Systematic Trader Index For January 2013 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 Jan 2013 Min Inv Inception 266 Conquest Capital Group Conquest Macro -13.38 250k 5/1/1999 265 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -9.96 25k 4/1/2010 264 RAM Management Group MRTP Aggressive -9.46 1,000k 2/1/1998 263 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -7.24 1,000k 5/1/2006 262 Quantum Leap Capital Management Managed Account Program -6.27 300k 8/1/2006 261 White Indian Trading Co. STAIRS (Client) -5.09 250k 5/1/2009 260 Strategic Capital Advisors LLC Contrarian 500 -4.89 500k 12/1/2003 259 White Indian Trading Co. STAIRS - Futures Program (Client) -4.63 250k 10/1/2008 258 Liberty Funds Group, Inc Liberty Diversified Option Strategy -4.49 750k 1/1/2009 257 HASAFUMA Börstjänaren Hedgehog -3.75 60k 5/1/2012 256 Shield Plus LLC Shield Plus Natural Gas -3.69 50k 1/1/2004 255 Endeavour Capital LLP Endeavour Pembroke -3.29 2,000k 7/1/2007 254 Manning & Napier MN Xenon Global Fixed Income (2x) Program -3.24 1,000k 5/1/2010 253 RAM Management Group RAM MRTP 1X-Conservative -3.16 1,000k 9/1/1993 252 Superfund Group Superfund Blue SPC Class A (Gold) -3.03 50k 12/1/2007 251 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -3.03 25,000k 3/1/2010 250 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.81 10,000k 4/1/2004 249 Emil van Essen Spread Trading Program -2.65 5,000k 12/1/2006 248 Soaring Pelican, LLC Diversified S&P Program -2.63 100k 1/1/2011 247 Quantitative Investment Management Quantitative Global Program -2.51 20,000k 10/1/2003 246 Dendrich Ltd QEP -2.48 50k 12/1/2005 245 HiProb Trading Technology LLC HiProb-I -2.40 5,000k 7/1/2008 244 Dominion Capital Sapphire Program -2.37 3,000k 5/1/2005 243 Quantmetrics Capital Management LLP Premier 12V Strategy -2.15 10,000k 4/1/2003 242 Parizek Capital Currency Program -2.02 1,000k 4/1/2006 241 NuWave Investment Management, LLC Combined Futures Portfolio -2.01 5,000k 6/1/2001 240 NuWave Investment Management, LLC NuWave Investment Partners LP -1.97 250k 6/1/2001 239 Robust Methods LLC Macro Managed Account -1.96 5,000k 1/1/2005 238 Xplor Capital Management, LLC Global CTA Program -1.91 1,500k 7/1/2004 237 Clarke Capital Management Millennium -1.79 1,000k 1/1/1998 236 Cranwood Capital Management Fixed Income Arbitrage Fund -1.71 250k 4/1/2008 235 Cranwood Capital Management Cranwood International Fund -1.71 250k 4/1/2008 234 Manning & Napier MN Xenon Global Fixed Income Program -1.64 2,000k 8/1/2004 233 Mobius Asset Management Custom Trading Program -1.62 100k 1/1/2002 232 Quantmetrics Capital Management LLP Directional 10V Strategy -1.47 10,000k 1/1/2007 231 Tyche Capital Advisors LLC TCA Energy Spreads -1.35 100k 8/1/2008 230 Parizek Capital Futures Trading Program -1.16 500k 4/1/2000 229 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.02 100k 10/1/2010 228 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -1.01 5,000k 5/1/2011 227 HB Capital Management Inc. Diversified Program -0.96 50k 3/1/2008 226 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -0.90 100k 1/1/2012 225 John Locke Investments Cyril Systematic Program -0.86 8,000k 7/1/2000 224 Millburn Ridgefield Corporation Commodity Program -0.82 25,000k 3/1/2005 223 Southwest Managed Investments, LLC Global Diversified -0.77 200k 1/1/2002 222 Altradis Capital AG AlphAlgo -0.69 100k 5/1/2007 221 Mobius Asset Management Energy Weighted Program -0.67 250k 1/1/2005 220 Neural Capital Ltd Sentinel Trading Program -0.56 2,000k 1/1/2006 219 1OAK Capital Limited ACORN Commodity -0.52 5,000k 5/1/2012 218 IKOS IKOS Futures Fund -0.51 1,000k 2/1/2010 217 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.41 250k 5/1/2011 216 Mobius Asset Management Diversified Program -0.39 250k 3/1/2004 215 Vantage Capital Management VCM Growth Program -0.38 100k 1/1/2011 214 Blake Capital Management, Inc. SRD Energies -0.36 100k 8/1/2011 213 Ion Asset Architecture Ion Fund Program -0.34 10,000k 11/1/2007 212 Ion Asset Architecture (Fund Program) Ion Fund -0.34 100k 11/1/2007 211 Jaguar Investments Ltd Vario Capital Strategy -0.32 1,000k 5/1/2016 210 Blackwater Capital Management Global Program -0.30 5,000k 7/1/2005 209 Camkay Capital Management LLC Stock Indices Short-Term -0.29 100k 3/1/2012 208 IKOS The IKOS Hedge Fund -0.24 10,000k 7/1/1998 207 FORT LP Fort Global Contrarian -0.23 2,000k 10/1/2002 206 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.23 100k 11/1/1984 205 Alder Capital DAC Alder Global 20 -0.20 250k 2/1/2001 204 ISAM ISAM Systematic Trend Fund -0.20 1,000k 6/1/2001 203 Gap Partners LLC Gap -0.19 250k 11/1/2009 202 Pinstripe Trading, LLC Standard -0.13 125k 8/1/2009 201 Alder Capital DAC Alder Global 10 -0.10 250k 10/1/2000 200 Liberty Funds Group, Inc Liberty Wealth Protection Fund -0.08 250k 10/1/2009 199 Diamond Peak Capital LLC Northstar (2x) program -0.06 250k 10/1/2008 198 Blake Capital Management, Inc. SRD Short Equities -0.05 100k 1/1/2011 197 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.04 1,500k 1/1/2009 196 Spectrum Asset Management LLC Global Diversified -0.02 2,000k 1/1/2001 192 IKOS IKOS FX Fund 0.00 1,000k 3/1/2008 195 Sequoia Hill Capital Management SHCM British Pound AP 0.00 50k 8/1/2011 193 Arcanum Asset Management Equity Index Option Program (Prop) 0.00 500k 7/1/2006 194 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 191 Transtrend B.V. DTP – Standard Risk (EUR) 0.02 10,000k 2/1/1999 190 Crescent Bay Capital Management Premium Stock Index Program 0.02 10k 10/1/2005 189 Ion Asset Architecture Ion Volium Fund 0.03 0k 4/1/2011 188 Gladius Asset Management Fulham Program 0.03 2,000k 1/1/2008 187 Esulep LLC MAX Esulep LLC MAX 0.04 500k 5/1/2008 186 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.08 5,000k 12/1/2010 185 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.10 250k 10/1/2009 184 Transtrend B.V. DTP – Enhanced Risk (USD) 0.17 10,000k 1/1/1995 183 Drury Capital Diversified Trend-Following Program 0.21 5,000k 5/1/1997 182 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.25 100k 8/1/2009 181 Auctos Capital Management Auctos Global Diversified 0.27 3,000k 11/1/2007 180 FORT LP Fort Global Diversified 0.27 2,000k 10/1/1993 179 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.30 10,000k 8/1/1999 178 Witter & Lester, Inc. Redstone 0.30 500k 9/1/1994 177 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 0.30 350k 8/1/2011 176 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.33 250k 3/1/2010 175 White Indian Trading Co. SCS Program (Client) 0.39 250k 2/1/2011 174 Seven Capital Management Seven Absolute Return 0.41 100k 6/1/2009 173 Somers Brothers Capital Diversified Futures Program #1 0.45 100k 1/1/2005 172 ROW Asset Managment Row Diversified Fund, L.P. 0.51 1,000k 11/1/2011 171 Superfund Group Superfund Blue SPC Class A (EUR) 0.54 50k 4/1/2005 170 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.55 10,000k 2/1/2008 169 M.S. Capital Management Global Diversified Program 0.55 2,000k 11/1/1998 168 Auspice Capital Advisors Ltd Auspice Diversified Program 0.58 1,500k 4/1/2006 167 Manning & Napier MN Xenon Managed Futures (2x) Program 0.64 5,000k 6/1/2006 166 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.72 10,000k 8/1/2004 165 FTC Capital GmbH FTC Global Diversified 0.76 0k 3/1/2012 164 Bifrost Quest Capital LLC IndexQuest (Client) 0.80 500k 11/1/2011 163 Global Sigma Group, LLC AGSF 0.81 3,000k 4/1/2013 162 Abraham Trading Company Diversified Program 0.81 10,000k 1/1/1988 161 