IASG CTA Index For July 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 Jul 2015 Min Inv Inception 302 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -20.36 100k 7/1/2011 301 AIS Capital Management, L.P. MAAP (3x-6x) Composite -17.44 2,000k 7/1/1992 300 Superfund Group Superfund Blue SPC Class A (Gold) -11.96 50k 12/1/2007 299 AIS Capital Management, L.P. MAAP (2x-4x) Composite -11.83 3,000k 10/1/1992 298 JKI-Futures, LLC ETIRON Large 2x (Client) -11.47 1,000k 8/1/2012 297 Global Vista Advisors, LLC Global Vista Options ("GVO") -10.06 50k 10/1/2010 296 Covenant Capital Management Aggressive Program -9.66 3,000k 2/1/2004 295 Paramount Capital Management LLC Commodity Trading Program -9.40 100k 7/1/2008 294 RAM Management Group MRTP Aggressive -8.71 1,000k 2/1/1998 293 Manning & Napier MN Xenon Global Fixed Income (2x) Program -8.40 1,000k 5/1/2010 292 Insignia Managed Capital Epoch3 -8.24 20k 7/1/2009 291 Covenant Capital Management Original Program -7.95 5,000k 9/1/1999 290 Global AG LLC Global Ag LLC -7.71 1,000k 12/1/2008 289 Superfund Group Superfund Blue SPC Class A (EUR) -7.25 50k 4/1/2005 288 White Indian Trading Co. SCS Program (Client) -7.01 250k 2/1/2011 287 White River Group Diversified Option Writing Strategy -6.44 20k 11/1/2008 286 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -6.42 1,000k 9/1/1997 285 Bocken Trading LLC Discretionary Trading Program -6.17 100k 7/1/2011 284 HB Capital Management Inc. Diversified Program -5.93 50k 3/1/2008 283 Zoi Capital, LLC Telio Program (Client) -5.29 200k 4/1/2010 282 Auspice Capital Advisors Ltd Auspice Diversified Program -4.36 1,500k 4/1/2006 281 Robust Methods LLC Macro Managed Account -4.30 5,000k 1/1/2005 280 Parizek Capital Futures Trading Program -4.22 500k 4/1/2000 279 Rotella Capital Management Rotella Orion (Short-Term) Program -3.84 10,000k 3/1/2006 278 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.79 5,000k 12/1/2010 277 John Locke Investments JL Commodity Long Flat Program -3.76 5,000k 12/1/2007 276 Manning & Napier MN Xenon Global Fixed Income Program -3.75 2,000k 8/1/2004 275 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.34 1/1/1989 274 Typhon Capital Management, LLC Trevinci Liquid Ag Program -3.33 250k 2/1/2012 273 Saxon Investment Corporation Aggressive Diversified Program -3.32 2,000k 11/1/1993 272 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.29 200k 11/1/1999 271 Somers Brothers Capital Diversified Futures Program #1 -3.06 100k 1/1/2005 270 Trigon Investment Advisors, LLC Foreign Exchange Program -3.04 5,000k 8/1/2000 269 Revolution Capital Management Mosaic Institutional Program -3.01 25,000k 9/1/2009 268 RAM Management Group RAM MRTP 1X-Conservative -2.94 1,000k 9/1/1993 267 Qbasis Invest Futures Fund A -2.92 100k 4/1/2008 266 ALFAKRAFT ALFA Edge Fund -2.92 16k 12/1/2011 265 Qbasis Invest Futures Fund B -2.73 100k 3/1/2009 264 ALFAKRAFT ALFA Rubicon Fund -2.58 16k 8/1/2011 263 AI1 CTA Euro Invest AI1 CTA Euro Invest -2.57 125k 5/1/2010 262 Superfund Group Superfund Green Gold A (SPC) -2.57 5k 10/1/2005 261 Soaring Pelican, LLC Diversified S&P Program -2.57 100k 1/1/2011 260 Clarke Capital Management FX Plus -2.56 1,000k 5/1/2004 259 Whitmore Capital Management LLC Whitmore Capital LP -2.55 250k 6/1/2012 258 Revolution Capital Management Alpha Fund -2.51 50k 1/1/2005 257 Revolution Capital Management Alpha Program -2.50 5,000k 6/1/2007 256 QTS Capital Management, LLC FX Managed Account -2.27 100k 1/1/2011 255 Romanesco Capital Management B.V Persistence Program -2.21 5,000k 9/1/2005 254 Manning & Napier MN Xenon