IASG CTA Index For May 2015 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 2015 Min Inv Inception 302 Kinkopf Capital Management KCM S&P (Proprietary) -16.68 100k 1/1/1999 301 GIC Trading LLC Global Diversified Trading Program -10.05 500k 11/1/1998 300 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.50 100k 3/1/2003 299 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.10 100k 10/1/2009 298 Parizek Capital Futures Trading Program -8.32 500k 4/1/2000 297 Manning & Napier MN Xenon Global Fixed Income (2x) Program -8.00 1,000k 5/1/2010 296 Estlander & Partners Alpha Trend II - Class P -7.46 100k 12/1/2008 295 Paramount Capital Management LLC Commodity Trading Program -7.09 100k 7/1/2008 294 Purple Valley Capital, Inc. Diversified Trend 1 -6.87 100k 8/1/2008 293 Conquest Capital Group Conquest Macro -6.35 250k 5/1/1999 292 IKOS IKOS FX Fund -5.64 1,000k 3/1/2008 291 Saxon Investment Corporation Aggressive Diversified Program -5.26 2,000k 11/1/1993 290 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -5.14 200k 11/1/1999 289 TMS Capital Limited Arktos Global Currency Program II -4.93 100k 2/1/2008 288 Eagle Trading Systems Inc. Eagle Quantitative Macro -4.26 10,000k 10/1/2006 287 Sona Trading Strategies LLC. Diversified Program -4.12 1,000k 9/1/2006 286 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.09 2,000k 7/1/1992 285 Zoi Capital, LLC Telio Program (Client) -3.96 200k 4/1/2010 284 Covenant Capital Management Aggressive Program -3.93 3,000k 2/1/2004 283 Neural Capital Ltd Sentinel Trading Program -3.92 2,000k 1/1/2006 282 Manning & Napier MN Xenon Global Fixed Income Program -3.80 2,000k 8/1/2004 281 Qbasis Invest Futures Fund A -3.75 100k 4/1/2008 280 Claughton Capital ARP Institutional Program -3.69 1,000k 10/1/2005 279 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -3.63 1,000k 3/1/2003 278 Qbasis Invest Futures Fund B -3.39 100k 3/1/2009 277 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -3.33 10,000k 5/1/2009 276 Typhon Capital Management, LLC Chiron Currency Program -3.27 250k 2/1/2008 275 Eclipse Capital Management Global Monetary -3.23 5,000k 8/1/1990 274 Covenant Capital Management Original Program -3.18 5,000k 9/1/1999 273 HB Capital Management Inc. Diversified Program -3.01 50k 3/1/2008 272 Transtrend B.V. DTP – Enhanced Risk (USD) -3.01 10,000k 1/1/1995 271 Protec Energy Partners LLC ET1 -3.00 500k 4/1/2010 270 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.90 50k 10/1/2010 269 John Locke Investments JL Commodity Long Flat Program -2.88 5,000k 12/1/2007 268 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.78 10,000k 8/1/1999 267 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.78 3,000k 10/1/1992 266 Futures Truth Company, FTC-CTA MS4 -2.73 250k 10/1/2007 265 Amplitude Capital International Limited Klassik Strategy -2.72 1,000k 9/1/2009 264 IKOS IKOS Futures Fund -2.70 1,000k 2/1/2010 263 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.69 10,000k 8/1/2004 262 C-View Limited Currency Managed Account Program -2.60 5,000k 10/1/1996 261 Saxon Investment Corporation Diversified Program -2.51 3,000k 9/1/1988 260 M6 Capital Management LLC Standard Program -2.46 300k 7/1/2005 259 JKI-Futures, LLC ETIRON Large 2x (Client) -2.45 1,000k 8/1/2012 258 Gladius Asset Management Fulham Program -2.44 2,000k 1/1/2008 257 Kottke Associates Lark - Cattle Program -2.41 500k 2/1/2008 256 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.41 10,000k 4/1/2004 255 Abraham Trading Company Diversified Program -2.37 10,000k 1/1/1988 254 Rhicon Currency Management Rhicon Strategic