Systematic Trader Index For November 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 Nov 2014 Min Inv Inception 263 HASAFUMA FX Momentum -12.47 20k 7/1/2012 262 UNISystems Research Inc. ODINET -11.30 10k 12/1/2012 261 Future Trade AG Thales Swing Trading Programme -9.68 250k 6/1/2007 260 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -7.02 100k 7/1/2011 259 Qbasis Invest Futures Fund A -4.02 100k 4/1/2008 258 Qbasis Invest Futures Fund B -3.83 100k 3/1/2009 257 Vantage Capital Management VCM Growth Program -3.51 100k 1/1/2011 256 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.96 100k 8/1/2009 255 Non Correlated Capital Positive Theta Fund -2.70 50k 10/1/2007 254 Matic Capital Allocation, LLC Matic Program -2.68 250k 1/1/2013 253 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.35 250k 10/1/2009 252 Heyden & Steindl GmbH TOMAC2 -2.21 5,000k 3/1/2003 251 Urban Tree Capital, LLC UTC Plus (Client) -2.18 100k 3/1/2013 250 HASAFUMA Börstjänaren Hedgehog -2.08 60k 5/1/2012 249 Mobius Asset Management Custom Trading Program -1.95 100k 1/1/2002 248 3D Intraday Program (Client) -1.88 100k 2/1/2012 247 Non Correlated Capital Positive Theta Program -1.84 250k 10/1/2007 246 Strategic Capital Advisors LLC Contrarian 500 -1.77 500k 12/1/2003 245 Abraham Investment Management Formula 72 H -1.57 150k 8/1/2012 244 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.26 3,000k 5/1/2010 243 NovoDyn Advisors LLC NDC Mean Reversion FT - A -1.22 100k 3/1/2013 242 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.17 250k 3/1/2010 241 John Locke Investments JL Commodity Long Flat Program -1.07 5,000k 12/1/2007 240 Pacific Capital Advisors Agilis Program -0.99 100k 12/1/2012 239 ALFAKRAFT ALFA Commodity Fund -0.96 16k 6/1/2010 238 3D S&P Program (Client) -0.93 100k 11/1/2010 237 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.81 100k 1/1/2000 236 Futures Truth Company, FTC-CTA MS4 -0.70 250k 10/1/2007 235 Emil van Essen Spread Trading Program -0.66 5,000k 12/1/2006 234 Quantmetrics Capital Management LLP Premier 12V Strategy -0.54 10,000k 4/1/2003 233 Briarwood Capital Management, Inc. Diversified Trading Program -0.47 3,000k 7/1/2001 232 Blake Capital Management, Inc. SRD Energies -0.36 100k 8/1/2011 231 Blake Capital Management, Inc. SRD Currencies -0.27 100k 3/1/2013 230 Mobius Asset Management Energy Weighted Program -0.27 250k 1/1/2005 229 Mondiale Asset Management Mondiale Trading Program -0.24 0k 9/1/1997 228 Jaguar Investments Ltd Vario Capital Strategy -0.21 1,000k 5/1/2016 227 White Indian Trading Co. STAIRS (Client) -0.20 250k 5/1/2009 226 Certeza Asset Management Macro Vega -0.17 1,000k 1/1/2012 225 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 224 NuWave Investment Management, LLC NuWave Investment Partners LP -0.16 250k 6/1/2001 223 Huygens Capital LLC Navigator -0.13 1,000k 2/1/2012 222 White Indian Trading Co. STAIRS - Futures Program (Client) -0.12 250k 10/1/2008 221 Quantitative Investment Management Quantitative Global Program -0.09 20,000k 10/1/2003 220 Soaring Pelican, LLC Diversified S&P Program -0.04 100k 1/1/2011 219 Diversified Capital Management Diversified Strategies Investment Fund -0.01 100k 11/1/2012 218 ALFAKRAFT ALFA Rubicon Fund -0.01 16k 8/1/2011 214 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 215 Camkay Capital Management LLC Stock Indices Short-Term 0.00 100k 3/1/2012 216 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 217 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.00 1,000k 1/1/2013 213 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 212 NuWave Investment Management, LLC Combined Futures Portfolio 0.01 5,000k 6/1/2001 211 Ion Asset Architecture Ion Nivium