Managed Futures (2x) Program -2.13 5,000k 6/1/2006 253 Vergho Asset Management LLC Kinematics -2.05 1,000k 11/1/2008 252 Rosetta Capital Management Rosetta Trading Program -1.99 100k 4/1/2000 251 Range Wise Investment Program -1.82 250k 2/1/1991 250 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -1.79 10,000k 5/1/2009 249 C-View Limited Currency Managed Account Program -1.73 5,000k 10/1/1996 248 Non Correlated Capital Positive Theta Fund -1.60 50k 10/1/2007 247 Four Seasons Commodities Corp Lone Star Program -1.57 300k 1/1/2005 246 Non Correlated Capital Positive Theta Program -1.56 250k 10/1/2007 245 Eagle Trading Systems Inc. Eagle Global Financials -1.55 10,000k 1/1/1996 244 Systematic Alpha Management Systematic Alpha Futures Program -1.52 100k 6/1/2004 243 Saxon Investment Corporation Diversified Program -1.52 3,000k 9/1/1988 242 Rosetta Capital Management Macro Program -1.48 50k 1/1/2009 241 Quantitative Investment Management Quantitative Global Program -1.46 20,000k 10/1/2003 240 Four Seasons Commodities Corp Hawkeye Spread Program -1.43 500k 3/1/2005 239 TMS Capital Limited Arktos Global Currency Program II -1.35 100k 2/1/2008 238 Seven Capital Management Seven Absolute Return -1.34 100k 6/1/2009 237 Novus Investments, LLC Novus Precious Commodities -1.30 200k 1/1/2007 236 Typhon Capital Management, LLC Chiron Currency Program -1.23 250k 2/1/2008 235 Red Oak Commodity Advisors Investment Program -1.15 5,000k 12/1/1989 234 Mobius Asset Management Custom Trading Program -1.00 100k 1/1/2002 233 IKOS IKOS Futures Fund -0.99 1,000k 2/1/2010 232 Mobius Asset Management Diversified Program -0.95 250k 3/1/2004 231 Vision Capital Management Global Futures -0.82 500k 2/1/2012 230 Quantica Capital AG Quantica Managed Futures -0.80 5,000k 1/1/2005 229 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.78 100k 8/1/2009 228 Briarwood Capital Management, Inc. Diversified Trading Program -0.75 3,000k 7/1/2001 227 Sona Trading Strategies LLC. Diversified Program -0.74 1,000k 9/1/2006 226 3D S&P Program (Client) -0.71 100k 11/1/2010 225 Alee Capital Management, LLC Mistral Program -0.66 2,500k 1/1/1999 224 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.63 1,000k 10/1/2006 223 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.62 1,000k 3/1/2003 222 Demeter Capital Management Livestock & Grain Trading Program -0.62 50k 3/1/2010 221 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund -0.61 25k 4/1/1991 220 Futures Truth Company, FTC-CTA MS4 -0.60 250k 10/1/2007 219 Emil van Essen Spread Trading Program -0.55 5,000k 12/1/2006 218 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.55 100k 1/1/2000 217 Gladius Asset Management Fulham Program -0.54 2,000k 1/1/2008 216 IStar Capital B.V. IStar Systematic Fund -0.49 1,000k 9/1/2011 215 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.47 1,000k 1/1/2006 214 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.37 100k 2/1/2010 213 Mobius Asset Management Energy Weighted Program -0.35 250k 1/1/2005 212 C-View Limited Emerging & Minor Currency Program -0.31 5,000k 4/1/2008 211 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.30 1,000k 3/1/1998 210 Briarwood Capital Management, Inc. Diversified 2XL -0.25 250k 11/1/2004 209 Mark J. Walsh Company Standard Program -0.23 2,000k 9/1/1985 208 Clarke Capital Management Global Basic -0.23 50k 2/1/1996 207 Ancile Capital Management Global Markets Program -0.23 2,000k 4/1/2005 206 Schindler Capital Management, LLC Dairy Advantage Program -0.18 400k 8/1/2005 205 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 204 Three Rock