IASG CTA Index For July 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 Jul 2014 Min Inv Inception 324 Tyche Capital Advisors LLC TCA Energy Spreads -30.23 100k 8/1/2008 323 AIS Capital Management, L.P. MAAP (3x-6x) Composite -17.33 2,000k 7/1/1992 322 Arcanum Asset Management Equity Index Option Program (Prop) -16.50 500k 7/1/2006 321 AIS Capital Management, L.P. MAAP (2x-4x) Composite -11.42 3,000k 10/1/1992 320 Future Trade AG Thales Swing Trading Programme -10.08 250k 6/1/2007 319 GLOBIVEST LLC Alpha Program -9.42 50k 4/1/2009 318 Revolution Capital Management Mosaic Program -7.80 10,000k 10/1/2006 317 Purple Valley Capital, Inc. Diversified Trend 1 -7.52 100k 8/1/2008 316 QMS Capital Management LP QMS Diversified Global Macro Strategy -7.07 5,000k 6/1/2010 315 Briarwood Capital Management, Inc. Diversified 2XL -6.85 250k 11/1/2004 314 DUNN Capital Management DUNN Combined Fund (DCF) -6.43 100k 5/1/1989 313 Novus Investments, LLC Novus Precious Commodities -6.13 200k 1/1/2007 312 Superfund Group Superfund Green Gold C (SPC) -6.05 100k 10/1/2005 311 Melissinos Trading Eupatrid Global Trends -5.94 50k 1/1/2011 310 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.83 10,000k 3/1/2003 309 Superfund Group Superfund Green Gold B (SPC) -5.47 50k 10/1/2005 308 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -5.46 100k 10/1/2009 307 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -5.35 100k 7/1/2011 306 Dendrich Ltd QEP -5.07 50k 12/1/2005 305 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.98 100k 3/1/2003 304 Superfund Group Superfund Green Gold A (SPC) -4.83 5k 10/1/2005 303 Keck Capital Management LLC The Keck Program -4.78 2,000k 12/1/2003 302 Eckhardt Trading Company Evolution Strategies 1.2X -4.75 10,000k 10/1/1991 301 Liberty Funds Group, Inc Liberty Diversified Option Strategy -4.43 750k 1/1/2009 300 Eckhardt Trading Company Evolution Strategies -4.36 20,000k 8/1/1991 299 Saxon Investment Corporation Aggressive Diversified Program -3.92 2,000k 11/1/1993 298 Rotella Capital Management Rotella Polaris Program (Diversified) -3.88 10,000k 1/1/1991 297 Superfund Group Superfund Green Gold L.P. Series A-1 -3.85 5k 4/1/2009 296 DUNN Capital Management D'Best Futures Fund, L.P. -3.76 100k 6/1/1994 295 Superfund Group Superfund Green Gold L.P. Series B-1 -3.69 5k 4/1/2009 294 Protec Energy Partners LLC ET1 -3.63 500k 4/1/2010 293 White River Group Stock Index Option Writing Strategy -3.59 10k 11/1/2008 292 Welton Investment Partners Welton Global -3.59 10,000k 6/1/2004 291 Deep Field Capital AG SINGULARITY Fund -3.58 100k 9/1/2011 290 ALFAKRAFT ALFA Rubicon Fund -3.48 16k 8/1/2011 289 Di Tomasso Group Inc. Equilibrium Program -3.29 5,000k 1/1/2002 288 White Indian Trading Co. SCS Interest Rate Program (Client) -3.20 250k 8/1/2011 287 Amplitude Capital International Limited Dynamic Strategy -3.18 6/1/2005 286 Robinson-Langley Capital Management, LLC Managed Account Program -3.18 200k 1/1/2007 285 Bluenose Capital Management, LLC BNC EI -3.16 15k 7/1/2010 284 Bluenose Capital Management, LLC BNC BI -3.13 30k 10/1/2008 283 QCM Global Diversified Programme -3.07 500k 12/1/1995 282 Revolution Capital Management Mosaic Institutional Program -3.07 25,000k 9/1/2009 281 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.06 5,000k 11/1/2012 280 Kinkopf Capital Management KCM S&P (Proprietary) -3.03 100k 1/1/1999 279 Alder Capital DAC Alder Global 10 -3.00 250k 10/1/2000 278 Rho Asset Management Rho Altius 1XL Program -3.00 5,000k 11/1/2007 277 Rotella Capital Management Rotella Orion (Short-Term) Program -2.99 10,000k 3/1/2006 276 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.98 500k 4/1/2009 275 Briarwood Capital Management, Inc. Diversified Trading Program -2.93 3,000k 7/1/2001 274 Superfund Group Superfund Green Master -2.92 2,000k 5/1/2001 