Systematic Trader Index For January 2014 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 2014 Min Inv Inception 266 Clarke Capital Management Jupiter -16.63 3,000k 5/1/2005 265 Liberty Funds Group, Inc Liberty Wealth Protection Fund -11.25 250k 10/1/2009 264 Manning & Napier MN Xenon Managed Futures (2x) Program -10.47 5,000k 6/1/2006 263 Angle Capital Management LLC AIP Program -9.62 100k 1/1/2010 262 Estlander & Partners Alpha Trend II - Class P -9.58 100k 12/1/2008 261 Kelly Angle Inc. Genesis Program -9.20 2,000k 4/1/2000 260 Clarke Capital Management FX Plus -8.80 1,000k 5/1/2004 259 Manning & Napier MN Xenon Global Fixed Income (2x) Program -7.99 1,000k 5/1/2010 258 Rivoli Fund Management Rivoli International Fund (E) -7.75 5,000k 10/1/1996 257 QCM Alpha Financials Program -7.45 10,000k 6/1/2012 256 Clarke Capital Management Global Magnum -7.37 100k 8/1/1997 255 Insch Capital Management SA Interbank Currency Program - 3X Leverage -7.15 100k 1/1/2000 254 Eclipse Capital Management Global Monetary -7.10 5,000k 8/1/1990 253 Pinstripe Trading, LLC Standard -6.99 125k 8/1/2009 252 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -6.85 50k 9/1/2009 251 Hyman Beck and Company Global Portfolio -6.56 1,000k 3/1/1991 250 Keck Capital Management LLC The Keck Program -6.53 2,000k 12/1/2003 249 Blackwater Capital Management Global Program -6.39 5,000k 7/1/2005 248 DUNN Capital Management D'Best Futures Fund, L.P. -6.22 100k 6/1/1994 247 Mark J. Walsh Company Standard Program -6.04 2,000k 9/1/1985 246 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -5.96 25k 4/1/2010 245 Covenant Capital Management Aggressive Program -5.75 3,000k 2/1/2004 244 Alder Capital DAC Alder Global 20 -5.60 250k 2/1/2001 243 Kinkopf Capital Management KCM S&P (Proprietary) -5.57 100k 1/1/1999 242 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -5.52 1,500k 1/1/2009 241 FTC Capital GmbH FTC Global Diversified -5.39 0k 3/1/2012 240 Robinson-Langley Capital Management, LLC Managed Account Program -5.33 200k 1/1/2007 239 Lynx Asset Management AB Lynx Program -5.29 75k 5/1/2000 238 Drury Capital Diversified Trend-Following Program -5.28 5,000k 5/1/1997 237 Rho Asset Management Rho Altius 1XL Program -5.24 5,000k 11/1/2007 236 Rivoli Fund Management Rivoli International Fund (V9) -5.08 5,000k 1/1/2002 235 Superfund Group Superfund Green Master -4.93 2,000k 5/1/2001 234 RAM Management Group MRTP Aggressive -4.85 1,000k 2/1/1998 233 QCM Global Diversified Programme -4.78 500k 12/1/1995 232 Strategic Capital Advisors LLC Multi-strategy Futures Program -4.61 3,000k 5/1/2010 231 Conquest Capital Group Conquest Select -4.56 250k 6/1/2004 230 Zoi Capital, LLC Telio Program (Client) -4.55 200k 4/1/2010 229 Emil van Essen Spread Trading Program -4.52 5,000k 12/1/2006 228 UNISystems Research Inc. Wall Street Program -4.50 20k 8/1/2011 227 Clarke Capital Management Worldwide -4.45 250k 1/1/1996 226 Global Vista Advisors, LLC Global Vista Options ("GVO") -4.37 50k 10/1/2010 225 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.35 100k 11/1/1984 224 GLOBIVEST LLC Alpha Program -4.31 50k 4/1/2009 223 Superfund Group Superfund Green GCT USD -4.27 15k 1/1/2000 222 Molinero Capital Management LLP Global Markets Program -4.25 2,000k 7/1/2005 221 Briarwood Capital Management, Inc. Diversified 2XL -4.25 250k 11/1/2004 220 AllMountain Capital AG Mount Denali Global Trends -4.11 160k 7/1/2007 219 Clarke Capital Management Global Basic -4.10 50k 2/1/1996 218 Covenant Capital Management Original Program -4.04 5,000k 9/1/1999 217 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.91 100k 1/1/2005 216 Manning & Napier MN Xenon Global Fixed Income Program -3.89 2,000k 8/1/2004 215 Alee Capital Management, LLC Mistral Program -3.77 2,500k 1/1/1999 