Systematic Trader Index For August 2012 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Aug 2012 Min Inv Inception 266 Shield Plus LLC Shield Plus Natural Gas -16.71 50k 1/1/2004 265 Clarke Capital Management Jupiter -11.07 3,000k 5/1/2005 264 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.80 200k 11/1/1999 263 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -10.74 4,000k 2/1/2011 262 Conquest Capital Group Conquest Macro -9.54 250k 5/1/1999 261 Dreiss Research Corporation Diversified Program -9.29 1,000k 5/1/1991 260 Wraith Capital LLP Wraith Dynamic Futures Fund -8.98 100k 1/1/2011 259 Estlander & Partners Alpha Trend II - Class P -7.88 100k 12/1/2008 258 White Indian Trading Co. STAIRS (Client) -6.95 250k 5/1/2009 257 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.26 100k 5/1/1999 256 DUNN Capital Management D'Best Futures Fund, L.P. -6.14 100k 6/1/1994 255 Serac, LLC Diversified Reversal Program -6.12 200k 4/1/2011 254 Somers Brothers Capital Diversified Futures Program #1 -5.96 100k 1/1/2005 253 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -5.83 100k 5/1/2011 252 Alder Capital DAC Alder Global 20 -5.70 250k 2/1/2001 251 DUNN Capital Management DUNN Combined Fund (DCF) -5.52 100k 5/1/1989 250 Hyman Beck and Company Global Portfolio -5.28 1,000k 3/1/1991 249 M.S. Capital Management Global Diversified Program -5.07 2,000k 11/1/1998 248 NuWave Investment Management, LLC NuWave Investment Partners LP -5.02 250k 6/1/2001 247 NuWave Investment Management, LLC Combined Futures Portfolio -5.02 5,000k 6/1/2001 246 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -5.01 75k 6/1/2007 245 Southwest Managed Investments, LLC Global Diversified -4.97 200k 1/1/2002 244 ISAM ISAM Systematic Trend Fund -4.68 1,000k 6/1/2001 243 White Indian Trading Co. STAIRS - Futures Program (Client) -4.54 250k 10/1/2008 242 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.44 5,000k 12/1/2010 241 Revolution Capital Management Mosaic Program -4.22 10,000k 10/1/2006 240 Clarke Capital Management FX Plus -4.17 1,000k 5/1/2004 239 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.17 100k 11/1/1984 238 Quantica Capital AG Quantica Diversified FX -4.06 5,000k 3/1/2007 237 Superfund Group Superfund Green Master -3.93 2,000k 5/1/2001 236 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -3.91 4,000k 11/1/2008 235 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.88 250k 5/1/2011 234 Clarke Capital Management Millennium -3.77 1,000k 1/1/1998 233 Spectrum Asset Management LLC Global Diversified -3.76 2,000k 1/1/2001 232 Manning & Napier MN Xenon Global Fixed Income (2x) Program -3.69 1,000k 5/1/2010 231 Superfund Group Superfund Green GCT USD -3.66 15k 1/1/2000 230 SCT Capital Management The Adaptive Quant Trading (AQT) Program -3.61 10,000k 8/1/2009 229 Keck Capital Management LLC The Keck Program -3.60 2,000k 12/1/2003 228 Angle Capital Management LLC AIP Program -3.43 100k 1/1/2010 227 Wimmer Horizon LLP Managed Account -3.11 5,000k 5/1/2005 226 Superfund Group Superfund Green L.P. Series B -3.08 5k 10/1/2002 225 Deep Field Capital AG SINGULARITY Fund -2.97 100k 9/1/2011 224 Molinero Capital Management LLP Global Markets Program -2.94 2,000k 7/1/2005 223 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -2.82 25,000k 3/1/2010 222 Alder Capital DAC Alder Global 10 -2.80 250k 10/1/2000 221 Altradis Capital AG AlphAlgo -2.79 100k 5/1/2007 220 Amplitude Capital International Limited Dynamic Strategy -2.77 6/1/2005 219 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 218 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.66 10k 7/1/2005 217 Quantica Capital AG Quantica Managed Futures -2.55 10,000k 1/1/2005 216 Tyche Capital Advisors LLC TCA Energy Spreads -2.51 100k 