IASG CTA Index For May 2014 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 May 2014 Min Inv Inception 321 Opus Futures LLC Advance Ag Futures Trading Program -13.66 100k 3/1/2011 320 Future Trade AG Thales Swing Trading Programme -12.83 250k 6/1/2007 319 Cypress Energy Capital Management, LP Cypress Energy, LP -11.85 50k 7/1/2008 318 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -11.08 200k 11/1/1999 317 Clarke Capital Management Global Magnum -10.31 100k 8/1/1997 316 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.71 100k 10/1/2009 315 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -8.61 100k 3/1/2003 314 Shield Plus LLC Shield Plus Natural Gas -8.42 50k 1/1/2004 313 Purple Valley Capital, Inc. Diversified Trend 1 -8.18 100k 8/1/2008 312 Clarke Capital Management Global Basic -7.76 50k 2/1/1996 311 Clarke Capital Management Millennium -7.36 1,000k 1/1/1998 310 Clarke Capital Management Worldwide -6.46 250k 1/1/1996 309 Global Vista Advisors, LLC Global Vista Options ("GVO") -5.64 50k 10/1/2010 308 AIS Capital Management, L.P. MAAP (3x-6x) Composite -5.13 2,000k 7/1/1992 307 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -5.07 10k 7/1/2005 306 Quantum Leap Capital Management Managed Account Program -4.80 300k 8/1/2006 305 Emil van Essen EvE Systematic Global Opportunities -4.74 1,000k 9/1/2007 304 Romanesco Capital Management B.V Persistence Program -4.73 5,000k 9/1/2005 303 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.52 250k 5/1/2011 302 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.47 100k 5/1/1999 301 Bluenose Capital Management, LLC BNC EI -4.37 15k 7/1/2010 300 Alder Capital DAC Alder Global 20 -4.10 250k 2/1/2001 299 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.97 5,000k 12/1/2010 298 Global AG LLC Global Ag LLC -3.86 1,000k 12/1/2008 297 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -3.80 250k 1/1/2009 296 Kinkopf Capital Management KCM S&P (Proprietary) -3.57 100k 1/1/1999 295 AIS Capital Management, L.P. MAAP (2x-4x) Composite -3.47 3,000k 10/1/1992 294 Kottke Associates Lark - Cattle Program -3.38 500k 2/1/2008 293 Briarwood Capital Management, Inc. Diversified 2XL -3.25 250k 11/1/2004 292 Tyche Capital Advisors LLC TCA Energy Spreads -3.24 100k 8/1/2008 291 FRP CAPITAL LLC FRP125+ -3.18 125k 1/1/2010 290 Tactical Investment Management Tactical Institutional Commodity Program -3.16 10,000k 4/1/1993 289 Rotella Capital Management Rotella Orion (Short-Term) Program -3.11 10,000k 3/1/2006 288 Auspice Capital Advisors Ltd Auspice Diversified Program -3.11 1,500k 4/1/2006 287 Melissinos Trading Eupatrid Global Trends -3.00 50k 1/1/2011 286 NuWave Investment Management, LLC NuWave Investment Partners LP -2.94 250k 6/1/2001 285 NuWave Investment Management, LLC Combined Futures Portfolio -2.94 5,000k 6/1/2001 284 ALFAKRAFT ALFA Commodity Fund -2.89 16k 6/1/2010 283 RAM Management Group MRTP Aggressive -2.70 1,000k 2/1/1998 282 Bocken Trading LLC Discretionary Trading Program -2.68 100k 7/1/2011 281 John Locke Investments JL Commodity Long Flat Program -2.61 5,000k 12/1/2007 280 Superfund Group Superfund Green Gold A (SPC) -2.57 5k 10/1/2005 279 PRIM' Alternative Investment PRIM Gold -2.41 10k 11/1/2005 278 Hyman Beck and Company Global Portfolio -2.39 1,000k 3/1/1991 