IASG CTA Index For September 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 Sep 2015 Min Inv Inception 302 Kinkopf Capital Management KCM S&P (Proprietary) -24.01 100k 1/1/1999 301 Pacific Capital Advisors Vanguard Program -12.66 100k 4/1/2007 300 Pacific Capital Advisors Agilis Program -11.23 100k 12/1/2012 299 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -8.40 4,000k 2/1/2011 298 Superfund Group Superfund Blue SPC Class A (Gold) -8.26 50k 12/1/2007 297 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -7.46 250k 10/1/2009 296 Superfund Group Superfund Blue SPC Class A (EUR) -7.34 50k 4/1/2005 295 Mehnert Capital Management, LLC DTP (Client) -6.39 1,000k 3/1/2012 294 Claughton Capital ARP Institutional Program -6.34 1,000k 10/1/2005 293 RAM Management Group MRTP Aggressive -6.33 1,000k 2/1/1998 292 Turning Wheel Capital, Inc. Pure Alpha Aggressive -6.01 5,000k 1/1/2012 291 White Indian Trading Co. STAIRS - Futures Program (Client) -5.75 250k 10/1/2008 290 Qbasis Invest Futures Fund A -5.64 100k 4/1/2008 289 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -5.47 100k 7/1/2011 288 Emil van Essen Spread Trading Program -5.40 5,000k 12/1/2006 287 Range Wise Investment Program -5.36 250k 2/1/1991 286 Qbasis Invest Futures Fund B -5.34 100k 3/1/2009 285 Alder Capital DAC Alder Global 20 -5.00 250k 2/1/2001 284 ALFAKRAFT ALFA Commodity Fund -4.95 16k 6/1/2010 283 Neural Capital Ltd Sentinel Trading Program -4.88 2,000k 1/1/2006 282 Hawksbill Capital Management Global Diversified -4.83 5,000k 11/1/1988 281 Strategic Capital Advisors LLC Multi-strategy Futures Program -4.49 3,000k 5/1/2010 280 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -4.30 25k 1/1/2011 279 QTS Capital Management, LLC FX Managed Account -4.28 100k 1/1/2011 278 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.19 10k 7/1/2005 277 Adamah Capital LLC Asset Allocator Program -4.10 50k 3/1/2011 276 Insch Capital Management SA Interbank Currency Program - 3X Leverage -4.08 100k 1/1/2000 275 HPX Financial LLC HPX Old School Program -3.87 200k 6/1/2006 274 Alee Capital Management, LLC Poniente Program -3.85 2,500k 1/1/1999 273 HPX Financial LLC HPX Ag Program -3.81 100k 11/1/2011 272 Manning & Napier MN Xenon Global Fixed Income (2x) Program -3.37 1,000k 5/1/2010 271 Paramount Capital Management LLC Commodity Trading Program -3.25 100k 7/1/2008 270 Alee Capital Management, LLC Mistral Program -3.11 2,500k 1/1/1999 269 Rosetta Capital Management Macro Program -2.97 50k 1/1/2009 268 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -2.79 4,000k 11/1/2008 267 TMS Capital Limited Arktos Global Currency Program II -2.75 100k 2/1/2008 266 Manning & Napier MN Xenon Managed Futures (2x) Program -2.74 5,000k 6/1/2006 265 Quantmetrics Capital Management LLP Directional 10V Strategy -2.73 10,000k 1/1/2007 264 IKOS IKOS FX Fund -2.37 1,000k 3/1/2008 263 Tanyard Creek Capital Livestock Program -2.23 200k 6/1/2008 262 RAM Management Group RAM MRTP 1X-Conservative -2.15 1,000k 9/1/1993 261 Clarke Capital Management Global Basic -2.14 50k 2/1/1996 260 Mondiale Asset Management Mondiale Trading Program -2.11 0k 9/1/1997 259 Three Rock Capital Management Global Macro Program -2.08 1,000k 1/1/2009 258 Turning Wheel Capital, Inc. Pure Alpha -2.02 10,000k 1/1/2012 257 John Locke Investments JL Commodity Long Flat Program -2.02 5,000k 12/1/2007 256 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.95 50k 10/1/2011 255 Schindler Capital Management, LLC Dairy Advantage Program -1.94 400k 8/1/2005 254 Rhicon Currency Management Rhicon Strategic Program -1.84 500k 