Program -2.35 500k 1/1/2004 253 ALFAKRAFT ALFA Commodity Fund -2.34 16k 6/1/2010 252 Mehnert Capital Management, LLC DTP (Client) -2.34 1,000k 3/1/2012 251 Estlander & Partners Alpha Trend -2.27 30,000k 10/1/1991 250 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund -2.25 25k 4/1/1991 249 ROW Asset Managment Row Diversified Fund, L.P. -2.24 1,000k 11/1/2011 248 Metolius Capital LLC Metolius Diversified -2.22 100k 6/1/2010 247 Revolution Capital Management Alpha Fund -2.16 50k 1/1/2005 246 Auspice Capital Advisors Ltd Auspice Diversified Program -2.03 1,500k 4/1/2006 245 John Locke Investments Cyril Systematic Program -1.97 8,000k 7/1/2000 244 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.95 50k 9/1/2009 243 Revolution Capital Management Alpha Program -1.95 5,000k 6/1/2007 242 ISAM ISAM Systematic Trend Fund -1.90 1,000k 6/1/2001 241 Transtrend B.V. DTP – Standard Risk (EUR) -1.87 10,000k 2/1/1999 240 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.84 100k 1/1/2000 239 ROW Asset Managment Row Currency Program -1.81 1,000k 11/1/2010 238 Estlander & Partners Freedom -1.79 20,000k 8/1/2010 237 GT CAPITAL CTA GT CAPITAL CTA -1.71 150k 6/1/2009 236 Mobius Asset Management Custom Trading Program -1.70 100k 1/1/2002 235 Novus Investments, LLC Novus Precious Commodities -1.56 200k 1/1/2007 234 Typhon Capital Management, LLC Trevinci Liquid Ag Program -1.47 250k 2/1/2012 233 Alee Capital Management, LLC Poniente Program -1.44 2,500k 1/1/1999 232 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 231 Southwest Managed Investments, LLC Global Diversified -1.35 200k 1/1/2002 230 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.23 100k 2/1/2010 229 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program -1.23 1,000k 10/1/1996 228 Orgone Commodity Management LLC Orgone AG 1 -1.20 250k 9/1/2011 227 3D S&P Program (Client) -1.20 100k 11/1/2010 226 Bocken Trading LLC Discretionary Trading Program -1.19 100k 7/1/2011 225 White Indian Trading Co. SCS Program (Client) -1.15 250k 2/1/2011 224 Conquest Capital Group Conquest Select -1.15 250k 6/1/2004 223 Briarwood Capital Management, Inc. Diversified 2XL -1.13 250k 11/1/2004 222 Turning Wheel Capital, Inc. Pure Alpha Aggressive -1.07 5,000k 1/1/2012 221 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.07 1,000k 10/1/2006 220 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.05 5,000k 6/1/2010 219 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -1.04 10,000k 2/1/2006 218 Global Advisory Partners Zurich LLC International Algo Trading -1.03 50k 10/1/2009 217 Wimmer Horizon LLP Managed Account -1.02 5,000k 5/1/2005 216 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -1.00 50,000k 4/1/1983 215 QCM Global Diversified Programme -0.96 500k 12/1/1995 214 Alee Capital Management, LLC Mistral Program -0.96 2,500k 1/1/1999 213 Revolution Capital Management Mosaic Institutional Program -0.92 25,000k 9/1/2009 212 Millburn Ridgefield Corporation Multi-Markets Program -0.91 25,000k 10/1/2004 211 Non Correlated Capital Positive Theta Fund -0.90 50k 10/1/2007 210 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.90 10,000k 2/1/2008 209 Millburn Ridgefield Corporation Diversified Program -0.89 20,000k 2/1/1977 208 Non Correlated Capital Positive Theta Program -0.86 250k 10/1/2007 207 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -0.84 250k 1/1/2009 206 Clarke Capital Management Global Basic -0.83 50k 2/1/1996 205 Welton Investment Partners Welton Global -0.79 10,000k 6/1/2004 204 Superfund Group Superfund Green Q-AG -0.72 2k 3/1/1996 203 Mondiale Asset