Systematic Trader Index For June 2014 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 2014 Min Inv Inception 269 Alee Capital Management, LLC Poniente Program -10.10 2,500k 1/1/1999 268 Shield Plus LLC Shield Plus Natural Gas -6.48 50k 1/1/2004 267 Sequoia Hill Capital Management SHCM Gold AP -6.07 140k 5/1/2012 266 Future Trade AG Thales Swing Trading Programme -5.78 250k 6/1/2007 265 Dominion Capital Sapphire Program -5.63 3,000k 5/1/2005 264 Romanesco Capital Management B.V Persistence Program -5.48 5,000k 9/1/2005 263 Parizek Capital Futures Trading Program -5.03 500k 4/1/2000 262 Alee Capital Management, LLC Mistral Program -4.92 2,500k 1/1/1999 261 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.62 10,000k 3/1/2003 260 Quantis Asset Management Intraday Futures -4.27 250k 1/1/2010 259 Dendrich Ltd QEP -4.10 50k 12/1/2005 258 HASAFUMA FX Momentum -3.98 20k 7/1/2012 257 Wraith Capital LLP Wraith Dynamic Futures Fund -3.79 100k 1/1/2011 256 Manning & Napier MN Xenon Managed Futures (2x) Program -3.68 5,000k 6/1/2006 255 Keck Capital Management LLC The Keck Program -3.61 2,000k 12/1/2003 254 Clarke Capital Management Global Basic -3.55 50k 2/1/1996 253 Global Vista Advisors, LLC Global Vista Options ("GVO") -3.23 50k 10/1/2010 252 Clarke Capital Management Global Magnum -3.20 100k 8/1/1997 251 Manning & Napier MN Xenon Global Fixed Income (2x) Program -3.02 1,000k 5/1/2010 250 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -2.99 10,000k 2/1/2008 249 HASAFUMA Hedgehog -2.93 50k 5/1/2012 248 Clarke Capital Management Millennium -2.60 1,000k 1/1/1998 247 UNISystems Research Inc. Wall Street Program -2.43 20k 8/1/2011 246 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.40 4,000k 2/1/2011 245 Mark J. Walsh Company Standard Program -2.40 2,000k 9/1/1985 244 Wimmer Horizon LLP Managed Account -2.38 5,000k 5/1/2005 243 Revolution Capital Management Mosaic Program -2.30 10,000k 10/1/2006 242 Hawksbill Capital Management Global Diversified -2.20 5,000k 11/1/1988 241 3D Intraday Program (Client) -2.20 100k 2/1/2012 240 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.14 10k 7/1/2005 239 Vantage Capital Management VCM Growth Program -2.09 100k 1/1/2011 238 Northfield Trading Diversified -2.06 2,000k 7/1/1989 237 Rho Asset Management Rho Altius 1XL Program -2.04 5,000k 11/1/2007 236 Systematic Alpha Management Systematic Alpha Futures Program -1.93 100k 6/1/2004 235 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.70 250k 5/1/2011 234 Alder Capital DAC Alder Global 20 -1.70 250k 2/1/2001 233 TMS Capital Limited Arktos Global Currency Program II -1.68 100k 2/1/2008 232 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.62 250k 3/1/2010 231 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -1.56 100k 1/1/2012 230 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.56 1,000k 9/1/1997 229 IStar Capital B.V. IStar Systematic Fund -1.53 1,000k 9/1/2011 228 Conquest Capital Group Conquest Macro -1.52 250k 5/1/1999 227 Manning & Napier MN Xenon Global Fixed Income Program -1.49 2,000k 8/1/2004 226 Angle Capital Management LLC AIP Program -1.47 100k 1/1/2010 225 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.44 5,000k 6/1/2010 224 ROW Asset Managment Row Currency Program -1.37 1,000k 11/1/2010 223 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.27 10,000k 1/1/2001 222 FCI Capital Management TSFX2 -1.21 20k 1/1/2012 221 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.18 250k 10/1/2009 220 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.02 10,000k 4/1/2004 219 3D S&P Program (Client) -1.01 100k 11/1/2010 218 Pacific Capital Advisors Vanguard Program -0.92 100k 4/1/2007 217 Alder Capital DAC Alder Global 10 -0.90 250k 10/1/2000 216 Quantum Leap Capital Management