Capital Management Global Macro Program -0.17 1,000k 1/1/2009 203 Emil van Essen EvE Systematic Global Opportunities -0.17 1,000k 9/1/2007 202 Quantmetrics Capital Management LLP Premier 12V Strategy -0.14 10,000k 4/1/2003 201 Kottke Associates Stockton Fundamental Ag -0.14 500k 1/1/2006 200 3D Bull Program (Client) -0.13 10k 11/1/2010 199 Crescent Bay Capital Management Premium Stock Index Program -0.11 10k 10/1/2005 198 Jaguar Investments Ltd Ultro Capital Strategy -0.10 1,000k 1/1/2012 197 Jaguar Investments Ltd Vario Capital Strategy -0.03 1,000k 5/1/2016 196 Superfund Group Superfund Green Gold B (SPC) -0.03 50k 10/1/2005 195 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.00 1,000k 1/1/2005 193 Claughton Capital ARP Institutional Program 0.00 1,000k 10/1/2005 194 KMJ Investments KMJ Investments 0.00 1,000k 8/1/1994 192 ROW Asset Managment Row Currency Program 0.02 1,000k 11/1/2010 191 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.07 100k 8/1/2011 190 Rabar Market Research Diversified Program 0.08 2,000k 1/1/1989 189 Global Advisory Partners Zurich LLC International Algo Trading 0.10 50k 10/1/2009 188 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.12 50k 9/1/2009 187 Stenger Capital Management, LLC Diversified Trading Program 0.13 200k 4/1/2010 186 QERI LLC QERI LLC Fundamental Commodity Strategy 0.13 2,000k 7/1/2012 185 Metolius Capital LLC Metolius Diversified 0.14 100k 6/1/2010 184 Greenwave Capital Management Greenwave Flagship 0.18 10,000k 6/1/2008 183 Eckhardt Trading Company Evolution Strategies 0.22 20,000k 8/1/1991 182 Fenja Fund Multi Strategy Ltd. Fenja Fund Multi Strategy Ltd. 0.34 50k 10/1/2010 181 Cambridge Capital Management UK LLP CCM Program 0.35 2,000k 11/1/2012 180 Witter & Lester, Inc. Redstone 0.37 500k 9/1/1994 179 IKOS IKOS FX Fund 0.40 1,000k 3/1/2008 178 Eckhardt Trading Company Evolution Strategies 1.2X 0.41 10,000k 10/1/1991 177 OptHedge Advisors LLC Diversified Options & Futures Program 0.45 250k 10/1/2008 176 Red Rock Capital, LLC Systematic Global Macro 0.45 500k 9/1/2003 175 Auctos Capital Management Auctos Global Diversified 0.46 3,000k 11/1/2007 174 1OAK Capital Limited ACORN Commodity 0.47 5,000k 5/1/2012 173 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 0.47 1,000k 9/1/2011 172 Melissinos Trading Eupatrid Global Trends 0.49 50k 1/1/2011 171 Eagle Trading Systems Inc. Eagle Quantitative Macro 0.50 10,000k 10/1/2006 170 Crabel Capital Management WPD Crabel Futures Program 0.51 1,000k 7/1/2008 169 QCAM Currency Asset Management AG QCAM v-Pro 0.52 1,000k 7/1/2007 168 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.63 1,000k 1/1/1999 167 Conquest Capital Group Conquest Select 0.64 250k 6/1/2004 166 Dominion Capital Sapphire Program 0.64 3,000k 5/1/2005 165 Turning Wheel Capital, Inc. Pure Alpha 0.67 10,000k 1/1/2012 164 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.70 500k 8/1/2010 163 Future Trade AG Thales Swing Trading Programme 0.70 250k 6/1/2007 162 Witter & Lester, Inc. Stock Index Futures Trading Program 0.77 400k 1/1/1988 161 Rhicon Currency Management Rhicon Strategic Program 0.82 500k 1/1/2004 160 GT CAPITAL CTA GT CAPITAL CTA 0.88 150k 6/1/2009 159 White Indian Trading Co. STAIRS (Client) 0.90 250k 5/1/2009 158 3D Intraday Program (Client) 0.97 100k 2/1/2012 157 FORT LP Fort Global Diversified 1.00 2,000k 10/1/1993 156 Certeza Asset Management Macro Vega 1.01 1,000k 1/1/2012 155 Crabel Capital Management Crabel Multi-Product 1.03 1,000k 3/1/1998 154 Global Sigma Group, LLC AGSF 1.03 3,000k 4/1/2013 153 Tlaloc Capital LLC Grains Program 1.04 