1/1/2004 253 Typhon Capital Management, LLC Chiron Currency Program -1.82 250k 2/1/2008 252 White Indian Trading Co. STAIRS (Client) -1.82 250k 5/1/2009 251 Superfund Group Superfund Green Gold A (SPC) -1.72 5k 10/1/2005 250 Demeter Capital Management Livestock & Grain Trading Program -1.66 50k 3/1/2010 249 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -1.63 10,000k 5/1/2009 248 Rosetta Capital Management Rosetta Trading Program -1.60 100k 4/1/2000 247 Manning & Napier MN Xenon Global Fixed Income Program -1.57 2,000k 8/1/2004 246 Goldman Management, Inc Stock Index Futures -1.56 450k 1/1/2012 245 Clarke Capital Management Worldwide -1.51 250k 1/1/1996 244 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.46 250k 10/1/2011 243 Superfund Group Superfund Green Gold B (SPC) -1.42 50k 10/1/2005 242 Cambridge Capital Management UK LLP CCM Program -1.40 2,000k 11/1/2012 241 C-View Limited Currency Managed Account Program -1.40 5,000k 10/1/1996 240 Dominion Capital Sapphire Program -1.39 3,000k 5/1/2005 239 Kottke Associates Lark - Cattle Program -1.37 500k 2/1/2008 238 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.29 1,000k 5/1/2006 237 Trigon Investment Advisors, LLC Discretionary Macro Program -1.26 10,000k 8/1/2007 236 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.24 100k 10/1/2011 235 Emil van Essen EvE Systematic Global Opportunities -1.23 1,000k 9/1/2007 234 Superfund Group Superfund Green Gold C (SPC) -1.23 100k 10/1/2005 233 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.12 10,000k 4/1/2004 232 GT CAPITAL CTA GT CAPITAL CTA -1.10 150k 6/1/2009 231 Global AG LLC Global Ag LLC -1.09 1,000k 12/1/2008 230 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.08 250k 3/1/2010 229 Romanesco Capital Management B.V Persistence Program -1.06 5,000k 9/1/2005 228 Superfund Group Superfund Green L.P. Series B -1.04 5k 10/1/2002 227 Typhon Capital Management, LLC Trevinci Liquid Ag Program -0.96 250k 2/1/2012 226 Wavefront Global Asset Management IMFC Global Concentrated -0.96 500k 4/1/2009 225 ALFAKRAFT ALFA Edge Fund -0.93 16k 12/1/2011 224 1OAK Capital Limited ACORN Commodity -0.92 5,000k 5/1/2012 223 Mobius Asset Management Custom Trading Program -0.90 100k 1/1/2002 222 Mobius Asset Management Diversified Program -0.90 250k 3/1/2004 221 Typhon Capital Management, LLC Plutus Grain Strategy -0.83 250k 4/1/2008 220 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.78 1,000k 9/1/1997 219 Robust Methods LLC Macro Managed Account -0.74 5,000k 1/1/2005 218 M6 Capital Management LLC Standard Program -0.73 300k 7/1/2005 217 UNISystems Research Inc. ODINET -0.69 10k 12/1/2012 216 Jaguar Investments Ltd Ultro Capital Strategy -0.68 1,000k 1/1/2012 215 Vivienne Investissement OUESSANT UCITS FUND (A) -0.68 100k 5/1/2012 214 AIS Capital Management, L.P. MAAP (3x-6x) Composite -0.68 2,000k 7/1/1992 213 Trigon Investment Advisors, LLC Foreign Exchange Program -0.63 5,000k 8/1/2000 212 Mobius Asset Management Energy Weighted Program -0.60 250k 1/1/2005 211 AIS Capital Management, L.P. MAAP (2x-4x) Composite -0.56 3,000k 10/1/1992 210 dormouse Limited dormouse - Managed Account -0.54 20,000k 7/1/2011 209 Crescent Bay Capital Management Premium Stock Index Program -0.53 10k 10/1/2005 208 C-View Limited Emerging & Minor Currency Program -0.52 5,000k 4/1/2008 207 Superfund Group Superfund Green L.P. Series A -0.51 5k 10/1/2002 206 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.45 250k 5/1/2011 205 NickJen Capital Management & Consultants LLC NRD-1 -0.41 1,000k 4/1/2008 204 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.41 