Systematic Trader Index For April 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 Apr 2012 Min Inv Inception 262 White Indian Trading Co. STAIRS - Futures Program (Client) -11.14 250k 10/1/2008 261 White Indian Trading Co. STAIRS (Client) -8.63 250k 5/1/2009 260 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -7.58 200k 11/1/1999 259 Quantis Asset Management PFM Systematic -6.61 15k 5/1/2010 258 Purple Valley Capital, Inc. Diversified Trend 1 -6.43 100k 8/1/2008 257 Parizek Capital Futures Trading Program -6.39 500k 4/1/2000 256 Somers Brothers Capital Diversified Futures Program #1 -6.25 100k 1/1/2005 255 RAM Management Group MRTP Aggressive -6.07 1,000k 2/1/1998 254 Robinson-Langley Capital Management, LLC Managed Account Program -5.60 200k 1/1/2007 253 Amplitude Capital International Limited Dynamic Strategy -5.47 6/1/2005 252 Neural Capital Ltd Sentinel Trading Program -4.68 2,000k 1/1/2006 251 Briarwood Capital Management, Inc. Diversified 2XL -4.67 250k 11/1/2004 250 Romanesco Capital Management B.V Persistence Program -4.63 5,000k 9/1/2005 249 Southwest Managed Investments, LLC Global Diversified -4.17 200k 1/1/2002 248 Rabar Market Research Short-Term Program -4.16 2,000k 11/1/2009 247 Covenant Capital Management Aggressive Program -4.02 3,000k 2/1/2004 246 Dominion Capital Sapphire Program -3.81 3,000k 5/1/2005 245 ALFAKRAFT ALFA Edge Fund -3.72 16k 12/1/2011 244 Vantage Capital Management VCM Growth Program -3.66 100k 1/1/2011 243 Northfield Trading Diversified -3.62 2,000k 7/1/1989 242 Alder Capital DAC Alder Global 20 -3.50 250k 2/1/2001 241 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -3.43 150k 1/1/2011 240 Clarke Capital Management FX Plus -3.42 1,000k 5/1/2004 239 Clarke Capital Management Jupiter -3.36 3,000k 5/1/2005 238 Rho Asset Management Rho Altius 1XL Program -3.18 5,000k 11/1/2007 237 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.15 10k 7/1/2005 236 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -3.04 25,000k 3/1/2010 235 Kelly Angle Inc. Genesis Program -2.99 2,000k 4/1/2000 234 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -2.97 100k 5/1/2011 233 ALFAKRAFT ALFA Commodity Fund -2.96 16k 6/1/2010 232 QQFund.com QQFund.com Alpha Beta Program -2.95 100k 9/1/2008 231 Metolius Capital LLC Metolius Diversified -2.85 100k 6/1/2010 230 HB Capital Management Inc. Diversified Program -2.71 50k 3/1/2008 229 Conquest Capital Group Conquest Select -2.68 250k 6/1/2004 228 IStar Capital B.V. IStar Systematic Fund -2.64 1,000k 9/1/2011 227 Rivoli Fund Management Rivoli International Fund (E) -2.58 5,000k 10/1/1996 226 Tyche Capital Advisors LLC TCA Energy Spreads -2.53 100k 8/1/2008 225 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.52 4,000k 2/1/2011 224 ALFAKRAFT ALFA Rubicon Fund -2.49 16k 8/1/2011 223 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.41 10,000k 8/1/2009 222 Mehnert Capital Management, LLC DTP (Client) -2.25 1,000k 3/1/2012 221 Covenant Capital Management Original Program -2.22 5,000k 9/1/1999 220 Mondiale Asset Management Mondiale Trading Program -2.19 0k 9/1/1997 219 Briarwood Capital Management, Inc. Diversified Trading Program -2.07 3,000k 7/1/2001 218 RAM Management Group RAM MRTP 1X-Conservative -1.97 1,000k 9/1/1993 217 Eclipse Capital Management Global Monetary -1.94 5,000k 8/1/1990 216 Heyden & Steindl GmbH TOMAC2 -1.94 5,000k 3/1/2003 215 Gap Partners LLC Gap -1.94 250k 11/1/2009 214 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.89 10,000k 1/1/2001 213 Hyman Beck and Company Global Portfolio -1.84 1,000k 3/1/1991 212 AllMountain Capital AG Mount Denali Global Trends -1.81 160k 7/1/2007 211 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.81 5,000k 