IASG CTA Index For June 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 Jun 2015 Min Inv Inception 302 Superfund Group Superfund Green Gold C (SPC) -15.92 100k 10/1/2005 301 DUNN Capital Management D'Best Futures Fund, L.P. -15.51 100k 6/1/1994 300 Keck Capital Management LLC The Keck Program -15.20 2,000k 12/1/2003 299 Superfund Group Superfund Green Master -14.59 2,000k 5/1/2001 298 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -14.52 4,000k 2/1/2011 297 QQFund.com QQFund.com Alpha Beta Program -14.02 100k 9/1/2008 296 Angle Capital Management LLC AIP Program -13.83 100k 1/1/2010 295 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -12.76 25k 1/1/2011 294 Superfund Group Superfund Green Gold B (SPC) -12.47 50k 10/1/2005 293 Kelly Angle Inc. Genesis Program -12.29 2,000k 4/1/2000 292 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -11.47 50k 7/1/2011 291 Neural Capital Ltd Sentinel Trading Program -11.18 2,000k 1/1/2006 290 White Indian Trading Co. SCS Program (Client) -11.07 250k 2/1/2011 289 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.72 100k 11/1/1984 288 Whitmore Capital Management LLC Whitmore Capital LP -10.30 250k 6/1/2012 287 Amplitude Capital International Limited Klassik Strategy -9.86 1,000k 9/1/2009 286 Purple Valley Capital, Inc. Diversified Trend 1 -9.48 100k 8/1/2008 285 Superfund Group Superfund Green L.P. Series B -9.47 5k 10/1/2002 284 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -9.35 50,000k 4/1/1983 283 Drury Capital Diversified Trend-Following Program -9.26 5,000k 5/1/1997 282 Tactical Investment Management Tactical Institutional Commodity Program -9.09 10,000k 4/1/1993 281 Superfund Group Superfund Green Gold A (SPC) -8.98 5k 10/1/2005 280 John Locke Investments Cyril Systematic Program -8.90 8,000k 7/1/2000 279 County Cork LLC RLA I -8.82 500k 1/1/2009 278 Claughton Capital ARP Institutional Program -8.76 1,000k 10/1/2005 277 QCM Alpha Financials Program -8.51 10,000k 6/1/2012 276 QCM Global Diversified Programme -7.90 500k 12/1/1995 275 Superfund Group Superfund Green Q-AG -7.60 2k 3/1/1996 274 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.58 100k 1/1/2005 273 Alee Capital Management, LLC Mistral Program -7.56 2,500k 1/1/1999 272 C-View Limited Currency Managed Account Program -7.27 5,000k 10/1/1996 271 Hawksbill Capital Management Global Diversified -7.05 5,000k 11/1/1988 270 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.02 0k 11/1/1996 269 Qbasis Invest Futures Fund B -7.00 100k 3/1/2009 268 Qbasis Invest Futures Fund A -6.95 100k 4/1/2008 267 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -6.87 50k 10/1/2011 266 Molinero Capital Management LLP Global Markets Program -6.60 2,000k 7/1/2005 265 ISAM ISAM Systematic Trend Fund -6.51 1,000k 6/1/2001 264 Eclipse Capital Management Global Monetary -6.48 5,000k 8/1/1990 263 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -6.35 100k 7/1/2011 262 ALFAKRAFT ALFA Commodity Fund -6.30 16k 6/1/2010 261 Superfund Group Superfund Green L.P. Series A -6.23 5k 10/1/2002 260 Welton Investment Partners Welton Global -6.22 10,000k 6/1/2004 259 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -6.13 1k 6/1/2009 258 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.07 100k 5/1/1999 257 Conquest Capital Group Conquest Macro -6.01 250k 5/1/1999 256 Transtrend B.V. DTP – Enhanced Risk (JPY) -5.87 10,000k 8/1/2004 255 Clarke Capital Management Jupiter -5.83 3,000k 5/1/2005 254 Transtrend B.V. DTP – Enhanced Risk (USD) -5.63 10,000k 1/1/1995 253 Vivienne Investissement OUESSANT UCITS FUND (A) -5.61 100k 5/1/2012 252 