Systematic Trader Index For May 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 May 2012 Min Inv Inception 264 Revolution Capital Management Mosaic Program -18.53 10,000k 10/1/2006 263 QQFund.com QQFund.com Alpha Beta Program -17.99 100k 9/1/2008 262 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -10.79 500k 4/1/2009 261 Ancile Capital Management Global Markets Program -10.62 2,000k 4/1/2005 260 Pinstripe Trading, LLC Standard -9.98 125k 8/1/2009 259 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -9.29 0k 11/1/1996 258 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -9.20 100k 7/1/2011 257 QMS Capital Management LP QMS Diversified Global Macro Strategy -8.78 5,000k 6/1/2010 256 Camkay Capital Management LLC Stock Indices Short-Term -8.34 100k 3/1/2012 255 Revolution Capital Management Mosaic Institutional Program -7.48 25,000k 9/1/2009 254 ALFAKRAFT ALFA Rubicon Fund -7.16 16k 8/1/2011 253 DUNN Capital Management DUNN Combined Fund (DCF) -7.12 100k 5/1/1989 252 ROW Asset Managment Row Currency Program -6.55 1,000k 11/1/2010 251 UNISystems Research Inc. Wall Street Program -6.52 20k 8/1/2011 250 Wraith Capital LLP Wraith Dynamic Futures Fund -6.13 100k 1/1/2011 249 Global Domain Partners, LLC Global Domain Vector Fund - Series A -5.50 500k 1/1/2006 248 Global Vista Advisors, LLC Global Vista Options ("GVO") -5.39 50k 10/1/2010 247 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.93 5,000k 11/1/2012 246 Vantage Capital Management VCM Growth Program -4.88 100k 1/1/2011 245 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund -4.50 350k 8/1/2011 244 Liberty Funds Group, Inc Liberty Diversified Option Strategy -4.45 750k 1/1/2009 243 Strategic Capital Advisors LLC Contrarian 500 -4.36 500k 12/1/2003 242 Strategic Capital Advisors LLC Multi-strategy Futures Program -4.16 3,000k 5/1/2010 241 Chesapeake Capital Diversified (LV) -3.90 100k 2/1/1988 240 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -3.41 250k 10/1/2011 239 Witter & Lester, Inc. Stock Index Futures Trading Program -3.11 400k 1/1/1988 238 Quantis Asset Management Intraday Futures -2.88 250k 1/1/2010 237 John Locke Investments JL Commodity Long Flat Program -2.81 5,000k 12/1/2007 236 Adamah Capital LLC Asset Allocator Program -2.80 50k 3/1/2011 235 Futures Truth Company, FTC-CTA 200K Options Strategy -2.73 200k 12/1/2009 234 Double Helix Capital Management Double Helix -2.63 50k 1/1/2012 233 White Indian Trading Co. SCS Interest Rate Program (Client) -2.43 250k 8/1/2011 232 Seven Capital Management Seven Absolute Return -2.33 100k 6/1/2009 231 Superfund Group Superfund Blue SPC Class A (EUR) -2.26 50k 4/1/2005 230 Auctos Capital Management Auctos Global Diversified -2.21 3,000k 11/1/2007 229 Quantica Capital AG Quantica Diversified FX -2.01 5,000k 3/1/2007 228 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.96 10,000k 8/1/2009 227 Zoi Capital, LLC Telio Program (Client) -1.95 200k 4/1/2010 226 Emil van Essen Spread Trading Program -1.81 5,000k 12/1/2006 225 Superfund Group Superfund Blue SPC Class A (Gold) -1.80 50k 12/1/2007 224 1OAK Capital Limited ACORN Commodity -1.63 5,000k 5/1/2012 223 Ion Asset Architecture (Fund Program) Ion Fund -1.53 100k 11/1/2007 222 Ion Asset Architecture Ion Fund Program -1.53 10,000k 11/1/2007 221 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -1.48 5,000k 12/1/2010 220 Crabel Capital Management WPD Crabel Futures Program -1.25 1,000k 7/1/2008 219 QCM Global Diversified Programme -1.24 500k 12/1/1995 218 Quantica Capital AG Quantica Managed Futures -1.21 5,000k 1/1/2005 217 Endeavour Capital LLP Endeavour Pembroke -1.19 2,000k 7/1/2007 216 Robust Methods LLC Macro Managed Account -1.15 5,000k 1/1/2005 215 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -1.13 