Systematic Trader Index For April 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 Apr 2014 Min Inv Inception 266 Neural Capital Ltd Sentinel Trading Program -11.20 2,000k 1/1/2006 265 Alee Capital Management, LLC Mistral Program -8.61 2,500k 1/1/1999 264 ALFAKRAFT ALFA Commodity Fund -7.58 16k 6/1/2010 263 Conquest Capital Group Conquest Macro -6.53 250k 5/1/1999 262 White Indian Trading Co. SCS Interest Rate Program (Client) -6.18 250k 8/1/2011 261 Bifrost Quest Capital LLC IndexQuest (Client) -6.06 500k 11/1/2011 260 Superfund Group Superfund Green Gold L.P. Series B-1 -6.04 5k 4/1/2009 259 Clarke Capital Management Global Magnum -5.67 100k 8/1/1997 258 Mehnert Capital Management, LLC DTP (Client) -5.02 1,000k 3/1/2012 257 Briarwood Capital Management, Inc. Diversified 2XL -4.94 250k 11/1/2004 256 Quantitative Investment Management Quantitative Global Program -4.90 20,000k 10/1/2003 255 Kelly Angle Inc. Genesis Program -4.81 2,000k 4/1/2000 254 White Indian Trading Co. STAIRS - Futures Program (Client) -4.62 250k 10/1/2008 253 Revolution Capital Management Mosaic Program -4.55 10,000k 10/1/2006 252 Claughton Capital ARP Institutional Program -4.33 1,000k 10/1/2005 251 Quantis Asset Management Intraday Futures -3.99 250k 1/1/2010 250 Huygens Capital LLC Navigator -3.96 1,000k 2/1/2012 249 Alder Capital DAC Alder Global 20 -3.90 250k 2/1/2001 248 Revolution Capital Management Alpha Program -3.86 5,000k 6/1/2007 247 Revolution Capital Management Alpha Fund -3.78 50k 1/1/2005 246 Estlander & Partners Alpha Trend II - Class P -3.61 100k 12/1/2008 245 Deep Field Capital AG SINGULARITY Fund -3.60 100k 9/1/2011 244 Northfield Trading Diversified -3.42 2,000k 7/1/1989 243 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.38 10k 7/1/2005 242 Alee Capital Management, LLC Poniente Program -3.27 2,500k 1/1/1999 241 Trigon Investment Advisors, LLC Foreign Exchange Program -3.03 5,000k 8/1/2000 240 Emil van Essen EvE Systematic Global Opportunities -2.99 1,000k 9/1/2007 239 Angle Capital Management LLC AIP Program -2.95 100k 1/1/2010 238 QQFund.com QQFund.com Alpha Beta Program -2.81 100k 9/1/2008 237 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -2.75 5,000k 1/1/2005 236 White Indian Trading Co. STAIRS (Client) -2.72 250k 5/1/2009 235 Southwest Managed Investments, LLC Global Diversified -2.59 200k 1/1/2002 234 Quantum Leap Capital Management Managed Account Program -2.55 300k 8/1/2006 233 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.51 250k 10/1/2009 232 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.50 3,000k 5/1/2010 231 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -2.47 10,000k 1/1/2001 230 Futures Truth Company, FTC-CTA 200K Options Strategy -2.35 200k 12/1/2009 229 Conquest Capital Group Conquest Select -2.34 250k 6/1/2004 228 Xplor Capital Management, LLC Global CTA Program -2.27 1,500k 7/1/2004 227 Briarwood Capital Management, Inc. Diversified Trading Program -2.20 3,000k 7/1/2001 226 Crabel Capital Management Crabel Multi-Product -2.14 1,000k 3/1/1998 225 Crescent Bay Capital Management Premium Stock Index Program -2.11 10k 10/1/2005 224 Romanesco Capital Management B.V Persistence Program -2.07 5,000k 9/1/2005 223 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -2.00 250k 3/1/2010 222 Alder Capital DAC Alder Global 10 -1.90 250k 10/1/2000 221 Metolius Capital LLC Metolius Diversified -1.87 100k 6/1/2010 220 Manning & Napier MN Xenon Global Fixed Income (2x) Program -1.84 1,000k 5/1/2010 219 Revolution Capital Management Mosaic Institutional Program -1.78 25,000k 9/1/2009 218 Superfund Group Superfund Green L.P. Series B -1.70 5k 10/1/2002 217 Adamah Capital LLC Asset Allocator Program -1.70 50k 3/1/2011 216 DUNN Capital Management DUNN Combined Fund (DCF) -1.66 100k 5/1/1989 215 Mobius Asset Management Custom Trading Program -1.65 100k 1/1/2002 214 FCI Capital Management TSFX1 -1.64 20k 11/1/2010 213 RAM Management Group MRTP Aggressive -1.59 1,000k 2/1/1998 212 Manning & Napier MN Xenon Managed Futures (2x) Program -1.59 5,000k 6/1/2006 211 Amplitude Capital International Limited Klassik Strategy -1.58 1,000k 9/1/2009 210 Gladius Asset Management Fulham Program -1.56 2,000k 1/1/2008 209 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.48 1,000k 10/1/2006 208 Rho Asset Management Rho Altius 1XL Program -1.48 5,000k 11/1/2007 207 Superfund Group Superfund Green GCT USD -1.47 15k 1/1/2000 206 Molinero Capital Management LLP Global Markets Program -1.37 2,000k 7/1/2005 205 Superfund Group Superfund Green Master -1.34 2,000k 5/1/2001 204 Covenant Capital Management Aggressive Program -1.32 3,000k 2/1/2004 203 Soaring Pelican, LLC Diversified S&P Program -1.31 100k 1/1/2011 202 Superfund Group Superfund Green L.P. Series A -1.31 5k 10/1/2002 201 DUNN Capital Management D'Best Futures Fund, L.P. -1.30 100k 6/1/1994 200 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.25 1,500k 1/1/2009 199 John Locke Investments Cyril Systematic Program -1.21 8,000k 7/1/2000 198 UNISystems Research Inc. Wall Street Program -1.20 20k 8/1/2011 197 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.16 5,000k 6/1/2010 196 HASAFUMA Hedgehog -1.14 60k 5/1/2012 195 Rhicon Currency Management Rhicon Systematic Currency Program -1.13 3,000k 1/1/2004 194 Estlander & Partners Alpha Trend -1.09 30,000k 10/1/1991 193 MERIT Alternative Investments GmbH Futures Portfolio -1.06 2,000k 6/1/1998 192 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.06 100k 1/1/2000 191 Superfund Group Superfund Green Q-AG -1.04 2k 3/1/1996 190 Keck Capital Management LLC The Keck Program -1.03 2,000k 12/1/2003 189 ROW Asset Managment Row Diversified Fund, L.P. -0.99 1,000k 11/1/2011 188 Superfund Group Superfund Green Gold C (SPC) -0.95 100k 10/1/2005 187 Covenant Capital Management Original Program -0.94 5,000k 9/1/1999 186 Parizek Capital Currency Program -0.91 1,000k 4/1/2006 185 Dominion Capital Sapphire Program -0.88 3,000k 5/1/2005 184 Pacific Capital Advisors Vanguard Program -0.88 100k 4/1/2007 183 Witter & Lester, Inc. Stock Index Futures Trading Program -0.87 400k 1/1/1988 182 Altus Trading, LLC Managed Forex Program A -0.87 50k 8/1/2011 181 Mobius Asset Management Energy Weighted Program -0.85 250k 1/1/2005 180 Hawksbill Capital Management Global Diversified -0.85 5,000k 11/1/1988 179 Superfund Group Superfund Green Gold L.P. Series A-1 -0.80 5k 4/1/2009 178 Manning & Napier MN Xenon Global Fixed Income Program -0.79 2,000k 8/1/2004 177 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.78 1,000k 3/1/1998 176 Sequoia Hill Capital Management SHCM British Pound AP -0.77 50k 8/1/2011 175 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.74 1,000k 5/1/2006 174 IKOS IKOS FX Fund -0.74 1,000k 3/1/2008 173 ROW Asset Managment Row Currency Program -0.68 1,000k 11/1/2010 172 Superfund Group Superfund Green Gold B (SPC) -0.65 50k 10/1/2005 171 FCI Capital Management TSFX2 -0.59 20k 1/1/2012 170 Eclipse Capital Management Global Monetary -0.57 5,000k 8/1/1990 169 RAM Management Group RAM MRTP 1X-Conservative -0.50 1,000k 9/1/1993 168 Robinson-Langley Capital Management, LLC Managed Account Program -0.48 200k 1/1/2007 167 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.48 150k 1/1/2011 166 Mark J. Walsh Company Standard Program -0.47 2,000k 9/1/1985 165 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -0.45 1,000k 9/1/2009 164 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.42 100k 1/1/2005 163 Quantica Capital AG Quantica Diversified FX -0.40 5,000k 3/1/2007 