Systematic Trader Index For December 2013 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 Dec 2013 Min Inv Inception 266 White Indian Trading Co. SCS Interest Rate Program (Client) -7.13 250k 8/1/2011 265 Keck Capital Management LLC The Keck Program -6.23 2,000k 12/1/2003 264 Superfund Group Superfund Blue SPC Class A (Gold) -6.07 50k 12/1/2007 263 HASAFUMA Hedgehog -5.51 50k 5/1/2012 262 Tyche Capital Advisors LLC TCA Energy Spreads -4.56 100k 8/1/2008 261 IKOS IKOS Futures Fund -4.25 1,000k 2/1/2010 260 FORT LP Fort Global Diversified -4.10 2,000k 3/1/2002 259 Mehnert Capital Management, LLC DTP (Client) -4.07 1,000k 3/1/2012 258 Welton Investment Partners Welton Global -4.06 10,000k 6/1/2004 257 Amplitude Capital International Limited Klassik Strategy -3.60 1,000k 9/1/2009 256 IStar Capital B.V. IStar Systematic Fund -3.50 1,000k 9/1/2011 255 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.49 3,000k 5/1/2010 254 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.02 1,000k 9/1/2009 253 EMC Capital Advisors, LLC Classic -3.00 5,000k 1/1/1985 252 Shield Plus LLC Shield Plus Natural Gas -2.73 50k 1/1/2004 251 UNISystems Research Inc. Wall Street Program -2.47 20k 8/1/2011 250 Drury Capital Diversified Trend-Following Program -2.40 5,000k 5/1/1997 249 FORT LP Fort Global Contrarian -2.39 2,000k 10/1/2002 248 Superfund Group Superfund Green Gold A (SPC) -2.35 5k 10/1/2005 247 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.34 100k 1/1/2000 246 Gladius Asset Management Fulham Program -2.32 2,000k 1/1/2008 245 IDS Capital IDS F&F Systematic Trading -2.30 50k 7/1/2013 244 QCM Alpha Financials Program -2.27 10,000k 6/1/2012 243 HASAFUMA FX Momentum -2.26 20k 7/1/2012 242 Altradis Capital AG AlphAlgo -2.25 100k 5/1/2007 241 Estlander & Partners Global XL -2.23 5,000k 8/1/1991 240 Adamah Capital LLC Asset Allocator Program -2.20 50k 3/1/2011 239 QCM Global Diversified Programme -2.16 500k 12/1/1995 238 Dendrich Ltd QEP -1.99 50k 12/1/2005 237 Wraith Capital LLP Wraith Dynamic Futures Fund -1.87 100k 1/1/2011 236 Amplitude Capital International Limited Dynamic Strategy -1.80 6/1/2005 235 Neural Capital Ltd Sentinel Trading Program -1.71 2,000k 1/1/2006 234 Southwest Managed Investments, LLC Global Diversified -1.67 200k 1/1/2002 233 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -1.53 25k 4/1/2010 232 Millburn Ridgefield Corporation Multi-Markets Program -1.48 25,000k 10/1/2004 231 Wimmer Horizon LLP Managed Account -1.47 5,000k 5/1/2005 230 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.44 200k 11/1/1999 229 Millburn Ridgefield Corporation Diversified Program -1.38 20,000k 2/1/1977 228 Superfund Group Superfund Green Gold B (SPC) -1.36 50k 10/1/2005 227 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.35 1,000k 9/1/1997 226 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.33 5,000k 1/1/2005 225 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.24 100k 5/1/1999 224 Superfund Group Superfund Green Gold L.P. Series A-1 -1.20 5k 4/1/2009 223 FTC Capital GmbH FTC Global Diversified -1.12 0k 3/1/2012 222 Robust Methods LLC Macro Managed Account -1.12 5,000k 1/1/2005 221 Estlander & Partners Global Markets -1.10 10,000k 8/1/1999 220 Mobius Asset Management Diversified Program -1.08 250k 3/1/2004 219 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -1.06 25,000k 3/1/2010 218 Quantica Capital AG Quantica Diversified FX -1.00 5,000k 3/1/2007 217 Soaring Pelican, LLC Diversified S&P Program -0.99 100k 1/1/2011 216 Endeavour Capital LLP Endeavour Pembroke -0.98 2,000k 7/1/2007 215 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.97 10,000k 8/1/2009 214 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.92 250k 10/1/2009 213 IKOS The IKOS Hedge