1,000k 4/1/2010 152 M6 Capital Management LLC Standard Program 1.06 300k 7/1/2005 151 GIC Trading LLC Global Diversified Trading Program 1.07 500k 11/1/1998 150 Garraway Capital Management LLP Garraway Financial Trends 1.11 100k 9/1/2012 149 NickJen Capital Management & Consultants LLC NRD-1 1.12 1,000k 4/1/2008 148 Camkay Capital Management LLC Stock Indices Short-Term 1.13 100k 3/1/2012 147 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 1.16 250k 1/1/2009 146 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.17 10,000k 8/1/2009 145 Mehnert Capital Management, LLC DTP (Client) 1.22 1,000k 3/1/2012 144 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 1.25 1,000k 7/1/2007 143 Third Street Ag Investments, LLC Fundamental Discretionary Ag 1.25 500k 8/1/2012 142 Abraham Trading Company Diversified Program 1.26 10,000k 1/1/1988 141 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.26 4,000k 11/1/2008 140 Amplitude Capital International Limited Klassik Strategy 1.31 1,000k 9/1/2009 139 MERIT Alternative Investments GmbH Futures Portfolio 1.35 2,000k 6/1/1998 138 FORT LP Fort Global Contrarian 1.35 2,000k 10/1/2002 137 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.45 1k 10/1/2006 136 Kinkopf Capital Management KCM S&P (Proprietary) 1.46 100k 1/1/1999 135 Kottke Associates Lark - Cattle Program 1.47 500k 2/1/2008 134 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.48 1,000k 5/1/2006 133 ITB Capital Advisors LLC ITB Time Value Trading Program 1.49 5,000k 1/1/2009 132 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.58 5,000k 6/1/2010 131 Wavefront Global Asset Management IMFC Global Concentrated 1.61 500k 4/1/2009 130 Alee Capital Management, LLC Poniente Program 1.61 2,500k 1/1/1999 129 Quantmetrics Capital Management LLP Directional 10V Strategy 1.64 10,000k 1/1/2007 128 Goldman Management, Inc Stock Index Futures 1.65 450k 1/1/2012 127 Trigon Investment Advisors, LLC Discretionary Macro Program 1.69 10,000k 8/1/2007 126 HPX Financial LLC HPX Ag Program 1.69 100k 11/1/2011 125 HPX Financial LLC HPX Old School Program 1.70 200k 6/1/2006 124 ROW Asset Managment Row Diversified Fund, L.P. 1.73 1,000k 11/1/2011 123 Superfund Group Superfund Green L.P. Series A 1.75 5k 10/1/2002 122 Principle Capital Management LLC Principle Commodity Futures (Prop) 1.75 100k 5/1/2010 121 Diamond Capital Management Enhanced S&P Program 1.76 100k 10/1/2009 120 Wharton Capital Management Wharton AG Futures Program 1.78 100k 9/1/2011 119 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 1.79 6/1/2012 118 Estlander & Partners Freedom 1.81 20,000k 8/1/2010 117 Conquest Capital Group Conquest Macro 1.82 250k 5/1/1999 116 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.82 100k 1/1/2005 115 White River Group Stock Index Option Writing Strategy 1.87 10k 11/1/2008 114 Turning Wheel Capital, Inc. Pure Alpha Aggressive 1.90 5,000k 1/1/2012 113 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.97 3,000k 5/1/2010 112 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.00 250k 10/1/2011 111 Pacific Capital Advisors Vanguard Program 2.03 100k 4/1/2007 110 County Cork LLC RLA I 2.05 500k 1/1/2009 109 M.S. Capital Management Global Diversified Program 2.07 2,000k 11/1/1998 108 Bluenose Capital Management, LLC BNC BI 2.10 30k 10/1/2008 107 Vivienne Investissement OUESSANT UCITS FUND (A) 2.11 100k 5/1/2012 106 Esulep LLC MAX Esulep LLC MAX 2.12 500k 5/1/2008 105 Warrington Asset Management Warrington Strategic Program 2.12 50k 1/1/1997 104 LJM Partners LJM Preservation & Growth Strategy 2.14 250k 5/1/2006 103 