IASG CTA Index For February 2015 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 Feb 2015 Min Inv Inception 309 TKC Investment Services MAP -50.86 100k 7/1/2010 308 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -15.74 25k 1/1/2011 307 Opus Futures LLC Advanced Ag Futures Trading Program -13.36 100k 3/1/2011 306 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -11.85 50k 10/1/2011 305 Qbasis Invest Futures Fund B -8.98 100k 3/1/2009 304 Qbasis Invest Futures Fund A -8.87 100k 4/1/2008 303 AIS Capital Management, L.P. MAAP (3x-6x) Composite -7.94 2,000k 7/1/1992 302 Rosetta Capital Management Macro Program -7.84 50k 1/1/2009 301 Somers Brothers Capital Diversified Futures Program #1 -6.95 100k 1/1/2005 300 Beryl Investment Group LLC Nominal Discretionary System -6.37 50k 7/1/2007 299 Global AG LLC Global Ag LLC -6.23 1,000k 12/1/2008 298 Purple Valley Capital, Inc. Diversified Trend 1 -5.70 100k 8/1/2008 297 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -5.56 10,000k 8/1/2009 296 AIS Capital Management, L.P. MAAP (2x-4x) Composite -5.51 3,000k 10/1/1992 295 Melissinos Trading Eupatrid Global Trends -4.88 50k 1/1/2011 294 DUNN Capital Management D'Best Futures Fund, L.P. -4.86 100k 6/1/1994 293 Mark J. Walsh Company Standard Program -4.81 2,000k 9/1/1985 292 Haar Capital Management Discretionary Commodity Trading Program -4.77 250k 12/1/2005 291 IKOS IKOS Futures Fund -4.59 1,000k 2/1/2010 290 Claughton Capital ARP Institutional Program -4.53 1,000k 10/1/2005 289 Clarke Capital Management Worldwide -4.52 250k 1/1/1996 288 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.22 5,000k 12/1/2010 287 Tactical Investment Management Tactical Institutional Commodity Program -4.17 10,000k 4/1/1993 286 Clarke Capital Management Millennium -4.16 1,000k 1/1/1998 285 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund -3.93 25k 4/1/1991 284 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.87 100k 11/1/1984 283 Clarke Capital Management Jupiter -3.79 3,000k 5/1/2005 282 Eagle Trading Systems Inc. Eagle Global Financials -3.68 10,000k 1/1/1996 281 Bocken Trading LLC Discretionary Trading Program -3.58 100k 7/1/2011 280 Robinson-Langley Capital Management, LLC Managed Account Program -3.54 200k 1/1/2007 279 Dominion Capital Sapphire Program -3.53 3,000k 5/1/2005 278 Kelly Angle Inc. Genesis Program -3.46 2,000k 4/1/2000 277 Superfund Group Superfund Green Gold A (SPC) -3.45 5k 10/1/2005 276 1OAK Capital Limited ACORN Commodity -3.44 5,000k 5/1/2012 275 Superfund Group Superfund Blue SPC Class A (Gold) -3.43 50k 12/1/2007 274 Camkay Capital Management LLC Stock Indices Short-Term -3.22 100k 3/1/2012 273 ISAM ISAM Systematic Trend Fund -3.13 1,000k 6/1/2001 272 Drury Capital Diversified Trend-Following Program -3.12 5,000k 5/1/1997 271 Romanesco Capital Management B.V Persistence Program -3.10 5,000k 9/1/2005 270 M6 Capital Management LLC Standard Program -3.03 300k 7/1/2005 269 Zoi Capital, LLC Telio Program (Client) -2.89 200k 4/1/2010 268 RAM Management Group MRTP Aggressive -2.86 1,000k 2/1/1998 267 Mehnert Capital Management, LLC DTP (Client) -2.83 1,000k 3/1/2012 266 Candriam Investors Group Alternative Return Systemat -2.77 125k 1/1/2007 265 Vision Capital Management Global Futures -2.64 500k 2/1/2012 264 MERIT Alternative Investments GmbH Futures Portfolio -2.63 2,000k 6/1/1998 263 Angle Capital Management LLC AIP Program -2.59 100k 1/1/2010 262 Sona Trading Strategies LLC. Diversified Program -2.57 1,000k 9/1/2006 261 Rosetta Capital Management Rosetta Trading Program -2.54 100k 4/1/2000 260 Alee Capital Management, LLC Poniente Program -2.51 2,500k 1/1/1999 259 