1,000k 1/1/2005 203 Revolution Capital Management Mosaic Institutional Program -0.32 25,000k 9/1/2009 202 Warrington Asset Management Warrington Strategic Program -0.29 50k 1/1/1997 201 IDS Capital IDS F&F Systematic Trading -0.27 50k 7/1/2013 200 Kottke Associates MV Program -0.24 1,000k 8/1/2010 199 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.21 100k 8/1/2011 198 John Locke Investments Cyril Systematic Program -0.21 8,000k 7/1/2000 197 Greenwave Capital Management Greenwave Flagship -0.18 10,000k 6/1/2008 196 Clarke Capital Management Global Magnum -0.18 100k 8/1/1997 195 Double Helix Capital Management Double Helix -0.17 50k 1/1/2012 194 R Best LLC R Best Private Client Program -0.17 50k 2/1/2010 193 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.16 10,000k 2/1/2008 192 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -0.16 1,000k 7/1/2009 191 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.15 10,000k 2/1/2006 190 3D Bull Program (Client) -0.15 10k 11/1/2010 189 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.15 10,000k 3/1/2003 188 Ring Capital Management LLC S&P E-Mini Select -0.15 100k 1/1/2012 187 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -0.11 250k 1/1/2009 186 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.09 500k 8/1/2012 185 Bocken Trading LLC Discretionary Trading Program -0.05 100k 7/1/2011 184 Abraham Investment Management Formula 72 H -0.04 150k 8/1/2012 183 Tlaloc Capital LLC Grains Program -0.03 1,000k 4/1/2010 182 Four Seasons Commodities Corp Lone Star Program -0.02 300k 1/1/2005 181 Metolius Capital LLC Metolius Diversified -0.01 100k 6/1/2010 180 Superfund Group Superfund Green Q-AG -0.01 2k 3/1/1996 179 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.01 1,000k 1/1/2006 178 Jaguar Investments Ltd Vario Capital Strategy 0.00 1,000k 5/1/2016 177 QERI LLC QERI LLC Fundamental Commodity Strategy 0.02 2,000k 7/1/2012 176 Novus Investments, LLC Novus Precious Commodities 0.02 200k 1/1/2007 175 Stenger Capital Management, LLC Diversified Trading Program 0.04 200k 4/1/2010 174 ITB Capital Advisors LLC ITB Time Value Trading Program 0.05 5,000k 1/1/2009 173 Futures Truth Company, FTC-CTA MS4 0.10 250k 10/1/2007 172 Kottke Associates Stockton Fundamental Ag 0.12 500k 1/1/2006 171 Jaguar Investments Ltd Aegir Capital Strategy 0.12 1,000k 1/1/2012 170 Opus Futures LLC Advance Ag Futures Trading Program 0.15 100k 3/1/2011 169 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.16 1,000k 1/1/1999 168 QCAM Currency Asset Management AG QCAM v-Pro 0.21 1,000k 7/1/2007 167 Whitmore Capital Management LLC Whitmore Capital LP 0.23 250k 6/1/2012 166 Saxon Investment Corporation Diversified Program 0.23 3,000k 9/1/1988 165 Auspice Capital Advisors Ltd Auspice Diversified Program 0.26 1,500k 4/1/2006 164 Fenja Fund Multi Strategy Ltd. Fenja Fund Multi Strategy Ltd. 0.33 50k 10/1/2010 163 Wavefront Global Asset Management IMFC Global Investment Program 0.34 2,000k 2/1/2007 162 Hyman Beck and Company Global Portfolio 0.37 1,000k 3/1/1991 161 Saxon Investment Corporation Aggressive Diversified Program 0.37 2,000k 11/1/1993 160 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.38 100k 8/1/2009 159 Soaring Pelican, LLC Diversified S&P Program 0.38 100k 1/1/2011 158 Orgone Commodity Management LLC Orgone AG 1 0.41 250k 9/1/2011 157 OptHedge Advisors LLC Diversified Options & Futures Program 0.53 250k 10/1/2008 156 Diversified Capital Management Diversified Strategies Investment Fund 0.54 100k 11/1/2012 155 QCM Global Diversified Programme 0.55 500k 12/1/1995 154 