Fund -0.89 10,000k 7/1/1998 212 Superfund Group Superfund Blue SPC Class A (EUR) -0.88 50k 4/1/2005 211 Cranwood Capital Management Cranwood International Fund -0.70 250k 4/1/2008 210 Cranwood Capital Management Fixed Income Arbitrage Fund -0.70 250k 4/1/2008 209 Mobius Asset Management Energy Weighted Program -0.68 250k 1/1/2005 208 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -0.67 100k 7/1/2011 207 Mobius Asset Management Custom Trading Program -0.57 100k 1/1/2002 206 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.56 5,000k 10/1/2007 205 Mark J. Walsh Company Standard Program -0.43 2,000k 9/1/1985 204 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.43 100k 1/1/2005 203 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.40 500k 1/1/2006 202 ROW Asset Managment Row Currency Program -0.40 1,000k 11/1/2010 201 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.37 500k 4/1/2009 200 Auspice Capital Advisors Ltd Auspice Diversified Program -0.36 1,500k 6/1/2007 199 Emil van Essen EvE Systematic Global Opportunities -0.36 1,000k 9/1/2007 198 AllMountain Capital AG Mount Denali Global Trends -0.36 160k 7/1/2007 197 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.36 0k 11/1/1996 196 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.34 250k 10/1/2011 195 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.31 10,000k 3/1/2003 194 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.31 250k 3/1/2010 193 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.31 5,000k 12/1/2010 192 ALFAKRAFT ALFA Commodity Fund -0.30 16k 6/1/2010 191 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.28 150k 1/1/2011 190 Superfund Group Superfund Green Gold C (SPC) -0.26 100k 10/1/2005 189 Gap Partners LLC Gap -0.21 250k 11/1/2009 188 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -0.11 10,000k 8/1/2009 187 Quantica Capital AG Quantica Managed Futures -0.10 10,000k 1/1/2005 186 Jaguar Investments Ltd Vario Capital Strategy -0.08 1,000k 5/1/2016 185 Futures Truth Company, FTC-CTA MS4 -0.08 250k 10/1/2007 184 FCI Capital Management TSFX2 -0.06 20k 1/1/2012 183 Blake Capital Management, Inc. SRD Energies -0.05 100k 8/1/2011 182 Blake Capital Management, Inc. SRD Short Equities -0.03 100k 1/1/2011 181 Rhicon Currency Management Rhicon Systematic Currency Program -0.03 3,000k 1/1/2004 180 Ion Asset Architecture (Fund Program) Ion Fund -0.01 100k 11/1/2007 179 Ion Asset Architecture Ion Fund Program -0.01 10,000k 11/1/2007 178 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 176 Tactical Investment Management Tactical Institutional Commodity Program 0.00 10,000k 4/1/1993 177 IKOS IKOS FX Fund 0.00 1,000k 3/1/2008 175 ISAM ISAM Systematic Trend Fund 0.05 1,000k 6/1/2001 174 Parizek Capital Currency Program 0.05 1,000k 4/1/2006 173 Witter & Lester, Inc. Redstone 0.08 500k 9/1/1994 172 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.09 100k 2/1/2010 171 Bifrost Quest Capital LLC IndexQuest (Client) 0.10 500k 11/1/2011 170 Rivoli Fund Management Rivoli International Fund (E) 0.12 5,000k 10/1/1996 169 Ion Asset Architecture Ion Volium Fund 0.13 0k 4/1/2011 168 Rivoli Fund Management Rivoli International Fund (V9) 0.16 5,000k 1/1/2002 167 Quantmetrics Capital Management LLP Premier 12V Strategy 0.22 10,000k 4/1/2003 166 Seven Capital Management Seven Absolute Return 0.23 100k 6/1/2009 165 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.26 750k 1/1/2009 164 Blackwater Capital Management Global Program 0.27 5,000k 7/1/2005 163 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.31 5,000k 5/1/2011 162 Millburn Ridgefield Corporation Commodity Program 0.31 25,000k 3/1/2005 161 Non Correlated Capital Positive Theta Program 0.32 250k 10/1/2007 160 