162 Robust Methods LLC Macro Managed Account -0.40 5,000k 1/1/2005 161 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -0.39 100k 1/1/2012 160 Estlander & Partners Freedom -0.38 20,000k 8/1/2010 159 Quantmetrics Capital Management LLP Premier 12V Strategy -0.31 10,000k 4/1/2003 158 Serac, LLC Diversified Reversal Program -0.29 200k 4/1/2011 157 Superfund Group Superfund Green Gold A (SPC) -0.23 5k 10/1/2005 156 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.22 4,000k 11/1/2008 155 Blake Capital Management, Inc. SRD Short Equities -0.21 100k 1/1/2011 154 Mobius Asset Management Diversified Program -0.20 250k 3/1/2004 153 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.20 1,000k 9/1/1997 152 Jaguar Investments Ltd Vario Capital Strategy -0.18 1,000k 5/1/2016 151 Clarke Capital Management Global Basic -0.17 50k 2/1/1996 150 Rivoli Fund Management Rivoli International Fund (V9) -0.14 5,000k 1/1/2002 149 Heyden & Steindl GmbH TOMAC2 -0.11 5,000k 3/1/2003 148 Rotella Capital Management Rotella Orion (Short-Term) Program -0.11 10,000k 3/1/2006 147 Rivoli Fund Management Rivoli International Fund (E) -0.08 5,000k 10/1/1996 146 IStar Capital B.V. IStar Systematic Fund -0.08 1,000k 9/1/2011 145 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.07 10,000k 4/1/2004 144 1OAK Capital Limited ACORN Commodity -0.07 5,000k 5/1/2012 143 Futures Truth Company, FTC-CTA MS4 -0.06 250k 10/1/2007 142 Wavefront Global Asset Management IMFC Global Concentrated -0.05 500k 4/1/2009 141 Witter & Lester, Inc. Redstone -0.03 500k 9/1/1994 140 Ion Asset Architecture (Fund Program) Ion Fund -0.01 100k 11/1/2007 139 Gap Partners LLC Gap -0.01 250k 11/1/2009 138 Ion Asset Architecture Ion Fund Program -0.01 10,000k 11/1/2007 137 Blake Capital Management, Inc. SRD Energies 0.02 100k 8/1/2011 136 ALFAKRAFT ALFA Rubicon Fund 0.03 16k 8/1/2011 135 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.06 500k 1/1/2006 134 Quantmetrics Capital Management LLP Directional 10V Strategy 0.07 10,000k 1/1/2007 133 Blackwater Capital Management Global Program 0.12 5,000k 7/1/2005 132 Sequoia Hill Capital Management SHCM Gold AP 0.13 140k 5/1/2012 131 Wavefront Global Asset Management IMFC Global Investment Program 0.13 2,000k 2/1/2007 130 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.13 5,000k 5/1/2011 129 Ion Asset Architecture Ion Volium Fund 0.15 0k 4/1/2011 128 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.15 750k 1/1/2009 127 Seven Capital Management Seven Absolute Return 0.18 100k 6/1/2009 126 Winton Capital Management Diversified 0.28 50,000k 10/1/1997 125 Systematic Alpha Management Systematic Alpha Futures Program 0.30 100k 6/1/2004 124 IDS Capital IDS F&F Systematic Trading 0.30 50k 7/1/2013 123 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.35 10,000k 2/1/2008 122 IKOS IKOS Futures Fund 0.38 1,000k 2/1/2010 121 Diamond Peak Capital LLC Northstar (2x) program 0.39 250k 10/1/2008 120 White Indian Trading Co. SCS Program (Client) 0.39 250k 2/1/2011 119 AllMountain Capital AG Mount Denali Global Trends 0.40 160k 7/1/2007 118 EMC Capital Advisors, LLC Classic 0.41 5,000k 1/1/1985 117 Estlander & Partners Global Markets 0.47 10,000k 8/1/1999 116 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.50 25,000k 3/1/2010 115 Quantica Capital AG Quantica Managed Futures 0.50 5,000k 1/1/2005 114 Saxon Investment Corporation Diversified Program 0.51 3,000k 9/1/1988 113 Abraham Trading Company Diversified Program 0.51 10,000k 1/1/1988 112 Rabar Market Research Short-Term Program 0.52 2,000k 11/1/2009 111 Hyman Beck and Company Global Portfolio 0.55 1,000k 3/1/1991 110 FTC Capital GmbH FTC Global Diversified 0.58 0k 3/1/2012 109 Crabel Capital Management WPD Crabel Futures Program 0.58 1,000k 7/1/2008 