8/1/2008 215 Millburn Ridgefield Corporation Multi-Markets Program -2.48 25,000k 10/1/2004 214 Estlander & Partners Alpha Trend -2.45 30,000k 10/1/1991 213 ROW Asset Managment Row Currency Program -2.42 1,000k 11/1/2010 212 Emil van Essen EvE Systematic Global Opportunities -2.37 1,000k 9/1/2007 211 AllMountain Capital AG Mount Denali Global Trends -2.36 160k 7/1/2007 210 Superfund Group Superfund Green Q-AG -2.36 2k 3/1/1996 209 Blackwater Capital Management Global Program -2.36 5,000k 7/1/2005 208 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -2.36 100k 7/1/2011 207 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.34 250k 10/1/2009 206 Romanesco Capital Management B.V Persistence Program -2.32 5,000k 9/1/2005 205 Lynx Asset Management AB Lynx Program -2.24 75k 5/1/2000 204 Robinson-Langley Capital Management, LLC Managed Account Program -2.20 200k 1/1/2007 203 Superfund Group Superfund Green L.P. Series A -2.19 5k 10/1/2002 202 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -2.13 150k 1/1/2011 201 Clarke Capital Management Worldwide -2.10 250k 1/1/1996 200 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.06 0k 11/1/1996 199 FORT LP Fort Global Contrarian -2.01 2,000k 10/1/2002 198 Kelly Angle Inc. Genesis Program -2.00 2,000k 4/1/2000 197 Manning & Napier MN Xenon Global Fixed Income Program -1.98 2,000k 8/1/2004 196 Adamah Capital LLC Asset Allocator Program -1.90 50k 3/1/2011 195 Crabel Capital Management Crabel Multi-Product -1.89 1,000k 3/1/1998 194 Millburn Ridgefield Corporation Diversified Program -1.89 20,000k 2/1/1977 193 IKOS IKOS FX Fund -1.87 1,000k 3/1/2008 192 Quantis Asset Management Intraday Futures -1.78 250k 1/1/2010 191 Rivoli Fund Management Rivoli International Fund (E) -1.73 5,000k 10/1/1996 190 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.72 10,000k 8/1/2004 189 FORT LP Fort Global Diversified -1.71 2,000k 3/1/2002 188 Rhicon Currency Management Rhicon Systematic Currency Program -1.71 3,000k 1/1/2004 187 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.70 100k 2/1/2010 186 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.66 5,000k 11/1/2012 185 Ancile Capital Management Global Markets Program -1.64 2,000k 4/1/2005 184 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.62 1k 10/1/2006 183 Revolution Capital Management Mosaic Institutional Program -1.61 25,000k 9/1/2009 182 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.58 100k 1/1/2005 181 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.57 10,000k 8/1/1999 180 Jaguar Investments Ltd Vario Capital Strategy -1.56 1,000k 5/1/2016 179 Seven Capital Management Seven Absolute Return -1.54 100k 6/1/2009 178 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.48 10,000k 8/1/2009 177 Mark J. Walsh Company Standard Program -1.46 2,000k 9/1/1985 176 Wavefront Global Asset Management IMFC Global Investment Program -1.46 2,000k 2/1/2007 175 Transtrend B.V. DTP – Enhanced Risk (USD) -1.41 10,000k 1/1/1995 174 IDS Capital IDS F&F Systematic Trading -1.40 50k 7/1/2013 173 Northfield Trading Diversified -1.39 2,000k 7/1/1989 172 Estlander & Partners Freedom -1.37 20,000k 8/1/2010 171 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.36 10,000k 1/1/2001 170 Manning & Napier MN Xenon Managed Futures (2x) Program -1.32 5,000k 6/1/2006 169 Rho Asset Management Rho Altius 1XL Program -1.31 5,000k 11/1/2007 168 Winton Capital Management Diversified -1.29 50,000k 10/1/1997 167 Red Rock Capital, LLC Systematic Global Macro -1.28 500k 9/1/2003 166 John Locke Investments Cyril Systematic Program -1.27 8,000k 7/1/2000 165 Welton Investment Partners Welton Global -1.26 10,000k 6/1/2004 164 Drury Capital Diversified Trend-Following Program -1.26 5,000k 5/1/1997 163 Rivoli Fund