Systematic Trader Index For June 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 Jun 2013 Min Inv Inception 266 Superfund Group Superfund Green Gold C (SPC) -17.94 100k 10/1/2005 265 Superfund Group Superfund Green Gold B (SPC) -16.52 50k 10/1/2005 264 Superfund Group Superfund Green Gold A (SPC) -15.32 5k 10/1/2005 263 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -14.54 4,000k 2/1/2011 262 Superfund Group Superfund Green Gold L.P. Series B-1 -14.22 5k 4/1/2009 261 Superfund Group Superfund Green Gold L.P. Series A-1 -13.40 5k 4/1/2009 260 QCM Alpha Financials Program -10.74 10,000k 6/1/2012 259 QCM Global Diversified Programme -10.09 500k 12/1/1995 258 Altradis Capital AG AlphAlgo -8.14 100k 5/1/2007 257 Superfund Group Superfund Blue SPC Class A (Gold) -8.08 50k 12/1/2007 256 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -7.60 75k 6/1/2007 255 Estlander & Partners Alpha Trend II - Class P -7.53 100k 12/1/2008 254 Covenant Capital Management Aggressive Program -7.52 3,000k 2/1/2004 253 FTC Capital GmbH FTC Global Diversified -7.43 0k 3/1/2012 252 IDS Capital IDS F&F Systematic Trading -7.20 50k 7/1/2013 251 Tyche Capital Advisors LLC TCA Energy Spreads -7.02 100k 8/1/2008 250 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -6.81 100k 1/1/2005 249 Soaring Pelican, LLC Diversified S&P Program -6.68 100k 1/1/2011 248 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.46 200k 11/1/1999 247 FORT LP Fort Global Diversified -6.40 2,000k 3/1/2002 246 Crabel Capital Management WPD Crabel Futures Program -6.07 1,000k 7/1/2008 245 Superfund Group Superfund Green Master -6.07 2,000k 5/1/2001 244 ISAM ISAM Systematic Trend Fund -5.94 1,000k 6/1/2001 243 Ancile Capital Management Global Markets Program -5.88 2,000k 4/1/2005 242 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -5.85 100k 7/1/2011 241 RAM Management Group MRTP Aggressive -5.81 1,000k 2/1/1998 240 FORT LP Fort Global Contrarian -5.67 2,000k 10/1/2002 239 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.56 0k 11/1/1996 238 Quantica Capital AG Quantica Diversified FX -5.56 5,000k 3/1/2007 237 Briarwood Capital Management, Inc. Diversified 2XL -5.47 250k 11/1/2004 236 Lynx Asset Management AB Lynx Program -5.39 75k 5/1/2000 235 QQFund.com QQFund.com Alpha Beta Program -5.36 100k 9/1/2008 234 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -5.33 4,000k 11/1/2008 233 Eckhardt Trading Company Evolution Strategies 1.2X -5.04 10,000k 10/1/1991 232 Covenant Capital Management Original Program -5.00 5,000k 9/1/1999 231 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -4.92 100k 2/1/2010 230 Blackwater Capital Management Global Program -4.83 5,000k 7/1/2005 229 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -4.75 50k 9/1/2009 228 Liberty Funds Group, Inc Liberty Wealth Protection Fund -4.71 250k 10/1/2009 227 Rotella Capital Management Rotella Polaris Program (Diversified) -4.60 10,000k 1/1/1991 226 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -4.53 10,000k 4/1/2004 225 Eckhardt Trading Company Evolution Strategies -4.53 20,000k 8/1/1991 224 Amplitude Capital International Limited Klassik Strategy -4.44 1,000k 9/1/2009 223 Quantica Capital AG Quantica Managed Futures -4.42 10,000k 1/1/2005 222 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.37 5,000k 11/1/2012 221 White Indian Trading Co. SCS Interest Rate Program (Client) -4.36 250k 8/1/2011 220 HA F -4.26 20k 7/1/2012 219 Emil van Essen Spread Trading Program -4.21 5,000k 12/1/2006 218 Mobius Asset Management Diversified Program -4.12 250k 3/1/2004 217 Superfund Group Superfund Green GCT USD -4.08 15k 1/1/2000 216 Seven Capital Management Seven Absolute Return -4.05 100k 6/1/2009 215 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.00 