rhicon Currency Management Rhicon Strategic Program -0.33 500k 1/1/2004 135 Kottke Associates Stockton Fundamental Ag -0.29 500k 1/1/2006 134 Beryl Investment Group LLC Nominal Discretionary System -0.29 50k 7/1/2007 133 Blackwater Capital Management Global Program -0.28 5,000k 7/1/2005 132 FORT LP Fort Global Contrarian -0.22 2,000k 10/1/2002 131 Molinero Capital Management LLP Global Markets Program -0.20 2,000k 7/1/2005 130 Rosetta Capital Management Macro Program -0.20 50k 1/1/2009 129 Winton Capital Management Diversified -0.19 50,000k 10/1/1997 128 IKOS IKOS FX Fund -0.15 1,000k 3/1/2008 127 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.11 250k 10/1/2009 126 Stenger Capital Management, LLC Diversified Trading Program -0.09 200k 4/1/2010 125 Millburn Ridgefield Corporation Diversified Program -0.09 20,000k 2/1/1977 124 Greenwave Capital Management Greenwave Flagship -0.07 10,000k 6/1/2008 123 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.07 10,000k 7/1/2008 122 Jaguar Investments Ltd Vario Capital Strategy -0.06 1,000k 5/1/2016 121 Gladius Asset Management Fulham Program -0.06 2,000k 1/1/2008 120 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.05 1k 10/1/2006 119 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.05 150k 1/1/2011 118 Witter & Lester, Inc. Stock Index Futures Trading Program -0.04 400k 1/1/1988 117 Millburn Ridgefield Corporation Multi-Markets Program -0.04 25,000k 10/1/2004 116 Gap Partners LLC Gap -0.04 250k 11/1/2009 115 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.03 500k 8/1/2012 114 Blake Capital Management, Inc. SRD Short Equities -0.03 100k 1/1/2011 113 IDS Capital IDS F&F Systematic Trading 0.00 50k 7/1/2013 112 Ion Asset Architecture Ion Fund Program 0.03 10,000k 11/1/2007 111 Quantmetrics Capital Management LLP Premier 12V Strategy 0.03 10,000k 4/1/2003 110 Ion Asset Architecture (Fund Program) Ion Fund 0.03 100k 11/1/2007 109 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.05 750k 1/1/2009 108 Protec Energy Partners LLC ET1 0.08 500k 4/1/2010 107 RAM Management Group RAM MRTP 1X-Conservative 0.10 1,000k 9/1/1993 106 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.12 10,000k 8/1/2009 105 IKOS IKOS Futures Fund 0.19 1,000k 2/1/2010 104 Abraham Trading Company Diversified Program 0.19 10,000k 1/1/1988 103 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.19 75k 6/1/2007 102 Quantica Capital AG Quantica Managed Futures 0.20 10,000k 1/1/2005 101 Quantis Asset Management PFM Systematic 0.23 15k 5/1/2010 100 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.24 1,000k 1/1/2006 99 Ion Asset Architecture Ion Volium Fund 0.26 0k 4/1/2011 98 RAM Management Group MRTP Aggressive 0.27 1,000k 2/1/1998 97 Superfund Group Superfund Blue SPC Class A (EUR) 0.27 50k 4/1/2005 96 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.30 50k 10/1/2007 95 John Locke Investments JL Commodity Long Flat Program 0.30 5,000k 12/1/2007 94 Non Correlated Capital Positive Theta Program 0.31 250k 10/1/2007 93 Transtrend B.V. DTP – Standard Risk (EUR) 0.32 10,000k 2/1/1999 92 Rhicon Currency Management Rhicon Systematic Currency Program 0.36 3,000k 1/1/2004 91 Witter & Lester, Inc. Redstone 0.36 500k 9/1/1994 90 Non Correlated Capital Positive Theta Fund 0.43 50k 10/1/2007 89 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.44 1,000k 1/1/1999 88 Quantis Asset Management Ulysses Futures 0.46 1,000k 7/1/2009 87 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 0.50 25k 8/1/2009 86 Cranwood Capital Management Cranwood International Fund 0.50 250k 4/1/2008 85 Cranwood Capital Management Fixed Income Arbitrage Fund 0.50 250k 4/1/2008 84 Tactical Investment Management Tactical Institutional Commodity Program 0.51 10,000k 4/1/1993 83 IKOS The IKOS Hedge Fund 0.51 10,000k 7/1/1998 82 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.60 500k 8/1/2010 81 Futures Truth Company, FTC-CTA MS4 0.60 250k 10/1/2007 80 GT CAPITAL CTA GT Dynamic Trading Program 0.62 150k 6/1/2009 79 Transtrend B.V. DTP – Enhanced Risk (USD) 0.63 10,000k 1/1/1995 78 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.69 10,000k 8/1/2004 77 Vergho Asset Management LLC Kinematics 0.69 1,000k 11/1/2008 76 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.72 10,000k 1/1/2001 75 OptHedge Advisors LLC Diversified Options & Futures Program 0.73 250k 10/1/2008 74 Bocken Trading LLC Discretionary Trading Program 0.75 100k 7/1/2011 73 Crabel Capital Management Crabel Multi-Product 0.83 1,000k 3/1/1998 72 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.84 10,000k 8/1/1999 71 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.91 200k 11/1/1999 70 Kottke Associates MV Program 0.92 1,000k 8/1/2010 69 Pacific Capital Advisors Vanguard Program 1.00 100k 4/1/2007 68 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.03 