108 Non Correlated Capital Positive Theta Program 0.62 250k 10/1/2007 107 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.64 10,000k 8/1/2009 106 Drury Capital Diversified Trend-Following Program 0.65 5,000k 5/1/1997 105 Chesapeake Capital Diversified (LV) 0.65 100k 2/1/1988 104 Esulep LLC MAX Esulep LLC MAX 0.67 500k 5/1/2008 103 Vantage Capital Management VCM Growth Program 0.67 100k 1/1/2011 102 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.68 500k 4/1/2009 101 Global Sigma Group, LLC AGSF 0.70 3,000k 4/1/2013 100 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 0.70 4,000k 2/1/2011 99 John Locke Investments JL Commodity Long Flat Program 0.72 5,000k 12/1/2007 98 Eckhardt Trading Company Evolution Strategies 0.72 20,000k 8/1/1991 97 Non Correlated Capital Positive Theta Fund 0.74 50k 10/1/2007 96 HASAFUMA FX Momentum 0.76 20k 7/1/2012 95 HB Capital Management Inc. Diversified Program 0.76 50k 3/1/2008 94 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.77 50k 9/1/2009 93 FORT LP Fort Global Contrarian 0.78 2,000k 10/1/2002 92 Lynx Asset Management AB Lynx Program 0.80 75k 5/1/2000 91 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.82 250k 10/1/2011 90 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.86 100k 2/1/2010 89 FRP CAPITAL LLC FRP125+ 0.86 125k 1/1/2010 88 Eckhardt Trading Company Evolution Strategies 1.2X 0.87 10,000k 10/1/1991 87 Estlander & Partners Global XL 0.87 5,000k 8/1/1991 86 Turning Wheel Capital, Inc. Pure Alpha 0.91 10,000k 1/1/2012 85 Saxon Investment Corporation Aggressive Diversified Program 0.94 2,000k 11/1/1993 84 Parizek Capital Futures Trading Program 0.96 500k 4/1/2000 83 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.96 1k 10/1/2006 82 Mondiale Asset Management Mondiale Trading Program 0.97 0k 9/1/1997 81 Altradis Capital AG AlphAlgo 0.98 100k 5/1/2007 80 QCM Alpha Financials Program 1.00 10,000k 6/1/2012 79 Hoss Capital Management, LLC Hoss Agricultural Futures Program 1.01 100k 8/1/2011 78 Transtrend B.V. DTP – Standard Risk (EUR) 1.06 10,000k 2/1/1999 77 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 1.07 100k 5/1/2011 76 Rabar Market Research Diversified Program 1.08 2,000k 1/1/1989 75 FORT LP Fort Global Diversified 1.11 2,000k 10/1/1993 74 Cranwood Capital Management Cranwood International Fund 1.14 250k 4/1/2008 73 Cranwood Capital Management Fixed Income Arbitrage Fund 1.14 250k 4/1/2008 72 Spectrum Asset Management LLC Global Diversified 1.20 2,000k 1/1/2001 71 Tyche Capital Advisors LLC TCA Energy Spreads 1.21 100k 8/1/2008 70 Purple Valley Capital, Inc. Diversified Trend 1 1.33 100k 8/1/2008 69 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.34 250k 10/1/2009 68 Endeavour Capital LLP Endeavour Pembroke 1.35 2,000k 7/1/2007 67 Auctos Capital Management Auctos Global Diversified 1.40 3,000k 11/1/2007 66 GLOBIVEST LLC Alpha Program 1.41 50k 4/1/2009 65 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.42 10,000k 8/1/2009 64 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.47 5,000k 12/1/2010 63 Transtrend B.V. DTP – Enhanced Risk (USD) 1.50 10,000k 1/1/1995 62 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.52 100k 8/1/2009 61 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.56 250k 5/1/2011 60 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.56 10,000k 8/1/2004 59 Quantis Asset Management Ulysses Futures 1.60 1,000k 7/1/2009 58 Quantis Asset Management PFM Systematic 1.65 15k 5/1/2010 57 Wimmer Horizon LLP Managed Account 1.65 5,000k 5/1/2005 56 Double Helix Capital Management Double Helix 1.69 50k 1/1/2012 55 IKOS The IKOS Hedge Fund 1.71 10,000k 7/1/1998 54 ALFAKRAFT ALFA Edge Fund 1.72 16k 12/1/2011 53 Diamond Capital Management Enhanced S&P Program 1.78 100k 10/1/2009 52 