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.33 1,000k 3/1/1998 159 Mondiale Asset Management Mondiale Trading Program 0.33 0k 9/1/1997 158 Winton Capital Management Diversified 0.37 50,000k 10/1/1997 157 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 0.38 100k 1/1/2012 156 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 0.39 350k 8/1/2011 155 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.41 1k 10/1/2006 154 Xplor Capital Management, LLC Global CTA Program 0.42 1,500k 7/1/2004 153 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.43 100k 1/1/2012 152 Auctos Capital Management Auctos Global Diversified 0.44 3,000k 11/1/2007 151 M.S. Capital Management Global Diversified Program 0.45 2,000k 11/1/1998 150 Purple Valley Capital, Inc. Diversified Trend 1 0.46 100k 8/1/2008 149 Covenant Capital Management Original Program 0.47 5,000k 9/1/1999 148 Ancile Capital Management Global Markets Program 0.49 2,000k 4/1/2005 147 ALFAKRAFT ALFA Edge Fund 0.51 16k 12/1/2011 146 Covenant Capital Management Aggressive Program 0.53 3,000k 2/1/2004 145 Wavefront Global Asset Management IMFC Global Concentrated 0.54 500k 4/1/2009 144 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.58 10,000k 1/1/2001 143 Non Correlated Capital Positive Theta Fund 0.62 50k 10/1/2007 142 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.62 1,000k 10/1/2006 141 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.62 100k 8/1/2011 140 John Locke Investments JL Commodity Long Flat Program 0.65 5,000k 12/1/2007 139 Quantis Asset Management Ulysses Futures 0.68 1,000k 7/1/2009 138 Estlander & Partners Freedom 0.68 20,000k 8/1/2010 137 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.73 10,000k 4/1/2004 136 ROW Asset Managment Row Diversified Fund, L.P. 0.75 1,000k 11/1/2011 135 White Indian Trading Co. SCS Program (Client) 0.75 250k 2/1/2011 134 Superfund Group Superfund Green Gold L.P. Series B-1 0.76 5k 4/1/2009 133 Saxon Investment Corporation Diversified Program 0.83 3,000k 9/1/1988 132 Spectrum Asset Management LLC Global Diversified 0.84 2,000k 1/1/2001 131 Rabar Market Research Diversified Program 0.84 2,000k 1/1/1989 130 Altus Trading, LLC Managed Forex Program A 0.84 50k 8/1/2011 129 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.85 250k 5/1/2011 128 Cauldron Investments, LLC Stock Index Plus 0.85 1,000k 10/1/2009 127 Angle Capital Management LLC AIP Program 0.85 100k 1/1/2010 126 Transtrend B.V. DTP – Standard Risk (EUR) 0.88 10,000k 2/1/1999 125 Esulep LLC MAX Esulep LLC MAX 0.89 500k 5/1/2008 124 Systematic Alpha Management Systematic Alpha Futures Program 0.92 100k 6/1/2004 123 Vantage Capital Management VCM Growth Program 0.93 100k 1/1/2011 122 MERIT Alternative Investments GmbH Futures Portfolio 0.95 2,000k 6/1/1998 121 Rabar Market Research Short-Term Program 0.98 2,000k 11/1/2009 120 Deep Field Capital AG SINGULARITY Fund 1.02 100k 9/1/2011 119 Serac, LLC Diversified Reversal Program 1.05 200k 4/1/2011 118 Clarke Capital Management FX Plus 1.05 1,000k 5/1/2004 117 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.08 10k 7/1/2005 116 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 1.11 100k 10/1/2010 115 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.12 10,000k 2/1/2008 114 Crescent Bay Capital Management Premium Stock Index Program 1.13 10k 10/1/2005 113 John Locke Investments Cyril Systematic Program 1.15 8,000k 7/1/2000 112 Molinero Capital Management LLP Global Markets Program 1.22 2,000k 7/1/2005 111 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 1.28 100k 5/1/2011 110 Witter & Lester, Inc. Stock Index Futures Trading Program 1.29 400k 1/1/1988 109 Somers Brothers Capital Diversified Futures Program #1 1.30 100k 1/1/2005 108 Rho Asset Management