214 Cauldron Investments, LLC Stock Index Plus -3.76 1,000k 10/1/2009 213 Diamond Capital Management Enhanced S&P Program -3.71 100k 10/1/2009 212 Parizek Capital Futures Trading Program -3.68 500k 4/1/2000 211 Southwest Managed Investments, LLC Global Diversified -3.67 200k 1/1/2002 210 Estlander & Partners Global XL -3.58 5,000k 8/1/1991 209 Altradis Capital AG AlphAlgo -3.56 100k 5/1/2007 208 HASAFUMA Börstjänaren Hedgehog -3.49 60k 5/1/2012 207 Metolius Capital LLC Metolius Diversified -3.34 100k 6/1/2010 206 Quantica Capital AG Quantica Managed Futures -3.30 5,000k 1/1/2005 205 Chesapeake Capital Diversified (LV) -3.27 100k 2/1/1988 204 Northfield Trading Diversified -3.26 2,000k 7/1/1989 203 Transtrend B.V. DTP – Enhanced Risk (USD) -3.25 10,000k 1/1/1995 202 Hawksbill Capital Management Global Diversified -3.24 5,000k 11/1/1988 201 IKOS The IKOS Hedge Fund -3.21 10,000k 7/1/1998 200 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.08 1k 10/1/2006 199 Deep Field Capital AG SINGULARITY Fund -3.07 100k 9/1/2011 198 Superfund Group Superfund Green L.P. Series B -3.07 5k 10/1/2002 197 EMC Capital Advisors, LLC Classic -3.05 5,000k 1/1/1985 196 Huygens Capital LLC Navigator -3.05 1,000k 2/1/2012 195 Superfund Group Superfund Green Q-AG -3.03 2k 3/1/1996 194 Trigon Investment Advisors, LLC Foreign Exchange Program -3.02 5,000k 8/1/2000 193 John Locke Investments Cyril Systematic Program -3.00 8,000k 7/1/2000 192 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.99 10,000k 8/1/2004 191 Estlander & Partners Alpha Trend -2.98 30,000k 10/1/1991 190 Systematic Alpha Management Systematic Alpha Futures Program -2.95 100k 6/1/2004 189 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.90 0k 11/1/1996 188 Seven Capital Management Seven Absolute Return -2.90 100k 6/1/2009 187 Quantis Asset Management PFM Systematic -2.86 15k 5/1/2010 186 Wavefront Global Asset Management IMFC Global Investment Program -2.85 2,000k 2/1/2007 185 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.83 10,000k 8/1/1999 184 Melissinos Trading Eupatrid Global Trends -2.83 50k 1/1/2011 183 Wavefront Global Asset Management IMFC Global Concentrated -2.80 500k 4/1/2009 182 Rabar Market Research Diversified Program -2.80 2,000k 1/1/1989 181 Alder Capital DAC Alder Global 10 -2.80 250k 10/1/2000 180 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.77 5,000k 6/1/2010 179 Estlander & Partners Freedom -2.57 20,000k 8/1/2010 178 ISAM ISAM Systematic Trend Fund -2.55 1,000k 6/1/2001 177 Eckhardt Trading Company Evolution Strategies 1.2X -2.52 10,000k 10/1/1991 176 Xplor Capital Management, LLC Global CTA Program -2.51 1,500k 7/1/2004 175 Millburn Ridgefield Corporation Multi-Markets Program -2.45 25,000k 10/1/2004 174 Millburn Ridgefield Corporation Diversified Program -2.44 20,000k 2/1/1977 173 Double Helix Capital Management Double Helix -2.39 50k 1/1/2012 172 Eckhardt Trading Company Evolution Strategies -2.38 20,000k 8/1/1991 171 Winton Capital Management Diversified -2.37 50,000k 10/1/1997 170 Rotella Capital Management Rotella Polaris Program (Diversified) -2.34 10,000k 1/1/1991 169 Saxon Investment Corporation Aggressive Diversified Program -2.32 2,000k 11/1/1993 168 HB Capital Management Inc. Diversified Program -2.24 50k 3/1/2008 167 IStar Capital B.V. IStar Systematic Fund -2.24 1,000k 9/1/2011 166 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.17 5,000k 11/1/2012 165 Superfund Group Superfund Green L.P. Series A -2.13 5k 10/1/2002 164 Rabar Market Research Short-Term Program -2.13 2,000k 11/1/2009 163 Commodity Strategies AG CSAG Active Long Short Commodity Program -2.10 5,000k 10/1/2007 162 Quantica Capital AG Quantica Diversified FX -2.10 5,000k 3/1/2007 161 Transtrend B.V. DTP – Standard Risk (EUR) -2.08 