277 Zoi Capital, LLC Telio Program (Client) -2.34 200k 4/1/2010 276 Novus Investments, LLC Novus Precious Commodities -2.34 200k 1/1/2007 275 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.33 100k 11/1/1984 274 Superfund Group Superfund Green Gold L.P. Series A-1 -2.24 5k 4/1/2009 273 MERIT Alternative Investments GmbH Futures Portfolio -2.21 2,000k 6/1/1998 272 Superfund Group Superfund Blue SPC Class A (Gold) -2.17 50k 12/1/2007 271 Claughton Capital ARP Institutional Program -2.13 1,000k 10/1/2005 270 DUNN Capital Management DUNN Combined Fund (DCF) -2.01 100k 5/1/1989 269 Alder Capital DAC Alder Global 10 -2.00 250k 10/1/2000 268 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.93 3,000k 5/1/2010 267 Red Oak Commodity Advisors Investment Program -1.88 5,000k 12/1/1989 266 Emil van Essen Spread Trading Program -1.83 5,000k 12/1/2006 265 GT CAPITAL CTA GT CAPITAL CTA -1.83 150k 6/1/2009 264 Trigon Investment Advisors, LLC Foreign Exchange Program -1.77 5,000k 8/1/2000 263 Southwest Managed Investments, LLC Global Diversified -1.71 200k 1/1/2002 262 Third Street Ag Investments, LLC Fundamental Discretionary Ag -1.68 500k 8/1/2012 261 Superfund Group Superfund Green Gold B (SPC) -1.63 50k 10/1/2005 260 Briarwood Capital Management, Inc. Diversified Trading Program -1.43 3,000k 7/1/2001 259 Gladius Asset Management Fulham Program -1.33 2,000k 1/1/2008 258 Systematic Alpha Management Systematic Alpha Futures Program -1.30 100k 6/1/2004 257 Clarke Capital Management Jupiter -1.29 3,000k 5/1/2005 256 Robust Methods LLC Macro Managed Account -1.20 5,000k 1/1/2005 255 Superfund Group Superfund Green Gold L.P. Series B-1 -1.10 5k 4/1/2009 254 Range Wise Investment Program -1.06 250k 2/1/1991 253 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -1.02 100k 5/1/2011 252 Manning & Napier MN Xenon Global Fixed Income (2x) Program -1.01 1,000k 5/1/2010 251 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.95 0k 11/1/1996 250 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.94 100k 8/1/2009 249 Paramount Capital Management LLC Commodity Trading Program -0.88 100k 7/1/2008 248 Dominion Capital Sapphire Program -0.86 3,000k 5/1/2005 247 Lembros Commodity Advisors LLC LCA 30 -0.86 30k 7/1/2011 246 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.85 5,000k 1/1/2005 245 RAM Management Group RAM MRTP 1X-Conservative -0.84 1,000k 9/1/1993 244 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.81 50k 9/1/2009 243 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -0.76 5,000k 5/1/2011 242 Ancile Capital Management Global Markets Program -0.71 2,000k 4/1/2005 241 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.68 1,000k 9/1/1997 240 Alee Capital Management, LLC Poniente Program -0.66 2,500k 1/1/1999 239 Superfund Group Superfund Green Gold C (SPC) -0.66 100k 10/1/2005 238 Metolius Capital LLC Metolius Diversified -0.65 100k 6/1/2010 237 Quantis Asset Management Intraday Futures -0.63 250k 1/1/2010 236 Stenger Capital Management, LLC Diversified Trading Program -0.60 200k 4/1/2010 235 Witter & Lester, Inc. Stock Index Futures Trading Program -0.60 400k 1/1/1988 234 Amplitude Capital International Limited Dynamic Strategy -0.60 6/1/2005 233 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.60 10,000k 4/1/2004 