Transtrend B.V. DTP – Enhanced Risk (EUR) -5.59 10,000k 8/1/1999 251 Eckhardt Trading Company Evolution Strategies 1.2X -5.54 10,000k 10/1/1991 250 Rotella Capital Management Rotella Polaris Program (Diversified) -5.41 10,000k 1/1/1991 249 Conquest Capital Group Conquest Select -5.39 250k 6/1/2004 248 QMS Capital Management LP QMS Diversified Global Macro Strategy -5.25 5,000k 6/1/2010 247 Dominion Capital Sapphire Program -5.17 3,000k 5/1/2005 246 Dreiss Research Corporation Diversified Program -5.16 1,000k 5/1/1991 245 Tlaloc Capital LLC Grains Program -5.12 1,000k 4/1/2010 244 HB Capital Management Inc. Diversified Program -5.12 50k 3/1/2008 243 Eagle Trading Systems Inc. Eagle Quantitative Macro -5.07 10,000k 10/1/2006 242 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -5.06 4,000k 11/1/2008 241 Eckhardt Trading Company Evolution Strategies -4.82 20,000k 8/1/1991 240 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.61 100k 10/1/2009 239 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.59 5,000k 12/1/2010 238 EMC Capital Advisors, LLC Classic -4.58 5,000k 1/1/1985 237 Estlander & Partners Alpha Trend II - Class P -4.56 100k 12/1/2008 236 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -4.56 1,500k 7/1/2005 235 Wimmer Horizon LLP Managed Account -4.50 5,000k 5/1/2005 234 Protec Energy Partners LLC ET1 -4.41 500k 4/1/2010 233 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.39 100k 3/1/2003 232 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -4.29 1,000k 7/1/2009 231 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -4.14 10,000k 4/1/2004 230 Alder Capital DAC Alder Global 20 -4.10 250k 2/1/2001 229 Romanesco Capital Management B.V Persistence Program -4.06 5,000k 9/1/2005 228 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.05 10k 7/1/2005 227 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.04 1,000k 3/1/2003 226 Quantica Capital AG Quantica Managed Futures -4.00 5,000k 1/1/2005 225 Turning Wheel Capital, Inc. Pure Alpha Aggressive -3.99 5,000k 1/1/2012 224 Three Rock Capital Management Global Macro Program -3.98 1,000k 1/1/2009 223 JKI-Futures, LLC ETIRON Large 2x (Client) -3.86 1,000k 8/1/2012 222 Transtrend B.V. DTP – Standard Risk (EUR) -3.84 10,000k 2/1/1999 221 White Indian Trading Co. STAIRS (Client) -3.84 250k 5/1/2009 220 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.80 1,000k 10/1/2006 219 Eagle Trading Systems Inc. Eagle Global Financials -3.76 10,000k 1/1/1996 218 RAM Management Group MRTP Aggressive -3.76 1,000k 2/1/1998 217 Ancile Capital Management Global Markets Program -3.66 2,000k 4/1/2005 216 Vision Capital Management Global Futures -3.63 500k 2/1/2012 215 Abraham Investment Management Formula 72 H -3.54 150k 8/1/2012 214 FORT LP Fort Global Diversified -3.53 2,000k 10/1/1993 213 Sona Trading Strategies LLC. Diversified Program -3.50 1,000k 9/1/2006 212 Crabel Capital Management Crabel Multi-Product -3.47 1,000k 3/1/1998 211 Saxon Investment Corporation Aggressive Diversified Program -3.38 2,000k 11/1/1993 210 Rabar Market Research Diversified Program -3.36 2,000k 1/1/1989 209 Clarke Capital Management Worldwide -3.33 250k 1/1/1996 208 NuWave Investment Management, LLC NuWave Investment Partners LP -3.29 250k 6/1/2001 207 Red Rock Capital, LLC Systematic Global Macro -3.25 500k 9/1/2003 206 IDS Capital IDS F&F Systematic Trading -3.22 50k 7/1/2013 205 NuWave Investment Management, LLC Combined Futures Portfolio -3.20 5,000k 6/1/2001 204 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.16 1k 10/1/2006 203 Alee Capital Management, LLC Poniente Program -3.10 2,500k 1/1/1999 