Systematic Trader Index For October 2012 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 Oct 2012 Min Inv Inception 266 Estlander & Partners Alpha Trend II - Class P -21.15 100k 12/1/2008 265 Dreiss Research Corporation Diversified Program -17.70 1,000k 5/1/1991 264 Mulvaney Capital Management The Mulvaney Global Markets Fund -15.07 100k 5/1/1999 263 Hawksbill Capital Management Global Diversified -13.74 5,000k 11/1/1988 262 QQFund.com QQFund.com Alpha Beta Program -13.13 100k 9/1/2008 261 Robinson-Langley Capital Management, LLC Managed Account Program -12.77 200k 1/1/2007 260 Superfund Group Superfund Green Gold C (SPC) -11.92 100k 10/1/2005 259 QCM Global Diversified Programme -10.91 500k 12/1/1995 258 Purple Valley Capital, Inc. Diversified Trend 1 -10.73 100k 8/1/2008 257 Somers Brothers Capital Diversified Futures Program #1 -10.55 100k 1/1/2005 256 Clarke Capital Management Jupiter -10.06 3,000k 5/1/2005 255 Superfund Group Superfund Green Gold B (SPC) -9.88 50k 10/1/2005 254 Angle Capital Management LLC AIP Program -9.74 100k 1/1/2010 253 Kelly Angle Inc. Genesis Program -9.32 2,000k 4/1/2000 252 DUNN Capital Management D'Best Futures Fund, L.P. -9.25 100k 6/1/1994 251 Eckhardt Trading Company Evolution Strategies 1.2X -9.04 10,000k 10/1/1991 250 Clarke Capital Management Millennium -8.79 1,000k 1/1/1998 249 Neural Capital Ltd Sentinel Trading Program -8.50 2,000k 1/1/2006 248 Superfund Group Superfund Green Master -8.37 2,000k 5/1/2001 247 Eckhardt Trading Company Evolution Strategies -7.91 20,000k 8/1/1991 246 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.88 0k 11/1/1996 245 Superfund Group Superfund Green Gold A (SPC) -7.74 5k 10/1/2005 244 Rabar Market Research Short-Term Program -7.63 2,000k 11/1/2009 243 Rho Asset Management Rho Altius 1XL Program -7.22 5,000k 11/1/2007 242 Rabar Market Research Diversified Program -7.17 2,000k 1/1/1989 241 Covenant Capital Management Aggressive Program -7.15 3,000k 2/1/2004 240 Estlander & Partners Alpha Trend -6.95 30,000k 10/1/1991 239 Superfund Group Superfund Green Gold L.P. Series B-1 -6.95 5k 4/1/2009 238 Altradis Capital AG AlphAlgo -6.94 100k 5/1/2007 237 Estlander & Partners Global XL -6.88 5,000k 8/1/1991 236 Estlander & Partners Freedom -6.83 20,000k 8/1/2010 235 Amplitude Capital International Limited Klassik Strategy -6.77 1,000k 9/1/2009 234 Melissinos Trading Eupatrid Global Trends -6.73 50k 1/1/2011 233 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.69 75k 6/1/2007 232 Superfund Group Superfund Green GCT USD -6.68 15k 1/1/2000 231 Rivoli Fund Management Rivoli International Fund (E) -6.66 5,000k 10/1/1996 230 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.59 100k 11/1/1984 229 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -6.48 1,000k 9/1/2009 228 Keck Capital Management LLC The Keck Program -6.46 2,000k 12/1/2003 227 Manning & Napier MN Xenon Managed Futures (2x) Program -6.40 5,000k 6/1/2006 226 White Indian Trading Co. SCS Interest Rate Program (Client) -6.30 250k 8/1/2011 225 Lynx Asset Management AB Lynx Program -6.19 75k 5/1/2000 224 Superfund Group Superfund Green Gold L.P. Series A-1 -6.03 5k 4/1/2009 223 Southwest Managed Investments, LLC Global Diversified -6.03 200k 1/1/2002 222 Tactical Investment Management Tactical Institutional Commodity Program -5.74 10,000k 4/1/1993 221 Superfund Group Superfund Green L.P. Series B -5.71 5k 10/1/2002 220 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -5.69 100k 7/1/2011 219 DUNN Capital Management DUNN Combined Fund (DCF) -5.68 100k 5/1/1989 218 Amplitude Capital International Limited Dynamic Strategy -5.61 6/1/2005 217 Clarke Capital Management Worldwide -5.52 250k 1/1/1996 216 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -5.51 5,000k 11/1/2012 215 