Fund 0.03 100k 5/1/2013 210 Ritenour Investment Group, LLC RIG_ES_Client 0.05 25k 3/1/2013 209 3D Bull Program (Client) 0.10 10k 11/1/2010 208 Blake Capital Management, Inc. SRD Short Equities 0.10 100k 1/1/2011 207 Esulep LLC MAX Esulep LLC MAX 0.13 500k 5/1/2008 206 Saxon Investment Corporation Diversified Program 0.14 3,000k 9/1/1988 205 Robust Methods LLC Macro Managed Account 0.14 5,000k 1/1/2005 204 Romanesco Capital Management B.V Persistence Program 0.16 5,000k 9/1/2005 203 Bluegrass Capital Management Cross Market Bias Model 0.18 3,000k 7/1/2014 202 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.22 100k 1/1/2012 201 QERI LLC QERI LLC Fundamental Commodity Strategy 0.23 2,000k 7/1/2012 200 Crescent Bay Capital Management Premium Stock Index Program 0.24 10k 10/1/2005 199 Saxon Investment Corporation Aggressive Diversified Program 0.24 2,000k 11/1/1993 198 Manning & Napier MN Xenon Global Fixed Income Program 0.24 2,000k 8/1/2004 197 Manning & Napier MN Xenon Global Fixed Income (2x) Program 0.26 1,000k 5/1/2010 196 Systematic Alpha Management Systematic Alpha Futures Program 0.30 100k 6/1/2004 195 Deep Field Capital AG SINGULARITY Fund 0.31 100k 9/1/2011 194 Superfund Group Superfund Blue SPC Class A (EUR) 0.34 50k 4/1/2005 193 Cauldron Investments, LLC Stock Index Plus 0.40 1,000k 10/1/2009 192 Millburn Ridgefield Corporation Commodity Program 0.41 25,000k 3/1/2005 191 Dendrich Ltd QEP 0.44 50k 12/1/2005 190 Amplitude Capital International Limited Dynamic Strategy 0.46 6/1/2005 189 MERIT Alternative Investments GmbH Futures Portfolio 0.47 2,000k 6/1/1998 188 Ion Asset Architecture Ion Volium Fund 0.47 0k 4/1/2011 187 Witter & Lester, Inc. Redstone 0.49 500k 9/1/1994 186 Clarke Capital Management Global Magnum 0.61 100k 8/1/1997 185 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.68 10,000k 8/1/2009 184 IStar Capital B.V. IStar Systematic Fund 0.72 1,000k 9/1/2011 183 Gladius Asset Management Fulham Program 0.76 2,000k 1/1/2008 182 Kinkopf Capital Management KCM S&P (Proprietary) 0.76 100k 1/1/1999 181 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.85 100k 8/1/2011 180 Rabar Market Research Short-Term Program 0.87 2,000k 11/1/2009 179 Typhon Capital Management, LLC Chiron Currency Program 0.89 250k 2/1/2008 178 Quantica Capital AG Quantica Diversified FX 0.90 5,000k 3/1/2007 177 Conquest Capital Group Conquest Macro 0.90 250k 5/1/1999 176 Clarke Capital Management Global Basic 0.99 50k 2/1/1996 175 Turning Wheel Capital, Inc. Pure Alpha 1.04 10,000k 1/1/2012 174 Double Helix Capital Management Double Helix 1.10 50k 1/1/2012 173 Revolution Capital Management Mosaic Institutional Program 1.18 25,000k 9/1/2009 172 Daksh Asset Management Limited Visorr 1.20 60k 3/1/2013 171 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.20 10,000k 2/1/2008 170 Structured Markets Inc. Structured Markets Inc. 1.28 2,000k 8/1/2012 169 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 1.30 100k 10/1/2010 168 1OAK Capital Limited ACORN Commodity 1.31 5,000k 5/1/2012 167 Superfund Group Superfund Blue SPC Class A (Gold) 1.32 50k 12/1/2007 166 Eagle Trading Systems Inc. Eagle Global Financials 1.49 10,000k 1/1/1996 165 ALFAKRAFT ALFA Edge Fund 1.50 16k 12/1/2011 164 Vivienne Investissement OUESSANT UCITS FUND (A) 1.58 100k 5/1/2012 163 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 1.63 6/1/2012 162 HB Capital Management Inc. Diversified Program 1.63 50k 3/1/2008 161 Global Sigma Group, LLC AGSF 1.75 3,000k 4/1/2013 160 Millburn Ridgefield Corporation Multi-Markets Program 1.79 25,000k 10/1/2004 159 Crabel Capital Management Crabel Multi-Product 1.80 1,000k 3/1/1998 158 Claughton Capital ARP Institutional Program 1.80 1,000k 