202 Rotella Capital Management Rotella Orion (Short-Term) Program -3.09 10,000k 3/1/2006 201 Millburn Ridgefield Corporation Diversified Program -3.08 20,000k 2/1/1977 200 Paramount Capital Management LLC Commodity Trading Program -3.07 100k 7/1/2008 199 AI1 CTA Euro Invest AI1 CTA Euro Invest -3.05 125k 5/1/2010 198 Millburn Ridgefield Corporation Multi-Markets Program -2.96 25,000k 10/1/2004 197 Opus Futures LLC Advance Ag Futures Trading Program -2.83 100k 3/1/2011 196 C-View Limited Emerging & Minor Currency Program -2.82 5,000k 4/1/2008 195 SCT Capital Management The Adaptive Quant Trading (AQT) Program -2.81 10,000k 8/1/2009 194 Clarke Capital Management FX Plus -2.68 1,000k 5/1/2004 193 Crabel Capital Management WPD Crabel Futures Program -2.66 1,000k 7/1/2008 192 Briarwood Capital Management, Inc. Diversified 2XL -2.60 250k 11/1/2004 191 Estlander & Partners Freedom -2.58 20,000k 8/1/2010 190 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund -2.53 25k 4/1/1991 189 Candriam Investor Group Alternative Return Systemat -2.50 125k 1/1/2007 188 Insignia Managed Capital Medallion -2.47 50k 2/1/2009 187 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program -2.44 1,000k 10/1/1996 186 Robust Methods LLC Macro Managed Account -2.40 5,000k 1/1/2005 185 Seven Capital Management Seven Absolute Return -2.40 100k 6/1/2009 184 Global Advisory Partners Zurich LLC International Algo Trading -2.39 50k 10/1/2009 183 Wavefront Global Asset Management IMFC Global Investment Program -2.37 2,000k 2/1/2007 182 FORT LP Fort Global Contrarian -2.34 2,000k 10/1/2002 181 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.22 100k 1/1/2000 180 Trigon Investment Advisors, LLC Discretionary Macro Program -2.22 10,000k 8/1/2007 179 Chesapeake Capital Diversified (LV) -2.21 100k 2/1/1988 178 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.17 250k 5/1/2011 177 Garraway Capital Management LLP Garraway Financial Trends -2.13 100k 9/1/2012 176 Mondiale Asset Management Mondiale Trading Program -2.05 0k 9/1/1997 175 Mobius Asset Management Custom Trading Program -2.00 100k 1/1/2002 174 Novus Investments, LLC Novus Precious Commodities -1.95 200k 1/1/2007 173 Southwest Managed Investments, LLC Global Diversified -1.94 200k 1/1/2002 172 Wavefront Global Asset Management IMFC Global Concentrated -1.94 500k 4/1/2009 171 Hyman Beck and Company Global Portfolio -1.92 1,000k 3/1/1991 170 IStar Capital B.V. IStar Systematic Fund -1.92 1,000k 9/1/2011 169 Auctos Capital Management Auctos Global Diversified -1.91 3,000k 11/1/2007 168 Cambridge Capital Management UK LLP CCM Program -1.87 2,000k 11/1/2012 167 Auspice Capital Advisors Ltd Auspice Diversified Program -1.84 1,500k 4/1/2006 166 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.84 1,000k 3/1/1998 165 Mark J. Walsh Company Standard Program -1.80 2,000k 9/1/1985 164 Gladius Asset Management Fulham Program -1.76 2,000k 1/1/2008 163 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.75 100k 8/1/2009 162 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.73 1,000k 3/1/2003 161 Goldman Management, Inc Stock Index Futures -1.68 450k 1/1/2012 160 ROW Asset Managment Row Diversified Fund, L.P. -1.65 1,000k 11/1/2011 159 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.65 3,000k 5/1/2010 158 Sandpiper Asset Management Sandpiper Global Macro Program -1.65 1,000k 8/1/2012 157 Saxon Investment Corporation Diversified Program -1.55 3,000k 9/1/1988 156 QERI LLC QERI LLC Fundamental Commodity Strategy -1.55 2,000k 7/1/2012 155 IKOS IKOS FX Fund -1.54 1,000k 3/1/2008 154 Emil van Essen EvE Systematic