Managed Account Program -0.88 300k 8/1/2006 215 Ancile Capital Management Global Markets Program -0.87 2,000k 4/1/2005 214 Rhicon Currency Management Rhicon Systematic Currency Program -0.87 3,000k 1/1/2004 213 Emil van Essen Spread Trading Program -0.85 5,000k 12/1/2006 212 Revolution Capital Management Mosaic Institutional Program -0.79 25,000k 9/1/2009 211 ALFAKRAFT ALFA Rubicon Fund -0.78 16k 8/1/2011 210 Robinson-Langley Capital Management, LLC Managed Account Program -0.78 200k 1/1/2007 209 Superfund Group Superfund Green L.P. Series A -0.78 5k 10/1/2002 208 3D Bull Program (Client) -0.75 10k 11/1/2010 207 Superfund Group Superfund Green L.P. Series B -0.73 5k 10/1/2002 206 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.71 4,000k 11/1/2008 205 Mondiale Asset Management Mondiale Trading Program -0.63 0k 9/1/1997 204 Quantis Asset Management PFM Systematic -0.62 15k 5/1/2010 203 Superfund Group Superfund Green GCT USD -0.61 15k 1/1/2000 202 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -0.59 25k 4/1/2010 201 Winton Capital Management Diversified -0.57 50,000k 10/1/1997 200 Quantmetrics Capital Management LLP Premier 12V Strategy -0.53 10,000k 4/1/2003 199 RAM Management Group MRTP Aggressive -0.51 1,000k 2/1/1998 198 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.49 500k 4/1/2009 197 Mehnert Capital Management, LLC DTP (Client) -0.46 1,000k 3/1/2012 196 AllMountain Capital AG Mount Denali Global Trends -0.43 160k 7/1/2007 195 Amplitude Capital International Limited Dynamic Strategy -0.42 6/1/2005 194 MERIT Alternative Investments GmbH Futures Portfolio -0.42 2,000k 6/1/1998 193 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.41 50k 9/1/2009 192 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund -0.40 350k 8/1/2011 191 Superfund Group Superfund Green Q-AG -0.39 2k 3/1/1996 190 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.31 150k 1/1/2011 189 Neural Capital Ltd Sentinel Trading Program -0.31 2,000k 1/1/2006 188 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -0.29 100k 1/1/2012 187 Estlander & Partners Alpha Trend II - Class P -0.26 100k 12/1/2008 186 Xplor Capital Management, LLC Global CTA Program -0.24 1,500k 7/1/2004 185 Blake Capital Management, Inc. SRD Energies -0.24 100k 8/1/2011 184 Superfund Group Superfund Green Master -0.24 2,000k 5/1/2001 183 Strategic Capital Advisors LLC Contrarian 500 -0.22 250k 12/1/2003 182 Kelly Angle Inc. Genesis Program -0.18 2,000k 4/1/2000 181 ALFAKRAFT ALFA Edge Fund -0.17 16k 12/1/2011 180 NuWave Investment Management, LLC NuWave Investment Partners LP -0.16 250k 6/1/2001 179 IKOS The IKOS Hedge Fund -0.15 10,000k 7/1/1998 178 NuWave Investment Management, LLC Combined Futures Portfolio -0.13 5,000k 6/1/2001 177 Quantitative Investment Management Quantitative Global Program -0.13 20,000k 10/1/2003 176 RAM Management Group RAM MRTP 1X-Conservative -0.12 1,000k 9/1/1993 175 Blake Capital Management, Inc. SRD Short Equities -0.11 100k 1/1/2011 174 Jaguar Investments Ltd Vario Capital Strategy -0.10 1,000k 5/1/2016 173 Superfund Group Superfund Blue SPC Class A (EUR) -0.06 50k 4/1/2005 172 Ion Asset Architecture Ion Fund Program -0.05 10,000k 11/1/2007 171 Ion Asset Architecture (Fund Program) Ion Fund -0.05 100k 11/1/2007 170 Non Correlated Capital Positive Theta Program -0.04 250k 10/1/2007 169 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -0.04 100k 7/1/2011 168 Estlander & Partners Alpha Trend -0.01 30,000k 10/1/1991 162 Heyden & Steindl GmbH TOMAC2 0.00 5,000k 3/1/2003 160 Crescent Bay Capital Management Premium Stock Index Program 0.00 10k 10/1/2005 167 Sequoia Hill Capital Management SHCM British Pound AP 0.00 50k 8/1/2011 165 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 163 Gap Partners LLC Gap 0.00 