Systematic Trader Index For February 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 Feb 2013 Min Inv Inception 266 Kinkopf Capital Management KCM S&P (Proprietary) -18.31 100k 1/1/1999 265 Purple Valley Capital, Inc. Diversified Trend 1 -11.29 100k 8/1/2008 264 Clarke Capital Management Jupiter -11.08 3,000k 5/1/2005 263 Dreiss Research Corporation Diversified Program -11.04 1,000k 5/1/1991 262 RAM Management Group MRTP Aggressive -10.97 1,000k 2/1/1998 261 Clarke Capital Management Millennium -9.83 1,000k 1/1/1998 260 Future Trade AG Thales Swing Trading Programme -9.15 250k 6/1/2007 259 Serac, LLC Diversified Reversal Program -8.48 200k 4/1/2011 258 Rho Asset Management Rho Altius 1XL Program -7.83 5,000k 11/1/2007 257 Covenant Capital Management Aggressive Program -7.57 3,000k 2/1/2004 256 Clarke Capital Management Global Basic -6.95 50k 2/1/1996 255 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -6.20 75k 6/1/2007 254 Hyman Beck and Company Global Portfolio -6.01 1,000k 3/1/1991 253 Manning & Napier MN Xenon Managed Futures (2x) Program -5.71 5,000k 6/1/2006 252 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.53 0k 11/1/1996 251 Revolution Capital Management Mosaic Program -5.50 10,000k 10/1/2006 250 Clarke Capital Management Global Magnum -5.20 100k 8/1/1997 249 FTC Capital GmbH FTC Global Diversified -5.11 0k 3/1/2012 248 Commodity Strategies AG CSAG Active Long Short Commodity Program -4.89 5,000k 10/1/2007 247 Manning & Napier MN Xenon Global Fixed Income (2x) Program -4.86 1,000k 5/1/2010 246 Tactical Investment Management Tactical Institutional Commodity Program -4.79 10,000k 4/1/1993 245 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.71 10k 7/1/2005 244 Covenant Capital Management Original Program -4.66 5,000k 9/1/1999 243 Sequoia Hill Capital Management SHCM British Pound AP -4.54 50k 8/1/2011 242 Alee Capital Management, LLC Mistral Program -4.47 2,500k 1/1/1999 241 Northfield Trading Diversified -4.46 2,000k 7/1/1989 240 Superfund Group Superfund Green Gold A (SPC) -4.40 5k 10/1/2005 239 Wimmer Horizon LLP Managed Account -4.14 5,000k 5/1/2005 238 Shield Plus LLC Shield Plus Natural Gas -4.12 50k 1/1/2004 237 Keck Capital Management LLC The Keck Program -4.11 2,000k 12/1/2003 236 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -4.02 100k 7/1/2011 235 Superfund Group Superfund Green Gold L.P. Series A-1 -3.94 5k 4/1/2009 234 Superfund Group Superfund Green Gold B (SPC) -3.92 50k 10/1/2005 233 Spectrum Asset Management LLC Global Diversified -3.88 2,000k 1/1/2001 232 Zoi Capital, LLC Telio Program (Client) -3.84 200k 4/1/2010 231 HASAFUMA Börstjänaren Hedgehog -3.82 60k 5/1/2012 230 Robinson-Langley Capital Management, LLC Managed Account Program -3.80 200k 1/1/2007 229 Altradis Capital AG AlphAlgo -3.77 100k 5/1/2007 228 Briarwood Capital Management, Inc. Diversified 2XL -3.72 250k 11/1/2004 227 RAM Management Group RAM MRTP 1X-Conservative -3.66 1,000k 9/1/1993 226 Heyden & Steindl GmbH TOMAC2 -3.61 5,000k 3/1/2003 225 EMC Capital Advisors, LLC Classic -3.60 5,000k 1/1/1985 224 Dominion Capital Sapphire Program -3.59 3,000k 5/1/2005 223 Mark J. Walsh Company Standard Program -3.53 2,000k 9/1/1985 222 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.50 5,000k 11/1/2012 221 Rotella Capital Management Rotella Orion (Short-Term) Program -3.40 10,000k 3/1/2006 220 Superfund Group Superfund Green Gold C (SPC) -3.31 100k 10/1/2005 219 Saxon Investment Corporation Aggressive Diversified Program -3.29 2,000k 11/1/1993 218 QCM Global Diversified Programme -3.25 500k 12/1/1995 217 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -3.14 10,000k 8/1/2009 216 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -3.14 5,000k 1/1/2005 215 Crescent Bay Capital