Management Mondiale Trading Program -0.70 0k 9/1/1997 202 Tanyard Creek Capital Livestock Program -0.68 200k 6/1/2008 201 Warrington Asset Management Warrington Strategic Program -0.66 50k 1/1/1997 200 QERI LLC QERI LLC Fundamental Commodity Strategy -0.61 2,000k 7/1/2012 199 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.58 1,000k 3/1/1998 198 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.56 1,000k 3/1/2003 197 Witter & Lester, Inc. Stock Index Futures Trading Program -0.56 400k 1/1/1988 196 Briarwood Capital Management, Inc. Diversified Trading Program -0.54 3,000k 7/1/2001 195 Hawksbill Capital Management Global Diversified -0.52 5,000k 11/1/1988 194 IStar Capital B.V. IStar Systematic Fund -0.48 1,000k 9/1/2011 193 HPX Financial LLC HPX Old School Program -0.48 200k 6/1/2006 192 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -0.47 100k 7/1/2011 191 Dreiss Research Corporation Diversified Program -0.47 1,000k 5/1/1991 190 Mobius Asset Management Energy Weighted Program -0.46 250k 1/1/2005 189 HPX Financial LLC HPX Ag Program -0.44 100k 11/1/2011 188 Hyman Beck and Company Global Portfolio -0.40 1,000k 3/1/1991 187 Schindler Capital Management, LLC Dairy Advantage Program -0.38 400k 8/1/2005 186 Turning Wheel Capital, Inc. Pure Alpha -0.38 10,000k 1/1/2012 185 Seven Capital Management Seven Absolute Return -0.37 100k 6/1/2009 184 Superfund Group Superfund Green L.P. Series B -0.34 5k 10/1/2002 183 Manning & Napier MN Xenon Managed Futures (2x) Program -0.34 5,000k 6/1/2006 182 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.33 1k 6/1/2009 181 Principle Capital Management LLC Principle Commodity Futures (Prop) -0.29 100k 5/1/2010 180 Dominion Capital Sapphire Program -0.25 3,000k 5/1/2005 179 Kelly Angle Inc. Genesis Program -0.25 2,000k 4/1/2000 178 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.24 100k 8/1/2009 177 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.22 1k 10/1/2006 176 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.19 0k 11/1/1996 175 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 174 Vivienne Investissement OUESSANT UCITS FUND (A) -0.17 100k 5/1/2012 173 Superfund Group Superfund Green L.P. Series A -0.17 5k 10/1/2002 172 FORT LP Fort Global Diversified -0.14 2,000k 10/1/1993 171 Tactical Investment Management Tactical Institutional Commodity Program -0.13 10,000k 4/1/1993 170 3D Bull Program (Client) -0.12 10k 11/1/2010 169 Clarke Capital Management FX Plus -0.11 1,000k 5/1/2004 168 Superfund Group Superfund Green Master -0.11 2,000k 5/1/2001 167 Rotella Capital Management Rotella Orion (Short-Term) Program -0.11 10,000k 3/1/2006 166 Quantica Capital AG Quantica Managed Futures -0.10 5,000k 1/1/2005 165 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.08 1/1/1989 164 Range Wise Investment Program -0.05 250k 2/1/1991 163 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.04 4,000k 11/1/2008 162 Kottke Associates Stockton Fundamental Ag -0.04 500k 1/1/2006 161 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.04 5,000k 12/1/2010 160 Witter & Lester, Inc. Redstone -0.03 500k 9/1/1994 159 Demeter Capital Management Livestock & Grain Trading Program -0.02 50k 3/1/2010 158 Jaguar Investments Ltd Vario Capital Strategy -0.01 1,000k 5/1/2016 157 Acuity Investment Management, LLC Diversified Futures Program -0.01 50k 8/1/2012 155 White Indian Trading Co. STAIRS - Futures Program (Client) 0.00 250k 10/1/2008 156 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.00 250k 10/1/2009 153 KMJ Investments KMJ Investments 0.00 1,000k 8/1/1994 154 Mobius Asset