250k 11/1/2009 164 Gladius Asset Management Fulham Program 0.00 2,000k 1/1/2008 166 Arcanum Asset Management Equity Index Option Program (Prop) 0.00 500k 7/1/2006 161 IKOS IKOS FX Fund 0.00 1,000k 3/1/2008 159 Hyman Beck and Company Global Portfolio 0.01 1,000k 3/1/1991 158 Pinstripe Trading, LLC Standard 0.06 125k 8/1/2009 157 IKOS IKOS Futures Fund 0.09 1,000k 2/1/2010 156 Mobius Asset Management Energy Weighted Program 0.10 250k 1/1/2005 155 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.12 750k 1/1/2009 154 Quantis Asset Management Ulysses Futures 0.12 1,000k 7/1/2009 153 Altus Trading, LLC Managed Forex Program A 0.12 50k 8/1/2011 152 Parizek Capital Currency Program 0.15 1,000k 4/1/2006 151 Molinero Capital Management LLP Global Markets Program 0.17 2,000k 7/1/2005 150 Clarke Capital Management FX Plus 0.18 1,000k 5/1/2004 149 Non Correlated Capital Positive Theta Fund 0.18 50k 10/1/2007 148 Quantica Capital AG Quantica Diversified FX 0.20 5,000k 3/1/2007 147 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.21 1,000k 3/1/1998 146 Zoi Capital, LLC Telio Program (Client) 0.21 200k 4/1/2010 145 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.24 3,000k 5/1/2010 144 Witter & Lester, Inc. Redstone 0.25 500k 9/1/1994 143 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.25 100k 8/1/2011 142 GLOBIVEST LLC Alpha Program 0.28 50k 4/1/2009 141 Mobius Asset Management Diversified Program 0.30 250k 3/1/2004 140 Esulep LLC MAX Esulep LLC MAX 0.34 500k 5/1/2008 139 Wavefront Global Asset Management IMFC Global Investment Program 0.34 2,000k 2/1/2007 138 Witter & Lester, Inc. Stock Index Futures Trading Program 0.34 400k 1/1/1988 137 QERI LLC QERI LLC Fundamental Commodity Strategy 0.35 2,000k 7/1/2012 136 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.35 100k 1/1/2000 135 Rabar Market Research Short-Term Program 0.36 2,000k 11/1/2009 134 Wavefront Global Asset Management IMFC Global Concentrated 0.38 500k 4/1/2009 133 Spectrum Asset Management LLC Global Diversified 0.39 2,000k 1/1/2001 132 FCI Capital Management TSFX1 0.39 20k 11/1/2010 131 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.46 5,000k 5/1/2011 130 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.47 1,000k 10/1/2006 129 Ion Asset Architecture Ion Volium Fund 0.48 0k 4/1/2011 128 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 0.49 75k 6/1/2007 127 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.50 200k 11/1/1999 126 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.54 25,000k 3/1/2010 125 Drury Capital Diversified Trend-Following Program 0.56 5,000k 5/1/1997 124 John Locke Investments JL Commodity Long Flat Program 0.59 5,000k 12/1/2007 123 FORT LP Fort Global Contrarian 0.60 2,000k 10/1/2002 122 Covenant Capital Management Original Program 0.61 5,000k 9/1/1999 121 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 0.62 100k 5/1/2011 120 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.62 10,000k 8/1/2004 119 1OAK Capital Limited ACORN Commodity 0.63 5,000k 5/1/2012 118 Trigon Investment Advisors, LLC Foreign Exchange Program 0.67 5,000k 8/1/2000 117 Red Rock Capital, LLC Systematic Global Macro 0.68 500k 9/1/2003 116 Transtrend B.V. DTP – Standard Risk (EUR) 0.69 10,000k 2/1/1999 115 ROW Asset Managment Row Diversified Fund, L.P. 0.69 1,000k 11/1/2011 114 Futures Truth Company, FTC-CTA MS4 0.74 250k 10/1/2007 113 Covenant Capital Management Aggressive Program 0.74 3,000k 2/1/2004 112 Global Sigma Group, LLC AGSF 0.74 3,000k 4/1/2013 111 Sandpiper Asset Management Sandpiper Global Macro Program 0.76 1,000k 8/1/2012 110 FORT LP Fort Global Diversified 0.76 2,000k 3/1/2002 109 Eckhardt Trading Company Evolution Strategies 1.2X 0.77 10,000k 10/1/1991 108 Estlander & Partners Freedom 0.77 