Rho Altius 1XL Program 1.31 5,000k 11/1/2007 107 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.36 5,000k 6/1/2010 106 Northfield Trading Diversified 1.36 2,000k 7/1/1989 105 Turning Wheel Capital, Inc. Pure Alpha 1.37 10,000k 1/1/2012 104 Emil van Essen Spread Trading Program 1.38 5,000k 12/1/2006 103 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.38 100k 8/1/2009 102 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.39 10,000k 8/1/1999 101 Parizek Capital Futures Trading Program 1.44 500k 4/1/2000 100 Revolution Capital Management Alpha Fund 1.47 50k 1/1/2005 99 Eclipse Capital Management Global Monetary 1.48 5,000k 8/1/1990 98 Quantis Asset Management Intraday Futures 1.52 250k 1/1/2010 97 Futures Truth Company, FTC-CTA 200K Options Strategy 1.55 200k 12/1/2009 96 Sequoia Hill Capital Management SHCM British Pound AP 1.56 50k 8/1/2011 95 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.59 4,000k 11/1/2008 94 Abraham Trading Company Diversified Program 1.59 10,000k 1/1/1988 93 Saxon Investment Corporation Aggressive Diversified Program 1.61 2,000k 11/1/1993 92 Manning & Napier MN Xenon Global Fixed Income Program 1.64 2,000k 8/1/2004 91 Huygens Capital LLC Navigator 1.68 1,000k 2/1/2012 90 Revolution Capital Management Alpha Program 1.70 5,000k 6/1/2007 89 Superfund Group Superfund Green Q-AG 1.73 2k 3/1/1996 88 Clarke Capital Management Millennium 1.75 1,000k 1/1/1998 87 Red Rock Capital, LLC Systematic Global Macro 1.75 500k 9/1/2003 86 Trigon Investment Advisors, LLC Foreign Exchange Program 1.76 5,000k 8/1/2000 85 NuWave Investment Management, LLC NuWave Investment Partners LP 1.78 250k 6/1/2001 84 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.82 10,000k 8/1/2004 83 Heyden & Steindl GmbH TOMAC2 1.87 5,000k 3/1/2003 82 ALFAKRAFT ALFA Rubicon Fund 1.89 16k 8/1/2011 81 NuWave Investment Management, LLC Combined Futures Portfolio 1.89 5,000k 6/1/2001 80 Quantmetrics Capital Management LLP Directional 10V Strategy 1.91 10,000k 1/1/2007 79 Transtrend B.V. DTP – Enhanced Risk (USD) 1.92 10,000k 1/1/1995 78 Melissinos Trading Eupatrid Global Trends 1.95 50k 1/1/2011 77 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.97 75k 6/1/2007 76 Diamond Peak Capital LLC Northstar (2x) program 1.98 250k 10/1/2008 75 HB Capital Management Inc. Diversified Program 2.00 50k 3/1/2008 74 Quantum Leap Capital Management Managed Account Program 2.02 300k 8/1/2006 73 Crabel Capital Management Crabel Multi-Product 2.02 1,000k 3/1/1998 72 Global Sigma Group, LLC AGSF 2.05 3,000k 4/1/2013 71 Rotella Capital Management Rotella Polaris Program (Diversified) 2.06 10,000k 1/1/1991 70 Briarwood Capital Management, Inc. Diversified Trading Program 2.07 3,000k 7/1/2001 69 Conquest Capital Group Conquest Select 2.12 250k 6/1/2004 68 Superfund Group Superfund Green L.P. Series A 2.14 5k 10/1/2002 67 HiProb Trading Technology LLC HiProb-I 2.16 5,000k 7/1/2008 66 Hyman Beck and Company Global Portfolio 2.16 1,000k 3/1/1991 65 Metolius Capital LLC Metolius Diversified 2.18 100k 6/1/2010 64 Double Helix Capital Management Double Helix 2.19 50k 1/1/2012 63 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 62 Hawksbill Capital Management Global Diversified 2.20 5,000k 11/1/1988 61 Diamond Capital Management Enhanced S&P Program 2.22 100k 10/1/2009 60 RAM Management Group RAM MRTP 1X-Conservative 2.24 1,000k 9/1/1993 59 Arcanum Asset Management Equity Index Option Program (Prop) 2.27 500k 7/1/2006 58 Wavefront Global Asset Management IMFC Global Investment Program 2.33 2,000k 2/1/2007 57 Eckhardt Trading Company Evolution Strategies 2.34 20,000k 8/1/1991 56 Estlander & Partners Alpha Trend 2.49 30,000k 10/1/1991 55 Camkay Capital Management LLC Stock Indices Short-Term 2.49 100k 