Management Diversified Program 0.00 250k 3/1/2004 152 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.00 1,000k 1/1/1999 151 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.01 500k 8/1/2010 150 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.01 500k 8/1/2012 149 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.03 10k 7/1/2005 148 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.04 50k 10/1/2011 147 M.S. Capital Management Global Diversified Program 0.04 2,000k 11/1/1998 146 3D Intraday Program (Client) 0.05 100k 2/1/2012 145 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.09 100k 8/1/2011 144 Drury Capital Diversified Trend-Following Program 0.10 5,000k 5/1/1997 143 OptHedge Advisors LLC Diversified Options & Futures Program 0.12 250k 10/1/2008 142 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.12 1,000k 1/1/2005 141 Quantmetrics Capital Management LLP Premier 12V Strategy 0.13 10,000k 4/1/2003 140 Candriam Investor Group Alternative Return Systemat 0.14 125k 1/1/2007 139 NickJen Capital Management & Consultants LLC NRD-1 0.14 1,000k 4/1/2008 138 Stenger Capital Management, LLC Diversified Trading Program 0.15 200k 4/1/2010 137 Four Seasons Commodities Corp Lone Star Program 0.16 300k 1/1/2005 136 Greenwave Capital Management Greenwave Flagship 0.18 10,000k 6/1/2008 135 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 0.24 4,000k 2/1/2011 134 QCM Alpha Financials Program 0.24 10,000k 6/1/2012 133 1OAK Capital Limited ACORN Commodity 0.24 5,000k 5/1/2012 132 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.26 6/1/2012 131 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.27 25k 1/1/2011 130 Abraham Investment Management Formula 72 H 0.28 150k 8/1/2012 129 Somers Brothers Capital Diversified Futures Program #1 0.28 100k 1/1/2005 128 Superfund Group Superfund Green Gold A (SPC) 0.29 5k 10/1/2005 127 Diamond Capital Management Enhanced S&P Program 0.30 100k 10/1/2009 126 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.30 10,000k 8/1/2009 125 Certeza Asset Management Macro Vega 0.30 1,000k 1/1/2012 124 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.34 1,000k 1/1/2006 123 Diversified Capital Management Diversified Strategies Investment Fund 0.35 100k 11/1/2012 122 Soaring Pelican, LLC Diversified S&P Program 0.36 100k 1/1/2011 121 Superfund Group Superfund Green Gold B (SPC) 0.39 50k 10/1/2005 120 Robust Methods LLC Macro Managed Account 0.43 5,000k 1/1/2005 119 Red Oak Commodity Advisors Investment Program 0.44 5,000k 12/1/1989 118 Crabel Capital Management WPD Crabel Futures Program 0.44 1,000k 7/1/2008 117 ALFAKRAFT ALFA Rubicon Fund 0.46 16k 8/1/2011 116 Superfund Group Superfund Green Gold C (SPC) 0.46 100k 10/1/2005 115 Rabar Market Research Diversified Program 0.47 2,000k 1/1/1989 114 ALFAKRAFT ALFA Edge Fund 0.50 16k 12/1/2011 113 C-View Limited Emerging & Minor Currency Program 0.52 5,000k 4/1/2008 112 Mark J. Walsh Company Standard Program 0.53 2,000k 9/1/1985 111 Bluenose Capital Management, LLC BNC BI 0.54 30k 10/1/2008 110 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 0.55 1,500k 7/1/2005 109 Wavefront Global Asset Management IMFC Global Concentrated 0.55 500k 4/1/2009 108 Romanesco Capital Management B.V Persistence Program 0.58 5,000k 9/1/2005 107 Kottke Associates MV Program 0.61 1,000k 8/1/2010 106 Esulep LLC MAX Esulep LLC MAX 0.65 500k 5/1/2008 105 Four Seasons Commodities Corp Hawkeye Spread Program 0.66 500k 3/1/2005 104 EMC Capital Advisors, LLC Classic 0.71 5,000k 1/1/1985 103 Quantitative Investment Management Quantitative Global Program 