10/1/2005 157 City Fund Management BH 1.88 500k 1/1/2010 156 Crabel Capital Management WPD Crabel Futures Program 1.89 1,000k 7/1/2008 155 Witter & Lester, Inc. Stock Index Futures Trading Program 1.91 400k 1/1/1988 154 Millburn Ridgefield Corporation Diversified Program 1.94 20,000k 2/1/1977 153 GaveKal Investments S.A. GaveKal Dynamic Futures Fund 1.97 20k 2/1/2013 152 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.97 250k 10/1/2011 151 Auctos Capital Management Auctos Global Diversified 1.99 3,000k 11/1/2007 150 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.01 1,000k 5/1/2006 149 TMS Capital Limited Arktos Global Currency Program II 2.02 100k 2/1/2008 148 Hawksbill Capital Management Global Diversified 2.03 5,000k 11/1/1988 147 Mobius Asset Management Diversified Program 2.03 250k 3/1/2004 146 Estlander & Partners Global Markets 2.06 10,000k 8/1/1999 145 Diamond Capital Management Enhanced S&P Program 2.17 100k 10/1/2009 144 Tianyou Asset Management, LLC Tianyou Fund LP 2.19 100k 10/1/2012 143 Seven Capital Management Seven Absolute Return 2.21 100k 6/1/2009 142 Trigon Investment Advisors, LLC Foreign Exchange Program 2.25 5,000k 8/1/2000 141 Endeavour Capital LLP Endeavour Pembroke 2.28 2,000k 7/1/2007 140 Mehnert Capital Management, LLC DTP (Client) 2.28 1,000k 3/1/2012 139 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.30 4,000k 11/1/2008 138 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 2.32 100k 2/1/2010 137 SCT Capital Management The Adaptive Quant Trading (AQT) Program 2.40 10,000k 8/1/2009 136 Adamah Capital LLC Asset Allocator Program 2.40 50k 3/1/2011 135 Alder Capital DAC Alder Global 20 2.40 250k 2/1/2001 134 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.40 10,000k 1/1/2001 133 Manning & Napier MN Xenon Managed Futures (2x) Program 2.45 5,000k 6/1/2006 132 Emil van Essen EvE Systematic Global Opportunities 2.46 1,000k 9/1/2007 131 dormouse Limited dormouse - Managed Account 2.46 10,000k 7/1/2011 130 Rotella Capital Management Rotella Orion (Short-Term) Program 2.49 10,000k 3/1/2006 129 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.54 25,000k 3/1/2010 128 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.56 1,000k 3/1/1998 127 FORT LP Fort Global Contrarian 2.59 2,000k 10/1/2002 126 Quantmetrics Capital Management LLP Directional 10V Strategy 2.80 10,000k 1/1/2007 125 Red Rock Capital, LLC Systematic Global Macro 2.82 500k 9/1/2003 124 Bifrost Quest Capital LLC IndexQuest (Client) 2.88 500k 11/1/2011 123 White Indian Trading Co. SCS Program (Client) 2.88 250k 2/1/2011 122 Eagle Trading Systems Inc. Eagle Quantitative Macro 2.94 10,000k 10/1/2006 121 Emil van Essen Long-Short Commodity Program 2.95 1,000k 6/1/2013 120 Clarke Capital Management Worldwide 2.96 250k 1/1/1996 119 Pacific Capital Advisors Vanguard Program 3.00 100k 4/1/2007 118 Revolution Capital Management Alpha Fund 3.03 50k 1/1/2005 117 Revolution Capital Management Alpha Program 3.11 5,000k 6/1/2007 116 Alee Capital Management, LLC Mistral Program 3.12 2,500k 1/1/1999 115 IDS Capital IDS F&F Systematic Trading 3.19 50k 7/1/2013 114 Candriam Investor Group Alternative Return Systemat 3.26 125k 1/1/2007 113 EMC Capital Advisors, LLC EMC Alpha Program 3.31 5,000k 6/1/2013 112 Xplor Capital Management, LLC Global CTA Program 3.34 1,500k 7/1/2004 111 Superfund Group Superfund Red USD SICAV 3.40 10k 3/1/2013 110 Superfund Group Superfund Red EUR SICAV 3.40 10k 3/1/2013 109 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.41 1,000k 3/1/2003 108 Revolution Capital Management Mosaic Program 3.50 10,000k 10/1/2006 107 Neural Capital Ltd Sentinel Trading Program 3.54 2,000k 1/1/2006 106 Eckhardt Trading Company Evolution