232 KMJ Investments KMJ Investments -0.58 1,000k 8/1/1994 231 Mondiale Asset Management Mondiale Trading Program -0.54 0k 9/1/1997 230 Mark J. Walsh Company Standard Program -0.53 2,000k 9/1/1985 229 Wavefront Global Asset Management IMFC Global Concentrated -0.50 500k 4/1/2009 228 Quantmetrics Capital Management LLP Premier 12V Strategy -0.47 10,000k 4/1/2003 227 Revolution Capital Management Mosaic Program -0.46 10,000k 10/1/2006 226 IKOS IKOS FX Fund -0.45 1,000k 3/1/2008 225 Rabar Market Research Short-Term Program -0.43 2,000k 11/1/2009 224 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.43 150k 1/1/2011 223 Mobius Asset Management Energy Weighted Program -0.40 250k 1/1/2005 222 Strategic Ag Trading SAT GRAINS -0.39 100k 4/1/2002 221 Hawksbill Capital Management Global Diversified -0.39 5,000k 11/1/1988 220 Covenant Capital Management Aggressive Program -0.37 3,000k 2/1/2004 219 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -0.37 75k 6/1/2007 218 Quantitative Investment Management Quantitative Global Program -0.36 20,000k 10/1/2003 217 Abraham Trading Company Diversified Program -0.34 10,000k 1/1/1988 216 Covenant Capital Management Original Program -0.33 5,000k 9/1/1999 215 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.28 1,000k 1/1/2006 214 Quantis Asset Management Ulysses Futures -0.27 1,000k 7/1/2009 213 Beryl Investment Group LLC Nominal Discretionary System -0.22 50k 7/1/2007 212 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.19 100k 1/1/2005 211 Schindler Capital Management, LLC Dairy Advantage Program -0.18 400k 8/1/2005 210 Vantage Capital Management VCM Growth Program -0.17 100k 1/1/2011 209 Kottke Associates Stockton Fundamental Ag -0.16 500k 1/1/2006 208 Manning & Napier MN Xenon Global Fixed Income Program -0.13 2,000k 8/1/2004 207 Revolution Capital Management Mosaic Institutional Program -0.12 25,000k 9/1/2009 206 Mobius Asset Management Diversified Program -0.08 250k 3/1/2004 205 Jaguar Investments Ltd Vario Capital Strategy -0.07 1,000k 5/1/2016 204 Greenwave Capital Management Greenwave Flagship -0.05 10,000k 6/1/2008 203 Saxon Investment Corporation Aggressive Diversified Program -0.04 2,000k 11/1/1993 202 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.03 10,000k 7/1/2008 201 Quantis Asset Management PFM Systematic -0.01 15k 5/1/2010 200 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.01 250k 10/1/2009 181 ACE Investment Strategists Stock Index Premium Collection Institutional Program 0.00 180k 6/1/2004 184 ACE Investment Strategists Diversified Premium Collection (Under 45K) 0.00 75k 8/1/2004 198 ACE Investment Strategists Diversified Premium Collection (45K+) 0.00 75k 8/1/2004 183 ACE Investment Strategists Aggressive Stock Index Premium Collection Institutional 0.00 250k 10/1/2005 182 ACE Investment Strategists Aggressive Stock Index Premium Collection 0.00 100k 7/1/2005 199 Arcanum Asset Management Equity Index Option Program (Prop) 0.00 500k 7/1/2006 191 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.00 500k 1/1/2006 196 ACE Investment Strategists Energy Sector Hybrid Approach (ESHA) 0.00 20k 4/1/2011 197 ACE Investment Strategists Multi-Market Hybrid Approach (MMHA) 0.00 100k 1/1/2011 192 Gap Partners LLC Gap 0.00 250k 11/1/2009 186 Cranwood Capital