0.73 20,000k 10/1/2003 102 Garraway Capital Management LLP Garraway Financial Trends 0.73 100k 9/1/2012 101 IDS Capital IDS F&F Systematic Trading 0.75 50k 7/1/2013 100 RAM Management Group RAM MRTP 1X-Conservative 0.76 1,000k 9/1/1993 99 NuWave Investment Management, LLC NuWave Investment Partners LP 0.77 250k 6/1/2001 98 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.80 1,000k 9/1/1997 97 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.80 250k 10/1/2011 96 Vergho Asset Management LLC Kinematics 0.82 1,000k 11/1/2008 95 Wavefront Global Asset Management IMFC Global Investment Program 0.85 2,000k 2/1/2007 94 AI1 CTA Euro Invest AI1 CTA Euro Invest 0.87 125k 5/1/2010 93 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.88 50k 7/1/2011 92 Tlaloc Capital LLC Grains Program 0.93 1,000k 4/1/2010 91 NuWave Investment Management, LLC Combined Futures Portfolio 0.93 5,000k 6/1/2001 90 Emil van Essen Spread Trading Program 0.93 5,000k 12/1/2006 89 Typhon Capital Management, LLC Plutus Grain Strategy 0.94 250k 4/1/2008 88 Fenja Fund Multi Strategy Ltd. Fenja Fund Multi Strategy Ltd. 0.95 50k 10/1/2010 87 Trigon Investment Advisors, LLC Discretionary Macro Program 0.95 10,000k 8/1/2007 86 Clarke Capital Management Millennium 0.96 1,000k 1/1/1998 85 Sandpiper Asset Management Sandpiper Global Macro Program 1.00 1,000k 8/1/2012 84 Goldman Management, Inc Stock Index Futures 1.01 450k 1/1/2012 83 Systematic Alpha Management Systematic Alpha Futures Program 1.01 100k 6/1/2004 82 Melissinos Trading Eupatrid Global Trends 1.07 50k 1/1/2011 81 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.09 250k 3/1/2010 80 R Best LLC R Best Private Client Program 1.09 50k 2/1/2010 79 Eagle Trading Systems Inc. Eagle Global Financials 1.13 10,000k 1/1/1996 78 MERIT Alternative Investments GmbH Futures Portfolio 1.15 2,000k 6/1/1998 77 Crescent Bay Capital Management Premium Stock Index Program 1.17 10k 10/1/2005 76 Insignia Managed Capital Medallion 1.17 50k 2/1/2009 75 Crabel Capital Management Crabel Multi-Product 1.17 1,000k 3/1/1998 74 White River Group Stock Index Option Writing Strategy 1.20 10k 11/1/2008 73 LJM Partners LJM Preservation & Growth Strategy 1.21 250k 5/1/2006 72 Vision Capital Management Global Futures 1.24 500k 2/1/2012 71 FORT LP Fort Global Contrarian 1.28 2,000k 10/1/2002 70 Intex Capital Covered Options Program 1.29 50k 1/1/2012 69 Chesapeake Capital Diversified (LV) 1.30 100k 2/1/1988 68 Auctos Capital Management Auctos Global Diversified 1.34 3,000k 11/1/2007 67 County Cork LLC RLA I 1.38 500k 1/1/2009 66 Global Sigma Group, LLC AGSF 1.44 3,000k 4/1/2013 65 Clarke Capital Management Jupiter 1.44 3,000k 5/1/2005 64 White River Group Diversified Option Writing Strategy 1.52 20k 11/1/2008 63 Pinstripe Trading, LLC Standard 1.61 125k 8/1/2009 62 Double Helix Capital Management Double Helix 1.62 50k 1/1/2012 61 Rotella Capital Management Rotella Polaris Program (Diversified) 1.63 10,000k 1/1/1991 60 Red Rock Capital, LLC Systematic Global Macro 1.66 500k 9/1/2003 59 Tianyou Asset Management, LLC Tianyou Fund LP 1.67 100k 10/1/2012 58 Bluenose Capital Management, LLC BNC EI 1.68 15k 7/1/2010 57 Strategic Capital Advisors LLC Contrarian 500 1.70 500k 12/1/2003 56 Cauldron Investments, LLC Stock Index Plus 1.71 1,000k 10/1/2009 55 QCAM Currency Asset Management AG QCAM v-Pro 1.74 1,000k 7/1/2007 54 Jaguar Investments Ltd Ultro Capital Strategy 1.76 1,000k 1/1/2012 53 Molinero Capital Management LLP Global Markets Program 1.79 2,000k 7/1/2005 52 Jaguar Investments Ltd Aegir Capital Strategy 1.81 1,000k 1/1/2012 51 