Strategies 3.63 20,000k 8/1/1991 105 Rabar Market Research Diversified Program 3.67 2,000k 1/1/1989 104 RAM Management Group RAM MRTP 1X-Conservative 3.68 1,000k 9/1/1993 103 Dominion Capital Sapphire Program 3.79 3,000k 5/1/2005 102 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 3.82 1,000k 9/1/2009 101 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.86 1,000k 9/1/1997 100 Chesapeake Capital Diversified (LV) 3.91 100k 2/1/1988 99 FORT LP Fort Global Diversified 4.03 2,000k 10/1/1993 98 Metolius Capital LLC Metolius Diversified 4.08 100k 6/1/2010 97 Estlander & Partners Global XL 4.16 5,000k 8/1/1991 96 Transtrend B.V. DTP – Standard Risk (EUR) 4.26 10,000k 2/1/1999 95 IKOS IKOS Futures Fund 4.34 1,000k 2/1/2010 94 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.42 1k 10/1/2006 93 Dixon Midland Company LLC Dixon Midland Diversified LLC 4.46 250k 5/1/2011 92 Eckhardt Trading Company Evolution Strategies 1.2X 4.48 10,000k 10/1/1991 91 ROW Asset Managment Row Currency Program 4.55 1,000k 11/1/2010 90 Abraham Trading Company Diversified Program 4.62 10,000k 1/1/1988 89 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 4.68 10,000k 4/1/2004 88 Zoi Capital, LLC Telio Program (Client) 4.73 200k 4/1/2010 87 Aquantum Aquantum Global Systematic UCITS Fund (I) 4.74 500k 3/1/2013 86 Rotella Capital Management Rotella Polaris Program (Diversified) 4.78 10,000k 1/1/1991 85 Quantica Capital AG Quantica Managed Futures 4.90 5,000k 1/1/2005 84 Estlander & Partners Freedom 4.98 20,000k 8/1/2010 83 IKOS IKOS FX Fund 5.19 1,000k 3/1/2008 82 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 5.30 1,000k 10/1/2006 81 Amplitude Capital International Limited Klassik Strategy 5.42 1,000k 9/1/2009 80 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 5.44 100k 10/1/2011 79 Estlander & Partners Alpha Trend 5.62 30,000k 10/1/1991 78 Superfund Group Superfund Green L.P. Series A 5.91 5k 10/1/2002 77 QMS Capital Management LP QMS Diversified Global Macro Strategy 5.92 5,000k 6/1/2010 76 Clarke Capital Management Millennium 5.93 1,000k 1/1/1998 75 EMC Capital Advisors, LLC Classic 6.03 5,000k 1/1/1985 74 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 6.28 4,000k 2/1/2011 73 Wavefront Global Asset Management IMFC Global Concentrated 6.30 500k 4/1/2009 72 Hyman Beck and Company Global Portfolio 6.36 1,000k 3/1/1991 71 Covenant Capital Management Original Program 6.40 5,000k 9/1/1999 70 Index Mechanics BV Index Investments Program 6.41 1,000k 1/1/2016 69 JKI-Futures, LLC ETIRON Large 2x (Client) 6.44 1,000k 8/1/2012 68 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.45 10k 7/1/2005 67 Sona Trading Strategies LLC. Diversified Program 6.70 1,000k 9/1/2006 66 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 6.70 5,000k 12/1/2010 65 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 6.81 50,000k 4/1/1983 64 M.S. Capital Management Global Diversified Program 6.81 2,000k 11/1/1998 63 Covenant Capital Management Aggressive Program 6.85 3,000k 2/1/2004 62 Transtrend B.V. DTP – Enhanced Risk (USD) 6.91 10,000k 1/1/1995 61 Transtrend B.V. DTP – Enhanced Risk (JPY) 6.92 10,000k 8/1/2004 60 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 6.94 5,000k 1/1/2005 59 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund 6.94 25k 4/1/1991 58 AI1 CTA Euro Invest AI1 CTA Euro Invest 7.00 125k 5/1/2010 57 Auspice Capital Advisors Ltd Auspice Diversified Program 7.05 1,500k 4/1/2006 56 GIC Trading LLC Global Diversified Trading Program 7.06 500k 11/1/1998 55 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.07 10,000k 8/1/1999 54 Alpha Z Advisors LLC Managed Account Program 7.07 250k 11/1/2014 53 Wimmer Horizon LLP Managed Account 