Management Premium Stock Index Program -3.01 10k 10/1/2005 214 Conquest Capital Group Conquest Select -2.94 250k 6/1/2004 213 Southwest Managed Investments, LLC Global Diversified -2.92 200k 1/1/2002 212 Amplitude Capital International Limited Klassik Strategy -2.83 1,000k 9/1/2009 211 Rabar Market Research Diversified Program -2.62 2,000k 1/1/1989 210 AllMountain Capital AG Mount Denali Global Trends -2.56 160k 7/1/2007 209 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.50 1,000k 9/1/2009 208 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.45 250k 10/1/2009 207 John Locke Investments JL Commodity Long Flat Program -2.44 5,000k 12/1/2007 206 Manning & Napier MN Xenon Global Fixed Income Program -2.41 2,000k 8/1/2004 205 Superfund Group Superfund Green Gold L.P. Series B-1 -2.38 5k 4/1/2009 204 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.32 1,000k 10/1/2006 203 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.28 100k 1/1/2000 202 Clarke Capital Management FX Plus -2.25 1,000k 5/1/2004 201 Robust Methods LLC Macro Managed Account -2.25 5,000k 1/1/2005 200 Emil van Essen EvE Systematic Global Opportunities -2.24 1,000k 9/1/2007 199 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -2.23 250k 3/1/2010 198 ROW Asset Managment Row Diversified Fund, L.P. -2.21 1,000k 11/1/2011 197 Revolution Capital Management Mosaic Institutional Program -2.13 25,000k 9/1/2009 196 Auspice Capital Advisors Ltd Auspice Diversified Program -2.05 1,500k 4/1/2006 195 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.00 1,000k 9/1/1997 194 Angle Capital Management LLC AIP Program -1.98 100k 1/1/2010 193 Amplitude Capital International Limited Dynamic Strategy -1.96 6/1/2005 192 Briarwood Capital Management, Inc. Diversified Trading Program -1.94 3,000k 7/1/2001 191 Chesapeake Capital Diversified (LV) -1.86 100k 2/1/1988 190 Saxon Investment Corporation Diversified Program -1.80 3,000k 9/1/1988 189 M.S. Capital Management Global Diversified Program -1.69 2,000k 11/1/1998 188 FCI Capital Management TSFX2 -1.65 20k 1/1/2012 187 Seven Capital Management Seven Absolute Return -1.64 100k 6/1/2009 186 FRP CAPITAL LLC FRP125+ -1.58 125k 1/1/2010 185 Millburn Ridgefield Corporation Multi-Markets Program -1.43 25,000k 10/1/2004 184 Rotella Capital Management Rotella Polaris Program (Diversified) -1.39 10,000k 1/1/1991 183 UNISystems Research Inc. Wall Street Program -1.36 20k 8/1/2011 182 Auctos Capital Management Auctos Global Diversified -1.36 3,000k 11/1/2007 181 Alee Capital Management, LLC Poniente Program -1.34 2,500k 1/1/1999 180 Eckhardt Trading Company Evolution Strategies 1.2X -1.33 10,000k 10/1/1991 179 Transtrend B.V. DTP – Enhanced Risk (USD) -1.32 10,000k 1/1/1995 178 Welton Investment Partners Welton Global -1.32 10,000k 6/1/2004 177 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -1.31 5,000k 5/1/2011 176 Millburn Ridgefield Corporation Commodity Program -1.30 25,000k 3/1/2005 175 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.30 1,000k 3/1/2003 174 Eckhardt Trading Company Evolution Strategies -1.27 20,000k 8/1/1991 173 Somers Brothers Capital Diversified Futures Program #1 -1.26 100k 1/1/2005 172 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.22 1,500k 1/1/2009 171 Quantica Capital AG Quantica Managed Futures -1.21 5,000k 1/1/2005 170 Alder Capital DAC Alder Global 20 -1.20 250k 2/1/2001 169 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.20 10,000k 8/1/1999 168 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.16 10,000k 8/1/2004 167 Claughton Capital ARP Institutional Program -1.15 1,000k 10/1/2005 166 Rivoli Fund Management Rivoli International Fund (E) -1.14 5,000k 10/1/1996 165 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.14 100k 1/1/2005 164 