Management Cranwood International Fund 0.00 250k 4/1/2008 190 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.00 5,000k 10/1/2007 194 Cranwood Capital Management Fixed Income Arbitrage Fund 0.00 250k 4/1/2008 180 ACE Investment Strategists Stock Index Hybrid Approach Regular Program 0.00 100k 11/1/2007 185 ACE Investment Strategists Stock Index Premium Collection 0.00 75k 10/1/2001 193 Di Tomasso Group Inc. Equilibrium Program 0.00 5,000k 1/1/2002 195 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.00 100k 1/1/2000 189 Rivoli Fund Management Rivoli International Fund (V9) 0.00 5,000k 1/1/2002 187 C-View Limited Currency Managed Account Program 0.00 5,000k 10/1/1996 188 Rivoli Fund Management Rivoli International Fund (E) 0.00 5,000k 10/1/1996 179 Ion Asset Architecture Ion Fund Program 0.01 10,000k 11/1/2007 178 Ion Asset Architecture (Fund Program) Ion Fund 0.01 100k 11/1/2007 177 Saxon Investment Corporation Diversified Program 0.02 3,000k 9/1/1988 176 M.S. Capital Management Global Diversified Program 0.05 2,000k 11/1/1998 175 Diamond Peak Capital LLC Northstar (2x) program 0.07 250k 10/1/2008 174 Parizek Capital Currency Program 0.08 1,000k 4/1/2006 173 Alee Capital Management, LLC Mistral Program 0.08 2,500k 1/1/1999 172 Revolution Capital Management Alpha Program 0.09 5,000k 6/1/2007 171 Mobius Asset Management Custom Trading Program 0.10 100k 1/1/2002 170 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.10 10,000k 1/1/2001 169 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.11 1,000k 1/1/2005 168 Vergho Asset Management LLC Kinematics 0.11 1,000k 11/1/2008 167 Blake Capital Management, Inc. SRD Short Equities 0.11 100k 1/1/2011 166 Superfund Group Superfund Blue SPC Class A (EUR) 0.13 50k 4/1/2005 165 Molinero Capital Management LLP Global Markets Program 0.14 2,000k 7/1/2005 164 Manning & Napier MN Xenon Managed Futures (2x) Program 0.16 5,000k 6/1/2006 163 Rhicon Currency Management Rhicon Systematic Currency Program 0.16 3,000k 1/1/2004 162 Trigon Investment Advisors, LLC Discretionary Macro Program 0.18 10,000k 8/1/2007 161 Wavefront Global Asset Management IMFC Global Investment Program 0.18 2,000k 2/1/2007 160 Rosetta Capital Management Macro Program 0.24 50k 1/1/2009 159 IKOS IKOS Futures Fund 0.29 1,000k 2/1/2010 158 Revolution Capital Management Alpha Fund 0.30 50k 1/1/2005 157 Endeavour Capital LLP Endeavour Pembroke 0.31 2,000k 7/1/2007 156 Strategic Capital Advisors LLC Contrarian 500 0.35 500k 12/1/2003 155 Esulep LLC MAX Esulep LLC MAX 0.35 500k 5/1/2008 154 FCI Capital Management TSFX1 0.36 20k 11/1/2010 153 QCAM Currency Asset Management AG QCAM v-Pro 0.41 1,000k 7/1/2007 152 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 0.44 200k 1/1/2007 151 Ion Asset Architecture Ion Volium Fund 0.46 0k 4/1/2011 150 DUNN Capital Management D'Best Futures Fund, L.P. 0.48 100k 6/1/1994 149 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.49 1,000k 1/1/1999 148 Haar Capital Management Discretionary Commodity Trading Program 0.49 250k 12/1/2005 147 OptHedge Advisors LLC Diversified Options & Futures Program 0.50 250k 10/1/2008 146 HiProb Trading Technology LLC HiProb-I 0.51 5,000k 7/1/2008 145 ITB Capital Management, LLC ITB Premium Fund I, LTD 0.51 1,000k 1/1/2006 144 Witter & Lester, Inc. Redstone 