Management Rivoli International Fund (V9) -1.16 5,000k 1/1/2002 162 Millburn Ridgefield Corporation Commodity Program -1.15 25,000k 3/1/2005 161 IKOS IKOS Futures Fund -1.13 1,000k 2/1/2010 160 Transtrend B.V. DTP – Standard Risk (EUR) -1.09 10,000k 2/1/1999 159 Conquest Capital Group Conquest Select -1.02 250k 6/1/2004 158 Turning Wheel Capital, Inc. Pure Alpha -1.02 10,000k 1/1/2012 157 Chesapeake Capital Diversified (LV) -0.96 100k 2/1/1988 156 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.95 250k 3/1/2010 155 Quantis Asset Management PFM Systematic -0.94 15k 5/1/2010 154 Metolius Capital LLC Metolius Diversified -0.92 100k 6/1/2010 153 Pacific Capital Advisors Vanguard Program -0.92 100k 4/1/2007 152 Rotella Capital Management Rotella Orion (Short-Term) Program -0.90 10,000k 3/1/2006 151 Dominion Capital Sapphire Program -0.87 3,000k 5/1/2005 150 Gladius Asset Management Fulham Program -0.86 2,000k 1/1/2008 149 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 148 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.72 10,000k 4/1/2004 147 Emil van Essen Spread Trading Program -0.67 5,000k 12/1/2006 146 Pinstripe Trading, LLC Standard -0.65 125k 8/1/2009 145 Parizek Capital Currency Program -0.62 1,000k 4/1/2006 144 Auspice Capital Advisors Ltd Auspice Diversified Program -0.59 1,500k 6/1/2007 143 Alee Capital Management, LLC Poniente Program -0.58 2,500k 1/1/1999 142 Blake Capital Management, Inc. SRD Energies -0.55 100k 8/1/2011 141 Claughton Capital ARP Institutional Program -0.50 1,000k 10/1/2005 140 RAM Management Group MRTP Aggressive -0.47 1,000k 2/1/1998 139 Mondiale Asset Management Mondiale Trading Program -0.44 0k 9/1/1997 138 Abraham Trading Company Diversified Program -0.43 10,000k 1/1/1988 137 QCM Alpha Financials Program -0.38 10,000k 6/1/2012 136 MERIT Alternative Investments GmbH Futures Portfolio -0.37 2,000k 6/1/1998 135 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.34 1,000k 10/1/2006 134 Cranwood Capital Management Cranwood International Fund -0.32 250k 4/1/2008 133 Cranwood Capital Management Fixed Income Arbitrage Fund -0.32 250k 4/1/2008 132 Wavefront Global Asset Management IMFC Global Concentrated -0.26 500k 4/1/2009 131 Camkay Capital Management LLC Stock Indices Short-Term -0.26 100k 3/1/2012 130 Quantmetrics Capital Management LLP Premier 12V Strategy -0.26 10,000k 4/1/2003 129 Quantis Asset Management Ulysses Futures -0.24 1,000k 7/1/2009 128 Xplor Capital Management, LLC Global CTA Program -0.23 1,500k 7/1/2004 127 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.23 1,000k 9/1/1997 126 Liberty Funds Group, Inc Liberty Wealth Protection Fund -0.22 250k 10/1/2009 125 Clarke Capital Management Global Basic -0.21 50k 2/1/1996 124 Strategic Capital Advisors LLC Contrarian 500 -0.20 250k 12/1/2003 123 RAM Management Group RAM MRTP 1X-Conservative -0.18 1,000k 9/1/1993 122 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.17 1,500k 1/1/2009 121 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.14 1,000k 3/1/1998 120 Endeavour Capital LLP Endeavour Pembroke -0.11 2,000k 7/1/2007 119 IKOS The IKOS Hedge Fund -0.08 10,000k 7/1/1998 118 1OAK Capital Limited ACORN Commodity -0.07 5,000k 5/1/2012 117 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.06 10,000k 3/1/2003 116 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -0.01 100k 1/1/2012 115 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 114 Vantage Capital Management VCM Growth Program 0.00 100k 1/1/2011 113 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 112 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.01 5,000k 1/1/2005 111 Futures Truth Company, FTC-CTA MS4 0.01 250k 10/1/2007 110 Gap Partners LLC Gap 0.07 250k 11/1/2009 109 Saxon Investment Corporation