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -2.50 100k 10/1/2009 258 Gladius Asset Management Fulham Program -2.48 2,000k 1/1/2008 257 Hawksbill Capital Management Global Diversified -2.46 5,000k 11/1/1988 256 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.42 100k 3/1/2003 255 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -2.35 250k 1/1/2009 254 Superfund Group Superfund Green Gold B (SPC) -2.31 50k 10/1/2005 253 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -2.26 100k 1/1/2012 252 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -2.26 1,000k 7/1/2007 251 Deep Field Capital AG SINGULARITY Fund -2.22 100k 9/1/2011 250 NuWave Investment Management, LLC NuWave Investment Partners LP -2.21 250k 6/1/2001 249 NuWave Investment Management, LLC Combined Futures Portfolio -2.14 5,000k 6/1/2001 248 Rhicon Currency Management Rhicon Strategic Program -2.13 500k 1/1/2004 247 County Cork LLC RLA I -2.11 500k 1/1/2009 246 Robust Methods LLC Macro Managed Account -2.06 5,000k 1/1/2005 245 Trigon Investment Advisors, LLC Foreign Exchange Program -2.05 5,000k 8/1/2000 244 Tlaloc Capital LLC Grains Program -2.00 1,000k 4/1/2010 243 Covenant Capital Management Aggressive Program -1.99 3,000k 2/1/2004 242 Emil van Essen Spread Trading Program -1.97 5,000k 12/1/2006 241 Auspice Capital Advisors Ltd Auspice Diversified Program -1.93 1,500k 6/1/2007 240 Metolius Capital LLC Metolius Diversified -1.91 100k 6/1/2010 239 TMS Capital Limited Arktos Global Currency Program II -1.90 100k 2/1/2008 238 Heyden & Steindl GmbH TOMAC2 -1.86 5,000k 3/1/2003 237 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -1.79 10,000k 2/1/2006 236 Conquest Capital Group Conquest Select -1.78 250k 6/1/2004 235 Strategic Ag Trading SAT HEARTLAND -1.76 100k 12/1/2008 234 Covenant Capital Management Original Program -1.71 5,000k 9/1/1999 233 Keck Capital Management LLC The Keck Program -1.71 2,000k 12/1/2003 232 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -1.70 25,000k 3/1/2010 231 Rotella Capital Management Rotella Orion (Short-Term) Program -1.70 10,000k 3/1/2006 230 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.68 0k 11/1/1996 229 Futures Truth Company, FTC-CTA MS4 -1.68 250k 10/1/2007 228 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.66 50k 9/1/2009 227 EMC Capital Advisors, LLC Classic -1.63 5,000k 1/1/1985 226 Alee Capital Management, LLC Mistral Program -1.63 2,500k 1/1/1999 225 Manning & Napier MN Xenon Global Fixed Income (2x) Program -1.61 1,000k 5/1/2010 224 Wavefront Global Asset Management IMFC Global Concentrated -1.58 500k 4/1/2009 223 GIC Trading LLC Global Diversified Trading Program -1.54 500k 11/1/1998 222 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.53 100k 8/1/2009 221 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.52 250k 5/1/2011 220 Typhon Capital Management, LLC Chiron Currency Program -1.42 250k 2/1/2008 219 Mobius Asset Management Custom Trading Program -1.40 100k 1/1/2002 218 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.37 100k 1/1/2000 217 Revolution Capital Management Mosaic Program -1.36 10,000k 10/1/2006 216 Mobius Asset Management Diversified Program -1.34 250k 3/1/2004 215 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.32 200k 11/1/1999 214 White Indian Trading Co. STAIRS (Client) -1.31 250k 5/1/2009 213 QCAM Currency Asset Management AG QCAM v-Pro -1.30 1,000k 7/1/2007 212 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.25 4,000k 2/1/2011 211 Saxon Investment Corporation Aggressive Diversified Program -1.24 2,000k 11/1/1993 210 Superfund Group Superfund Green Gold C (SPC) -1.24 100k 10/1/2005 209 Global