10,000k 2/1/1999 160 Briarwood Capital Management, Inc. Diversified Trading Program -2.04 3,000k 7/1/2001 159 Superfund Group Superfund Green Gold C (SPC) -2.04 100k 10/1/2005 158 Auspice Capital Advisors Ltd Auspice Diversified Program -2.02 1,500k 4/1/2006 157 Welton Investment Partners Welton Global -2.01 10,000k 6/1/2004 156 Tyche Capital Advisors LLC TCA Energy Spreads -1.99 100k 8/1/2008 155 ALFAKRAFT ALFA Commodity Fund -1.96 16k 6/1/2010 154 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.95 100k 10/1/2010 153 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.86 10,000k 1/1/2001 152 Estlander & Partners Global Markets -1.77 10,000k 8/1/1999 151 DUNN Capital Management DUNN Combined Fund (DCF) -1.77 100k 5/1/1989 150 Vantage Capital Management VCM Growth Program -1.70 100k 1/1/2011 149 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -1.67 5,000k 12/1/2010 148 MERIT Alternative Investments GmbH Futures Portfolio -1.63 2,000k 6/1/1998 147 RAM Management Group RAM MRTP 1X-Conservative -1.54 1,000k 9/1/1993 146 IKOS IKOS Futures Fund -1.51 1,000k 2/1/2010 145 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.48 75k 6/1/2007 144 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.46 100k 5/1/1999 143 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.44 5,000k 1/1/2005 142 Clarke Capital Management Millennium -1.37 1,000k 1/1/1998 141 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.36 4,000k 2/1/2011 140 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund -1.29 350k 8/1/2011 139 Neural Capital Ltd Sentinel Trading Program -1.24 2,000k 1/1/2006 138 Saxon Investment Corporation Diversified Program -1.23 3,000k 9/1/1988 137 FRP CAPITAL LLC FRP125+ -1.19 125k 1/1/2010 136 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.15 10,000k 8/1/2009 135 FCI Capital Management TSFX1 -1.11 20k 11/1/2010 134 IKOS IKOS FX Fund -1.09 1,000k 3/1/2008 133 M.S. Capital Management Global Diversified Program -1.07 2,000k 11/1/1998 132 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -1.01 100k 1/1/2012 131 Superfund Group Superfund Green Gold B (SPC) -0.98 50k 10/1/2005 130 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.98 10,000k 4/1/2004 129 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.97 1,000k 5/1/2006 128 Spectrum Asset Management LLC Global Diversified -0.96 2,000k 1/1/2001 127 Witter & Lester, Inc. Stock Index Futures Trading Program -0.93 400k 1/1/1988 126 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.93 750k 1/1/2009 125 Adamah Capital LLC Asset Allocator Program -0.90 50k 3/1/2011 124 Alee Capital Management, LLC Poniente Program -0.88 2,500k 1/1/1999 123 Mobius Asset Management Energy Weighted Program -0.85 250k 1/1/2005 122 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.78 10,000k 2/1/2008 121 FCI Capital Management TSFX2 -0.72 20k 1/1/2012 120 Diamond Peak Capital LLC Northstar (2x) program -0.71 250k 10/1/2008 119 Cranwood Capital Management Cranwood International Fund -0.65 250k 4/1/2008 118 Cranwood Capital Management Fixed Income Arbitrage Fund -0.65 250k 4/1/2008 117 White Indian Trading Co. SCS Program (Client) -0.62 250k 2/1/2011 116 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.58 4,000k 11/1/2008 115 Quantmetrics Capital Management LLP Directional 10V Strategy -0.57 10,000k 1/1/2007 114 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.55 1,000k 10/1/2006 113 ALFAKRAFT ALFA Rubicon Fund -0.52 16k 8/1/2011 112 Mobius Asset Management Diversified Program -0.50 250k 3/1/2004 111 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.47 100k 8/1/2009 110 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.47 150k 1/1/2011 109 John Locke Investments JL Commodity Long Flat Program -0.36 5,000k 12/1/2007 108 