ALFAKRAFT ALFA Commodity Fund 0.82 16k 6/1/2010 160 Huygens Capital LLC Navigator 0.94 1,000k 2/1/2012 159 Turning Wheel Capital, Inc. Pure Alpha 0.98 10,000k 1/1/2012 158 Adamah Capital LLC Asset Allocator Program 1.00 50k 3/1/2011 157 Pacific Capital Advisors Vanguard Program 1.06 100k 4/1/2007 156 Quantis Asset Management Intraday Futures 1.06 250k 1/1/2010 155 Non Correlated Capital Positive Theta Program 1.06 250k 10/1/2007 154 Double Helix Capital Management Double Helix 1.09 50k 1/1/2012 153 IDS Capital IDS F&F Systematic Trading 1.10 50k 7/1/2013 152 Saxon Investment Corporation Diversified Program 1.12 3,000k 9/1/1988 151 Heyden & Steindl GmbH TOMAC2 1.12 5,000k 3/1/2003 150 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.16 10,000k 8/1/2009 149 Keck Capital Management LLC The Keck Program 1.19 2,000k 12/1/2003 148 Melissinos Trading Eupatrid Global Trends 1.21 50k 1/1/2011 147 Systematic Alpha Management Systematic Alpha Futures Program 1.29 100k 6/1/2004 146 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 1.30 1,000k 9/1/1997 145 Rabar Market Research Short-Term Program 1.35 2,000k 11/1/2009 144 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.37 500k 1/1/2006 143 MERIT Alternative Investments GmbH Futures Portfolio 1.38 2,000k 6/1/1998 142 Tactical Investment Management Tactical Institutional Commodity Program 1.41 10,000k 4/1/1993 141 Estlander & Partners Global Markets 1.42 10,000k 8/1/1999 140 Red Rock Capital, LLC Systematic Global Macro 1.43 500k 9/1/2003 139 Trigon Investment Advisors, LLC Foreign Exchange Program 1.45 5,000k 8/1/2000 138 Clarke Capital Management Global Basic 1.47 50k 2/1/1996 137 Mark J. Walsh Company Standard Program 1.49 2,000k 9/1/1985 136 Millburn Ridgefield Corporation Diversified Program 1.49 20,000k 2/1/1977 135 Non Correlated Capital Positive Theta Fund 1.56 50k 10/1/2007 134 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.58 4,000k 11/1/2008 133 Crabel Capital Management WPD Crabel Futures Program 1.64 1,000k 7/1/2008 132 Wimmer Horizon LLP Managed Account 1.68 5,000k 5/1/2005 131 Emil van Essen EvE Systematic Global Opportunities 1.75 1,000k 9/1/2007 130 Claughton Capital ARP Institutional Program 1.76 1,000k 10/1/2005 129 Hoss Capital Management, LLC Hoss Agricultural Futures Program 1.77 100k 8/1/2011 128 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.78 3,000k 5/1/2010 127 White Indian Trading Co. SCS Interest Rate Program (Client) 1.88 250k 8/1/2011 126 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.91 10,000k 1/1/2001 125 Hawksbill Capital Management Global Diversified 1.93 5,000k 11/1/1988 124 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.94 5,000k 10/1/2007 123 GLOBIVEST LLC Alpha Program 1.95 50k 4/1/2009 122 John Locke Investments JL Commodity Long Flat Program 1.99 5,000k 12/1/2007 121 Deep Field Capital AG SINGULARITY Fund 2.00 100k 9/1/2011 120 DUNN Capital Management D'Best Futures Fund, L.P. 2.01 100k 6/1/1994 119 Rhicon Currency Management Rhicon Systematic Currency Program 2.03 3,000k 1/1/2004 118 Molinero Capital Management LLP Global Markets Program 2.06 2,000k 7/1/2005 117 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 2.06 100k 2/1/2010 116 Zoi Capital, LLC Telio Program (Client) 2.07 200k 4/1/2010 115 Mondiale Asset Management Mondiale Trading Program 2.08 0k 9/1/1997 114 ALFAKRAFT ALFA Edge Fund 2.10 16k 12/1/2011 113 Saxon Investment Corporation Aggressive Diversified Program 2.14 2,000k 11/1/1993 112 Millburn Ridgefield Corporation Multi-Markets Program 2.16 25,000k 10/1/2004 111 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.18 1,000k 3/1/1998 110 Futures Truth Company, FTC-CTA MS4 2.18 250k 10/1/2007 109 Superfund Group Superfund Green Gold L.P. Series A-1 2.25 5k 4/1/2009 