0.55 500k 9/1/1994 143 Tlaloc Capital LLC Grains Program 0.55 1,000k 4/1/2010 142 Rabar Market Research Diversified Program 0.59 2,000k 1/1/1989 141 Four Seasons Commodities Corp Lone Star Program 0.64 300k 1/1/2005 140 Four Seasons Commodities Corp Hawkeye Spread Program 0.65 500k 3/1/2005 139 Pinstripe Trading, LLC Standard 0.65 125k 8/1/2009 138 Xplor Capital Management, LLC Global CTA Program 0.66 1,500k 7/1/2004 137 AllMountain Capital AG Mount Denali Global Trends 0.66 160k 7/1/2007 136 EMC Capital Advisors, LLC Classic 0.71 5,000k 1/1/1985 135 IKOS The IKOS Hedge Fund 0.75 10,000k 7/1/1998 134 Red Rock Capital, LLC Systematic Global Macro 0.76 500k 9/1/2003 133 Conquest Capital Group Conquest Select 0.83 250k 6/1/2004 132 Chesapeake Capital Diversified (LV) 0.88 100k 2/1/1988 131 Futures Truth Company, FTC-CTA MS4 0.89 250k 10/1/2007 130 Global Sigma Group, LLC AGSF 0.89 3,000k 4/1/2013 129 Millburn Ridgefield Corporation Commodity Program 0.90 25,000k 3/1/2005 128 Global Bayesian Dynamics, LLC BOND&FX Client Composite 0.92 5,000k 3/1/2009 127 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.96 1/1/1989 126 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.22 50k 10/1/2007 125 Conquest Capital Group Conquest Macro 1.22 250k 5/1/1999 124 Rhicon Currency Management Rhicon Strategic Program 1.27 500k 1/1/2004 123 Non Correlated Capital Positive Theta Fund 1.28 50k 10/1/2007 122 Non Correlated Capital Positive Theta Program 1.28 250k 10/1/2007 121 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.29 1,000k 3/1/1998 120 Quantica Capital AG Quantica Managed Futures 1.30 5,000k 1/1/2005 119 Cauldron Investments, LLC Stock Index Plus 1.30 1,000k 10/1/2009 118 John Locke Investments Cyril Systematic Program 1.33 8,000k 7/1/2000 117 Spectrum Asset Management LLC Global Diversified 1.35 2,000k 1/1/2001 116 Superfund Group Superfund Green Q-AG 1.41 2k 3/1/1996 115 HPX Financial LLC HPX Old School Program 1.41 200k 6/1/2006 114 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.42 1,500k 1/1/2009 113 LJM Partners LJM Preservation & Growth Strategy 1.43 250k 5/1/2006 112 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.43 100k 2/1/2010 111 Crescent Bay Capital Management Premium Stock Index Program 1.45 10k 10/1/2005 110 Typhon Capital Management, LLC Plutus Grain Strategy 1.45 250k 4/1/2008 109 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 1.50 500k 8/1/2010 108 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.51 250k 3/1/2010 107 Bluenose Capital Management, LLC BNC BI 1.52 30k 10/1/2008 106 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 1.52 10,000k 5/1/2009 105 Crabel Capital Management Crabel Multi-Product 1.53 1,000k 3/1/1998 104 White Indian Trading Co. SCS Program (Client) 1.55 250k 2/1/2011 103 Superfund Group Superfund Green L.P. Series A 1.58 5k 10/1/2002 102 Crabel Capital Management WPD Crabel Futures Program 1.59 1,000k 7/1/2008 101 Winton Capital Management Diversified 1.68 50,000k 10/1/1997 100 Altradis Capital AG AlphAlgo 1.73 100k 5/1/2007 99 Auctos Capital Management Auctos Global Diversified 1.73 3,000k 11/1/2007 98 Northfield Trading Diversified 1.76 2,000k 7/1/1989 97 White Indian Trading Co. STAIRS - Futures Program (Client) 1.77 250k 10/1/2008 96 Eckhardt Trading Company