Bayesian Dynamics, LLC BOND&FX Client Composite -1.22 5,000k 3/1/2009 208 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.21 10,000k 1/1/2001 207 Abraham Trading Company Diversified Program -1.20 10,000k 1/1/1988 206 Wavefront Global Asset Management IMFC Global Investment Program -1.18 2,000k 2/1/2007 205 Quantica Capital AG Quantica Managed Futures -1.10 10,000k 1/1/2005 204 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.08 50k 7/1/2011 203 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.07 10,000k 3/1/2003 202 RAM Management Group RAM MRTP 1X-Conservative -1.05 1,000k 9/1/1993 201 3D S&P Program (Client) -1.05 100k 11/1/2010 200 Auctos Capital Management Auctos Global Diversified -1.01 3,000k 11/1/2007 199 Transtrend B.V. DTP – Enhanced Risk (USD) -1.01 10,000k 1/1/1995 198 Kinkopf Capital Management KCM S&P (Proprietary) -0.95 100k 1/1/1999 197 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.92 10,000k 8/1/1999 196 ALFAKRAFT ALFA Edge Fund -0.91 16k 12/1/2011 195 Demeter Capital Management Livestock & Grain Trading Program -0.88 50k 3/1/2010 194 Soaring Pelican, LLC Diversified S&P Program -0.86 100k 1/1/2011 193 Clarke Capital Management FX Plus -0.81 1,000k 5/1/2004 192 Trigon Investment Advisors, LLC Discretionary Macro Program -0.81 10,000k 8/1/2007 191 Eagle Trading Systems Inc. Eagle Quantitative Macro -0.80 10,000k 10/1/2006 190 Clarke Capital Management Global Magnum -0.79 100k 8/1/1997 189 Emil van Essen EvE Systematic Global Opportunities -0.78 1,000k 9/1/2007 188 Four Seasons Commodities Corp Hawkeye Spread Program -0.77 500k 3/1/2005 187 Manning & Napier MN Xenon Global Fixed Income Program -0.75 2,000k 8/1/2004 186 Jaguar Investments Ltd Ultro Capital Strategy -0.72 1,000k 1/1/2012 185 Alder Capital DAC Alder Global 20 -0.70 250k 2/1/2001 184 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.69 250k 10/1/2009 183 NickJen Capital Management & Consultants LLC NRD-1 -0.69 1,000k 4/1/2008 182 ROW Asset Managment Row Diversified Fund, L.P. -0.68 1,000k 11/1/2011 181 Saxon Investment Corporation Diversified Program -0.65 3,000k 9/1/1988 180 Transtrend B.V. DTP – Standard Risk (EUR) -0.64 10,000k 2/1/1999 179 Kottke Associates MV Program -0.59 1,000k 8/1/2010 178 Welton Investment Partners Welton Global -0.59 10,000k 6/1/2004 177 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.57 10,000k 8/1/2004 176 Systematic Alpha Management Systematic Alpha Futures Program -0.55 100k 6/1/2004 175 John Locke Investments Cyril Systematic Program -0.54 8,000k 7/1/2000 174 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.53 4,000k 11/1/2008 173 Typhon Capital Management, LLC Plutus Grain Strategy -0.53 250k 4/1/2008 172 Eckhardt Trading Company Evolution Strategies 1.2X -0.51 10,000k 10/1/1991 171 AI1 CTA Euro Invest AI1 CTA Euro Invest -0.50 125k 5/1/2010 170 Schindler Capital Management, LLC Dairy Advantage Program -0.50 400k 8/1/2005 169 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.50 100k 5/1/1999 168 Conquest Capital Group Conquest Macro -0.47 250k 5/1/1999 167 Eckhardt Trading Company Evolution Strategies -0.46 20,000k 8/1/1991 166 Endeavour Capital LLP Endeavour Pembroke -0.45 2,000k 7/1/2007 165 dormouse Limited dormouse - Managed Account -0.42 20,000k 7/1/2011 164 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.41 50,000k 4/1/1983 163 C-View Limited Currency Managed Account Program -0.34 5,000k 10/1/1996 162 Four Seasons Commodities Corp Lone Star Program -0.33 300k 1/1/2005 161 M.S. Capital Management Global Diversified Program -0.32 2,000k 11/1/1998 160 Revolution Capital Management Mosaic Institutional Program -0.31 25,000k 9/1/2009 