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.62 100k 2/1/2010 153 Conquest Capital Group Conquest Macro 0.64 250k 5/1/1999 152 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.64 6/1/2012 151 Four Seasons Commodities Corp Hawkeye Spread Program 0.65 500k 3/1/2005 150 Amplitude Capital International Limited Klassik Strategy 0.66 1,000k 9/1/2009 149 Systematic Alpha Management Systematic Alpha Futures Program 0.69 100k 6/1/2004 148 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 0.69 1,000k 7/1/2007 147 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund 0.74 25k 4/1/1991 146 MERIT Alternative Investments GmbH Futures Portfolio 0.74 2,000k 6/1/1998 145 Chesapeake Capital Diversified (LV) 0.75 100k 2/1/1988 144 Strategic Capital Advisors LLC Contrarian 500 0.79 500k 12/1/2003 143 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.82 50k 7/1/2011 142 Wharton Capital Management Wharton AG Futures Program 0.84 100k 9/1/2011 141 QCM Alpha Financials Program 0.86 10,000k 6/1/2012 140 Mark J. Walsh Company Standard Program 0.87 2,000k 9/1/1985 139 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 0.90 50,000k 4/1/1983 138 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.90 500k 8/1/2010 137 Vergho Asset Management LLC Kinematics 0.94 1,000k 11/1/2008 136 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.00 1/1/1989 135 IKOS IKOS Futures Fund 1.01 1,000k 2/1/2010 134 Quantmetrics Capital Management LLP Premier 12V Strategy 1.07 10,000k 4/1/2003 133 Witter & Lester, Inc. Redstone 1.07 500k 9/1/1994 132 Cauldron Investments, LLC Stock Index Plus 1.08 1,000k 10/1/2009 131 ROW Asset Managment Row Currency Program 1.12 1,000k 11/1/2010 130 Diamond Capital Management Enhanced S&P Program 1.12 100k 10/1/2009 129 ALFAKRAFT ALFA Rubicon Fund 1.12 16k 8/1/2011 128 Certeza Asset Management Macro Vega 1.15 1,000k 1/1/2012 127 Dendrich Ltd QEP 1.18 50k 12/1/2005 126 Principle Capital Management LLC Principle Commodity Futures (Prop) 1.28 100k 5/1/2010 125 Rabar Market Research Diversified Program 1.30 2,000k 1/1/1989 124 Briarwood Capital Management, Inc. Diversified Trading Program 1.31 3,000k 7/1/2001 123 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.40 5,000k 12/1/2010 122 Global Advisory Partners Zurich LLC International Algo Trading 1.40 50k 10/1/2009 121 Auctos Capital Management Auctos Global Diversified 1.41 3,000k 11/1/2007 120 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.43 1k 10/1/2006 119 Covenant Capital Management Original Program 1.44 5,000k 9/1/1999 118 Pinstripe Trading, LLC Standard 1.48 125k 8/1/2009 117 Superfund Group Superfund Green Master 1.50 2,000k 5/1/2001 116 Red Rock Capital, LLC Systematic Global Macro 1.54 500k 9/1/2003 115 Covenant Capital Management Aggressive Program 1.55 3,000k 2/1/2004 114 Estlander & Partners Freedom 1.56 20,000k 8/1/2010 113 Future Trade AG Thales Swing Trading Programme 1.56 250k 6/1/2007 112 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.59 5,000k 6/1/2010 111 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.61 10,000k 3/1/2003 110 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 1.65 100k 3/1/2003 109 Eagle Trading Systems Inc. Eagle Global Financials 1.69 10,000k 1/1/1996 108 County Cork LLC RLA I 1.71 500k 1/1/2009 107 Kaiser Trading Group Kaiser Global Diversified Program - Class B 1.73 1,000k 3/1/1998 106 ROW Asset Managment Row Diversified Fund, L.P. 1.74 1,000k 11/1/2011 105 Bluenose Capital Management, LLC BNC BI 1.79 30k 10/1/2008 104 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.79 100k 10/1/2009 103 