Rotella Capital Management Rotella Polaris Program (Diversified) 1.82 10,000k 1/1/1991 51 Clarke Capital Management Worldwide 1.83 250k 1/1/1996 50 HiProb Trading Technology LLC HiProb-I 1.89 5,000k 7/1/2008 49 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 1.93 100k 10/1/2010 48 Zoi Capital, LLC Telio Program (Client) 1.94 200k 4/1/2010 47 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.96 5,000k 11/1/2012 46 Melissinos Trading Eupatrid Global Trends 1.97 50k 1/1/2011 45 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.98 10,000k 8/1/1999 44 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 2.15 100k 1/1/2012 43 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 2.16 350k 8/1/2011 42 NuWave Investment Management, LLC Combined Futures Portfolio 2.21 5,000k 6/1/2001 41 NuWave Investment Management, LLC NuWave Investment Partners LP 2.21 250k 6/1/2001 40 Pinstripe Trading, LLC Standard 2.22 125k 8/1/2009 39 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.23 100k 11/1/1984 38 Clarke Capital Management FX Plus 2.24 1,000k 5/1/2004 37 QCM Global Diversified Programme 2.31 500k 12/1/1995 36 M.S. Capital Management Global Diversified Program 2.33 2,000k 11/1/1998 35 Amplitude Capital International Limited Dynamic Strategy 2.34 6/1/2005 34 Camkay Capital Management LLC Stock Indices Short-Term 2.45 100k 3/1/2012 33 Millburn Ridgefield Corporation Commodity Program 2.47 25,000k 3/1/2005 32 Arcanum Asset Management Equity Index Option Program (Prop) 2.48 500k 7/1/2006 31 Somers Brothers Capital Diversified Futures Program #1 2.51 100k 1/1/2005 30 Commodity Strategies AG CSAG Active Long Short Commodity Program 2.53 5,000k 10/1/2007 29 Clarke Capital Management Millennium 2.57 1,000k 1/1/1998 28 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.67 100k 5/1/1999 27 Dendrich Ltd QEP 2.74 50k 12/1/2005 26 Red Rock Capital, LLC Systematic Global Macro 2.87 500k 9/1/2003 25 ISAM ISAM Systematic Trend Fund 2.92 1,000k 6/1/2001 24 Cauldron Investments, LLC Stock Index Plus 2.94 1,000k 10/1/2009 23 Superfund Group Superfund Blue SPC Class A (EUR) 2.99 50k 4/1/2005 22 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.09 200k 11/1/1999 21 Superfund Group Superfund Blue SPC Class A (Gold) 3.09 50k 12/1/2007 20 Millburn Ridgefield Corporation Diversified Program 3.13 20,000k 2/1/1977 19 Auspice Capital Advisors Ltd Auspice Diversified Program 3.25 1,500k 4/1/2006 18 Emil van Essen Spread Trading Program 3.30 5,000k 12/1/2006 17 Millburn Ridgefield Corporation Multi-Markets Program 3.34 25,000k 10/1/2004 16 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 3.36 100k 7/1/2011 15 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.45 75k 6/1/2007 14 Shield Plus LLC Shield Plus Natural Gas 3.49 50k 1/1/2004 13 Strategic Capital Advisors LLC Contrarian 500 4.02 500k 12/1/2003 12 Global Vista Advisors, LLC Global Vista Options ("GVO") 4.64 50k 10/1/2010 11 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 4.69 25k 4/1/2010 10 Clarke Capital Management Jupiter 4.91 3,000k 5/1/2005 9 Kinkopf Capital Management KCM S&P (Proprietary) 5.07 100k 1/1/1999 8 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.22 0k 11/1/1996 7 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.26 1,000k 3/1/2003 6 Tactical Investment Management Tactical Institutional Commodity Program 5.38 10,000k 4/1/1993 5 Welton Investment Partners Welton Global 6.13 10,000k 6/1/2004 4 Ancile Capital Management Global Markets Program 7.19 2,000k 4/1/2005 3 Future Trade AG Thales Swing Trading Programme 8.86 250k 6/1/2007 2 Wraith Capital LLP Wraith Dynamic Futures Fund 9.23 100k 1/1/2011 1 Dreiss Research Corporation Diversified Program 12.57 1,000k 5/1/1991 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.