Global Opportunities -1.51 1,000k 9/1/2007 153 ROW Asset Managment Row Currency Program -1.51 1,000k 11/1/2010 152 Witter & Lester, Inc. Stock Index Futures Trading Program -1.48 400k 1/1/1988 151 Clarke Capital Management Millennium -1.48 1,000k 1/1/1998 150 Zoi Capital, LLC Telio Program (Client) -1.47 200k 4/1/2010 149 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.46 10,000k 2/1/2008 148 ALFAKRAFT ALFA Edge Fund -1.44 16k 12/1/2011 147 Quantmetrics Capital Management LLP Directional 10V Strategy -1.43 10,000k 1/1/2007 146 Estlander & Partners Alpha Trend -1.39 30,000k 10/1/1991 145 Mehnert Capital Management, LLC DTP (Client) -1.39 1,000k 3/1/2012 144 3D S&P Program (Client) -1.28 100k 11/1/2010 143 AIS Capital Management, L.P. MAAP (3x-6x) Composite -1.26 2,000k 7/1/1992 142 Turning Wheel Capital, Inc. Pure Alpha -1.26 10,000k 1/1/2012 141 RAM Management Group RAM MRTP 1X-Conservative -1.24 1,000k 9/1/1993 140 M.S. Capital Management Global Diversified Program -1.14 2,000k 11/1/1998 139 Rhicon Currency Management Rhicon Strategic Program -1.08 500k 1/1/2004 138 Ansbacher Investment Management Market Neutral Put Skew Program -1.06 250k 1/1/1996 137 Metolius Capital LLC Metolius Diversified -1.05 100k 6/1/2010 136 Melissinos Trading Eupatrid Global Trends -1.04 50k 1/1/2011 135 MERIT Alternative Investments GmbH Futures Portfolio -1.02 2,000k 6/1/1998 134 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.01 200k 11/1/1999 133 Typhon Capital Management, LLC Plutus Grain Strategy -0.98 250k 4/1/2008 132 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.97 1/1/1989 131 Kottke Associates MV Program -0.96 1,000k 8/1/2010 130 Trigon Investment Advisors, LLC Foreign Exchange Program -0.91 5,000k 8/1/2000 129 AIS Capital Management, L.P. MAAP (2x-4x) Composite -0.89 3,000k 10/1/1992 128 John Locke Investments JL Commodity Long Flat Program -0.88 5,000k 12/1/2007 127 Certeza Asset Management Macro Vega -0.88 1,000k 1/1/2012 126 Briarwood Capital Management, Inc. Diversified Trading Program -0.87 3,000k 7/1/2001 125 Orgone Commodity Management LLC Orgone AG 1 -0.85 250k 9/1/2011 124 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.75 1,000k 5/1/2006 123 Mobius Asset Management Diversified Program -0.75 250k 3/1/2004 122 HPX Financial LLC HPX Ag Program -0.75 100k 11/1/2011 121 IKOS IKOS Futures Fund -0.72 1,000k 2/1/2010 120 Four Seasons Commodities Corp Hawkeye Spread Program -0.70 500k 3/1/2005 119 HPX Financial LLC HPX Old School Program -0.70 200k 6/1/2006 118 Diamond Capital Management Enhanced S&P Program -0.64 100k 10/1/2009 117 Demeter Capital Management Livestock & Grain Trading Program -0.64 50k 3/1/2010 116 Vergho Asset Management LLC Kinematics -0.63 1,000k 11/1/2008 115 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.61 10,000k 2/1/2006 114 Adamah Capital LLC Asset Allocator Program -0.60 50k 3/1/2011 113 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.53 500k 8/1/2012 112 Four Seasons Commodities Corp Lone Star Program -0.50 300k 1/1/2005 111 OptHedge Advisors LLC Diversified Options & Futures Program -0.48 250k 10/1/2008 110 Pacific Capital Advisors Vanguard Program -0.48 100k 4/1/2007 109 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.44 6/1/2012 108 Jaguar Investments Ltd Ultro Capital Strategy -0.40 1,000k 1/1/2012 107 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -0.39 250k 1/1/2009 106 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.38 250k 10/1/2011 105 Manning & Napier MN Xenon Global Fixed Income (2x) Program -0.37 1,000k 5/1/2010 104 3D Bull Program (Client) -0.33 10k 11/1/2010 