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.36 25,000k 3/1/2010 107 Dendrich Ltd QEP -0.32 50k 12/1/2005 106 Auctos Capital Management Auctos Global Diversified -0.29 3,000k 11/1/2007 105 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.27 1,000k 9/1/1997 104 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.26 1,000k 3/1/1998 103 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.25 10,000k 8/1/2009 102 QQFund.com QQFund.com Alpha Beta Program -0.25 100k 9/1/2008 101 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -0.16 100k 1/1/2012 100 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.09 100k 2/1/2010 99 Jaguar Investments Ltd Vario Capital Strategy -0.06 1,000k 5/1/2016 98 Gap Partners LLC Gap -0.04 250k 11/1/2009 97 NuWave Investment Management, LLC NuWave Investment Partners LP -0.03 250k 6/1/2001 96 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.03 250k 3/1/2010 94 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 95 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 93 Tactical Investment Management Tactical Institutional Commodity Program 0.00 10,000k 4/1/1993 92 NuWave Investment Management, LLC Combined Futures Portfolio 0.00 5,000k 6/1/2001 91 Blake Capital Management, Inc. SRD Short Equities 0.03 100k 1/1/2011 90 ALFAKRAFT ALFA Edge Fund 0.05 16k 12/1/2011 89 Witter & Lester, Inc. Redstone 0.06 500k 9/1/1994 88 Amplitude Capital International Limited Dynamic Strategy 0.08 6/1/2005 87 Bifrost Quest Capital LLC IndexQuest (Client) 0.09 500k 11/1/2011 86 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 0.12 100k 7/1/2011 85 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.15 10k 7/1/2005 84 Strategic Capital Advisors LLC Contrarian 500 0.16 500k 12/1/2003 83 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.17 5,000k 5/1/2011 82 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.17 100k 8/1/2011 81 Gladius Asset Management Fulham Program 0.18 2,000k 1/1/2008 80 FORT LP Fort Global Contrarian 0.19 2,000k 10/1/2002 79 IDS Capital IDS F&F Systematic Trading 0.20 50k 7/1/2013 78 Ion Asset Architecture Ion Volium Fund 0.30 0k 4/1/2011 77 Superfund Group Superfund Green Gold A (SPC) 0.32 5k 10/1/2005 76 Futures Truth Company, FTC-CTA MS4 0.34 250k 10/1/2007 75 Quantmetrics Capital Management LLP Premier 12V Strategy 0.36 10,000k 4/1/2003 74 Altus Trading, LLC Managed Forex Program A 0.41 50k 8/1/2011 73 Heyden & Steindl GmbH TOMAC2 0.46 5,000k 3/1/2003 72 Blake Capital Management, Inc. SRD Energies 0.54 100k 8/1/2011 71 Non Correlated Capital Positive Theta Program 0.56 250k 10/1/2007 70 Sequoia Hill Capital Management SHCM Gold AP 0.58 140k 5/1/2012 69 Superfund Group Superfund Blue SPC Class A (EUR) 0.68 50k 4/1/2005 68 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.68 250k 10/1/2009 67 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.68 250k 10/1/2011 66 Revolution Capital Management Mosaic Institutional Program 0.69 25,000k 9/1/2009 65 ROW Asset Managment Row Diversified Fund, L.P. 0.82 1,000k 11/1/2011 64 Parizek Capital Currency Program 0.84 1,000k 4/1/2006 63 Crescent Bay Capital Management Premium Stock Index Program 0.86 10k 10/1/2005 62 Endeavour Capital LLP Endeavour Pembroke 0.86 2,000k 7/1/2007 61 Futures Truth Company, FTC-CTA 200K Options Strategy 0.87 200k 12/1/2009 60 Dreiss Research Corporation Diversified Program 0.88 1,000k 5/1/1991 59 Robust Methods LLC Macro Managed Account 0.97 5,000k 1/1/2005 58 ROW Asset Managment Row Currency Program 0.97 1,000k 11/1/2010 57 Quantitative Investment Management Quantitative Global Program 0.99 20,000k 10/1/2003 56 Esulep LLC MAX Esulep LLC MAX 0.99 500k 5/1/2008 55 Revolution Capital Management Alpha Program 1.01 5,000k 6/1/2007 54 Global Sigma Group, LLC AGSF 1.06 3,000k 4/1/2013 53 