Diversified Program 0.13 3,000k 9/1/1988 108 Trigon Investment Advisors, LLC Foreign Exchange Program 0.14 5,000k 8/1/2000 107 Eclipse Capital Management Global Monetary 0.14 5,000k 8/1/1990 106 Superfund Group Superfund Green Gold C (SPC) 0.17 100k 10/1/2005 105 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.19 100k 8/1/2011 104 Briarwood Capital Management, Inc. Diversified Trading Program 0.20 3,000k 7/1/2001 103 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.24 500k 1/1/2006 102 Ion Asset Architecture Ion Volium Fund 0.24 0k 4/1/2011 101 Mobius Asset Management Diversified Program 0.25 250k 3/1/2004 100 Blake Capital Management, Inc. SRD Short Equities 0.25 100k 1/1/2011 99 Saxon Investment Corporation Aggressive Diversified Program 0.28 2,000k 11/1/1993 98 Parizek Capital Futures Trading Program 0.29 500k 4/1/2000 97 Ion Asset Architecture Ion Fund Program 0.30 10,000k 11/1/2007 96 Melissinos Trading Eupatrid Global Trends 0.30 50k 1/1/2011 95 Ion Asset Architecture (Fund Program) Ion Fund 0.30 100k 11/1/2007 94 Witter & Lester, Inc. Redstone 0.31 500k 9/1/1994 93 Estlander & Partners Global Markets 0.33 10,000k 8/1/1999 92 Esulep LLC MAX Esulep LLC MAX 0.33 500k 5/1/2008 91 Briarwood Capital Management, Inc. Diversified 2XL 0.36 250k 11/1/2004 90 Alee Capital Management, LLC Mistral Program 0.39 2,500k 1/1/1999 89 Mobius Asset Management Energy Weighted Program 0.40 250k 1/1/2005 88 Superfund Group Superfund Blue SPC Class A (EUR) 0.47 50k 4/1/2005 87 Quantitative Investment Management Quantitative Global Program 0.52 20,000k 10/1/2003 86 Covenant Capital Management Original Program 0.53 5,000k 9/1/1999 85 Superfund Group Superfund Green Gold L.P. Series B-1 0.58 5k 4/1/2009 84 Neural Capital Ltd Sentinel Trading Program 0.59 2,000k 1/1/2006 83 Witter & Lester, Inc. Stock Index Futures Trading Program 0.62 400k 1/1/1988 82 ROW Asset Managment Row Diversified Fund, L.P. 0.64 1,000k 11/1/2011 81 Estlander & Partners Global XL 0.64 5,000k 8/1/1991 80 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.65 50k 9/1/2009 79 Revolution Capital Management Alpha Program 0.67 5,000k 6/1/2007 78 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.68 750k 1/1/2009 77 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.71 500k 4/1/2009 76 Rabar Market Research Short-Term Program 0.75 2,000k 11/1/2009 75 Altus Trading, LLC Managed Forex Program A 0.79 50k 8/1/2011 74 IStar Capital B.V. IStar Systematic Fund 0.81 1,000k 9/1/2011 73 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 0.81 25k 4/1/2010 72 Auctos Capital Management Auctos Global Diversified 0.84 3,000k 11/1/2007 71 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.87 10,000k 2/1/2008 70 White Indian Trading Co. SCS Interest Rate Program (Client) 0.92 250k 8/1/2011 69 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.92 100k 8/1/2009 68 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 1.04 5,000k 5/1/2011 67 Global Sigma Group, LLC AGSF 1.06 3,000k 4/1/2013 66 Quantmetrics Capital Management LLP Directional 10V Strategy 1.07 10,000k 1/1/2007 65 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.08 100k 1/1/2000 64 Soaring Pelican, LLC Diversified S&P Program 1.11 100k 1/1/2011 63 Superfund Group Superfund Green Gold B (SPC) 1.11 50k 10/1/2005 62 Rabar Market Research Diversified Program 1.13 2,000k 1/1/1989 61 Cauldron Investments, LLC Stock Index Plus 1.14 1,000k 10/1/2009 60 Diamond Capital Management Enhanced S&P Program 1.16 100k 10/1/2009 59 Tactical Investment Management Tactical Institutional Commodity Program 1.22 10,000k 4/1/1993 58 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 1.24 350k 8/1/2011 57 HiProb Trading Technology LLC HiProb-I 1.30 5,000k 7/1/2008 56 ALFAKRAFT ALFA Edge