20,000k 8/1/2010 107 Eckhardt Trading Company Evolution Strategies 0.78 20,000k 8/1/1991 106 ALFAKRAFT ALFA Commodity Fund 0.78 16k 6/1/2010 105 Millburn Ridgefield Corporation Commodity Program 0.84 25,000k 3/1/2005 104 Crabel Capital Management Crabel Multi-Product 0.86 1,000k 3/1/1998 103 Altradis Capital AG AlphAlgo 0.86 100k 5/1/2007 102 Turning Wheel Capital, Inc. Pure Alpha 0.88 10,000k 1/1/2012 101 Lynx Asset Management AB Lynx Program 0.88 75k 5/1/2000 100 Metolius Capital LLC Metolius Diversified 0.89 100k 6/1/2010 99 Mobius Asset Management Custom Trading Program 0.90 100k 1/1/2002 98 Seven Capital Management Seven Absolute Return 0.95 100k 6/1/2009 97 HiProb Trading Technology LLC HiProb-I 0.96 5,000k 7/1/2008 96 Transtrend B.V. DTP – Enhanced Risk (USD) 0.96 10,000k 1/1/1995 95 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.00 10,000k 8/1/1999 94 QCM Global Diversified Programme 1.05 500k 12/1/1995 93 Saxon Investment Corporation Diversified Program 1.05 3,000k 9/1/1988 92 Rotella Capital Management Rotella Orion (Short-Term) Program 1.05 10,000k 3/1/2006 91 Double Helix Capital Management Double Helix 1.05 50k 1/1/2012 90 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.07 1,000k 9/1/2009 89 Estlander & Partners Global Markets 1.09 10,000k 8/1/1999 88 Tyche Capital Advisors LLC TCA Energy Spreads 1.26 100k 8/1/2008 87 DUNN Capital Management DUNN Combined Fund (DCF) 1.27 100k 5/1/1989 86 Cauldron Investments, LLC Stock Index Plus 1.28 1,000k 10/1/2009 85 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.28 250k 10/1/2011 84 FRP CAPITAL LLC FRP125+ 1.37 125k 1/1/2010 83 Auspice Auspice Managed Futures Excess Return Index 1.38 5,000k 12/1/2010 82 QCM Alpha Financials Program 1.41 10,000k 6/1/2012 81 Eclipse Capital Management Global Monetary 1.46 5,000k 8/1/1990 80 DUNN Capital Management D'Best Futures Fund, L.P. 1.51 100k 6/1/1994 79 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.54 10,000k 8/1/2009 78 Briarwood Capital Management, Inc. Diversified Trading Program 1.54 3,000k 7/1/2001 77 FTC Capital GmbH FTC Global Diversified 1.56 0k 3/1/2012 76 Soaring Pelican, LLC Diversified S&P Program 1.57 100k 1/1/2011 75 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.58 100k 8/1/2009 74 Bifrost Quest Capital LLC IndexQuest (Client) 1.58 500k 11/1/2011 73 EMC Capital Advisors, LLC Classic 1.62 5,000k 1/1/1985 72 Auctos Capital Management Auctos Global Diversified 1.68 3,000k 11/1/2007 71 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.69 1,000k 5/1/2006 70 White Indian Trading Co. STAIRS - Futures Program (Client) 1.70 250k 10/1/2008 69 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.76 1,500k 1/1/2009 68 Saxon Investment Corporation Aggressive Diversified Program 1.77 2,000k 11/1/1993 67 Diamond Peak Capital LLC Northstar (2x) program 1.79 250k 10/1/2008 66 White Indian Trading Co. STAIRS (Client) 1.84 250k 5/1/2009 65 Deep Field Capital AG SINGULARITY Fund 1.85 100k 9/1/2011 64 Diamond Capital Management Enhanced S&P Program 1.86 100k 10/1/2009 63 Amplitude Capital International Limited Klassik Strategy 1.89 1,000k 9/1/2009 62 Millburn Ridgefield Corporation Multi-Markets Program 1.91 25,000k 10/1/2004 61 Robust Methods LLC Macro Managed Account 1.99 5,000k 1/1/2005 60 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 2.07 100k 2/1/2010 59 Quantica Capital AG Quantica Managed Futures 2.10 10,000k 1/1/2005 58 Claughton Capital ARP Institutional Program 2.10 1,000k 10/1/2005 57 Endeavour Capital LLP Endeavour Pembroke 2.11 2,000k 7/1/2007 56 John Locke Investments Cyril Systematic Program 2.11 8,000k 7/1/2000 55 Chesapeake Capital Diversified (LV) 2.13 100k 2/1/1988 54 Estlander & Partners Global XL 2.14 5,000k 8/1/1991 53 Millburn Ridgefield Corporation Diversified