Spectrum Asset Management LLC Global Diversified -5.51 2,000k 1/1/2001 214 ALFAKRAFT ALFA Commodity Fund -5.51 16k 6/1/2010 213 Covenant Capital Management Original Program -5.49 5,000k 9/1/1999 212 Commodity Strategies AG CSAG Active Long Short Commodity Program -5.48 5,000k 10/1/2007 211 EMC Capital Advisors, LLC Classic -5.40 5,000k 1/1/1985 210 Chesapeake Capital Diversified (LV) -5.40 100k 2/1/1988 209 Conquest Capital Group Conquest Select -5.38 250k 6/1/2004 208 Eclipse Capital Management Global Monetary -5.20 5,000k 8/1/1990 207 UNISystems Research Inc. Wall Street Program -5.09 20k 8/1/2011 206 John Locke Investments Cyril Systematic Program -5.02 8,000k 7/1/2000 205 M.S. Capital Management Global Diversified Program -4.94 2,000k 11/1/1998 204 Alee Capital Management, LLC Mistral Program -4.92 2,500k 1/1/1999 203 Emil van Essen EvE Systematic Global Opportunities -4.88 1,000k 9/1/2007 202 Manning & Napier MN Xenon Global Fixed Income (2x) Program -4.80 1,000k 5/1/2010 201 ISAM ISAM Systematic Trend Fund -4.80 1,000k 6/1/2001 200 Wavefront Global Asset Management IMFC Global Investment Program -4.78 2,000k 2/1/2007 199 Briarwood Capital Management, Inc. Diversified 2XL -4.74 250k 11/1/2004 198 QCM Alpha Financials Program -4.64 10,000k 6/1/2012 197 Clarke Capital Management Global Basic -4.62 50k 2/1/1996 196 Wimmer Horizon LLP Managed Account -4.50 5,000k 5/1/2005 195 Seven Capital Management Seven Absolute Return -4.48 100k 6/1/2009 194 Mark J. Walsh Company Standard Program -4.41 2,000k 9/1/1985 193 Adamah Capital LLC Asset Allocator Program -4.40 50k 3/1/2011 192 Wraith Capital LLP Wraith Dynamic Futures Fund -4.38 100k 1/1/2011 191 Superfund Group Superfund Green Q-AG -4.37 2k 3/1/1996 190 Wavefront Global Asset Management IMFC Global Concentrated -4.36 500k 4/1/2009 189 Rivoli Fund Management Rivoli International Fund (V9) -4.27 5,000k 1/1/2002 188 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.26 100k 1/1/2005 187 Rotella Capital Management Rotella Polaris Program (Diversified) -4.24 10,000k 1/1/1991 186 Drury Capital Diversified Trend-Following Program -4.22 5,000k 5/1/1997 185 John Locke Investments JL Commodity Long Flat Program -4.09 5,000k 12/1/2007 184 Clarke Capital Management Global Magnum -4.05 100k 8/1/1997 183 Welton Investment Partners Welton Global -3.95 10,000k 6/1/2004 182 Heyden & Steindl GmbH TOMAC2 -3.90 5,000k 3/1/2003 181 Superfund Group Superfund Green L.P. Series A -3.85 5k 10/1/2002 180 Superfund Group Superfund Blue SPC Class A (Gold) -3.85 50k 12/1/2007 179 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.83 250k 10/1/2009 178 Quantis Asset Management Intraday Futures -3.80 250k 1/1/2010 177 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.73 10,000k 8/1/2004 176 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.67 10,000k 8/1/1999 175 Transtrend B.V. DTP – Enhanced Risk (USD) -3.65 10,000k 1/1/1995 174 Saxon Investment Corporation Aggressive Diversified Program -3.53 2,000k 11/1/1993 173 Quantum Leap Capital Management Managed Account Program -3.50 300k 8/1/2006 172 Estlander & Partners Global Markets -3.47 10,000k 8/1/1999 171 Future Trade AG Thales Swing Trading Programme -3.47 250k 6/1/2007 170 Soaring Pelican, LLC Diversified S&P Program -3.39 100k 1/1/2011 169 Bifrost Quest Capital LLC IndexQuest (Client) -3.39 500k 11/1/2011 168 Xplor Capital Management, LLC Global CTA Program -3.39 1,500k 7/1/2004 167 FORT LP Fort Global Diversified -3.37 2,000k 10/1/1993 166 Alee Capital Management, LLC Poniente Program -3.35 2,500k 1/1/1999 165 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -3.27 500k 4/1/2009 164 Molinero Capital Management LLP Global Markets Program -3.26 2,000k 7/1/2005 163 Alder Capital DAC Alder Global 20 -3.20 250k 2/1/2001 162 