273 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.82 1,000k 9/1/2009 272 ITB Capital Advisors LLC ITB Time Value Trading Program -2.79 5,000k 1/1/2009 271 Winton Capital Management Diversified -2.61 50,000k 10/1/1997 270 Vantage Capital Management VCM Growth Program -2.60 100k 1/1/2011 269 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.57 250k 10/1/2009 268 Amplitude Capital International Limited Klassik Strategy -2.54 1,000k 9/1/2009 267 Superfund Group Superfund Green GCT USD -2.53 15k 1/1/2000 266 Alder Capital DAC Alder Global 20 -2.50 250k 2/1/2001 265 Futures Truth Company, FTC-CTA 200K Options Strategy -2.41 200k 12/1/2009 264 Saxon Investment Corporation Diversified Program -2.38 3,000k 9/1/1988 263 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.31 1k 6/1/2009 262 Superfund Group Superfund Green L.P. Series B -2.16 5k 10/1/2002 261 IKOS The IKOS Hedge Fund -2.09 10,000k 7/1/1998 260 LJM Partners LJM Aggressive Strategy -2.04 500k 7/1/1998 259 Ansbacher Investment Management Market Neutral Put Skew Program -2.00 250k 1/1/1996 258 NuWave Investment Management, LLC NuWave Investment Partners LP -1.88 250k 6/1/2001 257 NuWave Investment Management, LLC Combined Futures Portfolio -1.85 5,000k 6/1/2001 256 Superfund Group Superfund Green Q-AG -1.83 2k 3/1/1996 255 ROW Asset Managment Row Currency Program -1.83 1,000k 11/1/2010 254 IKOS IKOS Futures Fund -1.80 1,000k 2/1/2010 253 White Indian Trading Co. SCS Program (Client) -1.78 250k 2/1/2011 252 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.76 10,000k 8/1/2004 251 Drury Capital Diversified Trend-Following Program -1.74 5,000k 5/1/1997 250 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.64 10,000k 8/1/2009 249 Rabar Market Research Short-Term Program -1.61 2,000k 11/1/2009 248 Hawksbill Capital Management Global Diversified -1.58 5,000k 11/1/1988 247 Sharp Mountain Advisors, LLC Diversified Managed Futures -1.57 250k 8/1/2011 246 Revolution Capital Management Alpha Program -1.52 5,000k 6/1/2007 245 Estlander & Partners Global XL -1.49 5,000k 8/1/1991 244 Rabar Market Research Diversified Program -1.47 2,000k 1/1/1989 243 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.47 10,000k 8/1/1999 242 Diamond Capital Management Enhanced S&P Program -1.43 100k 10/1/2009 241 Revolution Capital Management Alpha Fund -1.43 50k 1/1/2005 240 Transtrend B.V. DTP – Enhanced Risk (USD) -1.41 10,000k 1/1/1995 239 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.41 100k 10/1/2011 238 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 237 GT CAPITAL CTA GT CAPITAL CTA -1.36 150k 6/1/2009 236 Insignia Managed Capital Epoch3 -1.35 20k 7/1/2009 235 Diamond Peak Capital LLC Northstar (2x) program -1.34 250k 10/1/2008 234 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.30 1,000k 10/1/2006 233 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.29 1,500k 1/1/2009 232 Superfund Group Superfund Green L.P. Series A -1.28 5k 10/1/2002 231 Eclipse Capital Management Global Monetary -1.27 5,000k 8/1/1990 230 John Locke Investments JL Commodity Long Flat Program -1.27 5,000k 12/1/2007 229 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -1.18 25k 4/1/2010 228 QQFund.com QQFund.com Alpha Beta Program -1.17 100k 9/1/2008 227 LJM Partners LJM Moderately Aggressive Strategy -1.15 500k 4/1/2003 226 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.12 100k 11/1/1984 225 Global Bayesian Dynamics, LLC BOND&FX Client Composite -1.07 5,000k 3/1/2009 224 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund -1.06 350k 8/1/2011 223 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.05 1k 10/1/2006 222 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.03 250k 10/1/2009 221 Rhicon Currency Management Rhicon Systematic Currency Program -1.03 3,000k 1/1/2004 220 Systematic Alpha Management