10/1/2007 210 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.73 75k 6/1/2007 209 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.73 10,000k 4/1/2004 208 Alder Capital DAC Alder Global 10 -1.70 250k 10/1/2000 207 Wraith Capital LLP Wraith Dynamic Futures Fund -1.69 100k 1/1/2011 206 Huygens Capital LLC Navigator -1.68 1,000k 2/1/2012 205 Rivoli Fund Management Rivoli International Fund (V9) -1.68 5,000k 1/1/2002 204 Superfund Group Superfund Green Gold C (SPC) -1.66 100k 10/1/2005 203 Quantica Capital AG Quantica Managed Futures -1.62 5,000k 1/1/2005 202 Superfund Group Superfund Green Gold L.P. Series B-1 -1.56 5k 4/1/2009 201 Trigon Investment Advisors, LLC Foreign Exchange Program -1.55 5,000k 8/1/2000 200 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.51 5,000k 6/1/2010 199 Superfund Group Superfund Green Gold B (SPC) -1.48 50k 10/1/2005 198 Molinero Capital Management LLP Global Markets Program -1.45 2,000k 7/1/2005 197 ISAM ISAM Systematic Trend Fund -1.44 1,000k 6/1/2001 196 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.44 4,000k 11/1/2008 195 Angle Capital Management LLC AIP Program -1.41 100k 1/1/2010 194 Rotella Capital Management Rotella Polaris Program (Diversified) -1.41 10,000k 1/1/1991 193 Quantica Capital AG Quantica Diversified FX -1.39 5,000k 3/1/2007 192 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -1.38 100k 1/1/2012 191 Spectrum Asset Management LLC Global Diversified -1.33 2,000k 1/1/2001 190 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.28 5,000k 1/1/2005 189 Mobius Asset Management Custom Trading Program -1.28 100k 1/1/2002 188 FCI Capital Management TSFX1 -1.28 20k 11/1/2010 187 Superfund Group Superfund Green Gold A (SPC) -1.27 5k 10/1/2005 186 Dreiss Research Corporation Diversified Program -1.24 1,000k 5/1/1991 185 Millburn Ridgefield Corporation Commodity Program -1.23 25,000k 3/1/2005 184 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.22 250k 5/1/2011 183 Witter & Lester, Inc. Stock Index Futures Trading Program -1.21 400k 1/1/1988 182 John Locke Investments JL Commodity Long Flat Program -1.19 5,000k 12/1/2007 181 Superfund Group Superfund Green Gold L.P. Series A-1 -1.14 5k 4/1/2009 180 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.14 3,000k 5/1/2010 179 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.08 100k 5/1/1999 178 Rhicon Currency Management Rhicon Systematic Currency Program -1.07 3,000k 1/1/2004 177 Superfund Group Superfund Green GCT USD -1.03 15k 1/1/2000 176 Quantis Asset Management Ulysses Futures -1.02 1,000k 7/1/2009 175 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.00 1,000k 9/1/2009 174 Blackwater Capital Management Global Program -0.91 5,000k 7/1/2005 173 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.90 5,000k 11/1/2012 172 Emil van Essen EvE Systematic Global Opportunities -0.88 1,000k 9/1/2007 171 Seven Capital Management Seven Absolute Return -0.84 100k 6/1/2009 170 Superfund Group Superfund Green L.P. Series A -0.76 5k 10/1/2002 169 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.75 250k 10/1/2011 168 Pacific Capital Advisors Vanguard Program -0.67 100k 4/1/2007 167 Altus Trading, LLC Managed Forex Program A -0.64 50k 8/1/2011 166 Superfund Group Superfund Green Q-AG -0.64 2k 3/1/1996 165 Future Trade AG Thales Swing Trading Programme -0.63 250k 6/1/2007 164 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.62 100k 2/1/2010 163 Superfund Group Superfund Green Master -0.59 2,000k 5/1/2001 162 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.46 100k 1/1/2005 161 Gladius Asset Management Fulham Program -0.43 2,000k 1/1/2008 160 Mobius Asset Management Energy Weighted Program -0.40 250k 1/1/2005 159 