159 HPX Financial LLC HPX Old School Program -0.30 200k 6/1/2006 158 Stenger Capital Management, LLC Diversified Trading Program -0.28 200k 4/1/2010 157 GT CAPITAL CTA GT Dynamic Trading Program -0.27 150k 6/1/2009 156 John Locke Investments JL Commodity Long Flat Program -0.24 5,000k 12/1/2007 155 Mobius Asset Management Energy Weighted Program -0.24 250k 1/1/2005 154 Crabel Capital Management Crabel Multi-Product -0.23 1,000k 3/1/1998 153 Warrington Asset Management Warrington Strategic Program -0.21 50k 1/1/1997 152 Kottke Associates Stockton Fundamental Ag -0.21 500k 1/1/2006 151 Quantica Capital AG Quantica Diversified FX -0.20 5,000k 3/1/2007 150 Clarke Capital Management Global Basic -0.20 50k 2/1/1996 149 Briarwood Capital Management, Inc. Diversified Trading Program -0.20 3,000k 7/1/2001 148 HPX Financial LLC HPX Ag Program -0.20 100k 11/1/2011 147 Greenwave Capital Management Greenwave Flagship -0.19 10,000k 6/1/2008 146 Chesapeake Capital Diversified (LV) -0.18 100k 2/1/1988 145 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 144 FORT LP Fort Global Contrarian -0.16 2,000k 10/1/2002 143 Dreiss Research Corporation Diversified Program -0.12 1,000k 5/1/1991 142 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.12 10,000k 4/1/2004 141 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.12 1k 10/1/2006 140 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.11 1k 6/1/2009 139 Non Correlated Capital Positive Theta Program -0.11 250k 10/1/2007 138 ALFAKRAFT ALFA Commodity Fund -0.07 16k 6/1/2010 137 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.06 1,000k 9/1/1997 136 Jaguar Investments Ltd Vario Capital Strategy -0.04 1,000k 5/1/2016 135 Blake Capital Management, Inc. SRD Short Equities -0.03 100k 1/1/2011 134 Kottke Associates Lark - Cattle Program -0.02 500k 2/1/2008 133 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 132 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 131 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.02 500k 8/1/2010 130 KMJ Investments KMJ Investments 0.02 1,000k 8/1/1994 129 Wharton Capital Management Wharton AG Futures Program 0.04 100k 9/1/2011 128 3D Bull Program (Client) 0.04 10k 11/1/2010 127 FORT LP Fort Global Diversified 0.06 2,000k 3/1/2002 126 Non Correlated Capital Positive Theta Fund 0.06 50k 10/1/2007 125 C-View Limited Emerging & Minor Currency Program 0.06 5,000k 4/1/2008 124 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.11 1,000k 1/1/2005 123 Manning & Napier MN Xenon Managed Futures (2x) Program 0.13 5,000k 6/1/2006 122 Blake Capital Management, Inc. SRD Energies 0.19 100k 8/1/2011 121 Estlander & Partners Alpha Trend 0.20 30,000k 10/1/1991 120 Novus Investments, LLC Novus Precious Commodities 0.20 200k 1/1/2007 119 Rabar Market Research Diversified Program 0.22 2,000k 1/1/1989 118 ROW Asset Managment Row Currency Program 0.23 1,000k 11/1/2010 117 Rabar Market Research Short-Term Program 0.25 2,000k 11/1/2009 116 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.29 1,000k 1/1/1999 115 OptHedge Advisors LLC Diversified Options & Futures Program 0.35 250k 10/1/2008 114 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.36 5,000k 1/1/2005 113 Millburn Ridgefield Corporation Diversified Program 0.39 20,000k 2/1/1977 112 Witter & Lester, Inc. Redstone 0.41 500k 9/1/1994 111 Neural Capital Ltd Sentinel Trading Program 0.42 2,000k 1/1/2006 110 Witter & Lester, Inc. Stock Index Futures Trading Program 0.42 400k 1/1/1988 109 Estlander & Partners Alpha Trend II - Class P 0.48 100k 12/1/2008 108 Estlander & Partners Freedom 0.49 20,000k 8/1/2010 107 Crabel Capital Management WPD Crabel Futures Program 