25k 4/1/2010 214 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.09 100k 10/1/2010 213 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.04 5,000k 10/1/2007 212 FORT LP Fort Global Contrarian -1.01 2,000k 10/1/2002 211 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.90 100k 5/1/1999 210 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.78 250k 3/1/2010 209 Blake Capital Management, Inc. SRD Short Equities -0.74 100k 1/1/2011 208 Tactical Investment Management Tactical Institutional Commodity Program -0.63 10,000k 4/1/1993 207 Shield Plus LLC Shield Plus Natural Gas -0.62 50k 1/1/2004 206 Saxon Investment Corporation Aggressive Diversified Program -0.62 2,000k 11/1/1993 205 Diamond Capital Management Enhanced S&P Program -0.60 100k 10/1/2009 204 IKOS IKOS FX Fund -0.57 1,000k 3/1/2008 203 Cauldron Investments, LLC Stock Index Plus -0.57 1,000k 10/1/2009 202 Millburn Ridgefield Corporation Commodity Program -0.50 25,000k 3/1/2005 201 Mobius Asset Management Custom Trading Program -0.45 100k 1/1/2002 200 Saxon Investment Corporation Diversified Program -0.37 3,000k 9/1/1988 199 Gap Partners LLC Gap -0.33 250k 11/1/2009 198 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.24 1,000k 3/1/2003 197 Somers Brothers Capital Diversified Futures Program #1 -0.23 100k 1/1/2005 196 Winton Capital Management Diversified -0.22 50,000k 10/1/1997 195 Drury Capital Diversified Trend-Following Program -0.20 5,000k 5/1/1997 194 Cranwood Capital Management Fixed Income Arbitrage Fund -0.16 250k 4/1/2008 193 Cranwood Capital Management Cranwood International Fund -0.16 250k 4/1/2008 192 Mobius Asset Management Energy Weighted Program -0.12 250k 1/1/2005 191 Blake Capital Management, Inc. SRD Energies -0.11 100k 8/1/2011 185 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 190 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 188 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 189 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 187 Sequoia Hill Capital Management SHCM Gold AP 0.00 140k 5/1/2012 186 HASAFUMA Hedgehog 0.00 60k 5/1/2012 184 GLOBIVEST LLC Alpha Program 0.03 50k 4/1/2009 183 Ion Asset Architecture Ion Volium Fund 0.04 0k 4/1/2011 182 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.07 75k 6/1/2007 181 Quantmetrics Capital Management LLP Premier 12V Strategy 0.09 10,000k 4/1/2003 180 Mobius Asset Management Diversified Program 0.10 250k 3/1/2004 179 IKOS The IKOS Hedge Fund 0.13 10,000k 7/1/1998 178 IStar Capital B.V. IStar Systematic Fund 0.16 1,000k 9/1/2011 177 Briarwood Capital Management, Inc. Diversified 2XL 0.22 250k 11/1/2004 176 Quantis Asset Management PFM Systematic 0.24 15k 5/1/2010 175 Briarwood Capital Management, Inc. Diversified Trading Program 0.25 3,000k 7/1/2001 174 Non Correlated Capital Positive Theta Program 0.34 250k 10/1/2007 173 Altus Trading, LLC Managed Forex Program A 0.37 50k 8/1/2011 172 Manning & Napier MN Xenon Managed Futures (2x) Program 0.38 5,000k 6/1/2006 171 Huygens Capital LLC Navigator 0.42 1,000k 2/1/2012 170 Non Correlated Capital Positive Theta Fund 0.42 50k 10/1/2007 169 HB Capital Management Inc. Diversified Program 0.45 50k 3/1/2008 168 IKOS IKOS Futures Fund 0.49 1,000k 2/1/2010 167 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.58 5,000k 5/1/2011 166 HiProb Trading Technology LLC HiProb-I 0.60 5,000k 7/1/2008 165 IDS Capital IDS F&F Systematic Trading 0.60 50k 7/1/2013 164 Covenant Capital Management Original Program 0.83 5,000k 9/1/1999 163 Soaring Pelican, LLC Diversified S&P Program 0.84 100k 1/1/2011 162 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.88 100k 2/1/2010 161 Estlander & Partners Global Markets 0.88 10,000k 8/1/1999 160 Turning Wheel Capital, Inc. Pure Alpha 