Systematic Trader Index For September 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 Sep 2013 Min Inv Inception 266 Estlander & Partners Alpha Trend II - Class P -14.20 100k 12/1/2008 265 Purple Valley Capital, Inc. Diversified Trend 1 -10.68 100k 8/1/2008 264 Superfund Group Superfund Green Gold C (SPC) -10.36 100k 10/1/2005 263 Revolution Capital Management Mosaic Program -9.54 10,000k 10/1/2006 262 DUNN Capital Management DUNN Combined Fund (DCF) -9.49 100k 5/1/1989 261 Superfund Group Superfund Green Gold B (SPC) -9.20 50k 10/1/2005 260 Superfund Group Superfund Green Gold L.P. Series B-1 -9.05 5k 4/1/2009 259 Superfund Group Superfund Green Gold A (SPC) -7.94 5k 10/1/2005 258 Superfund Group Superfund Green Gold L.P. Series A-1 -7.87 5k 4/1/2009 257 White Indian Trading Co. STAIRS - Futures Program (Client) -7.68 250k 10/1/2008 256 Zoi Capital, LLC Telio Program (Client) -7.36 200k 4/1/2010 255 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -7.32 10k 7/1/2005 254 Crabel Capital Management Crabel Multi-Product -7.13 1,000k 3/1/1998 253 Clarke Capital Management Jupiter -7.01 3,000k 5/1/2005 252 White Indian Trading Co. STAIRS (Client) -6.57 250k 5/1/2009 251 DUNN Capital Management D'Best Futures Fund, L.P. -6.28 100k 6/1/1994 250 Superfund Group Superfund Blue SPC Class A (Gold) -5.94 50k 12/1/2007 249 Rotella Capital Management Rotella Orion (Short-Term) Program -5.93 10,000k 3/1/2006 248 Parizek Capital Futures Trading Program -5.83 500k 4/1/2000 247 Wraith Capital LLP Wraith Dynamic Futures Fund -5.82 100k 1/1/2011 246 Deep Field Capital AG SINGULARITY Fund -5.75 100k 9/1/2011 245 Quantum Leap Capital Management Managed Account Program -5.74 300k 8/1/2006 244 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -5.68 4,000k 2/1/2011 243 Shield Plus LLC Shield Plus Natural Gas -5.58 50k 1/1/2004 242 Rho Asset Management Rho Altius 1XL Program -5.47 5,000k 11/1/2007 241 Southwest Managed Investments, LLC Global Diversified -5.21 200k 1/1/2002 240 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -5.18 500k 4/1/2009 239 Manning & Napier MN Xenon Global Fixed Income (2x) Program -4.91 1,000k 5/1/2010 238 Tactical Investment Management Tactical Institutional Commodity Program -4.85 10,000k 4/1/1993 237 Superfund Group Superfund Green Master -4.77 2,000k 5/1/2001 236 Estlander & Partners Alpha Trend -4.58 30,000k 10/1/1991 235 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.56 100k 11/1/1984 234 Quantis Asset Management Intraday Futures -4.49 250k 1/1/2010 233 EMC Capital Advisors, LLC Classic -4.29 5,000k 1/1/1985 232 Covenant Capital Management Aggressive Program -4.25 3,000k 2/1/2004 231 Clarke Capital Management Millennium -4.20 1,000k 1/1/1998 230 FTC Capital GmbH FTC Global Diversified -4.14 0k 3/1/2012 229 Superfund Group Superfund Green GCT USD -4.10 15k 1/1/2000 228 Auspice Capital Advisors Ltd Auspice Diversified Program -4.07 1,500k 4/1/2006 227 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.04 0k 11/1/1996 226 Strategic Capital Advisors LLC Contrarian 500 -4.04 500k 12/1/2003 225 ROW Asset Managment Row Currency Program -4.02 1,000k 11/1/2010 224 Revolution Capital Management Mosaic Institutional Program -3.97 25,000k 9/1/2009 223 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.89 200k 11/1/1999 222 Commodity Strategies AG CSAG Active Long Short Commodity Program -3.84 5,000k 10/1/2007 221 Covenant Capital Management Original Program -3.83 5,000k 9/1/1999 220 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.78 10,000k 2/1/2008 219 Superfund Group Superfund Green L.P. Series B -3.53 5k 10/1/2002 218 ROW Asset Managment Row Diversified Fund, L.P. -3.52 1,000k 11/1/2011 217 NuWave Investment Management, LLC Combined Futures Portfolio -3.49 5,000k 