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.16 5,000k 12/1/2010 161 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.08 10k 7/1/2005 160 Abraham Trading Company Diversified Program -2.92 10,000k 1/1/1988 159 Quantica Capital AG Quantica Managed Futures -2.89 5,000k 1/1/2005 158 Endeavour Capital LLP Endeavour Pembroke -2.80 2,000k 7/1/2007 157 Millburn Ridgefield Corporation Multi-Markets Program -2.70 25,000k 10/1/2004 156 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.62 4,000k 2/1/2011 155 Parizek Capital Futures Trading Program -2.60 500k 4/1/2000 154 FORT LP Fort Global Contrarian -2.58 2,000k 10/1/2002 153 Winton Capital Management Diversified -2.54 50,000k 10/1/1997 152 Millburn Ridgefield Corporation Commodity Program -2.51 25,000k 3/1/2005 151 AllMountain Capital AG Mount Denali Global Trends -2.49 160k 7/1/2007 150 Ancile Capital Management Global Markets Program -2.46 2,000k 4/1/2005 149 Manning & Napier MN Xenon Global Fixed Income Program -2.45 2,000k 8/1/2004 148 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -2.43 100k 1/1/2012 147 Transtrend B.V. DTP – Standard Risk (EUR) -2.42 10,000k 2/1/1999 146 Briarwood Capital Management, Inc. Diversified Trading Program -2.30 3,000k 7/1/2001 145 FCI Capital Management TSFX1 -2.30 20k 11/1/2010 144 Crabel Capital Management WPD Crabel Futures Program -2.26 1,000k 7/1/2008 143 Hyman Beck and Company Global Portfolio -2.24 1,000k 3/1/1991 142 Metolius Capital LLC Metolius Diversified -2.20 100k 6/1/2010 141 Blackwater Capital Management Global Program -2.15 5,000k 7/1/2005 140 IStar Capital B.V. IStar Systematic Fund -2.11 1,000k 9/1/2011 139 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.10 100k 1/1/2000 138 Trigon Investment Advisors, LLC Foreign Exchange Program -2.09 5,000k 8/1/2000 137 Huygens Capital LLC Navigator -2.05 1,000k 2/1/2012 136 Millburn Ridgefield Corporation Diversified Program -2.04 20,000k 2/1/1977 135 Quantica Capital AG Quantica Diversified FX -2.00 5,000k 3/1/2007 134 IDS Capital IDS F&F Systematic Trading -2.00 50k 7/1/2013 133 Deep Field Capital AG SINGULARITY Fund -1.98 100k 9/1/2011 132 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.93 1k 10/1/2006 131 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.91 1,500k 1/1/2009 130 Revolution Capital Management Mosaic Program -1.89 10,000k 10/1/2006 129 Mondiale Asset Management Mondiale Trading Program -1.85 0k 9/1/1997 128 Claughton Capital ARP Institutional Program -1.84 1,000k 10/1/2005 127 Quantitative Investment Management Quantitative Global Program -1.81 20,000k 10/1/2003 126 Saxon Investment Corporation Diversified Program -1.80 3,000k 9/1/1988 125 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.79 500k 1/1/2006 124 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.79 1,000k 10/1/2006 123 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.75 100k 2/1/2010 122 Auspice Capital Advisors Ltd Auspice Diversified Program -1.73 1,500k 4/1/2006 121 Sequoia Hill Capital Management SHCM British Pound AP -1.72 50k 8/1/2011 120 MERIT Alternative Investments GmbH Futures Portfolio -1.72 2,000k 6/1/1998 119 Auctos Capital Management Auctos Global Diversified -1.72 3,000k 11/1/2007 118 FTC Capital GmbH FTC Global Diversified -1.69 0k 3/1/2012 117 Gladius Asset Management Fulham Program -1.67 2,000k 1/1/2008 116 Alder Capital DAC Alder Global 10 -1.60 250k 10/1/2000 115 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -1.54 5,000k 5/1/2011 114 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.54 1,000k 3/1/2003 113 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.49 250k 5/1/2011 112 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.48 5,000k 6/1/2010 111 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.30 4,000k 11/1/2008 