10,000k 3/1/2003 214 Kelly Angle Inc. Genesis Program -3.94 2,000k 4/1/2000 213 Manning & Napier MN Xenon Managed Futures (2x) Program -3.94 5,000k 6/1/2006 212 Pacific Capital Advisors Vanguard Program -3.93 100k 4/1/2007 211 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -3.87 5,000k 1/1/2005 210 Drury Capital Diversified Trend-Following Program -3.79 5,000k 5/1/1997 209 Eclipse Capital Management Global Monetary -3.59 5,000k 8/1/1990 208 Clarke Capital Management FX Plus -3.58 1,000k 5/1/2004 207 Clarke Capital Management Jupiter -3.50 3,000k 5/1/2005 206 Millburn Ridgefield Corporation Diversified Program -3.49 20,000k 2/1/1977 205 Rabar Market Research Diversified Program -3.33 2,000k 1/1/1989 204 Auctos Capital Management Auctos Global Diversified -3.30 3,000k 11/1/2007 203 Spectrum Asset Management LLC Global Diversified -3.24 2,000k 1/1/2001 202 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.24 10,000k 2/1/2008 201 White Indian Trading Co. SCS Program (Client) -3.23 250k 2/1/2011 200 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.22 1,000k 9/1/2009 199 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.21 1,000k 10/1/2006 198 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.15 100k 5/1/1999 197 Superfund Group Superfund Green Q-AG -3.14 2k 3/1/1996 196 John Locke Investments Cyril Systematic Program -3.03 8,000k 7/1/2000 195 Millburn Ridgefield Corporation Multi-Markets Program -2.97 25,000k 10/1/2004 194 White Indian Trading Co. STAIRS (Client) -2.78 250k 5/1/2009 193 Red Rock Capital, LLC Systematic Global Macro -2.78 500k 9/1/2003 192 Welton Investment Partners Welton Global -2.73 10,000k 6/1/2004 191 Rhicon Currency Management Rhicon Systematic Currency Program -2.73 3,000k 1/1/2004 190 Briarwood Capital Management, Inc. Diversified Trading Program -2.71 3,000k 7/1/2001 189 Robust Methods LLC Macro Managed Account -2.65 5,000k 1/1/2005 188 Adamah Capital LLC Asset Allocator Program -2.50 50k 3/1/2011 187 1OAK Capital Limited ACORN Commodity -2.47 5,000k 5/1/2012 186 Superfund Group Superfund Green L.P. Series B -2.46 5k 10/1/2002 185 Dendrich Ltd QEP -2.40 50k 12/1/2005 184 Parizek Capital Futures Trading Program -2.38 500k 4/1/2000 183 Sequoia Hill Capital Management SHCM British Pound AP -2.37 50k 8/1/2011 182 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -2.35 1,500k 1/1/2009 181 Estlander & Partners Alpha Trend -2.32 30,000k 10/1/1991 180 Pinstripe Trading, LLC Standard -2.25 125k 8/1/2009 179 Zoi Capital, LLC Telio Program (Client) -2.22 200k 4/1/2010 178 Estlander & Partners Freedom -2.12 20,000k 8/1/2010 177 Sequoia Hill Capital Management SHCM Gold AP -1.97 140k 5/1/2012 176 RAM Management Group RAM MRTP 1X-Conservative -1.97 1,000k 9/1/1993 175 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.96 1k 10/1/2006 174 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.90 1,000k 3/1/1998 173 Shield Plus LLC Shield Plus Natural Gas -1.90 50k 1/1/2004 172 Estlander & Partners Global XL -1.87 5,000k 8/1/1991 171 Winton Capital Management Diversified -1.77 50,000k 10/1/1997 170 John Locke Investments JL Commodity Long Flat Program -1.77 5,000k 12/1/2007 169 Crabel Capital Management Crabel Multi-Product -1.75 1,000k 3/1/1998 168 Xplor Capital Management, LLC Global CTA Program -1.73 1,500k 7/1/2004 167 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.73 250k 10/1/2011 166 Rho Asset Management Rho Altius 1XL Program -1.70 5,000k 11/1/2007 165 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.66 100k 10/1/2010 164 Endeavour Capital LLP Endeavour Pembroke -1.66 2,000k 7/1/2007 163 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.66 100k 11/1/1984 162 Mobius Asset Management Energy Weighted Program -1.64 250k 