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 1.82 1,000k 9/1/2011 102 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.83 10,000k 8/1/2009 101 Deep Field Capital AG SINGULARITY Fund 1.83 100k 9/1/2011 100 Witter & Lester, Inc. Stock Index Futures Trading Program 1.85 400k 1/1/1988 99 Eagle Trading Systems Inc. Eagle Quantitative Macro 1.87 10,000k 10/1/2006 98 Sandpiper Asset Management Sandpiper Global Macro Program 1.89 1,000k 8/1/2012 97 Crabel Capital Management WPD Crabel Futures Program 1.92 1,000k 7/1/2008 96 Bluenose Capital Management, LLC BNC EI 1.92 15k 7/1/2010 95 3D S&P Program (Client) 1.94 100k 11/1/2010 94 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program 1.95 1,000k 10/1/1996 93 Insignia Managed Capital Epoch3 1.99 20k 7/1/2009 92 Ansbacher Investment Management Market Neutral Put Skew Program 2.00 250k 1/1/1996 91 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 2.08 1,500k 7/1/2005 90 Abraham Trading Company Diversified Program 2.11 10,000k 1/1/1988 89 Wimmer Horizon LLP Managed Account 2.12 5,000k 5/1/2005 88 Crabel Capital Management Crabel Multi-Product 2.15 1,000k 3/1/1998 87 Vision Capital Management Global Futures 2.17 500k 2/1/2012 86 Molinero Capital Management LLP Global Markets Program 2.18 2,000k 7/1/2005 85 Endeavour Capital LLP Endeavour Pembroke 2.20 2,000k 7/1/2007 84 Tactical Investment Management Tactical Institutional Commodity Program 2.27 10,000k 4/1/1993 83 Intex Capital Covered Options Program 2.32 50k 1/1/2012 82 Seven Capital Management Seven Absolute Return 2.36 100k 6/1/2009 81 Rotella Capital Management Rotella Orion (Short-Term) Program 2.40 10,000k 3/1/2006 80 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.40 1k 6/1/2009 79 Protec Energy Partners LLC ET1 2.41 500k 4/1/2010 78 Somers Brothers Capital Diversified Futures Program #1 2.56 100k 1/1/2005 77 Tianyou Asset Management, LLC Tianyou Fund LP 2.57 100k 10/1/2012 76 Briarwood Capital Management, Inc. Diversified 2XL 2.59 250k 11/1/2004 75 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.60 0k 11/1/1996 74 Red Oak Commodity Advisors Investment Program 2.61 5,000k 12/1/1989 73 Millburn Ridgefield Corporation Commodity Program 2.66 25,000k 3/1/2005 72 IStar Capital B.V. IStar Systematic Fund 2.78 1,000k 9/1/2011 71 Global Sigma Group, LLC AGSF 2.79 3,000k 4/1/2013 70 Estlander & Partners Alpha Trend 2.82 30,000k 10/1/1991 69 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.84 100k 1/1/2005 68 GIC Trading LLC Global Diversified Trading Program 2.86 500k 11/1/1998 67 White River Group Stock Index Option Writing Strategy 2.96 10k 11/1/2008 66 Southwest Managed Investments, LLC Global Diversified 2.97 200k 1/1/2002 65 Quantica Capital AG Quantica Managed Futures 3.00 5,000k 1/1/2005 64 White Indian Trading Co. SCS Program (Client) 3.03 250k 2/1/2011 63 Eckhardt Trading Company Evolution Strategies 3.06 20,000k 8/1/1991 62 HB Capital Management Inc. Diversified Program 3.10 50k 3/1/2008 61 Welton Investment Partners Welton Global 3.18 10,000k 6/1/2004 60 Non Correlated Capital Positive Theta Program 3.23 250k 10/1/2007 59 Zoi Capital, LLC Telio Program (Client) 3.25 200k 4/1/2010 58 Transtrend B.V. DTP – Standard Risk (EUR) 3.26 10,000k 2/1/1999 57 Millburn Ridgefield Corporation Diversified Program 3.30 20,000k 2/1/1977 56 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 3.30 50k 9/1/2009 55 Clarke Capital Management FX Plus 3.42 1,000k 5/1/2004 54 JKI-Futures, LLC ETIRON Large 2x (Client) 3.42 1,000k 8/1/2012 53 Millburn Ridgefield Corporation Multi-Markets Program 3.45 25,000k 10/1/2004 52 