110 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.28 100k 8/1/2009 109 Rotella Capital Management Rotella Orion (Short-Term) Program -1.28 10,000k 3/1/2006 108 IKOS IKOS Futures Fund -1.09 1,000k 2/1/2010 107 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.08 200k 11/1/1999 106 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.01 3,000k 5/1/2010 105 Hoss Capital Management, LLC Hoss Agricultural Futures Program -1.00 100k 8/1/2011 104 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.00 10,000k 1/1/2001 103 ROW Asset Managment Row Diversified Fund, L.P. -0.97 1,000k 11/1/2011 102 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.96 1,000k 3/1/1998 101 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.95 250k 10/1/2011 100 Ion Asset Architecture Ion Fund Program -0.91 10,000k 11/1/2007 99 Ion Asset Architecture (Fund Program) Ion Fund -0.91 100k 11/1/2007 98 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.85 10,000k 8/1/2009 97 IKOS IKOS FX Fund -0.84 1,000k 3/1/2008 96 Pacific Capital Advisors Vanguard Program -0.82 100k 4/1/2007 95 Northfield Trading Diversified -0.79 2,000k 7/1/1989 94 Revolution Capital Management Mosaic Institutional Program -0.72 25,000k 9/1/2009 93 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.72 5,000k 1/1/2005 92 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.69 10,000k 4/1/2004 91 Rhicon Currency Management Rhicon Systematic Currency Program -0.69 3,000k 1/1/2004 90 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.67 250k 3/1/2010 89 Cranwood Capital Management Cranwood International Fund -0.64 250k 4/1/2008 88 Cranwood Capital Management Fixed Income Arbitrage Fund -0.64 250k 4/1/2008 87 ROW Asset Managment Row Currency Program -0.63 1,000k 11/1/2010 86 FRP CAPITAL LLC FRP125+ -0.60 125k 1/1/2010 85 Conquest Capital Group Conquest Macro -0.41 250k 5/1/1999 84 Clarke Capital Management FX Plus -0.41 1,000k 5/1/2004 83 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -0.39 100k 1/1/2012 82 Blake Capital Management, Inc. SRD Short Equities -0.36 100k 1/1/2011 81 Shield Plus LLC Shield Plus Natural Gas -0.32 50k 1/1/2004 80 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -0.32 25k 4/1/2010 79 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.28 100k 5/1/2011 78 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.27 10,000k 2/1/2008 77 Futures Truth Company, FTC-CTA 200K Options Strategy -0.22 200k 12/1/2009 76 Gap Partners LLC Gap -0.19 250k 11/1/2009 75 Quantmetrics Capital Management LLP Directional 10V Strategy -0.18 10,000k 1/1/2007 74 Witter & Lester, Inc. Redstone -0.14 500k 9/1/1994 73 Mobius Asset Management Custom Trading Program -0.13 100k 1/1/2002 72 Kinkopf Capital Management KCM S&P (Proprietary) -0.12 100k 1/1/1999 71 Red Rock Capital, LLC Systematic Global Macro -0.06 500k 9/1/2003 70 Sequoia Hill Capital Management SHCM Gold AP -0.06 140k 5/1/2012 69 Jaguar Investments Ltd Vario Capital Strategy -0.01 1,000k 5/1/2016 68 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 67 Robust Methods LLC Macro Managed Account 0.01 5,000k 1/1/2005 66 Crescent Bay Capital Management Premium Stock Index Program 0.04 10k 10/1/2005 65 Mobius Asset Management Energy Weighted Program 0.05 250k 1/1/2005 64 Systematic Alpha Management Systematic Alpha Futures Program 0.08 100k 6/1/2004 63 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 0.09 350k 8/1/2011 62 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.10 1,000k 9/1/1997 61 Mobius Asset Management Diversified Program 0.10 250k 3/1/2004 60 NuWave Investment Management, LLC Combined Futures Portfolio 0.11 5,000k 6/1/2001 59 NuWave Investment Management, LLC NuWave Investment Partners LP 0.16 250k 6/1/2001 58 Blake Capital Management, Inc. SRD Energies 0.18 100k 