103 Deep Field Capital AG SINGULARITY Fund -0.28 100k 9/1/2011 102 Mobius Asset Management Energy Weighted Program -0.27 250k 1/1/2005 101 Jaguar Investments Ltd Vario Capital Strategy -0.26 1,000k 5/1/2016 100 Emil van Essen Spread Trading Program -0.25 5,000k 12/1/2006 99 Parizek Capital Futures Trading Program -0.24 500k 4/1/2000 98 Manning & Napier MN Xenon Managed Futures (2x) Program -0.19 5,000k 6/1/2006 97 3D Intraday Program (Client) -0.18 100k 2/1/2012 96 Superfund Group Superfund Blue SPC Class A (Gold) -0.15 50k 12/1/2007 95 Clarke Capital Management Global Magnum -0.12 100k 8/1/1997 94 Clarke Capital Management Global Basic -0.12 50k 2/1/1996 93 Red Oak Commodity Advisors Investment Program -0.10 5,000k 12/1/1989 92 1OAK Capital Limited ACORN Commodity -0.10 5,000k 5/1/2012 91 Manning & Napier MN Xenon Global Fixed Income Program -0.07 2,000k 8/1/2004 90 Cauldron Investments, LLC Stock Index Plus -0.06 1,000k 10/1/2009 89 Greenwave Capital Management Greenwave Flagship -0.05 10,000k 6/1/2008 88 KMJ Investments KMJ Investments 0.00 1,000k 8/1/1994 87 Double Helix Capital Management Double Helix 0.01 50k 1/1/2012 86 Kottke Associates Stockton Fundamental Ag 0.03 500k 1/1/2006 85 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.03 1,000k 1/1/2005 84 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.05 1,000k 1/1/2006 83 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.07 250k 10/1/2009 82 Tanyard Creek Capital Livestock Program 0.09 200k 6/1/2008 81 Schindler Capital Management, LLC Dairy Advantage Program 0.11 400k 8/1/2005 80 Principle Capital Management LLC Principle Commodity Futures (Prop) 0.11 100k 5/1/2010 79 Esulep LLC MAX Esulep LLC MAX 0.12 500k 5/1/2008 78 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.13 1,000k 1/1/1999 77 Abraham Trading Company Diversified Program 0.18 10,000k 1/1/1988 76 Kottke Associates Lark - Cattle Program 0.24 500k 2/1/2008 75 NickJen Capital Management & Consultants LLC NRD-1 0.29 1,000k 4/1/2008 74 Witter & Lester, Inc. Redstone 0.30 500k 9/1/1994 73 Jaguar Investments Ltd Aegir Capital Strategy 0.33 1,000k 1/1/2012 72 R Best LLC R Best Private Client Program 0.43 50k 2/1/2010 71 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.43 250k 3/1/2010 70 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.43 100k 2/1/2010 69 Fenja Fund Multi Strategy Ltd. Fenja Fund Multi Strategy Ltd. 0.44 50k 10/1/2010 68 Strategic Capital Advisors LLC Contrarian 500 0.46 500k 12/1/2003 67 Futures Truth Company, FTC-CTA MS4 0.48 250k 10/1/2007 66 Somers Brothers Capital Diversified Futures Program #1 0.49 100k 1/1/2005 65 dormouse Limited dormouse - Managed Account 0.51 20,000k 7/1/2011 64 Stenger Capital Management, LLC Diversified Trading Program 0.53 200k 4/1/2010 63 ALFAKRAFT ALFA Rubicon Fund 0.53 16k 8/1/2011 62 Systematic Alpha Management Systematic Alpha Futures Program 0.54 100k 6/1/2004 61 M6 Capital Management LLC Standard Program 0.54 300k 7/1/2005 60 Intex Capital Covered Options Program 0.65 50k 1/1/2012 59 LJM Partners LJM Preservation & Growth Strategy 0.67 250k 5/1/2006 58 Revolution Capital Management Mosaic Institutional Program 0.68 25,000k 9/1/2009 57 Endeavour Capital LLP Endeavour Pembroke 0.70 2,000k 7/1/2007 56 Insignia Managed Capital Epoch3 0.78 20k 7/1/2009 55 White Indian Trading Co. STAIRS - Futures Program (Client) 0.80 250k 10/1/2008 54 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.83 10,000k 5/1/2009 53 Quantmetrics Capital Management LLP Premier 12V Strategy 0.84 10,000k 4/1/2003 52 LJM Partners LJM Moderately Aggressive Strategy 0.89 500k 4/1/2003 