1/1/2005 161 Angle Capital Management LLC AIP Program -1.62 100k 1/1/2010 160 Mobius Asset Management Custom Trading Program -1.54 100k 1/1/2002 159 EMC Capital Advisors, LLC Classic -1.53 5,000k 1/1/1985 158 AllMountain Capital AG Mount Denali Global Trends -1.53 160k 7/1/2007 157 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.49 3,000k 5/1/2010 156 Neural Capital Ltd Sentinel Trading Program -1.47 2,000k 1/1/2006 155 Wimmer Horizon LLP Managed Account -1.43 5,000k 5/1/2005 154 IKOS IKOS Futures Fund -1.35 1,000k 2/1/2010 153 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.35 10,000k 8/1/2009 152 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.32 10,000k 8/1/2009 151 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -1.31 100k 1/1/2012 150 Conquest Capital Group Conquest Select -1.22 250k 6/1/2004 149 Rabar Market Research Short-Term Program -1.13 2,000k 11/1/2009 148 Superfund Group Superfund Green L.P. Series A -1.12 5k 10/1/2002 147 Clarke Capital Management Millennium -1.11 1,000k 1/1/1998 146 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -1.10 500k 4/1/2009 145 Metolius Capital LLC Metolius Diversified -0.99 100k 6/1/2010 144 HB Capital Management Inc. Diversified Program -0.98 50k 3/1/2008 143 Huygens Capital LLC Navigator -0.94 1,000k 2/1/2012 142 Blake Capital Management, Inc. SRD Short Equities -0.94 100k 1/1/2011 141 Estlander & Partners Global Markets -0.92 10,000k 8/1/1999 140 IKOS IKOS FX Fund -0.91 1,000k 3/1/2008 139 Rivoli Fund Management Rivoli International Fund (E) -0.84 5,000k 10/1/1996 138 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.82 25,000k 3/1/2010 137 Conquest Capital Group Conquest Macro -0.77 250k 5/1/1999 136 Diamond Capital Management Enhanced S&P Program -0.76 100k 10/1/2009 135 White Indian Trading Co. STAIRS - Futures Program (Client) -0.76 250k 10/1/2008 134 Global Vista Advisors, LLC Global Vista Options ("GVO") -0.72 50k 10/1/2010 133 Rivoli Fund Management Rivoli International Fund (V9) -0.71 5,000k 1/1/2002 132 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.66 10,000k 8/1/1999 131 Non Correlated Capital Positive Theta Fund -0.62 50k 10/1/2007 130 Gap Partners LLC Gap -0.58 250k 11/1/2009 129 Transtrend B.V. DTP – Enhanced Risk (USD) -0.54 10,000k 1/1/1995 128 Non Correlated Capital Positive Theta Program -0.52 250k 10/1/2007 127 Tactical Investment Management Tactical Institutional Commodity Program -0.50 10,000k 4/1/1993 126 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.49 5,000k 6/1/2010 125 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.49 500k 1/1/2006 124 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.49 10,000k 8/1/2004 123 Transtrend B.V. DTP – Standard Risk (EUR) -0.44 10,000k 2/1/1999 122 Amplitude Capital International Limited Dynamic Strategy -0.43 6/1/2005 121 Molinero Capital Management LLP Global Markets Program -0.42 2,000k 7/1/2005 120 Parizek Capital Currency Program -0.39 1,000k 4/1/2006 119 Quantitative Investment Management Quantitative Global Program -0.38 20,000k 10/1/2003 118 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.37 100k 8/1/2009 117 Somers Brothers Capital Diversified Futures Program #1 -0.36 100k 1/1/2005 116 Chesapeake Capital Diversified (LV) -0.36 100k 2/1/1988 115 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.32 10k 7/1/2005 114 Abraham Trading Company Diversified Program -0.31 10,000k 1/1/1988 113 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.26 1,000k 9/1/1997 112 Jaguar Investments Ltd Vario Capital Strategy -0.24 1,000k 5/1/2016 111 Blake Capital Management, Inc. SRD Energies -0.22 100k 8/1/2011 110 Clarke Capital Management Worldwide -0.20 250k 1/1/1996 109 Witter & Lester, Inc. Stock Index Futures Trading Program -0.19 400k 1/1/1988 108 Wavefront Global Asset Management IMFC Global Concentrated -0.19 500k 4/1/2009 107 Quantmetrics Capital Management LLP Directional 10V Strategy -0.17 10,000k 1/1/2007 106 Hawksbill Capital Management Global Diversified -0.16 5,000k 11/1/1988 105 Witter & Lester, Inc. Redstone -0.07 500k 9/1/1994 104 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.01 100k 5/1/2011 103 Revolution Capital Management Alpha Fund -0.01 50k 1/1/2005 102 Robinson-Langley Capital Management, LLC Managed Account Program -0.01 200k 1/1/2007 98 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.00 5,000k 10/1/2007 100 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 99 Bifrost Quest Capital LLC IndexQuest (Client) 0.00 500k 11/1/2011 101 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 97 Trigon Investment Advisors, LLC Foreign Exchange Program 0.02 5,000k 8/1/2000 96 GLOBIVEST LLC Alpha Program 0.03 50k 4/1/2009 95 Millburn Ridgefield Corporation Commodity Program 0.08 25,000k 3/1/2005 94 FCI Capital Management TSFX2 0.10 20k 1/1/2012 93 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.10 100k 1/1/2012 92 MERIT Alternative Investments GmbH Futures Portfolio 0.10 2,000k 6/1/1998 91 Clarke Capital Management Global Magnum 0.20 100k 8/1/1997 90 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.20 100k 1/1/2000 89 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.20 5,000k 5/1/2011 88 Revolution Capital Management Alpha Program 0.21 5,000k 6/1/2007 87 Ion Asset Architecture Ion Fund Program 0.26 10,000k 11/1/2007 86 Ion Asset Architecture (Fund Program) Ion Fund 0.26 100k 11/1/2007 85 Futures Truth Company, FTC-CTA MS4 0.29 250k 10/1/2007 84 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.30 100k 8/1/2011 83 Ion Asset Architecture Ion Volium Fund 0.31 0k 4/1/2011 82 Saxon Investment Corporation Diversified Program 0.32 3,000k 9/1/1988 81 Wavefront Global Asset Management IMFC Global Investment Program 0.35 2,000k 2/1/2007 80 Alder Capital DAC Alder Global 10 0.40 250k 10/1/2000 79 Cranwood Capital Management Cranwood International Fund 0.40 250k 4/1/2008 78 Cranwood Capital Management Fixed Income Arbitrage Fund 0.40 250k 4/1/2008 77 Futures Truth Company, FTC-CTA 200K Options Strategy 0.44 200k 12/1/2009 76 Systematic Alpha Management Systematic Alpha Futures Program 0.48 100k 6/1/2004 75 ROW Asset Managment Row Diversified Fund, L.P. 0.50 1,000k 11/1/2011 74 M.S. Capital Management Global Diversified Program 0.54 2,000k 11/1/1998 73 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.61 750k 1/1/2009 72 Saxon Investment Corporation Aggressive Diversified Program 0.69 2,000k 11/1/1993 71 ROW Asset Managment Row Currency Program 0.74 1,000k 11/1/2010 70 Altus Trading, LLC Managed Forex Program A 0.75 50k 8/1/2011 69 Alder Capital DAC Alder Global 20 0.80 250k 2/1/2001 68 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.82 250k 3/1/2010 67 Auspice Auspice Diversified Program 0.82 1,500k 6/1/2007 66 Gladius Asset Management Fulham Program 0.85 2,000k 1/1/2008 65 Quantmetrics Capital Management LLP Premier 12V Strategy 0.92 10,000k 4/1/2003 64 IKOS The IKOS Hedge Fund 0.94 10,000k 7/1/1998 63 Wraith Capital LLP Wraith Dynamic Futures Fund 1.02 100k 1/1/2011 62 DUNN Capital Management D'Best Futures Fund, L.P. 1.13 100k 6/1/1994 61 Hyman Beck and Company Global Portfolio 1.16 1,000k 3/1/1991 60 Rotella Capital Management Rotella Orion (Short-Term) Program 1.18 10,000k 3/1/2006 59 Double Helix Capital Management Double Helix 1.27 50k 1/1/2012 58 Melissinos Trading Eupatrid Global Trends 1.28 100k 1/1/2011 57 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 1.31 150k 1/1/2011 56 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.39 1,000k 5/1/2006 