Blake Capital Management, Inc. SRD Energies -0.38 100k 8/1/2011 158 Saxon Investment Corporation Aggressive Diversified Program -0.37 2,000k 11/1/1993 157 QCM Global Diversified Programme -0.35 500k 12/1/1995 156 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.34 0k 11/1/1996 155 Rabar Market Research Diversified Program -0.33 2,000k 1/1/1989 154 Deep Field Capital AG SINGULARITY Fund -0.31 100k 9/1/2011 153 ROW Asset Managment Row Currency Program -0.30 1,000k 11/1/2010 152 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.28 100k 1/1/2000 151 Crabel Capital Management Crabel Multi-Product -0.28 1,000k 3/1/1998 150 Superfund Group Superfund Blue SPC Class A (EUR) -0.28 50k 4/1/2005 149 Drury Capital Diversified Trend-Following Program -0.25 5,000k 5/1/1997 148 Estlander & Partners Global XL -0.24 5,000k 8/1/1991 147 Conquest Capital Group Conquest Macro -0.24 250k 5/1/1999 146 Mobius Asset Management Diversified Program -0.23 250k 3/1/2004 145 Wimmer Horizon LLP Managed Account -0.22 5,000k 5/1/2005 144 Hawksbill Capital Management Global Diversified -0.22 5,000k 11/1/1988 143 Saxon Investment Corporation Diversified Program -0.22 3,000k 9/1/1988 142 1OAK Capital Limited ACORN Commodity -0.18 5,000k 5/1/2012 141 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.15 250k 10/1/2009 140 Estlander & Partners Global Markets -0.10 10,000k 8/1/1999 139 Quantmetrics Capital Management LLP Premier 12V Strategy -0.10 10,000k 4/1/2003 138 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -0.07 100k 7/1/2011 137 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.02 250k 3/1/2010 136 Superfund Group Superfund Blue SPC Class A (Gold) -0.02 50k 12/1/2007 131 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 132 IDS Capital IDS F&F Systematic Trading 0.00 50k 7/1/2013 133 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.00 1,000k 9/1/1997 134 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 135 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 130 IKOS The IKOS Hedge Fund 0.03 10,000k 7/1/1998 129 Ion Asset Architecture Ion Volium Fund 0.04 0k 4/1/2011 128 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.04 1k 10/1/2006 127 Ion Asset Architecture Ion Fund Program 0.07 10,000k 11/1/2007 126 Ion Asset Architecture (Fund Program) Ion Fund 0.07 100k 11/1/2007 125 Winton Capital Management Diversified 0.12 50,000k 10/1/1997 124 Transtrend B.V. DTP – Standard Risk (EUR) 0.23 10,000k 2/1/1999 123 IKOS IKOS FX Fund 0.25 1,000k 3/1/2008 122 Jaguar Investments Ltd Vario Capital Strategy 0.27 1,000k 5/1/2016 121 Auctos Capital Management Auctos Global Diversified 0.30 3,000k 11/1/2007 120 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 0.32 100k 1/1/2012 119 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.35 100k 8/1/2011 118 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.35 1,000k 3/1/1998 117 FTC Capital GmbH FTC Global Diversified 0.36 0k 3/1/2012 116 Witter & Lester, Inc. Redstone 0.38 500k 9/1/1994 115 Keck Capital Management LLC The Keck Program 0.38 2,000k 12/1/2003 114 ROW Asset Managment Row Diversified Fund, L.P. 0.40 1,000k 11/1/2011 113 Claughton Capital ARP Institutional Program 0.41 1,000k 10/1/2005 112 Blake Capital Management, Inc. SRD Short Equities 0.42 100k 1/1/2011 111 Mark J. Walsh Company Standard Program 0.44 2,000k 9/1/1985 110 HiProb Trading Technology LLC HiProb-I 0.50 5,000k 7/1/2008 109 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.50 5,000k 5/1/2011 108 MERIT Alternative Investments GmbH Futures Portfolio 0.50 2,000k 6/1/1998 107 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.51 10,000k 8/1/2004 106 Pinstripe Trading, LLC Standard 0.54 125k 8/1/2009 105 Transtrend B.V. DTP – Enhanced Risk (USD) 0.55 10,000k 1/1/1995 104 Ancile Capital Management Global Markets Program 0.55 2,000k 4/1/2005 103 Cranwood Capital Management Cranwood International Fund 0.56 250k 4/1/2008 102 Cranwood Capital Management Fixed Income Arbitrage Fund 0.57 250k 4/1/2008 101 Futures Truth Company, FTC-CTA 200K Options Strategy 0.58 200k 12/1/2009 100 IKOS IKOS Futures Fund 0.58 1,000k 2/1/2010 99 EMC Capital Advisors, LLC Classic 0.60 5,000k 1/1/1985 98 Camkay Capital Management LLC Stock Indices Short-Term 0.66 100k 3/1/2012 97 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.67 10,000k 8/1/1999 96 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 0.68 350k 8/1/2011 95 Superfund Group Superfund Green L.P. Series B 0.70 5k 10/1/2002 94 Auspice Capital Advisors Ltd Auspice Diversified Program 0.73 1,500k 4/1/2006 93 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.79 10,000k 2/1/2008 92 Amplitude Capital International Limited Klassik Strategy 0.84 1,000k 9/1/2009 91 Welton Investment Partners Welton Global 0.85 10,000k 6/1/2004 90 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.86 1,000k 10/1/2006 89 White Indian Trading Co. SCS Program (Client) 0.86 250k 2/1/2011 88 Turning Wheel Capital, Inc. Pure Alpha 0.87 10,000k 1/1/2012 87 Clarke Capital Management Millennium 0.89 1,000k 1/1/1998 86 John Locke Investments Cyril Systematic Program 0.89 8,000k 7/1/2000 85 Cauldron Investments, LLC Stock Index Plus 0.97 1,000k 10/1/2009 84 Diamond Capital Management Enhanced S&P Program 0.98 100k 10/1/2009 83 Tactical Investment Management Tactical Institutional Commodity Program 1.00 10,000k 4/1/1993 82 Robust Methods LLC Macro Managed Account 1.06 5,000k 1/1/2005 81 Red Rock Capital, LLC Systematic Global Macro 1.09 500k 9/1/2003 80 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.11 500k 1/1/2006 79 Melissinos Trading Eupatrid Global Trends 1.19 50k 1/1/2011 78 Quantis Asset Management Intraday Futures 1.20 250k 1/1/2010 77 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.21 5,000k 12/1/2010 76 Shield Plus LLC Shield Plus Natural Gas 1.24 50k 1/1/2004 75 Revolution Capital Management Mosaic Institutional Program 1.28 25,000k 9/1/2009 74 Quantmetrics Capital Management LLP Directional 10V Strategy 1.29 10,000k 1/1/2007 73 Esulep LLC MAX Esulep LLC MAX 1.29 500k 5/1/2008 72 UNISystems Research Inc. Wall Street Program 1.31 20k 8/1/2011 71 Global Sigma Group, LLC AGSF 1.31 3,000k 4/1/2013 70 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.39 10,000k 8/1/2009 69 Revolution Capital Management Alpha Program 1.44 5,000k 6/1/2007 68 Millburn Ridgefield Corporation Diversified Program 1.44 20,000k 2/1/1977 67 M.S. Capital Management Global Diversified Program 1.45 2,000k 11/1/1998 66 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.45 1,000k 3/1/2003 65 Millburn Ridgefield Corporation Multi-Markets Program 1.46 25,000k 10/1/2004 64 FORT LP Fort Global Contrarian 1.47 2,000k 10/1/2002 63 Wavefront Global Asset Management IMFC Global Concentrated 1.49 500k 4/1/2009 62 Futures Truth Company, FTC-CTA MS4 1.50 250k 10/1/2007 61 Estlander & Partners Freedom 1.52 20,000k 8/1/2010 60 Xplor Capital Management, LLC Global CTA Program 1.56 1,500k 7/1/2004 59 Eckhardt Trading Company Evolution Strategies 1.61 20,000k 8/1/1991 58 Abraham Trading Company Diversified Program 1.62 10,000k 1/1/1988 57 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.65 1,500k 1/1/2009 56 Manning & Napier MN Xenon Managed Futures (2x) Program 1.69 5,000k 6/1/2006 55 NuWave Investment Management, LLC Combined Futures Portfolio 1.71 5,000k 6/1/2001 54 Eckhardt Trading Company Evolution Strategies 1.2X 1.72 10,000k 10/1/1991 53 FRP CAPITAL LLC FRP125+ 