6/1/2001 216 NuWave Investment Management, LLC NuWave Investment Partners LP -3.46 250k 6/1/2001 215 Hawksbill Capital Management Global Diversified -3.32 5,000k 11/1/1988 214 Rivoli Fund Management Rivoli International Fund (E) -3.29 5,000k 10/1/1996 213 Estlander & Partners Freedom -2.99 20,000k 8/1/2010 212 Saxon Investment Corporation Aggressive Diversified Program -2.94 2,000k 11/1/1993 211 Metolius Capital LLC Metolius Diversified -2.89 100k 6/1/2010 210 Global Domain Partners, LLC Global Domain Vector Fund - Series A -2.89 500k 1/1/2006 209 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -2.87 50k 9/1/2009 208 Ancile Capital Management Global Markets Program -2.82 2,000k 4/1/2005 207 Quantis Asset Management PFM Systematic -2.80 15k 5/1/2010 206 Kelly Angle Inc. Genesis Program -2.77 2,000k 4/1/2000 205 Quantis Asset Management Ulysses Futures -2.74 1,000k 7/1/2009 204 Superfund Group Superfund Green L.P. Series A -2.69 5k 10/1/2002 203 Welton Investment Partners Welton Global -2.67 10,000k 6/1/2004 202 Manning & Napier MN Xenon Global Fixed Income Program -2.67 2,000k 8/1/2004 201 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.66 250k 10/1/2009 200 Blackwater Capital Management Global Program -2.65 5,000k 7/1/2005 199 Superfund Group Superfund Green Q-AG -2.61 2k 3/1/1996 198 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.52 1k 10/1/2006 197 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -2.39 100k 5/1/2011 196 Clarke Capital Management Worldwide -2.36 250k 1/1/1996 195 Huygens Capital LLC Navigator -2.31 1,000k 2/1/2012 194 Somers Brothers Capital Diversified Futures Program #1 -2.30 100k 1/1/2005 193 Manning & Napier MN Xenon Managed Futures (2x) Program -2.28 5,000k 6/1/2006 192 John Locke Investments JL Commodity Long Flat Program -2.27 5,000k 12/1/2007 191 Mark J. Walsh Company Standard Program -2.25 2,000k 9/1/1985 190 Wimmer Horizon LLP Managed Account -2.09 5,000k 5/1/2005 189 Conquest Capital Group Conquest Select -2.06 250k 6/1/2004 188 Melissinos Trading Eupatrid Global Trends -1.99 50k 1/1/2011 187 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.98 4,000k 11/1/2008 186 Rivoli Fund Management Rivoli International Fund (V9) -1.96 5,000k 1/1/2002 185 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.95 1,000k 3/1/2003 184 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -1.87 5,000k 12/1/2010 183 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.84 250k 10/1/2009 182 Robust Methods LLC Macro Managed Account -1.83 5,000k 1/1/2005 181 Crescent Bay Capital Management Premium Stock Index Program -1.81 10k 10/1/2005 180 HASAFUMA Börstjänaren Hedgehog -1.73 60k 5/1/2012 179 Hyman Beck and Company Global Portfolio -1.72 1,000k 3/1/1991 178 Crabel Capital Management WPD Crabel Futures Program -1.70 1,000k 7/1/2008 177 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -1.68 25k 4/1/2010 176 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.66 3,000k 5/1/2010 175 Molinero Capital Management LLP Global Markets Program -1.58 2,000k 7/1/2005 174 ISAM ISAM Systematic Trend Fund -1.55 1,000k 6/1/2001 173 Saxon Investment Corporation Diversified Program -1.53 3,000k 9/1/1988 172 Red Rock Capital, LLC Systematic Global Macro -1.52 500k 9/1/2003 171 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.43 10,000k 4/1/2004 170 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.29 10,000k 8/1/1999 169 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.29 10,000k 8/1/2004 168 Transtrend B.V. DTP – Enhanced Risk (USD) -1.18 10,000k 1/1/1995 167 Mobius Asset Management Energy Weighted Program -1.17 250k 1/1/2005 166 John Locke Investments Cyril Systematic Program -1.16 8,000k 7/1/2000 165 Quantitative Investment Management Quantitative Global Program -1.15 20,000k 10/1/2003 164 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.13 250k 5/1/2011 163 Adamah Capital LLC Asset Allocator Program -1.10 50k 3/1/2011 162 Mobius Asset Management Custom Trading Program -1.09 100k 1/1/2002 161 Northfield Trading Diversified -1.03 2,000k 7/1/1989 160 Mobius Asset Management Diversified Program -1.02 250k 3/1/2004 159 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.00 250k 3/1/2010 158 Rhicon Currency Management Rhicon Systematic Currency Program -0.98 3,000k 1/1/2004 157 Soaring Pelican, LLC Diversified S&P Program -0.94 100k 1/1/2011 156 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.91 1,500k 1/1/2009 155 AllMountain Capital AG Mount Denali Global Trends -0.78 160k 7/1/2007 154 Transtrend B.V. DTP – Standard Risk (EUR) -0.77 10,000k 2/1/1999 153 Neural Capital Ltd Sentinel Trading Program -0.76 2,000k 1/1/2006 152 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.72 750k 1/1/2009 151 Turning Wheel Capital, Inc. Pure Alpha -0.71 10,000k 1/1/2012 150 Clarke Capital Management FX Plus -0.60 1,000k 5/1/2004 149 Millburn Ridgefield Corporation Commodity Program -0.58 25,000k 3/1/2005 148 Mehnert Capital Management, LLC DTP (Client) -0.57 1,000k 3/1/2012 147 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.55 1,000k 9/1/1997 146 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.55 10,000k 1/1/2001 145 Mondiale Asset Management Mondiale Trading Program -0.54 0k 9/1/1997 144 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.54 1,000k 10/1/2006 143 Spectrum Asset Management LLC Global Diversified -0.51 2,000k 1/1/2001 142 IKOS IKOS FX Fund -0.50 1,000k 3/1/2008 141 Claughton Capital ARP Institutional Program -0.49 1,000k 10/1/2005 140 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.46 100k 8/1/2009 139 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -0.46 5,000k 5/1/2011 138 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.43 100k 8/1/2011 137 QCM Global Diversified Programme -0.40 500k 12/1/1995 136 Gap Partners LLC Gap -0.38 250k 11/1/2009 135 Futures Truth Company, FTC-CTA 200K Options Strategy -0.34 200k 12/1/2009 134 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.27 1,000k 3/1/1998 133 Diamond Peak Capital LLC Northstar (2x) program -0.23 250k 10/1/2008 132 IDS Capital IDS F&F Systematic Trading -0.20 50k 7/1/2013 131 Jaguar Investments Ltd Vario Capital Strategy -0.18 1,000k 5/1/2016 130 Futures Truth Company, FTC-CTA MS4 -0.16 250k 10/1/2007 129 Pinstripe Trading, LLC Standard -0.13 125k 8/1/2009 128 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -0.12 100k 1/1/2012 127 Ion Asset Architecture (Fund Program) Ion Fund -0.02 100k 11/1/2007 126 Ion Asset Architecture Ion Fund Program -0.02 10,000k 11/1/2007 125 Clarke Capital Management Global Magnum -0.01 100k 8/1/1997 124 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 123 Cranwood Capital Management Fixed Income Arbitrage Fund 0.00 250k 4/1/2008 122 Estlander & Partners Global XL 0.00 5,000k 8/1/1991 121 Cranwood Capital Management Cranwood International Fund 0.00 250k 4/1/2008 120 FCI Capital Management TSFX2 0.01 20k 1/1/2012 119 Blake Capital Management, Inc. SRD Short Equities 0.02 100k 1/1/2011 118 Estlander & Partners Global Markets 0.02 10,000k 8/1/1999 117 Blake Capital Management, Inc. SRD Energies 0.03 100k 8/1/2011 116 Rabar Market Research Diversified Program 0.05 2,000k 1/1/1989 115 MERIT Alternative Investments GmbH Futures Portfolio 0.05 2,000k 6/1/1998 114 Briarwood Capital Management, Inc. Diversified 2XL 0.08 250k 11/1/2004 113 Eclipse Capital Management Global Monetary 0.09 5,000k 8/1/1990 112 IKOS IKOS Futures Fund 0.09 1,000k 2/1/2010 111 Briarwood Capital Management, Inc. Diversified Trading Program 0.10 3,000k 7/1/2001 