Program 2.17 20,000k 2/1/1977 52 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.17 5,000k 11/1/2012 51 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.20 1k 10/1/2006 50 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.36 100k 1/1/2005 49 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.37 100k 5/1/1999 48 Blackwater Capital Management Global Program 2.44 5,000k 7/1/2005 47 Revolution Capital Management Alpha Program 2.45 5,000k 6/1/2007 46 Quantmetrics Capital Management LLP Directional 10V Strategy 2.49 10,000k 1/1/2007 45 Revolution Capital Management Alpha Fund 2.61 50k 1/1/2005 44 Rabar Market Research Diversified Program 2.65 2,000k 1/1/1989 43 Auspice Auspice Diversified Program 2.65 1,500k 6/1/2007 42 Crabel Capital Management WPD Crabel Futures Program 2.68 1,000k 7/1/2008 41 Camkay Capital Management LLC Stock Indices Short-Term 2.70 100k 3/1/2012 40 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.70 10,000k 8/1/2009 39 Futures Truth Company, FTC-CTA 200K Options Strategy 2.73 200k 12/1/2009 38 Tactical Investment Management Tactical Institutional Commodity Program 2.80 10,000k 4/1/1993 37 Conquest Capital Group Conquest Select 2.87 250k 6/1/2004 36 Welton Investment Partners Welton Global 3.04 10,000k 6/1/2004 35 Adamah Capital LLC Asset Allocator Program 3.30 50k 3/1/2011 34 IDS Capital IDS F&F Systematic Trading 3.30 50k 7/1/2013 33 Briarwood Capital Management, Inc. Diversified 2XL 3.35 250k 11/1/2004 32 Abraham Trading Company Diversified Program 3.40 10,000k 1/1/1988 31 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 3.40 100k 10/1/2010 30 Clarke Capital Management Jupiter 3.52 3,000k 5/1/2005 29 Liberty Funds Group, Inc Liberty Wealth Protection Fund 3.52 250k 10/1/2009 28 Rotella Capital Management Rotella Polaris Program (Diversified) 3.67 10,000k 1/1/1991 27 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.85 0k 11/1/1996 26 Emil van Essen EvE Systematic Global Opportunities 3.86 1,000k 9/1/2007 25 ISAM ISAM Systematic Trend Fund 4.02 1,000k 6/1/2001 24 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.04 100k 11/1/1984 23 Superfund Group Superfund Green Gold L.P. Series B-1 4.59 5k 4/1/2009 22 White Indian Trading Co. SCS Program (Client) 4.59 250k 2/1/2011 21 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.67 5,000k 1/1/2005 20 Southwest Managed Investments, LLC Global Diversified 4.83 200k 1/1/2002 19 Huygens Capital LLC Navigator 5.00 1,000k 2/1/2012 18 Superfund Group Superfund Green Gold L.P. Series A-1 5.09 5k 4/1/2009 17 Valhalla Capital Group, LLC International AB 5.11 100k 7/1/2009 16 HB Capital Management Inc. Diversified Program 5.21 50k 3/1/2008 15 Superfund Group Superfund Green Gold C (SPC) 5.54 100k 10/1/2005 14 Superfund Group Superfund Blue SPC Class A (Gold) 5.54 50k 12/1/2007 13 Superfund Group Superfund Green Gold B (SPC) 5.61 50k 10/1/2005 12 Superfund Group Superfund Green Gold A (SPC) 5.66 5k 10/1/2005 11 Clarke Capital Management Worldwide 6.19 250k 1/1/1996 10 M.S. Capital Management Global Diversified Program 6.99 2,000k 11/1/1998 9 Melissinos Trading Eupatrid Global Trends 7.16 100k 1/1/2011 8 Somers Brothers Capital Diversified Futures Program #1 8.62 100k 1/1/2005 7 QQFund.com QQFund.com Alpha Beta Program 8.81 100k 9/1/2008 6 Dreiss Research Corporation Diversified Program 9.34 1,000k 5/1/1991 5 Kinkopf Capital Management KCM S&P (Proprietary) 9.50 100k 1/1/1999 4 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 9.91 50k 7/1/2011 3 White Indian Trading Co. SCS Interest Rate Program (Client) 10.22 250k 8/1/2011 2 JKI-Futures, LLC ETIRON Large 2x (Client) 10.35 1,000k 8/1/2012 1 Purple Valley Capital, Inc. Diversified Trend 1 11.00 100k 8/1/2008 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.