Evolution Strategies 1.77 20,000k 8/1/1991 95 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.78 4,000k 11/1/2008 94 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.81 1,000k 5/1/2006 93 White Indian Trading Co. STAIRS (Client) 1.85 250k 5/1/2009 92 Eckhardt Trading Company Evolution Strategies 1.2X 1.90 10,000k 10/1/1991 91 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 1.93 25k 4/1/2010 90 LJM Partners LJM Moderately Aggressive Strategy 2.00 500k 4/1/2003 89 LJM Partners LJM Aggressive Strategy 2.05 500k 7/1/1998 88 Adamah Capital LLC Asset Allocator Program 2.10 50k 3/1/2011 87 Protec Energy Partners LLC ET1 2.11 500k 4/1/2010 86 Transtrend B.V. DTP – Standard Risk (EUR) 2.23 10,000k 2/1/1999 85 Demeter Capital Management Livestock & Grain Trading Program 2.27 50k 3/1/2010 84 Superfund Group Superfund Green GCT USD 2.28 15k 1/1/2000 83 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.32 10,000k 8/1/2009 82 Superfund Group Superfund Green L.P. Series B 2.38 5k 10/1/2002 81 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.40 5,000k 6/1/2010 80 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 2.40 25k 8/1/2009 79 Estlander & Partners Alpha Trend 2.43 30,000k 10/1/1991 78 Quantmetrics Capital Management LLP Directional 10V Strategy 2.46 10,000k 1/1/2007 77 Quantica Capital AG Quantica Diversified FX 2.50 5,000k 3/1/2007 76 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.54 1,000k 3/1/2003 75 Diamond Capital Management Enhanced S&P Program 2.57 100k 10/1/2009 74 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 2.64 1,000k 10/1/2006 73 Kottke Associates MV Program 2.64 1,000k 8/1/2010 72 Clarke Capital Management FX Plus 2.66 1,000k 5/1/2004 71 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.68 500k 4/1/2009 70 Futures Truth Company, FTC-CTA 200K Options Strategy 2.68 200k 12/1/2009 69 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.69 10,000k 2/1/2008 68 Parizek Capital Futures Trading Program 2.74 500k 4/1/2000 67 Millburn Ridgefield Corporation Multi-Markets Program 2.77 25,000k 10/1/2004 66 Blackwater Capital Management Global Program 2.78 5,000k 7/1/2005 65 Wimmer Horizon LLP Managed Account 2.78 5,000k 5/1/2005 64 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.79 1,000k 9/1/2009 63 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.81 250k 10/1/2009 62 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 2.82 100k 10/1/2010 61 IDS Capital IDS F&F Systematic Trading 2.83 50k 7/1/2013 60 Rotella Capital Management Rotella Polaris Program (Diversified) 2.86 10,000k 1/1/1991 59 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 2.93 10,000k 2/1/2006 58 Somers Brothers Capital Diversified Futures Program #1 2.97 100k 1/1/2005 57 Gables Capital Management, Inc. GCM Global FX 3.00 1,000k 1/1/2009 56 FORT LP Fort Global Contrarian 3.05 2,000k 10/1/2002 55 Lynx Asset Management AB Lynx Program 3.09 75k 5/1/2000 54 Estlander & Partners Global Markets 3.16 10,000k 8/1/1999 53 Millburn Ridgefield Corporation Diversified Program 3.21 20,000k 2/1/1977 52 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 3.22 100k 7/1/2011 51 Rosetta Capital Management Rosetta Trading Program 3.22 100k 4/1/2000 50 Transtrend B.V. DTP – Enhanced Risk (USD) 3.33 10,000k 1/1/1995 49 