110 Pacific Capital Advisors Vanguard Program 0.16 100k 4/1/2007 109 Dominion Capital Sapphire Program 0.16 3,000k 5/1/2005 108 Amplitude Capital International Limited Klassik Strategy 0.16 1,000k 9/1/2009 107 Witter & Lester, Inc. Redstone 0.17 500k 9/1/1994 106 Quantmetrics Capital Management LLP Premier 12V Strategy 0.20 10,000k 4/1/2003 105 FRP CAPITAL LLC FRP125+ 0.21 125k 1/1/2010 104 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.25 100k 2/1/2010 103 M.S. Capital Management Global Diversified Program 0.30 2,000k 11/1/1998 102 FCI Capital Management TSFX1 0.31 20k 11/1/2010 101 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.33 1,000k 9/1/2009 100 IStar Capital B.V. IStar Systematic Fund 0.42 1,000k 9/1/2011 99 Romanesco Capital Management B.V Persistence Program 0.46 5,000k 9/1/2005 98 Ion Asset Architecture Ion Volium Fund 0.47 0k 4/1/2011 97 Heyden & Steindl GmbH TOMAC2 0.57 5,000k 3/1/2003 96 Lynx Asset Management AB Lynx Program 0.60 75k 5/1/2000 95 Endeavour Capital LLP Endeavour Pembroke 0.60 2,000k 7/1/2007 94 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.65 75k 6/1/2007 93 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.71 5,000k 1/1/2005 92 Quantmetrics Capital Management LLP Directional 10V Strategy 0.76 10,000k 1/1/2007 91 Alee Capital Management, LLC Poniente Program 0.77 2,500k 1/1/1999 90 Systematic Alpha Management Systematic Alpha Futures Program 0.80 100k 6/1/2004 89 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.82 10,000k 8/1/2009 88 Non Correlated Capital Positive Theta Program 0.83 250k 10/1/2007 87 Auctos Capital Management Auctos Global Diversified 0.85 3,000k 11/1/2007 86 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD 0.85 150k 1/1/2011 85 HB Capital Management Inc. Diversified Program 0.88 50k 3/1/2008 84 Trigon Investment Advisors, LLC Foreign Exchange Program 0.90 5,000k 8/1/2000 83 Witter & Lester, Inc. Stock Index Futures Trading Program 0.98 400k 1/1/1988 82 Esulep LLC MAX Esulep LLC MAX 1.00 500k 5/1/2008 81 Chesapeake Capital Diversified (LV) 1.02 100k 2/1/1988 80 Revolution Capital Management Alpha Fund 1.02 50k 1/1/2005 79 Amplitude Capital International Limited Dynamic Strategy 1.02 6/1/2005 78 Angle Capital Management LLC AIP Program 1.05 100k 1/1/2010 77 Wavefront Global Asset Management IMFC Global Investment Program 1.06 2,000k 2/1/2007 76 Parizek Capital Currency Program 1.07 1,000k 4/1/2006 75 Sequoia Hill Capital Management SHCM British Pound AP 1.07 50k 8/1/2011 74 Emil van Essen EvE Systematic Global Opportunities 1.11 1,000k 9/1/2007 73 Millburn Ridgefield Corporation Diversified Program 1.15 20,000k 2/1/1977 72 Rabar Market Research Short-Term Program 1.21 2,000k 11/1/2009 71 Millburn Ridgefield Corporation Multi-Markets Program 1.22 25,000k 10/1/2004 70 HiProb Trading Technology LLC HiProb-I 1.22 5,000k 7/1/2008 69 Revolution Capital Management Alpha Program 1.23 5,000k 6/1/2007 68 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.27 100k 1/1/2005 67 IKOS The IKOS Hedge Fund 1.34 10,000k 7/1/1998 66 Gladius Asset Management Fulham Program 1.35 2,000k 1/1/2008 65 RAM Management Group RAM MRTP 1X-Conservative 1.39 1,000k 9/1/1993 64 Global Sigma Group, LLC AGSF 1.43 3,000k 4/1/2013 63 Superfund Group Superfund Blue SPC Class A (EUR) 1.44 50k 4/1/2005 62 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.47 1,000k 5/1/2006 61 Eckhardt Trading Company Evolution Strategies 1.47 20,000k 8/1/1991 60 Bifrost Quest Capital LLC IndexQuest (Client) 1.50 500k 11/1/2011 59 1OAK Capital Limited ACORN Commodity 1.50 5,000k 5/1/2012 58 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.51 5,000k 11/1/2012 57 Quantica Capital AG Quantica Diversified FX 1.55 5,000k 3/1/2007 56 ALFAKRAFT ALFA Rubicon Fund 1.59 16k 