108 AllMountain Capital AG Mount Denali Global Trends 2.30 160k 7/1/2007 107 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 2.38 200k 11/1/1999 106 Quantis Asset Management Ulysses Futures 2.45 1,000k 7/1/2009 105 ALFAKRAFT ALFA Rubicon Fund 2.45 16k 8/1/2011 104 Winton Capital Management Diversified 2.51 50,000k 10/1/1997 103 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 2.55 150k 1/1/2011 102 Futures Truth Company, FTC-CTA 200K Options Strategy 2.55 200k 12/1/2009 101 Clarke Capital Management Global Magnum 2.63 100k 8/1/1997 100 Amplitude Capital International Limited Klassik Strategy 2.64 1,000k 9/1/2009 99 Metolius Capital LLC Metolius Diversified 2.66 100k 6/1/2010 98 Quantis Asset Management PFM Systematic 2.66 15k 5/1/2010 97 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.71 1k 10/1/2006 96 Revolution Capital Management Alpha Program 2.76 5,000k 6/1/2007 95 Estlander & Partners Global XL 2.79 5,000k 8/1/1991 94 Future Trade AG Thales Swing Trading Programme 2.81 250k 6/1/2007 93 Welton Investment Partners Welton Global 2.86 10,000k 6/1/2004 92 Romanesco Capital Management B.V Persistence Program 2.87 5,000k 9/1/2005 91 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.88 1,000k 9/1/2009 90 Sequoia Hill Capital Management SHCM Gold AP 2.96 140k 5/1/2012 89 Angle Capital Management LLC AIP Program 2.97 100k 1/1/2010 88 Witter & Lester, Inc. Stock Index Futures Trading Program 3.01 400k 1/1/1988 87 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.03 5,000k 11/1/2012 86 Revolution Capital Management Alpha Fund 3.05 50k 1/1/2005 85 Purple Valley Capital, Inc. Diversified Trend 1 3.06 100k 8/1/2008 84 Rabar Market Research Diversified Program 3.09 2,000k 1/1/1989 83 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 3.10 500k 4/1/2009 82 Wavefront Global Asset Management IMFC Global Investment Program 3.16 2,000k 2/1/2007 81 Eckhardt Trading Company Evolution Strategies 3.26 20,000k 8/1/1991 80 Revolution Capital Management Mosaic Institutional Program 3.28 25,000k 9/1/2009 79 Kelly Angle Inc. Genesis Program 3.31 2,000k 4/1/2000 78 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.35 100k 1/1/2005 77 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 3.36 100k 1/1/2012 76 Amplitude Capital International Limited Dynamic Strategy 3.37 6/1/2005 75 Superfund Group Superfund Green Gold A (SPC) 3.38 5k 10/1/2005 74 IStar Capital B.V. IStar Systematic Fund 3.39 1,000k 9/1/2011 73 Rivoli Fund Management Rivoli International Fund (V9) 3.44 5,000k 1/1/2002 72 Briarwood Capital Management, Inc. Diversified Trading Program 3.52 3,000k 7/1/2001 71 Superfund Group Superfund Green L.P. Series A 3.56 5k 10/1/2002 70 Lynx Asset Management AB Lynx Program 3.60 75k 5/1/2000 69 Eckhardt Trading Company Evolution Strategies 1.2X 3.66 10,000k 10/1/1991 68 Quantica Capital AG Quantica Diversified FX 3.71 5,000k 3/1/2007 67 Clarke Capital Management Worldwide 3.72 250k 1/1/1996 66 Superfund Group Superfund Green Gold L.P. Series B-1 3.77 5k 4/1/2009 65 ROW Asset Managment Row Currency Program 3.80 1,000k 11/1/2010 64 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.95 1,000k 3/1/2003 63 Diamond Capital Management Enhanced S&P Program 4.03 100k 10/1/2009 62 Altus Trading, LLC Managed Forex Program A 4.04 50k 8/1/2011 61 Cauldron Investments, LLC Stock Index Plus 4.06 1,000k 10/1/2009 60 Serac, LLC Diversified Reversal Program 4.23 200k 4/1/2011 59 Robinson-Langley Capital Management, LLC Managed Account Program 4.32 200k 1/1/2007 58 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.32 5,000k 1/1/2005 57 Superfund Group Superfund Green Q-AG 4.33 2k 3/1/1996 56 FCI Capital Management TSFX1 4.35 20k 11/1/2010 55 UNISystems Research Inc. Wall Street Program 4.35 20k 8/1/2011 