51 Global AG LLC Global Ag LLC 0.94 1,000k 12/1/2008 50 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.94 1,000k 9/1/1997 49 QCAM Currency Asset Management AG QCAM v-Pro 0.96 1,000k 7/1/2007 48 Covenant Capital Management Original Program 0.98 5,000k 9/1/1999 47 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.98 100k 8/1/2011 46 Covenant Capital Management Aggressive Program 1.00 3,000k 2/1/2004 45 Millburn Ridgefield Corporation Commodity Program 1.08 25,000k 3/1/2005 44 Crescent Bay Capital Management Premium Stock Index Program 1.23 10k 10/1/2005 43 Non Correlated Capital Positive Theta Fund 1.29 50k 10/1/2007 42 Non Correlated Capital Positive Theta Program 1.30 250k 10/1/2007 41 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 1.30 500k 8/1/2010 40 Global Sigma Group, LLC AGSF 1.33 3,000k 4/1/2013 39 UNISystems Research Inc. ODINET 1.37 10k 12/1/2012 38 Kinkopf Capital Management KCM S&P (Proprietary) 1.37 100k 1/1/1999 37 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.39 100k 10/1/2011 36 Pinstripe Trading, LLC Standard 1.46 125k 8/1/2009 35 LJM Partners LJM Aggressive Strategy 1.47 500k 7/1/1998 34 Typhon Capital Management, LLC Chiron Currency Program 1.51 250k 2/1/2008 33 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.61 50k 9/1/2009 32 Warrington Asset Management Warrington Strategic Program 1.74 50k 1/1/1997 31 White River Group Diversified Option Writing Strategy 1.88 20k 11/1/2008 30 Wharton Capital Management Wharton AG Futures Program 1.92 100k 9/1/2011 29 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 1.96 1,000k 7/1/2007 28 GT CAPITAL CTA GT CAPITAL CTA 2.02 150k 6/1/2009 27 Camkay Capital Management LLC Stock Indices Short-Term 2.07 100k 3/1/2012 26 Bluenose Capital Management, LLC BNC BI 2.31 30k 10/1/2008 25 Diversified Capital Management Diversified Strategies Investment Fund 2.34 100k 11/1/2012 24 GIC Trading LLC Global Diversified Trading Program 2.34 500k 11/1/1998 23 ITB Capital Advisors LLC ITB Time Value Trading Program 2.41 5,000k 1/1/2009 22 White River Group Stock Index Option Writing Strategy 2.48 10k 11/1/2008 21 Range Wise Investment Program 2.55 250k 2/1/1991 20 Tianyou Asset Management, LLC Tianyou Fund LP 2.60 100k 10/1/2012 19 Bluenose Capital Management, LLC BNC EI 2.63 15k 7/1/2010 18 Future Trade AG Thales Swing Trading Programme 2.85 250k 6/1/2007 17 Superfund Group Superfund Blue SPC Class A (EUR) 2.92 50k 4/1/2005 16 TMS Capital Limited Arktos Global Currency Program II 3.66 100k 2/1/2008 15 Quantitative Investment Management Quantitative Global Program 3.95 20,000k 10/1/2003 14 Rosetta Capital Management Rosetta Trading Program 4.17 100k 4/1/2000 13 Ring Capital Management LLC S&P E-Mini Select 4.77 100k 1/1/2012 12 Pacific Capital Advisors Agilis Program 5.60 100k 12/1/2012 11 Dendrich Ltd QEP 5.90 50k 12/1/2005 10 QTS Capital Management, LLC FX Managed Account 6.09 100k 1/1/2011 9 Revolution Capital Management Alpha Program 6.38 5,000k 6/1/2007 8 Typhon Capital Management, LLC Trevinci Liquid Ag Program 6.41 250k 2/1/2012 7 Revolution Capital Management Alpha Fund 6.73 50k 1/1/2005 6 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 6.89 1,000k 9/1/2011 5 Soaring Pelican, LLC Diversified S&P Program 7.50 100k 1/1/2011 4 Global Vista Advisors, LLC Global Vista Options ("GVO") 7.79 50k 10/1/2010 3 Bocken Trading LLC Discretionary Trading Program 8.80 100k 7/1/2011 2 Acuity Investment Management, LLC Diversified Futures Program 9.90 50k 8/1/2012 1 Rosetta Capital Management Macro Program 12.10 50k 1/1/2009 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.