8/1/2011 55 Alder Capital DAC Alder Global 10 1.60 250k 10/1/2000 54 Altus Trading, LLC Managed Forex Program A 1.62 50k 8/1/2011 53 Eckhardt Trading Company Evolution Strategies 1.2X 1.63 10,000k 10/1/1991 52 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 1.66 100k 1/1/2012 51 ALFAKRAFT ALFA Edge Fund 1.69 16k 12/1/2011 50 Alee Capital Management, LLC Mistral Program 1.69 2,500k 1/1/1999 49 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.69 250k 10/1/2011 48 Wavefront Global Asset Management IMFC Global Concentrated 1.79 500k 4/1/2009 47 Non Correlated Capital Positive Theta Fund 1.81 50k 10/1/2007 46 Sequoia Hill Capital Management SHCM Gold AP 2.01 140k 5/1/2012 45 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.07 5,000k 6/1/2010 44 Cauldron Investments, LLC Stock Index Plus 2.11 1,000k 10/1/2009 43 HASAFUMA FX Momentum 2.18 20k 7/1/2012 42 Double Helix Capital Management Double Helix 2.28 50k 1/1/2012 41 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.29 10,000k 8/1/2009 40 UNISystems Research Inc. Wall Street Program 2.43 20k 8/1/2011 39 Rotella Capital Management Rotella Polaris Program (Diversified) 2.51 10,000k 1/1/1991 38 Drury Capital Diversified Trend-Following Program 2.53 5,000k 5/1/1997 37 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 2.54 350k 8/1/2011 36 Abraham Trading Company Diversified Program 2.55 10,000k 1/1/1988 35 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.58 100k 1/1/2000 34 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.61 100k 5/1/1999 33 ALFAKRAFT ALFA Commodity Fund 2.63 16k 6/1/2010 32 Camkay Capital Management LLC Stock Indices Short-Term 2.76 100k 3/1/2012 31 Conquest Capital Group Conquest Macro 2.89 250k 5/1/1999 30 Quantica Capital AG Quantica Managed Futures 3.04 5,000k 1/1/2005 29 Emil van Essen Spread Trading Program 3.09 5,000k 12/1/2006 28 Alder Capital DAC Alder Global 20 3.10 250k 2/1/2001 27 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 3.15 25,000k 3/1/2010 26 Xplor Capital Management, LLC Global CTA Program 3.15 1,500k 7/1/2004 25 Arcanum Asset Management Equity Index Option Program (Prop) 3.40 500k 7/1/2006 24 Winton Capital Management Diversified 3.47 50,000k 10/1/1997 23 Dreiss Research Corporation Diversified Program 3.53 1,000k 5/1/1991 22 Clarke Capital Management Global Basic 3.57 50k 2/1/1996 21 FORT LP Fort Global Diversified 3.60 2,000k 10/1/1993 20 GLOBIVEST LLC Alpha Program 3.63 50k 4/1/2009 19 White Indian Trading Co. SCS Program (Client) 3.72 250k 2/1/2011 18 Robinson-Langley Capital Management, LLC Managed Account Program 3.82 200k 1/1/2007 17 Seven Capital Management Seven Absolute Return 3.99 100k 6/1/2009 16 RAM Management Group MRTP Aggressive 4.10 1,000k 2/1/1998 15 Keck Capital Management LLC The Keck Program 4.27 2,000k 12/1/2003 14 FORT LP Fort Global Contrarian 4.31 2,000k 10/1/2002 13 Altradis Capital AG AlphAlgo 4.38 100k 5/1/2007 12 Diamond Capital Management Enhanced S&P Program 4.43 100k 10/1/2009 11 QCM Alpha Financials Program 4.65 10,000k 6/1/2012 10 Tyche Capital Advisors LLC TCA Energy Spreads 5.00 100k 8/1/2008 9 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 5.41 100k 10/1/2010 8 White Indian Trading Co. SCS Interest Rate Program (Client) 7.09 250k 8/1/2011 7 Serac, LLC Diversified Reversal Program 7.20 200k 4/1/2011 6 Vantage Capital Management VCM Growth Program 8.90 100k 1/1/2011 5 Dendrich Ltd QEP 9.00 50k 12/1/2005 4 Global Vista Advisors, LLC Global Vista Options ("GVO") 9.25 50k 10/1/2010 3 QQFund.com QQFund.com Alpha Beta Program 9.93 100k 9/1/2008 2 Kinkopf Capital Management KCM S&P (Proprietary) 10.12 100k 1/1/1999 1 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 15.39 100k 7/1/2011 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.