54 Kinkopf Capital Management KCM S&P (Proprietary) 4.36 100k 1/1/1999 53 Rotella Capital Management Rotella Polaris Program (Diversified) 4.53 10,000k 1/1/1991 52 Wraith Capital LLP Wraith Dynamic Futures Fund 4.58 100k 1/1/2011 51 QCM Alpha Financials Program 4.65 10,000k 6/1/2012 50 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 4.70 1,000k 10/1/2006 49 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 4.73 100k 5/1/2011 48 FCI Capital Management TSFX2 4.79 20k 1/1/2012 47 Alee Capital Management, LLC Mistral Program 4.83 2,500k 1/1/1999 46 Estlander & Partners Freedom 4.84 20,000k 8/1/2010 45 Covenant Capital Management Original Program 4.85 5,000k 9/1/1999 44 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 4.97 10,000k 8/1/2009 43 Conquest Capital Group Conquest Select 4.97 250k 6/1/2004 42 Rivoli Fund Management Rivoli International Fund (E) 5.04 5,000k 10/1/1996 41 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.10 4,000k 2/1/2011 40 QCM Global Diversified Programme 5.12 500k 12/1/1995 39 Rho Asset Management Rho Altius 1XL Program 5.15 5,000k 11/1/2007 38 Rotella Capital Management Rotella Orion (Short-Term) Program 5.17 10,000k 3/1/2006 37 DUNN Capital Management DUNN Combined Fund (DCF) 5.39 100k 5/1/1989 36 Wavefront Global Asset Management IMFC Global Concentrated 5.39 500k 4/1/2009 35 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.45 100k 1/1/2000 34 Superfund Group Superfund Green Gold B (SPC) 5.74 50k 10/1/2005 33 EMC Capital Advisors, LLC Classic 5.74 5,000k 1/1/1985 32 Superfund Group Superfund Green L.P. Series B 5.99 5k 10/1/2002 31 FRP CAPITAL LLC FRP125+ 6.01 125k 1/1/2010 30 QMS Capital Management LP QMS Diversified Global Macro Strategy 6.24 5,000k 6/1/2010 29 Chesapeake Capital Diversified (LV) 6.29 100k 2/1/1988 28 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 6.31 50k 9/1/2009 27 Estlander & Partners Alpha Trend 6.46 30,000k 10/1/1991 26 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 6.50 250k 10/1/2011 25 QQFund.com QQFund.com Alpha Beta Program 6.58 100k 9/1/2008 24 Crabel Capital Management Crabel Multi-Product 6.63 1,000k 3/1/1998 23 Superfund Group Superfund Green GCT USD 6.69 15k 1/1/2000 22 Quantica Capital AG Quantica Managed Futures 6.74 5,000k 1/1/2005 21 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 6.80 75k 6/1/2007 20 Briarwood Capital Management, Inc. Diversified 2XL 6.82 250k 11/1/2004 19 Covenant Capital Management Aggressive Program 6.87 3,000k 2/1/2004 18 Alee Capital Management, LLC Poniente Program 7.11 2,500k 1/1/1999 17 Hyman Beck and Company Global Portfolio 7.21 1,000k 3/1/1991 16 Northfield Trading Diversified 7.35 2,000k 7/1/1989 15 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 7.55 10k 7/1/2005 14 Eclipse Capital Management Global Monetary 7.55 5,000k 8/1/1990 13 Superfund Group Superfund Green Gold C (SPC) 8.16 100k 10/1/2005 12 Revolution Capital Management Mosaic Program 8.18 10,000k 10/1/2006 11 Global Vista Advisors, LLC Global Vista Options ("GVO") 8.89 50k 10/1/2010 10 Ancile Capital Management Global Markets Program 9.29 2,000k 4/1/2005 9 Superfund Group Superfund Green Master 9.44 2,000k 5/1/2001 8 Mulvaney Capital Management The Mulvaney Global Markets Fund 10.46 100k 5/1/1999 7 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 12.57 0k 11/1/1996 6 HASAFUMA FX Momentum 12.67 20k 7/1/2012 5 Dreiss Research Corporation Diversified Program 12.67 1,000k 5/1/1991 4 Clarke Capital Management FX Plus 12.69 1,000k 5/1/2004 3 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 13.32 100k 7/1/2011 2 Clarke Capital Management Jupiter 15.71 3,000k 5/1/2005 1 Estlander & Partners Alpha Trend II - Class P 20.98 100k 12/1/2008 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.