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.13 100k 2/1/2010 163 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.10 1,000k 3/1/1998 162 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -1.10 150k 1/1/2011 161 Quantmetrics Capital Management LLP Premier 12V Strategy -1.04 10,000k 4/1/2003 160 MERIT Alternative Investments GmbH Futures Portfolio -1.03 2,000k 6/1/1998 159 Metolius Capital LLC Metolius Diversified -0.97 100k 6/1/2010 158 Transtrend B.V. DTP – Standard Risk (EUR) -0.90 10,000k 2/1/1999 157 Red Rock Capital, LLC Systematic Global Macro -0.89 500k 9/1/2003 156 John Locke Investments Cyril Systematic Program -0.89 8,000k 7/1/2000 155 Abraham Trading Company Diversified Program -0.86 10,000k 1/1/1988 154 Pacific Capital Advisors Vanguard Program -0.84 100k 4/1/2007 153 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.82 10,000k 8/1/2009 152 Ancile Capital Management Global Markets Program -0.80 2,000k 4/1/2005 151 Millburn Ridgefield Corporation Diversified Program -0.80 20,000k 2/1/1977 150 ALFAKRAFT ALFA Edge Fund -0.78 16k 12/1/2011 149 Rabar Market Research Short-Term Program -0.75 2,000k 11/1/2009 148 Rivoli Fund Management Rivoli International Fund (V9) -0.75 5,000k 1/1/2002 147 Blackwater Capital Management Global Program -0.70 5,000k 7/1/2005 146 FORT LP Fort Global Diversified -0.66 2,000k 10/1/1993 145 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.61 3,000k 5/1/2010 144 Alder Capital DAC Alder Global 10 -0.60 250k 10/1/2000 143 Adamah Capital LLC Asset Allocator Program -0.60 50k 3/1/2011 142 Quantis Asset Management Intraday Futures -0.59 250k 1/1/2010 141 Hawksbill Capital Management Global Diversified -0.58 5,000k 11/1/1988 140 Wavefront Global Asset Management IMFC Global Investment Program -0.52 2,000k 2/1/2007 139 ISAM ISAM Systematic Trend Fund -0.44 1,000k 6/1/2001 138 Futures Truth Company, FTC-CTA MS4 -0.43 250k 10/1/2007 137 Estlander & Partners Global XL -0.43 5,000k 8/1/1991 136 Quantitative Investment Management Quantitative Global Program -0.43 20,000k 10/1/2003 135 Parizek Capital Futures Trading Program -0.42 500k 4/1/2000 134 Mobius Asset Management Energy Weighted Program -0.40 250k 1/1/2005 133 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -0.39 100k 10/1/2010 132 Wavefront Global Asset Management IMFC Global Concentrated -0.38 500k 4/1/2009 131 Gap Partners LLC Gap -0.31 250k 11/1/2009 130 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.27 250k 10/1/2009 129 Blake Capital Management, Inc. SRD Short Equities -0.25 100k 1/1/2011 128 ROW Asset Managment Row Currency Program -0.25 1,000k 11/1/2010 127 Systematic Alpha Management Systematic Alpha Futures Program -0.24 100k 6/1/2004 126 IKOS IKOS FX Fund -0.20 1,000k 3/1/2008 125 Estlander & Partners Global Markets -0.20 10,000k 8/1/1999 124 Lynx Asset Management AB Lynx Program -0.19 75k 5/1/2000 123 Bifrost Quest Capital LLC IndexQuest (Client) -0.18 500k 11/1/2011 122 IKOS IKOS Futures Fund -0.17 1,000k 2/1/2010 121 Jaguar Investments Ltd Vario Capital Strategy -0.17 1,000k 5/1/2016 120 Xplor Capital Management, LLC Global CTA Program -0.16 1,500k 7/1/2004 119 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.14 1k 10/1/2006 118 FORT LP Fort Global Contrarian -0.14 2,000k 10/1/2002 117 Mondiale Asset Management Mondiale Trading Program -0.14 0k 9/1/1997 116 Pinstripe Trading, LLC Standard -0.12 125k 8/1/2009 115 Diamond Peak Capital LLC Northstar (2x) program -0.07 250k 10/1/2008 114 Witter & Lester, Inc. Redstone -0.07 500k 9/1/1994 113 NuWave Investment Management, LLC NuWave Investment Partners LP -0.04 250k 6/1/2001 112 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.03 10,000k 4/1/2004 111 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 110 Parizek Capital