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.84 100k 1/1/2005 50 Trigon Investment Advisors, LLC Foreign Exchange Program 1.99 5,000k 8/1/2000 49 Cambridge Capital Management UK LLP CCM Program 1.99 2,000k 11/1/2012 48 UNISystems Research Inc. ODINET 2.05 10k 12/1/2012 47 Rosetta Capital Management Rosetta Trading Program 2.10 100k 4/1/2000 46 Eckhardt Trading Company Evolution Strategies 2.13 20,000k 8/1/1991 45 dormouse Limited dormouse - Managed Account 2.23 20,000k 7/1/2011 44 Angle Capital Management LLC AIP Program 2.24 100k 1/1/2010 43 Quantmetrics Capital Management LLP Directional 10V Strategy 2.25 10,000k 1/1/2007 42 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.34 1,000k 5/1/2006 41 LJM Partners LJM Moderately Aggressive Strategy 2.36 500k 4/1/2003 40 QTS Capital Management, LLC FX Managed Account 2.39 100k 1/1/2011 39 RAM Management Group MRTP Aggressive 2.39 1,000k 2/1/1998 38 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 2.42 1,000k 9/1/2011 37 Future Trade AG Thales Swing Trading Programme 2.43 250k 6/1/2007 36 Eckhardt Trading Company Evolution Strategies 1.2X 2.48 10,000k 10/1/1991 35 Emil van Essen EvE Systematic Global Opportunities 2.62 1,000k 9/1/2007 34 Ancile Capital Management Global Markets Program 2.69 2,000k 4/1/2005 33 White Indian Trading Co. STAIRS (Client) 2.69 250k 5/1/2009 32 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.70 250k 5/1/2011 31 Three Rock Capital Management Global Macro Program 2.75 1,000k 1/1/2009 30 Pacific Capital Advisors Vanguard Program 2.86 100k 4/1/2007 29 Deep Field Capital AG SINGULARITY Fund 2.95 100k 9/1/2011 28 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.04 100k 10/1/2011 27 ITB Capital Advisors LLC ITB Time Value Trading Program 3.12 5,000k 1/1/2009 26 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 3.24 1,000k 7/1/2009 25 Strategic Capital Advisors LLC Multi-strategy Futures Program 3.26 3,000k 5/1/2010 24 Global AG LLC Global Ag LLC 3.35 1,000k 12/1/2008 23 Ansbacher Investment Management Market Neutral Put Skew Program 3.55 250k 1/1/1996 22 LJM Partners LJM Aggressive Strategy 3.60 500k 7/1/1998 21 Camkay Capital Management LLC Stock Indices Short-Term 3.88 100k 3/1/2012 20 Wharton Capital Management Wharton AG Futures Program 3.89 100k 9/1/2011 19 Alder Capital DAC Alder Global 20 3.90 250k 2/1/2001 18 Millburn Ridgefield Corporation Commodity Program 3.90 25,000k 3/1/2005 17 Clarke Capital Management Worldwide 3.92 250k 1/1/1996 16 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.13 100k 5/1/1999 15 Rosetta Capital Management Macro Program 4.16 50k 1/1/2009 14 Endeavour Capital LLP Endeavour Pembroke 4.20 2,000k 7/1/2007 13 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 4.32 1,000k 7/1/2007 12 Superfund Group Superfund Blue SPC Class A (EUR) 4.41 50k 4/1/2005 11 Keck Capital Management LLC The Keck Program 4.45 2,000k 12/1/2003 10 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.65 100k 11/1/1984 9 DUNN Capital Management D'Best Futures Fund, L.P. 4.71 100k 6/1/1994 8 Pacific Capital Advisors Agilis Program 4.92 100k 12/1/2012 7 Dendrich Ltd QEP 5.25 50k 12/1/2005 6 QQFund.com QQFund.com Alpha Beta Program 6.14 100k 9/1/2008 5 Whitmore Capital Management LLC Whitmore Capital LP 6.36 250k 6/1/2012 4 Insignia Managed Capital Epoch3 6.73 20k 7/1/2009 3 Superfund Group Superfund Blue SPC Class A (Gold) 7.75 50k 12/1/2007 2 Clarke Capital Management Global Magnum 9.42 100k 8/1/1997 1 Opus Futures LLC Advance Ag Futures Trading Program 10.28 100k 3/1/2011 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.