3/1/2012 54 GLOBIVEST LLC Alpha Program 2.50 50k 4/1/2009 53 Strategic Capital Advisors LLC Contrarian 500 2.51 250k 12/1/2003 52 Eckhardt Trading Company Evolution Strategies 1.2X 2.66 10,000k 10/1/1991 51 Superfund Group Superfund Green GCT USD 2.67 15k 1/1/2000 50 Alee Capital Management, LLC Mistral Program 2.70 2,500k 1/1/1999 49 Quantis Asset Management PFM Systematic 2.72 15k 5/1/2010 48 Revolution Capital Management Mosaic Institutional Program 2.73 25,000k 9/1/2009 47 1OAK Capital Limited ACORN Commodity 2.88 5,000k 5/1/2012 46 Romanesco Capital Management B.V Persistence Program 2.97 5,000k 9/1/2005 45 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 3.05 50k 9/1/2009 44 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.11 5,000k 11/1/2012 43 Lynx Asset Management AB Lynx Program 3.30 75k 5/1/2000 42 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 3.36 1,500k 1/1/2009 41 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 3.54 4,000k 2/1/2011 40 Pinstripe Trading, LLC Standard 3.57 125k 8/1/2009 39 FCI Capital Management TSFX1 3.59 20k 11/1/2010 38 Alder Capital DAC Alder Global 20 3.60 250k 2/1/2001 37 Superfund Group Superfund Green L.P. Series B 3.62 5k 10/1/2002 36 Crabel Capital Management WPD Crabel Futures Program 3.62 1,000k 7/1/2008 35 Superfund Group Superfund Green Master 3.64 2,000k 5/1/2001 34 Robinson-Langley Capital Management, LLC Managed Account Program 3.72 200k 1/1/2007 33 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.80 1,000k 5/1/2006 32 Dominion Capital Sapphire Program 4.00 3,000k 5/1/2005 31 Zoi Capital, LLC Telio Program (Client) 4.06 200k 4/1/2010 30 Briarwood Capital Management, Inc. Diversified 2XL 4.06 250k 11/1/2004 29 FRP CAPITAL LLC FRP125+ 4.23 125k 1/1/2010 28 Quantitative Investment Management Quantitative Global Program 4.24 20,000k 10/1/2003 27 Manning & Napier MN Xenon Global Fixed Income (2x) Program 4.26 1,000k 5/1/2010 26 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.40 100k 11/1/1984 25 Alee Capital Management, LLC Poniente Program 4.47 2,500k 1/1/1999 24 DUNN Capital Management D'Best Futures Fund, L.P. 4.54 100k 6/1/1994 23 Pacific Capital Advisors Vanguard Program 4.59 100k 4/1/2007 22 Manning & Napier MN Xenon Managed Futures (2x) Program 4.63 5,000k 6/1/2006 21 Dreiss Research Corporation Diversified Program 4.65 1,000k 5/1/1991 20 Sequoia Hill Capital Management SHCM Gold AP 4.88 140k 5/1/2012 19 Clarke Capital Management Global Magnum 4.95 100k 8/1/1997 18 Clarke Capital Management Worldwide 4.99 250k 1/1/1996 17 Chesapeake Capital Diversified (LV) 5.23 100k 2/1/1988 16 QQFund.com QQFund.com Alpha Beta Program 5.35 100k 9/1/2008 15 Rotella Capital Management Rotella Orion (Short-Term) Program 5.36 10,000k 3/1/2006 14 Conquest Capital Group Conquest Macro 5.68 250k 5/1/1999 13 Clarke Capital Management Jupiter 6.04 3,000k 5/1/2005 12 Clarke Capital Management Global Basic 6.45 50k 2/1/1996 11 Revolution Capital Management Mosaic Program 6.70 10,000k 10/1/2006 10 Liberty Funds Group, Inc Liberty Wealth Protection Fund 6.71 250k 10/1/2009 9 Claughton Capital ARP Institutional Program 6.73 1,000k 10/1/2005 8 RAM Management Group MRTP Aggressive 6.80 1,000k 2/1/1998 7 Estlander & Partners Alpha Trend II - Class P 7.74 100k 12/1/2008 6 DUNN Capital Management DUNN Combined Fund (DCF) 7.81 100k 5/1/1989 5 White Indian Trading Co. STAIRS (Client) 7.99 250k 5/1/2009 4 Kelly Angle Inc. Genesis Program 8.08 2,000k 4/1/2000 3 Kinkopf Capital Management KCM S&P (Proprietary) 12.14 100k 1/1/1999 2 Global Vista Advisors, LLC Global Vista Options ("GVO") 12.41 50k 10/1/2010 1 White Indian Trading Co. STAIRS - Futures Program (Client) 14.96 250k 10/1/2008 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.