Currency Program 0.00 1,000k 4/1/2006 109 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.02 10,000k 2/1/2008 108 NuWave Investment Management, LLC Combined Futures Portfolio 0.02 5,000k 6/1/2001 107 Eclipse Capital Management Global Monetary 0.06 5,000k 8/1/1990 106 Soaring Pelican, LLC Diversified S&P Program 0.07 100k 1/1/2011 105 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.09 250k 10/1/2011 104 Ion Asset Architecture Ion Volium Fund 0.11 0k 4/1/2011 103 Blake Capital Management, Inc. SRD Energies 0.11 100k 8/1/2011 102 Winton Capital Management Diversified 0.17 50,000k 10/1/1997 101 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.19 100k 8/1/2011 100 IStar Capital B.V. IStar Systematic Fund 0.24 1,000k 9/1/2011 99 Non Correlated Capital Positive Theta Program 0.26 250k 10/1/2007 98 Gladius Asset Management Fulham Program 0.28 2,000k 1/1/2008 97 IDS Capital IDS F&F Systematic Trading 0.30 50k 7/1/2013 96 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.36 500k 1/1/2006 95 Cauldron Investments, LLC Stock Index Plus 0.37 1,000k 10/1/2009 94 Mobius Asset Management Custom Trading Program 0.37 100k 1/1/2002 93 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.38 10,000k 1/1/2001 92 Witter & Lester, Inc. Stock Index Futures Trading Program 0.40 400k 1/1/1988 91 White Indian Trading Co. SCS Interest Rate Program (Client) 0.41 250k 8/1/2011 90 White Indian Trading Co. SCS Program (Client) 0.42 250k 2/1/2011 89 Mobius Asset Management Diversified Program 0.43 250k 3/1/2004 88 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.43 250k 5/1/2011 87 Cranwood Capital Management Fixed Income Arbitrage Fund 0.50 250k 4/1/2008 86 Cranwood Capital Management Cranwood International Fund 0.50 250k 4/1/2008 85 Revolution Capital Management Alpha Program 0.51 5,000k 6/1/2007 84 Esulep LLC MAX Esulep LLC MAX 0.52 500k 5/1/2008 83 Emil van Essen Spread Trading Program 0.53 5,000k 12/1/2006 82 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.55 5,000k 12/1/2010 81 Diamond Capital Management Enhanced S&P Program 0.59 100k 10/1/2009 80 HiProb Trading Technology LLC HiProb-I 0.70 5,000k 7/1/2008 79 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.70 5,000k 6/1/2010 78 Double Helix Capital Management Double Helix 0.71 50k 1/1/2012 77 Non Correlated Capital Positive Theta Fund 0.76 50k 10/1/2007 76 White Indian Trading Co. STAIRS (Client) 0.77 250k 5/1/2009 75 Revolution Capital Management Alpha Fund 0.77 50k 1/1/2005 74 Superfund Group Superfund Green Q-AG 0.78 2k 3/1/1996 73 Crabel Capital Management WPD Crabel Futures Program 0.84 1,000k 7/1/2008 72 Clarke Capital Management Worldwide 0.85 250k 1/1/1996 71 ALFAKRAFT ALFA Commodity Fund 0.95 16k 6/1/2010 70 Global Sigma Group, LLC AGSF 0.96 3,000k 4/1/2013 69 Futures Truth Company, FTC-CTA 200K Options Strategy 0.98 200k 12/1/2009 68 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.98 100k 8/1/2009 67 QQFund.com QQFund.com Alpha Beta Program 1.02 100k 9/1/2008 66 IKOS The IKOS Hedge Fund 1.02 10,000k 7/1/1998 65 Superfund Group Superfund Green L.P. Series A 1.03 5k 10/1/2002 64 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.07 500k 4/1/2009 63 Quantica Capital AG Quantica Diversified FX 1.09 5,000k 3/1/2007 62 Trigon Investment Advisors, LLC Foreign Exchange Program 1.10 5,000k 8/1/2000 61 ALFAKRAFT ALFA Rubicon Fund 1.16 16k 8/1/2011 60 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.19 25,000k 3/1/2010 59 Endeavour Capital LLP Endeavour Pembroke 1.21 2,000k 7/1/2007 58 Kelly Angle Inc. Genesis Program 1.33 2,000k 4/1/2000 57 Liberty Funds Group, Inc Liberty Diversified Option Strategy 1.33 750k 1/1/2009 56 Tyche Capital Advisors LLC TCA Energy Spreads 1.35 100k 8/1/2008 55 Estlander & Partners Freedom 1.39 