0.93 10,000k 1/1/2012 159 Bifrost Quest Capital LLC IndexQuest (Client) 0.93 500k 11/1/2011 158 Witter & Lester, Inc. Redstone 0.99 500k 9/1/1994 157 Pacific Capital Advisors Vanguard Program 1.01 100k 4/1/2007 156 Crescent Bay Capital Management Premium Stock Index Program 1.03 10k 10/1/2005 155 Quantmetrics Capital Management LLP Directional 10V Strategy 1.05 10,000k 1/1/2007 154 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 1.09 100k 5/1/2011 153 Alder Capital DAC Alder Global 10 1.10 250k 10/1/2000 152 Tyche Capital Advisors LLC TCA Energy Spreads 1.12 100k 8/1/2008 151 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.16 100k 1/1/2005 150 Hyman Beck and Company Global Portfolio 1.16 1,000k 3/1/1991 149 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 1.19 5,000k 1/1/2005 148 Esulep LLC MAX Esulep LLC MAX 1.20 500k 5/1/2008 147 FCI Capital Management TSFX2 1.21 20k 1/1/2012 146 Red Rock Capital, LLC Systematic Global Macro 1.24 500k 9/1/2003 145 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 1.25 100k 1/1/2012 144 Kinkopf Capital Management KCM S&P (Proprietary) 1.26 100k 1/1/1999 143 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.27 1,000k 5/1/2006 142 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.28 50k 9/1/2009 141 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.31 1k 10/1/2006 140 Welton Investment Partners Welton Global 1.33 10,000k 6/1/2004 139 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.35 25,000k 3/1/2010 138 Metolius Capital LLC Metolius Diversified 1.36 100k 6/1/2010 137 White Indian Trading Co. SCS Program (Client) 1.41 250k 2/1/2011 136 Dreiss Research Corporation Diversified Program 1.42 1,000k 5/1/1991 135 M.S. Capital Management Global Diversified Program 1.44 2,000k 11/1/1998 134 Rotella Capital Management Rotella Polaris Program (Diversified) 1.50 10,000k 1/1/1991 133 FORT LP Fort Global Diversified 1.62 2,000k 10/1/1993 132 Millburn Ridgefield Corporation Multi-Markets Program 1.69 25,000k 10/1/2004 131 Estlander & Partners Global XL 1.71 5,000k 8/1/1991 130 Dendrich Ltd QEP 1.71 50k 12/1/2005 129 FTC Capital GmbH FTC Global Diversified 1.72 0k 3/1/2012 128 Global Sigma Group, LLC AGSF 1.76 3,000k 4/1/2013 127 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 1.81 150k 1/1/2011 126 Auspice Capital Advisors Ltd Auspice Diversified Program 1.82 1,500k 4/1/2006 125 Crabel Capital Management Crabel Multi-Product 1.85 1,000k 3/1/1998 124 ROW Asset Managment Row Diversified Fund, L.P. 1.91 1,000k 11/1/2011 123 Hoss Capital Management, LLC Hoss Agricultural Futures Program 1.96 100k 8/1/2011 122 AllMountain Capital AG Mount Denali Global Trends 2.17 160k 7/1/2007 121 Alder Capital DAC Alder Global 20 2.20 250k 2/1/2001 120 Arcanum Asset Management Equity Index Option Program (Prop) 2.24 500k 7/1/2006 119 Diamond Peak Capital LLC Northstar (2x) program 2.28 250k 10/1/2008 118 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.32 250k 5/1/2011 117 Millburn Ridgefield Corporation Diversified Program 2.35 20,000k 2/1/1977 116 Covenant Capital Management Aggressive Program 2.36 3,000k 2/1/2004 115 JLC Futures Management Company JLC Managed Futures Fund I, LP. 2.43 100k 8/1/2009 114 Rhicon Currency Management Rhicon Systematic Currency Program 2.46 3,000k 1/1/2004 113 Manning & Napier MN Xenon Global Fixed Income Program 2.60 2,000k 8/1/2004 112 DUNN Capital Management D'Best Futures Fund, L.P. 2.61 100k 6/1/1994 111 NuWave Investment Management, LLC Combined Futures Portfolio 2.77 5,000k 6/1/2001 110 Deep Field Capital AG SINGULARITY Fund 2.78 100k 9/1/2011 109 NuWave Investment Management, LLC NuWave Investment Partners LP 2.84 250k 6/1/2001 108 Jaguar Investments Ltd Vario Capital Strategy 2.91 1,000k 5/1/2016 107 