Systematic Alpha Futures Program -1.02 100k 6/1/2004 219 Non Correlated Capital Positive Theta Program -0.99 250k 10/1/2007 218 Millburn Ridgefield Corporation Diversified Program -0.99 20,000k 2/1/1977 217 Transtrend B.V. DTP – Standard Risk (EUR) -0.94 10,000k 2/1/1999 216 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.89 10,000k 8/1/2009 215 Chesapeake Capital Diversified (LV) -0.86 100k 2/1/1988 214 Superfund Group Superfund Blue SPC Class A (Gold) -0.84 50k 12/1/2007 213 LJM Partners LJM Preservation & Growth Strategy -0.81 250k 5/1/2006 212 Northfield Trading Diversified -0.80 2,000k 7/1/1989 211 Serac, LLC Diversified Reversal Program -0.76 200k 4/1/2011 210 Quantitative Investment Management Quantitative Global Program -0.75 20,000k 10/1/2003 209 Robust Methods LLC Macro Managed Account -0.74 5,000k 1/1/2005 208 Estlander & Partners Global Markets -0.72 10,000k 8/1/1999 207 Blake Capital Management, Inc. SRD Energies -0.71 100k 8/1/2011 206 3D Bull Program (Client) -0.70 10k 11/1/2010 205 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.69 3,000k 5/1/2010 204 Witter & Lester, Inc. Stock Index Futures Trading Program -0.66 400k 1/1/1988 203 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.64 150k 1/1/2011 202 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.63 1,000k 3/1/1998 201 Millburn Ridgefield Corporation Multi-Markets Program -0.63 25,000k 10/1/2004 200 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.60 1/1/1989 199 Non Correlated Capital Positive Theta Fund -0.54 50k 10/1/2007 198 Quantica Capital AG Quantica Managed Futures -0.50 5,000k 1/1/2005 197 Strategic Capital Advisors LLC Contrarian 500 -0.47 500k 12/1/2003 196 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -0.47 100k 10/1/2010 195 Global Vista Advisors, LLC Global Vista Options ("GVO") -0.46 50k 10/1/2010 194 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.45 1,000k 9/1/1997 193 Global Sigma Group, LLC AGSF -0.44 3,000k 4/1/2013 192 Auspice Capital Advisors Ltd Auspice Diversified Program -0.43 1,500k 4/1/2006 191 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.43 100k 5/1/2011 190 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.43 5,000k 1/1/2005 189 Mark J. Walsh Company Standard Program -0.42 2,000k 9/1/1985 188 Witter & Lester, Inc. Redstone -0.42 500k 9/1/1994 187 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.37 100k 1/1/2000 186 FORT LP Fort Global Diversified -0.37 2,000k 10/1/1993 185 Covenant Capital Management Aggressive Program -0.37 3,000k 2/1/2004 184 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.37 100k 1/1/2005 183 Altus Trading, LLC Managed Forex Program A -0.36 50k 8/1/2011 182 Mobius Asset Management Energy Weighted Program -0.35 250k 1/1/2005 181 Kottke Associates MV Program -0.35 1,000k 8/1/2010 180 Crescent Bay Capital Management Premium Stock Index Program -0.34 10k 10/1/2005 179 FORT LP Fort Global Contrarian -0.34 2,000k 10/1/2002 178 Beryl Investment Group LLC Nominal Discretionary System -0.33 50k 7/1/2007 177 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.28 1,000k 1/1/1999 176 3D S&P Program (Client) -0.28 100k 11/1/2010 175 Endeavour Capital LLP Endeavour Pembroke -0.26 2,000k 7/1/2007 174 Angle Capital Management LLC AIP Program -0.21 100k 1/1/2010 173 Quantmetrics Capital Management LLP Premier 12V Strategy -0.20 10,000k 4/1/2003 172 C-View Limited Emerging & Minor Currency Program -0.19 5,000k 4/1/2008 171 Haar Capital Management Discretionary Commodity Trading Program -0.17 250k 12/1/2005 170 Estlander & Partners Freedom -0.15 20,000k 8/1/2010 169 Wraith Capital LLP Wraith Dynamic Futures Fund -0.13 100k 1/1/2011 168 Covenant Capital Management Original Program -0.13 5,000k 9/1/1999 167 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.10 50,000k 4/1/1983 166 