20,000k 8/1/2010 54 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.43 50k 10/1/2010 53 Camkay Capital Management LLC Stock Indices Short-Term 1.44 100k 3/1/2012 52 Deep Field Capital AG SINGULARITY Fund 1.46 100k 9/1/2011 51 Superfund Group Superfund Blue SPC Class A (Gold) 1.49 50k 12/1/2007 50 GLOBIVEST LLC Alpha Program 1.52 50k 4/1/2009 49 Superfund Group Superfund Green GCT USD 1.60 15k 1/1/2000 48 Molinero Capital Management LLP Global Markets Program 1.62 2,000k 7/1/2005 47 Ion Asset Architecture Ion Fund Program 1.69 10,000k 11/1/2007 46 Ion Asset Architecture (Fund Program) Ion Fund 1.69 100k 11/1/2007 45 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 1.77 100k 1/1/2012 44 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 1.88 350k 8/1/2011 43 Melissinos Trading Eupatrid Global Trends 1.91 50k 1/1/2011 42 White Indian Trading Co. STAIRS - Futures Program (Client) 1.91 250k 10/1/2008 41 Altus Trading, LLC Managed Forex Program A 1.93 50k 8/1/2011 40 Superfund Group Superfund Green L.P. Series B 1.98 5k 10/1/2002 39 Superfund Group Superfund Green Master 2.11 2,000k 5/1/2001 38 HB Capital Management Inc. Diversified Program 2.16 50k 3/1/2008 37 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.17 4,000k 11/1/2008 36 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 2.24 100k 1/1/2012 35 QCM Alpha Financials Program 2.28 10,000k 6/1/2012 34 Romanesco Capital Management B.V Persistence Program 2.33 5,000k 9/1/2005 33 Quantmetrics Capital Management LLP Directional 10V Strategy 2.54 10,000k 1/1/2007 32 Arcanum Asset Management Equity Index Option Program (Prop) 2.60 500k 7/1/2006 31 Estlander & Partners Alpha Trend 2.66 30,000k 10/1/1991 30 Rhicon Currency Management Rhicon Systematic Currency Program 2.67 3,000k 1/1/2004 29 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.82 1,000k 5/1/2006 28 Vantage Capital Management VCM Growth Program 2.94 100k 1/1/2011 27 Superfund Group Superfund Blue SPC Class A (EUR) 2.99 50k 4/1/2005 26 Drury Capital Diversified Trend-Following Program 3.01 5,000k 5/1/1997 25 Dendrich Ltd QEP 3.02 50k 12/1/2005 24 Turning Wheel Capital, Inc. Pure Alpha 3.10 10,000k 1/1/2012 23 FCI Capital Management TSFX1 3.23 20k 11/1/2010 22 Sequoia Hill Capital Management SHCM Gold AP 3.35 140k 5/1/2012 21 HASAFUMA FX Momentum 3.35 20k 7/1/2012 20 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 3.39 100k 5/1/2011 19 Crabel Capital Management Crabel Multi-Product 3.53 1,000k 3/1/1998 18 Quantis Asset Management Ulysses Futures 3.63 1,000k 7/1/2009 17 Conquest Capital Group Conquest Macro 3.81 250k 5/1/1999 16 Wraith Capital LLP Wraith Dynamic Futures Fund 3.88 100k 1/1/2011 15 Quantum Leap Capital Management Managed Account Program 3.89 300k 8/1/2006 14 Huygens Capital LLC Navigator 3.99 1,000k 2/1/2012 13 1OAK Capital Limited ACORN Commodity 4.08 5,000k 5/1/2012 12 Quantis Asset Management PFM Systematic 4.50 15k 5/1/2010 11 Strategic Capital Advisors LLC Contrarian 500 4.79 500k 12/1/2003 10 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.91 4,000k 2/1/2011 9 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 6.10 50k 9/1/2009 8 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.35 200k 11/1/1999 7 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 7.02 25k 4/1/2010 6 DUNN Capital Management D'Best Futures Fund, L.P. 7.30 100k 6/1/1994 5 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.39 100k 5/1/1999 4 DUNN Capital Management DUNN Combined Fund (DCF) 7.61 100k 5/1/1989 3 Neural Capital Ltd Sentinel Trading Program 8.08 2,000k 1/1/2006 2 Estlander & Partners Alpha Trend II - Class P 8.30 100k 12/1/2008 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.79 100k 11/1/1984 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.