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 2.98 1,500k 1/1/2009 106 ISAM ISAM Systematic Trend Fund 3.01 1,000k 6/1/2001 105 Quantis Asset Management Ulysses Futures 3.08 1,000k 7/1/2009 104 FCI Capital Management TSFX1 3.17 20k 11/1/2010 103 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.27 10,000k 1/1/2001 102 Mondiale Asset Management Mondiale Trading Program 3.43 0k 9/1/1997 101 Futures Truth Company, FTC-CTA MS4 3.60 250k 10/1/2007 100 RAM Management Group RAM MRTP 1X-Conservative 3.67 1,000k 9/1/1993 99 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.68 250k 10/1/2009 98 MERIT Alternative Investments GmbH Futures Portfolio 3.80 2,000k 6/1/1998 97 Estlander & Partners Freedom 3.92 20,000k 8/1/2010 96 Parizek Capital Currency Program 3.94 1,000k 4/1/2006 95 FRP CAPITAL LLC FRP125+ 4.07 125k 1/1/2010 94 Systematic Alpha Management Systematic Alpha Futures Program 4.24 100k 6/1/2004 93 Xplor Capital Management, LLC Global CTA Program 4.51 1,500k 7/1/2004 92 Blackwater Capital Management Global Program 4.54 5,000k 7/1/2005 91 Rivoli Fund Management Rivoli International Fund (V9) 4.62 5,000k 1/1/2002 90 Manning & Napier MN Xenon Global Fixed Income (2x) Program 4.69 1,000k 5/1/2010 89 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 4.95 100k 1/1/2012 88 John Locke Investments Cyril Systematic Program 4.95 8,000k 7/1/2000 87 Estlander & Partners Alpha Trend 4.96 30,000k 10/1/1991 86 Transtrend B.V. DTP – Standard Risk (EUR) 4.98 10,000k 2/1/1999 85 Spectrum Asset Management LLC Global Diversified 4.98 2,000k 1/1/2001 84 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 5.00 10,000k 4/1/2004 83 Sequoia Hill Capital Management SHCM British Pound AP 5.14 50k 8/1/2011 82 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 5.31 4,000k 11/1/2008 81 SCT Capital Management The Adaptive Quant Trading (AQT) Program 5.52 10,000k 8/1/2009 80 Serac, LLC Diversified Reversal Program 5.59 200k 4/1/2011 79 Abraham Trading Company Diversified Program 5.65 10,000k 1/1/1988 78 Liberty Funds Group, Inc Liberty Wealth Protection Fund 5.91 250k 10/1/2009 77 ALFAKRAFT ALFA Edge Fund 5.92 16k 12/1/2011 76 Altradis Capital AG AlphAlgo 5.97 100k 5/1/2007 75 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 6.14 1,000k 9/1/1997 74 Keck Capital Management LLC The Keck Program 6.15 2,000k 12/1/2003 73 Clarke Capital Management Global Basic 6.33 50k 2/1/1996 72 Dominion Capital Sapphire Program 6.41 3,000k 5/1/2005 71 Kaiser Trading Group Kaiser Global Diversified Program - Class B 6.43 1,000k 3/1/1998 70 Rho Asset Management Rho Altius 1XL Program 6.44 5,000k 11/1/2007 69 Gladius Asset Management Fulham Program 6.49 2,000k 1/1/2008 68 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 6.53 10,000k 2/1/2008 67 Amplitude Capital International Limited Klassik Strategy 6.54 1,000k 9/1/2009 66 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 6.57 1,000k 9/1/2009 65 Rabar Market Research Short-Term Program 6.73 2,000k 11/1/2009 64 Eclipse Capital Management Global Monetary 6.76 5,000k 8/1/1990 63 Wimmer Horizon LLP Managed Account 6.85 5,000k 5/1/2005 62 Emil van Essen EvE Systematic Global Opportunities 6.86 1,000k 9/1/2007 61 Wavefront Global Asset Management IMFC Global Investment Program 6.99 2,000k 2/1/2007 60 Quantitative Investment Management Quantitative Global Program 7.17 20,000k 10/1/2003 59 Transtrend B.V. DTP – Enhanced Risk (JPY) 7.46 10,000k 8/1/2004 58 Rivoli Fund Management Rivoli International Fund (E) 7.49 5,000k 10/1/1996 57 Transtrend B.V. DTP – Enhanced Risk (USD) 7.53 10,000k 1/1/1995 56 Wavefront Global Asset Management IMFC Global Concentrated 7.58 500k 4/1/2009 55 Rotella Capital Management Rotella Orion (Short-Term) Program 7.67 10,000k 3/1/2006 54 