10,000k 2/1/2008 67 Millburn Ridgefield Corporation Commodity Program 1.04 25,000k 3/1/2005 66 Esulep LLC MAX Esulep LLC MAX 1.09 500k 5/1/2008 65 Warrington Asset Management Warrington Strategic Program 1.18 50k 1/1/1997 64 Soaring Pelican, LLC Diversified S&P Program 1.22 100k 1/1/2011 63 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.27 10,000k 2/1/2006 62 Tanyard Creek Capital Livestock Program 1.29 200k 6/1/2008 61 Trigon Investment Advisors, LLC Discretionary Macro Program 1.32 10,000k 8/1/2007 60 AIS Capital Management, L.P. MAAP (2x-4x) Composite 1.35 3,000k 10/1/1992 59 Global Sigma Group, LLC AGSF 1.39 3,000k 4/1/2013 58 Emil van Essen Spread Trading Program 1.43 5,000k 12/1/2006 57 Quantmetrics Capital Management LLP Directional 10V Strategy 1.47 10,000k 1/1/2007 56 Mondiale Asset Management Mondiale Trading Program 1.58 0k 9/1/1997 55 Cauldron Investments, LLC Stock Index Plus 1.65 1,000k 10/1/2009 54 Wraith Capital LLP Wraith Dynamic Futures Fund 1.71 100k 1/1/2011 53 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.71 5,000k 1/1/2005 52 Ansbacher Investment Management Market Neutral Put Skew Program 1.84 150k 1/1/1996 51 White Indian Trading Co. SCS Program (Client) 1.85 250k 2/1/2011 50 Di Tomasso Group Inc. Equilibrium Program 1.85 5,000k 1/1/2002 49 Tyche Capital Advisors LLC TCA Energy Spreads 1.87 100k 8/1/2008 48 Diamond Capital Management Enhanced S&P Program 1.91 100k 10/1/2009 47 Vantage Capital Management VCM Growth Program 1.91 100k 1/1/2011 46 AIS Capital Management, L.P. MAAP (3x-6x) Composite 1.96 2,000k 7/1/1992 45 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.98 100k 10/1/2009 44 White River Group Stock Index Option Writing Strategy 2.04 10k 11/1/2008 43 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.16 100k 3/1/2003 42 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 2.20 250k 1/1/2009 41 Paramount Capital Management LLC Commodity Trading Program 2.22 100k 7/1/2008 40 Crabel Capital Management WPD Crabel Futures Program 2.23 1,000k 7/1/2008 39 Serac, LLC Diversified Reversal Program 2.25 200k 4/1/2011 38 Rosetta Capital Management Rosetta Trading Program 2.33 100k 4/1/2000 37 Dendrich Ltd QEP 2.36 50k 12/1/2005 36 HPX Financial LLC HPX Old School Program 2.56 200k 6/1/2006 35 Demeter Capital Management Livestock & Grain Trading Program 2.56 50k 3/1/2010 34 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.57 1,000k 5/1/2006 33 Strategic Capital Advisors LLC Contrarian 500 2.61 250k 12/1/2003 32 Crescent Bay Capital Management Premium Stock Index Program 2.75 10k 10/1/2005 31 Diamond Peak Capital LLC Northstar (2x) program 2.92 250k 10/1/2008 30 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 2.94 250k 3/1/2010 29 LJM Partners LJM Preservation & Growth Strategy 2.98 250k 5/1/2006 28 Arcanum Asset Management Equity Index Option Program (Prop) 3.08 500k 7/1/2006 27 Somers Brothers Capital Diversified Futures Program #1 3.36 100k 1/1/2005 26 M.S. Capital Management Global Diversified Program 3.44 2,000k 11/1/1998 25 Cypress Energy Capital Management, LP Cypress Energy, LP 3.64 50k 7/1/2008 24 HiProb Trading Technology LLC HiProb-I 3.70 5,000k 7/1/2008 23 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.86 10,000k 3/1/2003 22 ROW Asset Managment Row Currency Program 3.93 1,000k 11/1/2010 21 Dreiss Research Corporation Diversified Program 3.96 1,000k 5/1/1991 20 Quantis Asset Management Intraday Futures 4.31 250k 1/1/2010 19 Bluenose Capital Management, LLC BNC EI 4.32 15k 7/1/2010 18 Zoi Capital, LLC Telio Program (Client) 4.49 200k 4/1/2010 17 Quantica Capital AG Quantica Diversified FX 4.60 5,000k 3/1/2007 16 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.65 100k 5/1/1999 15 Bluenose Capital Management, LLC BNC BI 4.84 30k 10/1/2008 14 HB Capital Management Inc. Diversified Program 4.89 50k 3/1/2008 13 LJM Partners LJM Moderately Aggressive Strategy 4.95 500k 4/1/2003 12 Pinstripe Trading, LLC Standard 5.01 125k 8/1/2009 11 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 5.13 100k 7/1/2011 10 Melissinos Trading Eupatrid Global Trends 5.26 50k 1/1/2011 9 LJM Partners LJM Aggressive Strategy 5.36 500k 7/1/1998 8 Global Vista Advisors, LLC Global Vista Options ("GVO") 5.65 50k 10/1/2010 7 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 5.81 25k 4/1/2010 6 Purple Valley Capital, Inc. Diversified Trend 1 6.76 100k 8/1/2008 5 White Indian Trading Co. STAIRS - Futures Program (Client) 10.14 250k 10/1/2008 4 Schindler Capital Management, LLC Dairy Advantage Program 10.86 400k 8/1/2005 3 White Indian Trading Co. STAIRS (Client) 12.14 250k 5/1/2009 2 Option Capital Advisory OCA Premium 13.09 100k 5/1/2011 1 Future Trade AG Thales Swing Trading Programme 16.47 250k 6/1/2007 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.