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.09 25,000k 3/1/2010 165 Jaguar Investments Ltd Vario Capital Strategy -0.08 1,000k 5/1/2016 164 Kottke Associates Stockton Fundamental Ag -0.05 500k 1/1/2006 163 White River Group Diversified Option Writing Strategy -0.03 20k 11/1/2008 162 Blake Capital Management, Inc. SRD Short Equities -0.03 100k 1/1/2011 161 Pacific Capital Advisors Vanguard Program -0.02 100k 4/1/2007 160 C-View Limited Currency Managed Account Program -0.02 5,000k 10/1/1996 159 Crabel Capital Management WPD Crabel Futures Program -0.01 1,000k 7/1/2008 158 Ion Asset Architecture (Fund Program) Ion Fund -0.01 100k 11/1/2007 157 Ion Asset Architecture Ion Fund Program -0.01 10,000k 11/1/2007 156 Greenwave Capital Management Greenwave Flagship 0.01 10,000k 6/1/2008 155 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.01 10,000k 7/1/2008 154 Clarke Capital Management Millennium 0.02 1,000k 1/1/1998 153 MERIT Alternative Investments GmbH Futures Portfolio 0.02 2,000k 6/1/1998 152 Superfund Group Superfund Blue SPC Class A (EUR) 0.02 50k 4/1/2005 151 OptHedge Advisors LLC Diversified Options & Futures Program 0.05 250k 10/1/2008 150 Stenger Capital Management, LLC Diversified Trading Program 0.07 200k 4/1/2010 149 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.07 1,000k 1/1/2006 148 IKOS IKOS FX Fund 0.07 1,000k 3/1/2008 147 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.09 5,000k 5/1/2011 146 Auctos Capital Management Auctos Global Diversified 0.09 3,000k 11/1/2007 145 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.10 1,000k 5/1/2006 144 IDS Capital IDS F&F Systematic Trading 0.10 50k 7/1/2013 143 Insignia Managed Capital Medallion 0.11 50k 2/1/2009 142 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.13 250k 1/1/2009 141 Molinero Capital Management LLP Global Markets Program 0.18 2,000k 7/1/2005 140 Lynx Asset Management AB Lynx Program 0.18 75k 5/1/2000 139 Estlander & Partners Alpha Trend 0.19 30,000k 10/1/1991 138 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.19 10,000k 5/1/2009 137 Conquest Capital Group Conquest Macro 0.23 250k 5/1/1999 136 Vergho Asset Management LLC Kinematics 0.23 1,000k 11/1/2008 135 KMJ Investments KMJ Investments 0.25 1,000k 8/1/1994 134 Quantmetrics Capital Management LLP Directional 10V Strategy 0.27 10,000k 1/1/2007 133 Ion Asset Architecture Ion Volium Fund 0.29 0k 4/1/2011 132 Red Rock Capital, LLC Systematic Global Macro 0.30 500k 9/1/2003 131 Mondiale Asset Management Mondiale Trading Program 0.31 0k 9/1/1997 130 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.33 250k 10/1/2011 129 Neural Capital Ltd Sentinel Trading Program 0.35 2,000k 1/1/2006 128 Manning & Napier MN Xenon Global Fixed Income Program 0.37 2,000k 8/1/2004 127 Tanyard Creek Capital Livestock Program 0.39 200k 6/1/2008 126 Warrington Asset Management Warrington Strategic Program 0.40 50k 1/1/1997 125 UNISystems Research Inc. Wall Street Program 0.40 20k 8/1/2011 124 Estlander & Partners Alpha Trend II - Class P 0.43 100k 12/1/2008 123 Cauldron Investments, LLC Stock Index Plus 0.44 1,000k 10/1/2009 122 Metolius Capital LLC Metolius Diversified 0.44 100k 6/1/2010 121 Xplor Capital Management, LLC Global CTA Program 0.45 1,500k 7/1/2004 120 Esulep LLC MAX Esulep LLC MAX 0.46 500k 5/1/2008 119 Crabel Capital Management Crabel Multi-Product 0.47 1,000k 3/1/1998 118 Zoi Capital, LLC Telio Program (Client) 0.54 200k 4/1/2010 117 AllMountain Capital AG Mount Denali Global Trends 0.54 160k 7/1/2007 116 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.55 1,000k 1/1/2005 115 Mobius Asset Management Diversified Program 0.58 250k 3/1/2004 114 Blackwater Capital Management Global Program 0.62 5,000k 7/1/2005 113 Quantis Asset Management Ulysses Futures 0.70 1,000k 7/1/2009 112 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.70 