Dominion Capital Sapphire Program 1.06 3,000k 5/1/2005 52 Mobius Asset Management Custom Trading Program 1.15 100k 1/1/2002 51 Non Correlated Capital Positive Theta Fund 1.20 50k 10/1/2007 50 Revolution Capital Management Alpha Fund 1.20 50k 1/1/2005 49 Somers Brothers Capital Diversified Futures Program #1 1.27 100k 1/1/2005 48 Superfund Group Superfund Green Gold L.P. Series B-1 1.35 5k 4/1/2009 47 Revolution Capital Management Mosaic Program 1.40 10,000k 10/1/2006 46 HiProb Trading Technology LLC HiProb-I 1.41 5,000k 7/1/2008 45 Quantis Asset Management Ulysses Futures 1.42 1,000k 7/1/2009 44 Rhicon Currency Management Rhicon Systematic Currency Program 1.50 3,000k 1/1/2004 43 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.57 500k 1/1/2006 42 Pacific Capital Advisors Vanguard Program 1.58 100k 4/1/2007 41 Red Rock Capital, LLC Systematic Global Macro 1.63 500k 9/1/2003 40 Mondiale Asset Management Mondiale Trading Program 1.70 0k 9/1/1997 39 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.73 1,000k 9/1/2009 38 FORT LP Fort Global Diversified 1.74 2,000k 10/1/1993 37 1OAK Capital Limited ACORN Commodity 1.75 5,000k 5/1/2012 36 Camkay Capital Management LLC Stock Indices Short-Term 1.75 100k 3/1/2012 35 Superfund Group Superfund Green Gold L.P. Series A-1 1.81 5k 4/1/2009 34 Wraith Capital LLP Wraith Dynamic Futures Fund 1.90 100k 1/1/2011 33 Wimmer Horizon LLP Managed Account 2.00 5,000k 5/1/2005 32 Abraham Trading Company Diversified Program 2.39 10,000k 1/1/1988 31 Mehnert Capital Management, LLC DTP (Client) 2.47 1,000k 3/1/2012 30 Serac, LLC Diversified Reversal Program 2.53 200k 4/1/2011 29 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.61 250k 5/1/2011 28 White Indian Trading Co. SCS Interest Rate Program (Client) 2.62 250k 8/1/2011 27 Amplitude Capital International Limited Klassik Strategy 2.66 1,000k 9/1/2009 26 Millburn Ridgefield Corporation Commodity Program 2.75 25,000k 3/1/2005 25 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.75 500k 4/1/2009 24 Purple Valley Capital, Inc. Diversified Trend 1 2.81 100k 8/1/2008 23 Crabel Capital Management WPD Crabel Futures Program 2.82 1,000k 7/1/2008 22 Rotella Capital Management Rotella Orion (Short-Term) Program 2.86 10,000k 3/1/2006 21 Arcanum Asset Management Equity Index Option Program (Prop) 2.88 500k 7/1/2006 20 Ancile Capital Management Global Markets Program 2.92 2,000k 4/1/2005 19 Turning Wheel Capital, Inc. Pure Alpha 2.95 10,000k 1/1/2012 18 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 3.01 100k 5/1/2011 17 Emil van Essen EvE Systematic Global Opportunities 3.82 1,000k 9/1/2007 16 Romanesco Capital Management B.V Persistence Program 3.99 5,000k 9/1/2005 15 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.99 200k 11/1/1999 14 HASAFUMA FX Momentum 5.11 20k 7/1/2012 13 Claughton Capital ARP Institutional Program 5.13 1,000k 10/1/2005 12 Quantis Asset Management Intraday Futures 6.06 250k 1/1/2010 11 Superfund Group Superfund Blue SPC Class A (Gold) 6.19 50k 12/1/2007 10 Sequoia Hill Capital Management SHCM British Pound AP 6.25 50k 8/1/2011 9 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.30 1,000k 3/1/2003 8 Crabel Capital Management Crabel Multi-Product 6.67 1,000k 3/1/1998 7 Quantum Leap Capital Management Managed Account Program 6.81 300k 8/1/2006 6 White Indian Trading Co. STAIRS (Client) 7.26 250k 5/1/2009 5 Future Trade AG Thales Swing Trading Programme 7.84 250k 6/1/2007 4 Shield Plus LLC Shield Plus Natural Gas 8.35 50k 1/1/2004 3 Soaring Pelican, LLC Diversified S&P Program 9.50 100k 1/1/2011 2 White Indian Trading Co. STAIRS - Futures Program (Client) 9.77 250k 10/1/2008 1 Conquest Capital Group Conquest Macro 12.96 250k 5/1/1999 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.