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 2.21 1,500k 7/1/2005 102 Jaguar Investments Ltd Aegir Capital Strategy 2.25 1,000k 1/1/2012 101 Diversified Capital Management Diversified Strategies Investment Fund 2.28 100k 11/1/2012 100 Superfund Group Superfund Green Gold C (SPC) 2.32 100k 10/1/2005 99 QCM Global Diversified Programme 2.35 500k 12/1/1995 98 Tianyou Asset Management, LLC Tianyou Fund LP 2.37 100k 10/1/2012 97 Bluenose Capital Management, LLC BNC EI 2.38 15k 7/1/2010 96 Intex Capital Covered Options Program 2.46 50k 1/1/2012 95 Candriam Investor Group Alternative Return Systemat 2.46 125k 1/1/2007 94 Eclipse Capital Management Global Monetary 2.49 5,000k 8/1/1990 93 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.49 10,000k 2/1/2008 92 Alder Capital DAC Alder Global 20 2.50 250k 2/1/2001 91 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 2.60 50k 7/1/2011 90 Double Helix Capital Management Double Helix 2.60 50k 1/1/2012 89 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 2.62 10,000k 4/1/2004 88 Endeavour Capital LLP Endeavour Pembroke 2.63 2,000k 7/1/2007 87 Insignia Managed Capital Medallion 2.66 50k 2/1/2009 86 Kottke Associates MV Program 2.77 1,000k 8/1/2010 85 R Best LLC R Best Private Client Program 2.82 50k 2/1/2010 84 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 2.82 250k 3/1/2010 83 Rotella Capital Management Rotella Polaris Program (Diversified) 2.85 10,000k 1/1/1991 82 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.86 1k 6/1/2009 81 QCM Alpha Financials Program 2.91 10,000k 6/1/2012 80 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 2.94 50k 10/1/2011 79 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.96 10k 7/1/2005 78 IDS Capital IDS F&F Systematic Trading 3.01 50k 7/1/2013 77 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 3.09 50,000k 4/1/1983 76 Strategic Capital Advisors LLC Contrarian 500 3.15 500k 12/1/2003 75 LJM Partners LJM Moderately Aggressive Strategy 3.19 500k 4/1/2003 74 Mondiale Asset Management Mondiale Trading Program 3.22 0k 9/1/1997 73 John Locke Investments Cyril Systematic Program 3.23 8,000k 7/1/2000 72 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 3.30 10,000k 2/1/2006 71 Estlander & Partners Alpha Trend 3.33 30,000k 10/1/1991 70 Clarke Capital Management Millennium 3.33 1,000k 1/1/1998 69 Cauldron Investments, LLC Stock Index Plus 3.39 1,000k 10/1/2009 68 Adamah Capital LLC Asset Allocator Program 3.50 50k 3/1/2011 67 Typhon Capital Management, LLC Plutus Grain Strategy 3.51 250k 4/1/2008 66 Ansbacher Investment Management Market Neutral Put Skew Program 3.59 250k 1/1/1996 65 Clarke Capital Management Jupiter 3.68 3,000k 5/1/2005 64 Superfund Group Superfund Green L.P. Series B 3.69 5k 10/1/2002 63 Pinstripe Trading, LLC Standard 3.87 125k 8/1/2009 62 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 3.93 4,000k 2/1/2011 61 ALFAKRAFT ALFA Commodity Fund 3.94 16k 6/1/2010 60 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.95 250k 5/1/2011 59 Chesapeake Capital Diversified (LV) 4.00 100k 2/1/1988 58 White Indian Trading Co. STAIRS - Futures Program (Client) 4.11 250k 10/1/2008 57 Tanyard Creek Capital Livestock Program 4.11 200k 6/1/2008 56 Hyman Beck and Company Global Portfolio 4.30 1,000k 3/1/1991 55 Hawksbill Capital Management Global Diversified 4.30 5,000k 11/1/1988 54 Orgone Commodity Management LLC Orgone AG 1 4.32 250k 9/1/2011 53 Tactical Investment Management Tactical Institutional Commodity Program 4.38 10,000k 4/1/1993 52 Welton Investment Partners Welton Global 4.39 10,000k 6/1/2004 51 