7.10 5,000k 5/1/2005 52 Parizek Capital Futures Trading Program 7.11 500k 4/1/2000 51 Alee Capital Management, LLC Poniente Program 7.16 2,500k 1/1/1999 50 Sandpiper Asset Management Sandpiper Global Macro Program 7.39 1,000k 8/1/2012 49 Robinson-Langley Capital Management, LLC Managed Account Program 7.45 200k 1/1/2007 48 Conquest Capital Group Conquest Select 7.54 250k 6/1/2004 47 ROW Asset Managment Row Diversified Fund, L.P. 7.58 1,000k 11/1/2011 46 Clarke Capital Management FX Plus 7.65 1,000k 5/1/2004 45 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.78 100k 1/1/2005 44 Superfund Group Superfund Green Gold A (SPC) 7.92 5k 10/1/2005 43 Tactical Investment Management Tactical Institutional Commodity Program 7.99 10,000k 4/1/1993 42 Superfund Group Superfund Green Q-AG 8.15 2k 3/1/1996 41 John Locke Investments Cyril Systematic Program 8.31 8,000k 7/1/2000 40 Wavefront Global Asset Management IMFC Global Investment Program 8.50 2,000k 2/1/2007 39 Vision Capital Management Global Futures 8.62 500k 2/1/2012 38 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 8.70 1k 6/1/2009 37 Molinero Capital Management LLP Global Markets Program 8.90 2,000k 7/1/2005 36 Welton Investment Partners Welton Global 8.92 10,000k 6/1/2004 35 QCM Alpha Financials Program 8.94 10,000k 6/1/2012 34 Eclipse Capital Management Global Monetary 8.99 5,000k 8/1/1990 33 Melissinos Trading Eupatrid Global Trends 9.16 50k 1/1/2011 32 Drury Capital Diversified Trend-Following Program 9.68 5,000k 5/1/1997 31 Superfund Group Superfund Green L.P. Series B 9.80 5k 10/1/2002 30 Martin Fund Management LLC Martin Fund One 9.92 500k 1/1/2013 29 Ancile Capital Management Global Markets Program 10.02 2,000k 4/1/2005 28 Somers Brothers Capital Diversified Futures Program #1 10.42 100k 1/1/2005 27 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.72 200k 11/1/1999 26 RAM Management Group MRTP Aggressive 10.77 1,000k 2/1/1998 25 Keck Capital Management LLC The Keck Program 10.80 2,000k 12/1/2003 24 QTS Capital Management, LLC FX Managed Account 11.03 100k 1/1/2011 23 Mark J. Walsh Company Standard Program 11.23 2,000k 9/1/1985 22 Southwest Managed Investments, LLC Global Diversified 11.81 200k 1/1/2002 21 QCM Global Diversified Programme 11.94 500k 12/1/1995 20 Superfund Group Superfund Green Gold B (SPC) 11.94 50k 10/1/2005 19 Superfund Group Superfund Green GCT USD 12.03 15k 1/1/2000 18 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.05 100k 5/1/1999 17 DUNN Capital Management World Monetary and Agriculture Program (WMA) 13.43 100k 11/1/1984 16 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 13.69 0k 11/1/1996 15 Clarke Capital Management Jupiter 14.05 3,000k 5/1/2005 14 Angle Capital Management LLC AIP Program 14.23 100k 1/1/2010 13 ISAM ISAM Systematic Trend Fund 14.48 1,000k 6/1/2001 12 White Indian Trading Co. SCS Interest Rate Program (Client) 14.55 250k 8/1/2011 11 Garraway Capital Management LLP Garraway Financial Trends 14.59 100k 9/1/2012 10 Purple Valley Capital, Inc. Diversified Trend 1 14.64 100k 8/1/2008 9 Dreiss Research Corporation Diversified Program 15.91 1,000k 5/1/1991 8 Superfund Group Superfund Green Gold C (SPC) 15.96 100k 10/1/2005 7 Superfund Group Superfund Green Master 16.56 2,000k 5/1/2001 6 Golden Point Capital Global Diversified 17.83 250k 7/1/2012 5 Estlander & Partners Alpha Trend II - Class P 18.59 100k 12/1/2008 4 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 18.87 50k 7/1/2011 3 QQFund.com QQFund.com Alpha Beta Program 19.64 100k 9/1/2008 2 DUNN Capital Management D'Best Futures Fund, L.P. 19.86 100k 6/1/1994 1 Kelly Angle Inc. Genesis Program 20.49 2,000k 4/1/2000 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.