55 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.42 10,000k 1/1/2001 54 Romanesco Capital Management B.V Persistence Program 1.43 5,000k 9/1/2005 53 Global Sigma Group, LLC AGSF 1.56 3,000k 4/1/2013 52 Quantis Asset Management PFM Systematic 1.58 15k 5/1/2010 51 FRP CAPITAL LLC FRP125+ 1.63 125k 1/1/2010 50 ALFAKRAFT ALFA Edge Fund 1.66 16k 12/1/2011 49 IStar Capital B.V. IStar Systematic Fund 1.66 1,000k 9/1/2011 48 UNISystems Research Inc. Wall Street Program 1.69 20k 8/1/2011 47 ALFAKRAFT ALFA Rubicon Fund 1.70 16k 8/1/2011 46 Keck Capital Management LLC The Keck Program 1.71 2,000k 12/1/2003 45 Mondiale Asset Management Mondiale Trading Program 1.74 0k 9/1/1997 44 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.82 250k 10/1/2009 43 Northfield Trading Diversified 1.84 2,000k 7/1/1989 42 Esulep LLC MAX Esulep LLC MAX 1.89 500k 5/1/2008 41 Emil van Essen EvE Systematic Global Opportunities 1.93 1,000k 9/1/2007 40 Deep Field Capital AG SINGULARITY Fund 1.94 100k 9/1/2011 39 Diamond Peak Capital LLC Northstar (2x) program 1.97 250k 10/1/2008 38 Cauldron Investments, LLC Stock Index Plus 1.97 1,000k 10/1/2009 37 Strategic Capital Advisors LLC Contrarian 500 2.00 250k 12/1/2003 36 Crescent Bay Capital Management Premium Stock Index Program 2.06 10k 10/1/2005 35 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.07 250k 5/1/2011 34 Mark J. Walsh Company Standard Program 2.29 2,000k 9/1/1985 33 Quantis Asset Management Intraday Futures 2.53 250k 1/1/2010 32 Turning Wheel Capital, Inc. Pure Alpha 2.59 10,000k 1/1/2012 31 Revolution Capital Management Mosaic Institutional Program 2.61 25,000k 9/1/2009 30 FCI Capital Management TSFX1 2.63 20k 11/1/2010 29 Quantum Leap Capital Management Managed Account Program 2.64 300k 8/1/2006 28 Vantage Capital Management VCM Growth Program 2.68 100k 1/1/2011 27 Manning & Napier MN Xenon Global Fixed Income Program 2.86 2,000k 8/1/2004 26 ALFAKRAFT ALFA Commodity Fund 2.91 16k 6/1/2010 25 DUNN Capital Management DUNN Combined Fund (DCF) 2.96 100k 5/1/1989 24 Auspice Auspice Managed Futures Excess Return Index 3.09 5,000k 12/1/2010 23 NuWave Investment Management, LLC NuWave Investment Partners LP 3.14 250k 6/1/2001 22 NuWave Investment Management, LLC Combined Futures Portfolio 3.27 5,000k 6/1/2001 21 Dominion Capital Sapphire Program 3.77 3,000k 5/1/2005 20 Quantis Asset Management Ulysses Futures 3.79 1,000k 7/1/2009 19 Southwest Managed Investments, LLC Global Diversified 3.81 200k 1/1/2002 18 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 3.82 350k 8/1/2011 17 Claughton Capital ARP Institutional Program 3.99 1,000k 10/1/2005 16 Dreiss Research Corporation Diversified Program 4.02 1,000k 5/1/1991 15 Future Trade AG Thales Swing Trading Programme 4.21 250k 6/1/2007 14 Arcanum Asset Management Equity Index Option Program (Prop) 4.27 500k 7/1/2006 13 Clarke Capital Management Global Basic 4.46 50k 2/1/1996 12 Superfund Group Superfund Blue SPC Class A (EUR) 4.64 50k 4/1/2005 11 Manning & Napier MN Xenon Global Fixed Income (2x) Program 5.14 1,000k 5/1/2010 10 Serac, LLC Diversified Reversal Program 5.56 200k 4/1/2011 9 Revolution Capital Management Mosaic Program 6.19 10,000k 10/1/2006 8 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 6.33 25k 4/1/2010 7 Kinkopf Capital Management KCM S&P (Proprietary) 6.43 100k 1/1/1999 6 Alee Capital Management, LLC Mistral Program 6.94 2,500k 1/1/1999 5 HA H 7.19 50k 5/1/2012 4 Camkay Capital Management LLC Stock Indices Short-Term 8.41 100k 3/1/2012 3 Alee Capital Management, LLC Poniente Program 9.24 2,500k 1/1/1999 2 Purple Valley Capital, Inc. Diversified Trend 1 9.36 100k 8/1/2008 1 Heyden & Steindl GmbH TOMAC2 9.97 5,000k 3/1/2003 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.