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 4.51 1,000k 7/1/2009 50 NuWave Investment Management, LLC NuWave Investment Partners LP 4.56 250k 6/1/2001 49 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 4.58 100k 10/1/2011 48 EMC Capital Advisors, LLC Classic 4.66 5,000k 1/1/1985 47 Dendrich Ltd QEP 4.69 50k 12/1/2005 46 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.77 100k 5/1/1999 45 Millburn Ridgefield Corporation Commodity Program 4.84 25,000k 3/1/2005 44 NuWave Investment Management, LLC Combined Futures Portfolio 4.89 5,000k 6/1/2001 43 Transtrend B.V. DTP – Standard Risk (EUR) 4.90 10,000k 2/1/1999 42 Superfund Group Superfund Green Q-AG 4.92 2k 3/1/1996 41 LJM Partners LJM Aggressive Strategy 5.14 500k 7/1/1998 40 Opus Futures LLC Advance Ag Futures Trading Program 5.14 100k 3/1/2011 39 Wimmer Horizon LLP Managed Account 5.23 5,000k 5/1/2005 38 Wavefront Global Asset Management IMFC Global Investment Program 5.30 2,000k 2/1/2007 37 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.38 0k 11/1/1996 36 Millburn Ridgefield Corporation Diversified Program 5.43 20,000k 2/1/1977 35 Millburn Ridgefield Corporation Multi-Markets Program 5.51 25,000k 10/1/2004 34 Keck Capital Management LLC The Keck Program 5.65 2,000k 12/1/2003 33 Clarke Capital Management Worldwide 5.86 250k 1/1/1996 32 Clarke Capital Management Global Magnum 5.86 100k 8/1/1997 31 dormouse Limited dormouse - Managed Account 5.86 10,000k 7/1/2011 30 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.98 1,000k 3/1/2003 29 Southwest Managed Investments, LLC Global Diversified 5.99 200k 1/1/2002 28 Molinero Capital Management LLP Global Markets Program 6.23 2,000k 7/1/2005 27 Deep Field Capital AG SINGULARITY Fund 6.38 100k 9/1/2011 26 Drury Capital Diversified Trend-Following Program 6.40 5,000k 5/1/1997 25 Protec Energy Partners LLC ET1 6.70 500k 4/1/2010 24 Sandpiper Asset Management Sandpiper Global Macro Program 6.71 1,000k 8/1/2012 23 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 6.78 25k 1/1/2011 22 Angle Capital Management LLC AIP Program 6.96 100k 1/1/2010 21 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program 6.99 1,000k 10/1/1996 20 Neural Capital Ltd Sentinel Trading Program 7.04 2,000k 1/1/2006 19 Abraham Investment Management Formula 72 H 7.04 150k 8/1/2012 18 Transtrend B.V. DTP – Enhanced Risk (JPY) 7.11 10,000k 8/1/2004 17 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.61 10,000k 8/1/1999 16 Transtrend B.V. DTP – Enhanced Risk (USD) 7.84 10,000k 1/1/1995 15 Dreiss Research Corporation Diversified Program 8.04 1,000k 5/1/1991 14 UNISystems Research Inc. ODINET 8.50 10k 12/1/2012 13 ISAM ISAM Systematic Trend Fund 8.80 1,000k 6/1/2001 12 Kelly Angle Inc. Genesis Program 8.82 2,000k 4/1/2000 11 Acuity Investment Management, LLC Diversified Futures Program 8.87 50k 8/1/2012 10 Estlander & Partners Alpha Trend II - Class P 10.35 100k 12/1/2008 9 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 10.57 250k 10/1/2009 8 Pacific Capital Advisors Agilis Program 10.64 100k 12/1/2012 7 Superfund Group Superfund Green Master 11.09 2,000k 5/1/2001 6 Purple Valley Capital, Inc. Diversified Trend 1 13.30 100k 8/1/2008 5 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 14.24 100k 3/1/2003 4 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 15.15 100k 10/1/2009 3 QQFund.com QQFund.com Alpha Beta Program 15.56 100k 9/1/2008 2 DUNN Capital Management D'Best Futures Fund, L.P. 15.93 100k 6/1/1994 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.60 100k 11/1/1984 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.