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.69 100k 11/1/1984 53 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.71 10,000k 8/1/1999 52 Lynx Asset Management AB Lynx Program 7.84 75k 5/1/2000 51 Rabar Market Research Diversified Program 7.87 2,000k 1/1/1989 50 Quantum Leap Capital Management Managed Account Program 7.99 300k 8/1/2006 49 Revolution Capital Management Alpha Program 7.99 5,000k 6/1/2007 48 Eckhardt Trading Company Evolution Strategies 8.23 20,000k 8/1/1991 47 White Indian Trading Co. STAIRS (Client) 8.29 250k 5/1/2009 46 Molinero Capital Management LLP Global Markets Program 8.59 2,000k 7/1/2005 45 Amplitude Capital International Limited Dynamic Strategy 8.62 6/1/2005 44 Northfield Trading Diversified 8.96 2,000k 7/1/1989 43 Eckhardt Trading Company Evolution Strategies 1.2X 9.27 10,000k 10/1/1991 42 Melissinos Trading Eupatrid Global Trends 9.41 50k 1/1/2011 41 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 9.92 10k 7/1/2005 40 Mark J. Walsh Company Standard Program 10.75 2,000k 9/1/1985 39 Superfund Group Superfund Green Gold A (SPC) 10.99 5k 10/1/2005 38 ALFAKRAFT ALFA Commodity Fund 11.04 16k 6/1/2010 37 Robinson-Langley Capital Management, LLC Managed Account Program 11.06 200k 1/1/2007 36 RAM Management Group MRTP Aggressive 11.13 1,000k 2/1/1998 35 Superfund Group Superfund Green Gold L.P. Series A-1 11.29 5k 4/1/2009 34 Trigon Investment Advisors, LLC Foreign Exchange Program 11.36 5,000k 8/1/2000 33 Angle Capital Management LLC AIP Program 11.37 100k 1/1/2010 32 Romanesco Capital Management B.V Persistence Program 11.65 5,000k 9/1/2005 31 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 12.01 4,000k 2/1/2011 30 White Indian Trading Co. STAIRS - Futures Program (Client) 12.09 250k 10/1/2008 29 Future Trade AG Thales Swing Trading Programme 12.42 250k 6/1/2007 28 Kelly Angle Inc. Genesis Program 12.44 2,000k 4/1/2000 27 Clarke Capital Management FX Plus 12.50 1,000k 5/1/2004 26 Conquest Capital Group Conquest Select 12.59 250k 6/1/2004 25 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 12.80 1,000k 10/1/2006 24 Insch Capital Management SA Interbank Currency Program - 3X Leverage 13.14 100k 1/1/2000 23 Claughton Capital ARP Institutional Program 14.00 1,000k 10/1/2005 22 Heyden & Steindl GmbH TOMAC2 14.25 5,000k 3/1/2003 21 Purple Valley Capital, Inc. Diversified Trend 1 14.64 100k 8/1/2008 20 Conquest Capital Group Conquest Macro 14.95 250k 5/1/1999 19 Superfund Group Superfund Green L.P. Series A 15.78 5k 10/1/2002 18 Clarke Capital Management Global Magnum 16.11 100k 8/1/1997 17 Parizek Capital Futures Trading Program 16.17 500k 4/1/2000 16 Hawksbill Capital Management Global Diversified 16.20 5,000k 11/1/1988 15 Estlander & Partners Alpha Trend II - Class P 16.41 100k 12/1/2008 14 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 18.15 200k 11/1/1999 13 Superfund Group Superfund Green Q-AG 18.54 2k 3/1/1996 12 EMC Capital Advisors, LLC Classic 19.10 5,000k 1/1/1985 11 Superfund Group Superfund Green Gold L.P. Series B-1 19.43 5k 4/1/2009 10 Superfund Group Superfund Green Gold B (SPC) 19.73 50k 10/1/2005 9 Superfund Group Superfund Green L.P. Series B 23.63 5k 10/1/2002 8 Superfund Group Superfund Green GCT USD 25.23 15k 1/1/2000 7 Clarke Capital Management Worldwide 28.42 250k 1/1/1996 6 Superfund Group Superfund Green Gold C (SPC) 28.54 100k 10/1/2005 5 Neural Capital Ltd Sentinel Trading Program 30.02 2,000k 1/1/2006 4 Superfund Group Superfund Green Master 36.11 2,000k 5/1/2001 3 Clarke Capital Management Jupiter 39.70 3,000k 5/1/2005 2 Southwest Managed Investments, LLC Global Diversified 44.73 200k 1/1/2002 1 Clarke Capital Management Millennium 46.47 1,000k 1/1/1998 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.