500k 8/1/2010 111 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.74 100k 8/1/2011 110 Pinstripe Trading, LLC Standard 0.76 125k 8/1/2009 109 Quantis Asset Management PFM Systematic 0.77 15k 5/1/2010 108 Conquest Capital Group Conquest Select 0.80 250k 6/1/2004 107 Manning & Napier MN Xenon Global Fixed Income (2x) Program 0.81 1,000k 5/1/2010 106 Trigon Investment Advisors, LLC Foreign Exchange Program 0.82 5,000k 8/1/2000 105 Somers Brothers Capital Diversified Futures Program #1 0.82 100k 1/1/2005 104 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.83 50k 9/1/2009 103 John Locke Investments Cyril Systematic Program 0.84 8,000k 7/1/2000 102 Option Capital Advisory OCA Premium 0.84 100k 5/1/2011 101 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.89 50k 10/1/2007 100 Quantica Capital AG Quantica Diversified FX 0.90 5,000k 3/1/2007 99 Schindler Capital Management, LLC Dairy Advantage Program 0.91 400k 8/1/2005 98 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.96 5,000k 12/1/2010 97 TMS Capital Limited Arktos Global Currency Program II 0.97 100k 2/1/2008 96 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.98 250k 3/1/2010 95 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.01 0k 11/1/1996 94 Four Seasons Commodities Corp Hawkeye Spread Program 1.02 500k 3/1/2005 93 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.09 10,000k 1/1/2001 92 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 1.10 25k 8/1/2009 91 HPX Financial LLC HPX Old School Program 1.20 200k 6/1/2006 90 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.21 250k 5/1/2011 89 Futures Truth Company, FTC-CTA MS4 1.31 250k 10/1/2007 88 Four Seasons Commodities Corp Lone Star Program 1.33 300k 1/1/2005 87 QCAM Currency Asset Management AG QCAM v-Pro 1.37 1,000k 7/1/2007 86 Altradis Capital AG AlphAlgo 1.38 100k 5/1/2007 85 Gladius Asset Management Fulham Program 1.41 2,000k 1/1/2008 84 Southwest Managed Investments, LLC Global Diversified 1.45 200k 1/1/2002 83 City Fund Management BH 1.49 500k 1/1/2010 82 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.49 100k 8/1/2009 81 Trigon Investment Advisors, LLC Discretionary Macro Program 1.50 10,000k 8/1/2007 80 Ancile Capital Management Global Markets Program 1.53 2,000k 4/1/2005 79 Old Park Capital Aegir 1.55 500k 7/1/2008 78 Claughton Capital ARP Institutional Program 1.60 1,000k 10/1/2005 77 Quantis Asset Management Intraday Futures 1.60 250k 1/1/2010 76 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.61 4,000k 11/1/2008 75 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.71 1,000k 1/1/2006 74 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.73 200k 1/1/2007 73 Tlaloc Capital LLC Grains Program 1.73 1,000k 4/1/2010 72 Emil van Essen EvE Systematic Global Opportunities 1.85 1,000k 9/1/2007 71 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.91 10,000k 2/1/2006 70 RAM Management Group RAM MRTP 1X-Conservative 1.92 1,000k 9/1/1993 69 Millburn Ridgefield Corporation Commodity Program 1.94 25,000k 3/1/2005 68 Typhon Capital Management, LLC Plutus Grain Strategy 1.96 250k 4/1/2008 67 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 2.00 10,000k 4/1/2004 66 Rhicon Currency Management Rhicon Strategic Program 2.01 500k 1/1/2004 65 Soaring Pelican, LLC Diversified S&P Program 2.03 100k 1/1/2011 64 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.04 10,000k 2/1/2008 63 Paramount Capital Management LLC Commodity Trading Program 2.09 100k 7/1/2008 62 Gables Capital Management, Inc. GCM Global FX 2.11 1,000k 1/1/2009 61 Kottke Associates Lark - Cattle Program 2.19 500k 2/1/2008 60 Seven Capital Management Seven Absolute Return 2.21 100k 6/1/2009 59 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.25 100k 5/1/1999 58 Dominion Capital Sapphire Program 2.26 3,000k 5/1/2005 57 