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 3.47 1,000k 10/1/2006 51 Eckhardt Trading Company Evolution Strategies 1.2X 3.49 10,000k 10/1/1991 50 Esulep LLC MAX Esulep LLC MAX 3.52 500k 5/1/2008 49 Non Correlated Capital Positive Theta Fund 3.53 50k 10/1/2007 48 Rotella Capital Management Rotella Polaris Program (Diversified) 3.56 10,000k 1/1/1991 47 AI1 CTA Euro Invest AI1 CTA Euro Invest 3.57 125k 5/1/2010 46 FORT LP Fort Global Contrarian 3.58 2,000k 10/1/2002 45 KMJ Investments KMJ Investments 3.70 1,000k 8/1/1994 44 Garraway Capital Management LLP Garraway Financial Trends 3.71 100k 9/1/2012 43 Camkay Capital Management LLC Stock Indices Short-Term 3.71 100k 3/1/2012 42 3D Intraday Program (Client) 3.72 100k 2/1/2012 41 Revolution Capital Management Alpha Program 3.73 5,000k 6/1/2007 40 Kelly Angle Inc. Genesis Program 3.87 2,000k 4/1/2000 39 EMC Capital Advisors, LLC Classic 3.90 5,000k 1/1/1985 38 Revolution Capital Management Alpha Fund 3.93 50k 1/1/2005 37 Conquest Capital Group Conquest Select 4.00 250k 6/1/2004 36 Drury Capital Diversified Trend-Following Program 4.15 5,000k 5/1/1997 35 QQFund.com QQFund.com Alpha Beta Program 4.18 100k 9/1/2008 34 Sona Trading Strategies LLC. Diversified Program 4.31 1,000k 9/1/2006 33 Purple Valley Capital, Inc. Diversified Trend 1 4.45 100k 8/1/2008 32 Clarke Capital Management Millennium 4.60 1,000k 1/1/1998 31 Quantitative Investment Management Quantitative Global Program 4.60 20,000k 10/1/2003 30 M.S. Capital Management Global Diversified Program 4.63 2,000k 11/1/1998 29 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 4.94 200k 11/1/1999 28 Eclipse Capital Management Global Monetary 4.95 5,000k 8/1/1990 27 Melissinos Trading Eupatrid Global Trends 4.97 50k 1/1/2011 26 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.97 100k 11/1/1984 25 Transtrend B.V. DTP – Enhanced Risk (USD) 5.02 10,000k 1/1/1995 24 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.14 10,000k 8/1/1999 23 FORT LP Fort Global Diversified 5.20 2,000k 10/1/1993 22 Candriam Investors Group Alternative Return Systemat 5.28 125k 1/1/2007 21 Ancile Capital Management Global Markets Program 5.30 2,000k 4/1/2005 20 Transtrend B.V. DTP – Enhanced Risk (JPY) 5.45 10,000k 8/1/2004 19 White River Group Diversified Option Writing Strategy 5.46 20k 11/1/2008 18 LJM Partners LJM Preservation & Growth Strategy 5.56 250k 5/1/2006 17 Global Vista Advisors, LLC Global Vista Options ("GVO") 5.67 50k 10/1/2010 16 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.15 100k 5/1/1999 15 Angle Capital Management LLC AIP Program 6.24 100k 1/1/2010 14 ISAM ISAM Systematic Trend Fund 6.29 1,000k 6/1/2001 13 Gladius Asset Management Fulham Program 6.31 2,000k 1/1/2008 12 Parizek Capital Futures Trading Program 7.02 500k 4/1/2000 11 LJM Partners LJM Moderately Aggressive Strategy 7.28 500k 4/1/2003 10 Estlander & Partners Alpha Trend II - Class P 8.00 100k 12/1/2008 9 NuWave Investment Management, LLC NuWave Investment Partners LP 8.24 250k 6/1/2001 8 NuWave Investment Management, LLC Combined Futures Portfolio 8.37 5,000k 6/1/2001 7 DUNN Capital Management D'Best Futures Fund, L.P. 8.62 100k 6/1/1994 6 Keck Capital Management LLC The Keck Program 8.96 2,000k 12/1/2003 5 Acuity Investment Management, LLC Diversified Futures Program 9.05 50k 8/1/2012 4 Clarke Capital Management Jupiter 9.12 3,000k 5/1/2005 3 Dreiss Research Corporation Diversified Program 10.73 1,000k 5/1/1991 2 Insignia Managed Capital Medallion 11.14 50k 2/1/2009 1 LJM Partners LJM Aggressive Strategy 11.64 500k 7/1/1998 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.