Fund 1.30 16k 12/1/2011 55 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.38 1,000k 5/1/2006 54 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.43 3,000k 5/1/2010 53 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 1.45 100k 1/1/2012 52 Quantum Leap Capital Management Managed Account Program 1.50 300k 8/1/2006 51 QCM Global Diversified Programme 1.54 500k 12/1/1995 50 UNISystems Research Inc. Wall Street Program 1.62 20k 8/1/2011 49 Bifrost Quest Capital LLC IndexQuest (Client) 1.62 500k 11/1/2011 48 Clarke Capital Management Global Magnum 1.62 100k 8/1/1997 47 Superfund Group Superfund Green Gold L.P. Series A-1 1.63 5k 4/1/2009 46 ALFAKRAFT ALFA Rubicon Fund 1.63 16k 8/1/2011 45 John Locke Investments JL Commodity Long Flat Program 1.69 5,000k 12/1/2007 44 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.70 5,000k 10/1/2007 43 Kinkopf Capital Management KCM S&P (Proprietary) 1.70 100k 1/1/1999 42 White Indian Trading Co. SCS Program (Client) 1.72 250k 2/1/2011 41 Eckhardt Trading Company Evolution Strategies 1.72 20,000k 8/1/1991 40 Eckhardt Trading Company Evolution Strategies 1.2X 1.86 10,000k 10/1/1991 39 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.95 1,000k 9/1/2009 38 Hawksbill Capital Management Global Diversified 1.98 5,000k 11/1/1988 37 Covenant Capital Management Aggressive Program 1.99 3,000k 2/1/2004 36 Sequoia Hill Capital Management SHCM British Pound AP 2.03 50k 8/1/2011 35 Superfund Group Superfund Green Gold A (SPC) 2.12 5k 10/1/2005 34 FTC Capital GmbH FTC Global Diversified 2.14 0k 3/1/2012 33 Double Helix Capital Management Double Helix 2.25 50k 1/1/2012 32 Crescent Bay Capital Management Premium Stock Index Program 2.28 10k 10/1/2005 31 Future Trade AG Thales Swing Trading Programme 2.57 250k 6/1/2007 30 Superfund Group Superfund Blue SPC Class A (Gold) 2.67 50k 12/1/2007 29 Crabel Capital Management WPD Crabel Futures Program 2.71 1,000k 7/1/2008 28 Non Correlated Capital Positive Theta Program 2.76 250k 10/1/2007 27 Huygens Capital LLC Navigator 2.84 1,000k 2/1/2012 26 HB Capital Management Inc. Diversified Program 2.87 50k 3/1/2008 25 Diamond Peak Capital LLC Northstar (2x) program 2.87 250k 10/1/2008 24 Sequoia Hill Capital Management SHCM Gold AP 2.99 140k 5/1/2012 23 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.09 5,000k 6/1/2010 22 Non Correlated Capital Positive Theta Fund 3.13 50k 10/1/2007 21 Purple Valley Capital, Inc. Diversified Trend 1 3.14 100k 8/1/2008 20 Arcanum Asset Management Equity Index Option Program (Prop) 3.27 500k 7/1/2006 19 GLOBIVEST LLC Alpha Program 3.29 50k 4/1/2009 18 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 3.38 250k 10/1/2011 17 Robust Methods LLC Macro Managed Account 3.40 5,000k 1/1/2005 16 Mobius Asset Management Custom Trading Program 3.57 100k 1/1/2002 15 ALFAKRAFT ALFA Commodity Fund 3.71 16k 6/1/2010 14 Zoi Capital, LLC Telio Program (Client) 3.80 200k 4/1/2010 13 Amplitude Capital International Limited Klassik Strategy 3.89 1,000k 9/1/2009 12 Futures Truth Company, FTC-CTA 200K Options Strategy 4.07 200k 12/1/2009 11 Systematic Alpha Management Systematic Alpha Futures Program 4.27 100k 6/1/2004 10 FCI Capital Management TSFX2 4.79 20k 1/1/2012 9 Global Vista Advisors, LLC Global Vista Options ("GVO") 4.84 50k 10/1/2010 8 Dendrich Ltd QEP 4.96 50k 12/1/2005 7 FRP CAPITAL LLC FRP125+ 5.06 125k 1/1/2010 6 FCI Capital Management TSFX1 6.15 20k 11/1/2010 5 HASAFUMA FX Momentum 6.86 20k 7/1/2012 4 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 7.85 100k 10/1/2010 3 Heyden & Steindl GmbH TOMAC2 10.12 5,000k 3/1/2003 2 QQFund.com QQFund.com Alpha Beta Program 13.08 100k 9/1/2008 1 HASAFUMA Hedgehog 16.67 50k 5/1/2012 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.