Manning & Napier MN Xenon Managed Futures (2x) Program 2.35 5,000k 6/1/2006 56 Strategic Ag Trading SAT GRAINS 2.38 100k 4/1/2002 55 Clarke Capital Management FX Plus 2.39 1,000k 5/1/2004 54 Clarke Capital Management Worldwide 2.47 250k 1/1/1996 53 Clarke Capital Management Jupiter 2.53 3,000k 5/1/2005 52 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 2.87 75k 6/1/2007 51 Abraham Trading Company Diversified Program 2.95 10,000k 1/1/1988 50 Red Oak Commodity Advisors Investment Program 3.06 5,000k 12/1/1989 49 HB Capital Management Inc. Diversified Program 3.07 50k 3/1/2008 48 HiProb Trading Technology LLC HiProb-I 3.26 5,000k 7/1/2008 47 Wavefront Global Asset Management IMFC Global Concentrated 3.35 500k 4/1/2009 46 M.S. Capital Management Global Diversified Program 3.38 2,000k 11/1/1998 45 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 3.51 100k 2/1/2010 44 Hyman Beck and Company Global Portfolio 3.53 1,000k 3/1/1991 43 ISAM ISAM Systematic Trend Fund 3.64 1,000k 6/1/2001 42 Third Street Ag Investments, LLC Fundamental Discretionary Ag 3.69 500k 8/1/2012 41 Strategic Ag Trading SAT HEARTLAND 3.74 100k 12/1/2008 40 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.79 50k 7/1/2011 39 Romanesco Capital Management B.V Persistence Program 3.92 5,000k 9/1/2005 38 Kelly Angle Inc. Genesis Program 4.04 2,000k 4/1/2000 37 Wimmer Horizon LLP Managed Account 4.21 5,000k 5/1/2005 36 M6 Capital Management LLC Standard Program 4.28 300k 7/1/2005 35 FRP CAPITAL LLC FRP125+ 4.38 125k 1/1/2010 34 IStar Capital B.V. IStar Systematic Fund 4.65 1,000k 9/1/2011 33 Bocken Trading LLC Discretionary Trading Program 4.78 100k 7/1/2011 32 Wavefront Global Asset Management IMFC Global Investment Program 5.19 2,000k 2/1/2007 31 ALFAKRAFT ALFA Commodity Fund 5.35 16k 6/1/2010 30 Demeter Capital Management Livestock & Grain Trading Program 5.39 50k 3/1/2010 29 RAM Management Group MRTP Aggressive 5.70 1,000k 2/1/1998 28 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.80 4,000k 2/1/2011 27 Emil van Essen Spread Trading Program 6.00 5,000k 12/1/2006 26 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.01 10k 7/1/2005 25 EMC Capital Advisors, LLC Classic 7.32 5,000k 1/1/1985 24 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.38 200k 11/1/1999 23 Quantum Leap Capital Management Managed Account Program 7.43 300k 8/1/2006 22 Alee Capital Management, LLC Poniente Program 7.85 2,500k 1/1/1999 21 Clarke Capital Management Global Magnum 8.13 100k 8/1/1997 20 GIC Trading LLC Global Diversified Trading Program 8.48 500k 11/1/1998 19 Rosetta Capital Management Macro Program 8.77 50k 1/1/2009 18 White Indian Trading Co. STAIRS (Client) 8.80 250k 5/1/2009 17 Rosetta Capital Management Rosetta Trading Program 9.08 100k 4/1/2000 16 Alee Capital Management, LLC Mistral Program 9.14 2,500k 1/1/1999 15 Dreiss Research Corporation Diversified Program 9.32 1,000k 5/1/1991 14 Parizek Capital Futures Trading Program 9.61 500k 4/1/2000 13 Heyden & Steindl GmbH TOMAC2 10.22 5,000k 3/1/2003 12 Range Wise Investment Program 10.33 250k 2/1/1991 11 White Indian Trading Co. STAIRS - Futures Program (Client) 10.85 250k 10/1/2008 10 Strategic Ag Trading Chatham 10.93 100k 1/1/2005 9 Qbasis Invest Futures Fund B 11.85 100k 3/1/2009 8 Qbasis Invest Futures Fund A 11.94 100k 4/1/2008 7 Opus Futures LLC Advance Ag Futures Trading Program 13.60 100k 3/1/2011 6 Clarke Capital Management Global Basic 14.03 50k 2/1/1996 5 Tactical Investment Management Tactical Institutional Commodity Program 14.42 10,000k 4/1/1993 4 Global AG LLC Global Ag LLC 15.28 1,000k 12/1/2008 3 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 17.12 50k 10/1/2011 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 29.61 25k 1/1/2011 1 TKC Investment Services MAP 79.26 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.