8/1/2011 57 Quantmetrics Capital Management LLP Premier 12V Strategy 0.22 10,000k 4/1/2003 56 RAM Management Group RAM MRTP 1X-Conservative 0.23 1,000k 9/1/1993 55 Superfund Group Superfund Blue SPC Class A (EUR) 0.23 50k 4/1/2005 54 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.25 10,000k 8/1/2009 53 Ion Asset Architecture Ion Volium Fund 0.27 0k 4/1/2011 52 ALFAKRAFT ALFA Edge Fund 0.33 16k 12/1/2011 51 IKOS The IKOS Hedge Fund 0.38 10,000k 7/1/1998 50 Parizek Capital Currency Program 0.40 1,000k 4/1/2006 49 HiProb Trading Technology LLC HiProb-I 0.50 5,000k 7/1/2008 48 Revolution Capital Management Alpha Program 0.53 5,000k 6/1/2007 47 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.56 1,000k 5/1/2006 46 Revolution Capital Management Alpha Fund 0.70 50k 1/1/2005 45 HASAFUMA FX Momentum 0.70 20k 7/1/2012 44 Esulep LLC MAX Esulep LLC MAX 0.79 500k 5/1/2008 43 RAM Management Group MRTP Aggressive 0.80 1,000k 2/1/1998 42 HASAFUMA Börstjänaren Hedgehog 0.86 60k 5/1/2012 41 Witter & Lester, Inc. Stock Index Futures Trading Program 0.87 400k 1/1/1988 40 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.95 25,000k 3/1/2010 39 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.07 250k 10/1/2009 38 1OAK Capital Limited ACORN Commodity 1.10 5,000k 5/1/2012 37 Futures Truth Company, FTC-CTA MS4 1.23 250k 10/1/2007 36 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 1.29 100k 10/1/2010 35 Emil van Essen Spread Trading Program 1.41 5,000k 12/1/2006 34 Tyche Capital Advisors LLC TCA Energy Spreads 1.43 100k 8/1/2008 33 Global Sigma Group, LLC AGSF 1.44 3,000k 4/1/2013 32 Dominion Capital Sapphire Program 1.46 3,000k 5/1/2005 31 Strategic Capital Advisors LLC Contrarian 500 1.52 500k 12/1/2003 30 Diamond Capital Management Enhanced S&P Program 1.79 100k 10/1/2009 29 Cauldron Investments, LLC Stock Index Plus 1.80 1,000k 10/1/2009 28 Diamond Peak Capital LLC Northstar (2x) program 1.95 250k 10/1/2008 27 Non Correlated Capital Positive Theta Program 2.03 250k 10/1/2007 26 GLOBIVEST LLC Alpha Program 2.04 50k 4/1/2009 25 Crabel Capital Management Crabel Multi-Product 2.06 1,000k 3/1/1998 24 Serac, LLC Diversified Reversal Program 2.23 200k 4/1/2011 23 Non Correlated Capital Positive Theta Fund 2.24 50k 10/1/2007 22 Turning Wheel Capital, Inc. Pure Alpha 2.26 10,000k 1/1/2012 21 White Indian Trading Co. SCS Program (Client) 2.31 250k 2/1/2011 20 Double Helix Capital Management Double Helix 2.32 50k 1/1/2012 19 Global Vista Advisors, LLC Global Vista Options ("GVO") 2.35 50k 10/1/2010 18 Zoi Capital, LLC Telio Program (Client) 2.63 200k 4/1/2010 17 Vantage Capital Management VCM Growth Program 2.80 100k 1/1/2011 16 Romanesco Capital Management B.V Persistence Program 2.85 5,000k 9/1/2005 15 Arcanum Asset Management Equity Index Option Program (Prop) 2.93 500k 7/1/2006 14 ALFAKRAFT ALFA Rubicon Fund 3.11 16k 8/1/2011 13 Pinstripe Trading, LLC Standard 3.52 125k 8/1/2009 12 Quantis Asset Management PFM Systematic 3.72 15k 5/1/2010 11 Camkay Capital Management LLC Stock Indices Short-Term 3.76 100k 3/1/2012 10 FCI Capital Management TSFX2 3.90 20k 1/1/2012 9 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 3.96 150k 1/1/2011 8 HB Capital Management Inc. Diversified Program 4.18 50k 3/1/2008 7 Liberty Funds Group, Inc Liberty Diversified Option Strategy 4.52 750k 1/1/2009 6 Quantis Asset Management Ulysses Futures 4.97 1,000k 7/1/2009 5 Altus Trading, LLC Managed Forex Program A 5.17 50k 8/1/2011 4 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 7.44 50k 9/1/2009 3 Dendrich Ltd QEP 10.94 50k 12/1/2005 2 White Indian Trading Co. STAIRS - Futures Program (Client) 16.89 250k 10/1/2008 1 White Indian Trading Co. STAIRS (Client) 18.96 250k 5/1/2009 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.