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.39 1k 10/1/2006 48 Heyden & Steindl GmbH TOMAC2 3.44 5,000k 3/1/2003 47 Superfund Group Superfund Green Master 3.49 2,000k 5/1/2001 46 Neural Capital Ltd Sentinel Trading Program 3.50 2,000k 1/1/2006 45 GLOBIVEST LLC Alpha Program 3.50 50k 4/1/2009 44 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.51 10,000k 8/1/2004 43 Soaring Pelican, LLC Diversified S&P Program 3.54 100k 1/1/2011 42 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 3.62 25,000k 3/1/2010 41 ROW Asset Managment Row Currency Program 3.66 1,000k 11/1/2010 40 Wraith Capital LLP Wraith Dynamic Futures Fund 3.78 100k 1/1/2011 39 ISAM ISAM Systematic Trend Fund 3.86 1,000k 6/1/2001 38 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.88 10,000k 8/1/1999 37 Ansbacher Investment Management Market Neutral Put Skew Program 3.90 250k 1/1/1996 36 Estlander & Partners Freedom 3.97 20,000k 8/1/2010 35 M6 Capital Management LLC Standard Program 4.02 300k 7/1/2005 34 Robinson-Langley Capital Management, LLC Managed Account Program 4.20 200k 1/1/2007 33 Liberty Funds Group, Inc Liberty Diversified Option Strategy 4.20 750k 1/1/2009 32 ITB Capital Advisors LLC ITB Time Value Trading Program 4.21 5,000k 1/1/2009 31 White River Group Stock Index Option Writing Strategy 4.22 10k 11/1/2008 30 Eclipse Capital Management Global Monetary 4.36 5,000k 8/1/1990 29 Keck Capital Management LLC The Keck Program 4.40 2,000k 12/1/2003 28 FORT LP Fort Global Diversified 4.41 2,000k 10/1/1993 27 Dendrich Ltd QEP 4.42 50k 12/1/2005 26 Pacific Capital Advisors Vanguard Program 4.47 100k 4/1/2007 25 SCT Capital Management The Adaptive Quant Trading (AQT) Program 4.53 10,000k 8/1/2009 24 Seven Capital Management Seven Absolute Return 4.58 100k 6/1/2009 23 Angle Capital Management LLC AIP Program 4.67 100k 1/1/2010 22 QCM Global Diversified Programme 4.92 500k 12/1/1995 21 Strategic Ag Trading SAT HEARTLAND 4.97 100k 12/1/2008 20 Welton Investment Partners Welton Global 5.17 10,000k 6/1/2004 19 HB Capital Management Inc. Diversified Program 5.25 50k 3/1/2008 18 White River Group Diversified Option Writing Strategy 5.62 20k 11/1/2008 17 Drury Capital Diversified Trend-Following Program 5.72 5,000k 5/1/1997 16 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 5.77 5,000k 11/1/2012 15 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.78 4,000k 2/1/2011 14 Insignia Managed Capital Epoch3 5.88 20k 7/1/2009 13 Tanyard Creek Capital Livestock Program 5.92 200k 6/1/2008 12 Rho Asset Management Rho Altius 1XL Program 6.00 5,000k 11/1/2007 11 Option Capital Advisory OCA Premium 6.07 100k 5/1/2011 10 Estlander & Partners Global XL 6.34 5,000k 8/1/1991 9 Insignia Managed Capital Medallion 6.35 50k 2/1/2009 8 Serac, LLC Diversified Reversal Program 6.67 200k 4/1/2011 7 Kelly Angle Inc. Genesis Program 6.98 2,000k 4/1/2000 6 Dreiss Research Corporation Diversified Program 6.98 1,000k 5/1/1991 5 Strategic Ag Trading Chatham 7.79 100k 1/1/2005 4 Estlander & Partners Alpha Trend II - Class P 7.90 100k 12/1/2008 3 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 11.25 25k 1/1/2011 2 QQFund.com QQFund.com Alpha Beta Program 21.89 100k 9/1/2008 1 TKC Investment Services MAP 97.67 100k 7/1/2010 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.