0.52 1,000k 7/1/2008 106 Millburn Ridgefield Corporation Multi-Markets Program 0.52 25,000k 10/1/2004 105 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.53 3,000k 5/1/2010 104 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.53 100k 1/1/2005 103 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.58 1,000k 3/1/1998 102 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.59 1,000k 1/1/2006 101 Quantmetrics Capital Management LLP Premier 12V Strategy 0.61 10,000k 4/1/2003 100 Protec Energy Partners LLC ET1 0.61 500k 4/1/2010 99 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.69 5,000k 6/1/2010 98 Ancile Capital Management Global Markets Program 0.69 2,000k 4/1/2005 97 IStar Capital B.V. IStar Systematic Fund 0.70 1,000k 9/1/2011 96 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.71 100k 2/1/2010 95 Vergho Asset Management LLC Kinematics 0.72 1,000k 11/1/2008 94 Certeza Asset Management Macro Vega 0.74 1,000k 1/1/2012 93 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.74 10,000k 8/1/2009 92 Millburn Ridgefield Corporation Commodity Program 0.76 25,000k 3/1/2005 91 Ion Asset Architecture Ion Volium Fund 0.76 0k 4/1/2011 90 Esulep LLC MAX Esulep LLC MAX 0.81 500k 5/1/2008 89 White River Group Diversified Option Writing Strategy 0.84 20k 11/1/2008 88 Mondiale Asset Management Mondiale Trading Program 0.89 0k 9/1/1997 87 HB Capital Management Inc. Diversified Program 0.90 50k 3/1/2008 86 Paramount Capital Management LLC Commodity Trading Program 0.90 100k 7/1/2008 85 Southwest Managed Investments, LLC Global Diversified 0.91 200k 1/1/2002 84 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 0.91 100k 10/1/2010 83 Superfund Group Superfund Blue SPC Class A (EUR) 0.93 50k 4/1/2005 82 Global Sigma Group, LLC AGSF 0.96 3,000k 4/1/2013 81 Strategic Capital Advisors LLC Contrarian 500 0.96 250k 12/1/2003 80 Turning Wheel Capital, Inc. Pure Alpha 0.98 10,000k 1/1/2012 79 IDS Capital IDS F&F Systematic Trading 1.05 50k 7/1/2013 78 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.06 10,000k 2/1/2008 77 Molinero Capital Management LLP Global Markets Program 1.07 2,000k 7/1/2005 76 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.07 1/1/1989 75 Future Trade AG Thales Swing Trading Programme 1.09 250k 6/1/2007 74 Red Rock Capital, LLC Systematic Global Macro 1.12 500k 9/1/2003 73 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 1.12 10,000k 5/1/2009 72 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 1.14 6/1/2012 71 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.14 1,000k 10/1/2006 70 White Indian Trading Co. SCS Interest Rate Program (Client) 1.14 250k 8/1/2011 69 Option Capital Advisory OCA Premium 1.18 100k 5/1/2011 68 Typhon Capital Management, LLC Trevinci Liquid Ag Program 1.25 250k 2/1/2012 67 Estlander & Partners Global Markets 1.28 10,000k 8/1/1999 66 Superfund Group Superfund Green L.P. Series A 1.29 5k 10/1/2002 65 Red Oak Commodity Advisors Investment Program 1.31 5,000k 12/1/1989 64 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.35 250k 3/1/2010 63 Hoss Capital Management, LLC Hoss Agricultural Futures Program 1.41 100k 8/1/2011 62 Bifrost Quest Capital LLC IndexQuest (Client) 1.49 500k 11/1/2011 61 Rotella Capital Management Rotella Polaris Program (Diversified) 1.50 10,000k 1/1/1991 60 Revolution Capital Management Alpha Fund 1.60 50k 1/1/2005 59 Hyman Beck and Company Global Portfolio 1.63 1,000k 3/1/1991 58 3D Intraday Program (Client) 1.64 100k 2/1/2012 57 City Fund Management BH 1.65 500k 1/1/2010 56 QCM Alpha Financials Program 1.66 10,000k 6/1/2012 55 QCM Global Diversified Programme 1.68 500k 12/1/1995 54 