1.77 125k 1/1/2010 52 NuWave Investment Management, LLC NuWave Investment Partners LP 1.78 250k 6/1/2001 51 FORT LP Fort Global Diversified 1.91 2,000k 10/1/1993 50 FCI Capital Management TSFX2 1.99 20k 1/1/2012 49 Double Helix Capital Management Double Helix 1.99 50k 1/1/2012 48 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.01 1,000k 5/1/2006 47 Lynx Asset Management AB Lynx Program 2.01 75k 5/1/2000 46 Crescent Bay Capital Management Premium Stock Index Program 2.03 10k 10/1/2005 45 DUNN Capital Management D'Best Futures Fund, L.P. 2.03 100k 6/1/1994 44 Chesapeake Capital Diversified (LV) 2.17 100k 2/1/1988 43 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.17 500k 4/1/2009 42 Soaring Pelican, LLC Diversified S&P Program 2.21 100k 1/1/2011 41 Manning & Napier MN Xenon Global Fixed Income Program 2.29 2,000k 8/1/2004 40 Crabel Capital Management WPD Crabel Futures Program 2.35 1,000k 7/1/2008 39 Serac, LLC Diversified Reversal Program 2.39 200k 4/1/2011 38 Estlander & Partners Alpha Trend 2.39 30,000k 10/1/1991 37 Systematic Alpha Management Systematic Alpha Futures Program 2.45 100k 6/1/2004 36 Adamah Capital LLC Asset Allocator Program 2.50 50k 3/1/2011 35 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.63 250k 10/1/2009 34 White Indian Trading Co. SCS Interest Rate Program (Client) 2.65 250k 8/1/2011 33 Zoi Capital, LLC Telio Program (Client) 2.67 200k 4/1/2010 32 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.77 100k 11/1/1984 31 Revolution Capital Management Mosaic Program 2.83 10,000k 10/1/2006 30 Global Vista Advisors, LLC Global Vista Options ("GVO") 2.93 50k 10/1/2010 29 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 3.00 100k 10/1/2010 28 JLC Futures Management Company JLC Managed Futures Fund I, LP. 3.03 100k 8/1/2009 27 Strategic Capital Advisors LLC Contrarian 500 3.06 500k 12/1/2003 26 Wavefront Global Asset Management IMFC Global Investment Program 3.16 2,000k 2/1/2007 25 Clarke Capital Management Global Basic 3.36 50k 2/1/1996 24 Endeavour Capital LLP Endeavour Pembroke 3.45 2,000k 7/1/2007 23 Altradis Capital AG AlphAlgo 3.46 100k 5/1/2007 22 Non Correlated Capital Positive Theta Fund 3.63 50k 10/1/2007 21 Non Correlated Capital Positive Theta Program 3.63 250k 10/1/2007 20 DUNN Capital Management DUNN Combined Fund (DCF) 3.66 100k 5/1/1989 19 Parizek Capital Currency Program 3.92 1,000k 4/1/2006 18 Arcanum Asset Management Equity Index Option Program (Prop) 3.99 500k 7/1/2006 17 Rotella Capital Management Rotella Orion (Short-Term) Program 3.99 10,000k 3/1/2006 16 Sequoia Hill Capital Management SHCM British Pound AP 4.21 50k 8/1/2011 15 Diamond Peak Capital LLC Northstar (2x) program 4.24 250k 10/1/2008 14 Manning & Napier MN Xenon Global Fixed Income (2x) Program 4.88 1,000k 5/1/2010 13 Quantum Leap Capital Management Managed Account Program 5.10 300k 8/1/2006 12 Emil van Essen Spread Trading Program 5.24 5,000k 12/1/2006 11 Clarke Capital Management Global Magnum 5.46 100k 8/1/1997 10 Quantitative Investment Management Quantitative Global Program 5.77 20,000k 10/1/2003 9 Dendrich Ltd QEP 6.67 50k 12/1/2005 8 Clarke Capital Management Worldwide 6.88 250k 1/1/1996 7 Bifrost Quest Capital LLC IndexQuest (Client) 6.98 500k 11/1/2011 6 Kinkopf Capital Management KCM S&P (Proprietary) 7.44 100k 1/1/1999 5 Liberty Funds Group, Inc Liberty Diversified Option Strategy 7.52 750k 1/1/2009 4 Estlander & Partners Alpha Trend II - Class P 7.72 100k 12/1/2008 3 GLOBIVEST LLC Alpha Program 8.46 50k 4/1/2009 2 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 8.60 25k 4/1/2010 1 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 11.86 50k 9/1/2009 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.