Revolution Capital Management Alpha Program 1.71 5,000k 6/1/2007 53 Amplitude Capital International Limited Klassik Strategy 1.73 1,000k 9/1/2009 52 Bluenose Capital Management, LLC BNC BI 1.86 30k 10/1/2008 51 Eclipse Capital Management Global Monetary 1.89 5,000k 8/1/1990 50 Adamah Capital LLC Asset Allocator Program 1.90 50k 3/1/2011 49 Wimmer Horizon LLP Managed Account 1.95 5,000k 5/1/2005 48 Bluenose Capital Management, LLC BNC EI 1.96 15k 7/1/2010 47 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.11 250k 10/1/2011 46 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.14 1,000k 9/1/2009 45 Parizek Capital Futures Trading Program 2.24 500k 4/1/2000 44 Quantitative Investment Management Quantitative Global Program 2.27 20,000k 10/1/2003 43 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.29 10k 7/1/2005 42 Vivienne Investissement OUESSANT UCITS FUND (A) 2.34 100k 5/1/2012 41 Superfund Group Superfund Green Q-AG 2.36 2k 3/1/1996 40 Seven Capital Management Seven Absolute Return 2.39 100k 6/1/2009 39 ALFAKRAFT ALFA Rubicon Fund 2.52 16k 8/1/2011 38 QQFund.com QQFund.com Alpha Beta Program 2.53 100k 9/1/2008 37 Superfund Group Superfund Green L.P. Series B 2.78 5k 10/1/2002 36 White Indian Trading Co. SCS Program (Client) 2.81 250k 2/1/2011 35 Crescent Bay Capital Management Premium Stock Index Program 2.82 10k 10/1/2005 34 Estlander & Partners Global XL 2.83 5,000k 8/1/1991 33 IKOS IKOS FX Fund 2.95 1,000k 3/1/2008 32 Xplor Capital Management, LLC Global CTA Program 2.96 1,500k 7/1/2004 31 Double Helix Capital Management Double Helix 3.34 50k 1/1/2012 30 Superfund Group Superfund Green GCT USD 3.40 15k 1/1/2000 29 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.45 1,000k 5/1/2006 28 Amplitude Capital International Limited Dynamic Strategy 3.50 6/1/2005 27 LJM Partners LJM Preservation & Growth Strategy 3.66 250k 5/1/2006 26 Di Tomasso Group Inc. Equilibrium Program 3.70 5,000k 1/1/2002 25 Quantmetrics Capital Management LLP Directional 10V Strategy 3.84 10,000k 1/1/2007 24 Cauldron Investments, LLC Stock Index Plus 3.94 1,000k 10/1/2009 23 ITB Capital Advisors LLC ITB Time Value Trading Program 4.00 5,000k 1/1/2009 22 Insignia Managed Capital Medallion 4.00 50k 2/1/2009 21 White Indian Trading Co. STAIRS - Futures Program (Client) 4.13 250k 10/1/2008 20 Huygens Capital LLC Navigator 4.15 1,000k 2/1/2012 19 White River Group Stock Index Option Writing Strategy 4.38 10k 11/1/2008 18 Alpha Z Advisors LLC Managed Account Program 4.52 250k 11/1/2014 17 Dendrich Ltd QEP 4.91 50k 12/1/2005 16 LJM Partners LJM Moderately Aggressive Strategy 4.95 500k 4/1/2003 15 Goldman Management, Inc Stock Index Futures 5.18 450k 1/1/2012 14 Superfund Group Superfund Green Master 5.23 2,000k 5/1/2001 13 Diamond Capital Management Enhanced S&P Program 6.09 100k 10/1/2009 12 Insignia Managed Capital Epoch3 6.23 20k 7/1/2009 11 LJM Partners LJM Aggressive Strategy 6.36 500k 7/1/1998 10 Vantage Capital Management VCM Growth Program 7.58 100k 1/1/2011 9 QTS Capital Management, LLC FX Managed Account 7.68 100k 1/1/2011 8 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 8.93 100k 10/1/2011 7 Ansbacher Investment Management Market Neutral Put Skew Program 9.22 150k 1/1/1996 6 Pacific Capital Advisors Vanguard Program 9.48 100k 4/1/2007 5 Whitmore Capital Management LLC Whitmore Capital LP 10.50 250k 6/1/2012 4 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 10.76 100k 7/1/2011 3 Pinstripe Trading, LLC Standard 12.01 125k 8/1/2009 2 Index Mechanics BV Index Investments Program 12.96 1,000k 1/1/2016 1 HASAFUMA Hedgehog 26.93 50k 5/1/2012 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.