Systematic Trader Index For July 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 Jul 2014 Min Inv Inception 272 Tyche Capital Advisors LLC TCA Energy Spreads -30.23 100k 8/1/2008 271 Arcanum Asset Management Equity Index Option Program (Prop) -16.50 500k 7/1/2006 270 Future Trade AG Thales Swing Trading Programme -10.08 250k 6/1/2007 269 GLOBIVEST LLC Alpha Program -9.42 50k 4/1/2009 268 Camkay Capital Management LLC Stock Indices Short-Term -8.39 100k 3/1/2012 267 Revolution Capital Management Mosaic Program -7.80 10,000k 10/1/2006 266 Purple Valley Capital, Inc. Diversified Trend 1 -7.52 100k 8/1/2008 265 QMS Capital Management LP QMS Diversified Global Macro Strategy -7.07 5,000k 6/1/2010 264 Briarwood Capital Management, Inc. Diversified 2XL -6.85 250k 11/1/2004 263 DUNN Capital Management DUNN Combined Fund (DCF) -6.43 100k 5/1/1989 262 Huygens Capital LLC Navigator -6.08 1,000k 2/1/2012 261 Superfund Group Superfund Green Gold C (SPC) -6.05 100k 10/1/2005 260 Melissinos Trading Eupatrid Global Trends -5.94 50k 1/1/2011 259 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.83 1,000k 3/1/2003 258 Superfund Group Superfund Green Gold B (SPC) -5.47 50k 10/1/2005 257 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -5.35 100k 7/1/2011 256 Dendrich Ltd QEP -5.07 50k 12/1/2005 255 Superfund Group Superfund Green Gold A (SPC) -4.83 5k 10/1/2005 254 Keck Capital Management LLC The Keck Program -4.78 2,000k 12/1/2003 253 Eckhardt Trading Company Evolution Strategies 1.2X -4.75 10,000k 10/1/1991 252 Liberty Funds Group, Inc Liberty Diversified Option Strategy -4.43 750k 1/1/2009 251 Eckhardt Trading Company Evolution Strategies -4.36 20,000k 8/1/1991 250 Saxon Investment Corporation Aggressive Diversified Program -3.92 2,000k 11/1/1993 249 Rotella Capital Management Rotella Polaris Program (Diversified) -3.88 10,000k 1/1/1991 248 Superfund Group Superfund Green Gold L.P. Series A-1 -3.85 5k 4/1/2009 247 DUNN Capital Management D'Best Futures Fund, L.P. -3.76 100k 6/1/1994 246 Superfund Group Superfund Green Gold L.P. Series B-1 -3.69 5k 4/1/2009 245 Welton Investment Partners Welton Global -3.59 10,000k 6/1/2004 244 Deep Field Capital AG SINGULARITY Fund -3.58 100k 9/1/2011 243 ALFAKRAFT ALFA Rubicon Fund -3.48 16k 8/1/2011 242 Ion Asset Architecture Ion Pherium Program -3.44 10,000k 9/1/2012 241 White Indian Trading Co. SCS Interest Rate Program (Client) -3.20 250k 8/1/2011 240 Amplitude Capital International Limited Dynamic Strategy -3.18 6/1/2005 239 Robinson-Langley Capital Management, LLC Managed Account Program -3.18 200k 1/1/2007 238 QCM Alpha Financials Program -3.17 10,000k 6/1/2012 237 QCM Global Diversified Programme -3.07 500k 12/1/1995 236 Revolution Capital Management Mosaic Institutional Program -3.07 25,000k 9/1/2009 235 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.06 5,000k 11/1/2012 234 Kinkopf Capital Management KCM S&P (Proprietary) -3.03 100k 1/1/1999 233 Alder Capital DAC Alder Global 10 -3.00 250k 10/1/2000 232 Rho Asset Management Rho Altius 1XL Program -3.00 5,000k 11/1/2007 231 Rotella Capital Management Rotella Orion (Short-Term) Program -2.99 10,000k 3/1/2006 230 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -2.98 500k 4/1/2009 229 Briarwood Capital Management, Inc. Diversified Trading Program -2.93 3,000k 7/1/2001 228 Superfund Group Superfund Green Master -2.92 2,000k 5/1/2001 227 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.82 1,000k 9/1/2009 226 Structured Markets Inc. Structured Markets Inc. -2.68 2,000k 8/1/2012 225 HASAFUMA Börstjänaren Hedgehog -2.61 60k 5/1/2012 224 Winton Capital Management Diversified -2.61 50,000k 10/1/1997 223 Vantage Capital Management VCM Growth Program -2.60 100k 1/1/2011 222 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.57 250k 10/1/2009 221 Amplitude Capital International Limited Klassik Strategy -2.54 1,000k 9/1/2009 220 Superfund Group Superfund Green GCT USD -2.53 15k 1/1/2000 219 Alder Capital DAC Alder Global 20 -2.50 250k 2/1/2001 218 Abraham Investment Management Formula 72 H -2.45 150k 8/1/2012 217 Futures Truth Company, FTC-CTA 200K Options Strategy -2.41 200k 12/1/2009 216 Saxon Investment Corporation Diversified Program -2.38 3,000k 9/1/1988 215 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.31 1k 6/1/2009 214 Superfund Group Superfund Green L.P. Series B -2.16 5k 10/1/2002 213 IKOS The IKOS Hedge Fund -2.09 10,000k 7/1/1998 212 Double Helix Capital Management Double Helix -1.93 50k 1/1/2012 211 NuWave Investment Management, LLC NuWave Investment Partners LP -1.88 250k 6/1/2001 210 NuWave Investment Management, LLC Combined Futures Portfolio -1.85 5,000k 6/1/2001 209 Superfund Group Superfund Green Q-AG -1.83 2k 3/1/1996 208 ROW Asset Managment Row Currency Program -1.83 1,000k 11/1/2010 207 IKOS IKOS Futures Fund -1.80 1,000k 2/1/2010 206 White Indian Trading Co. SCS Program (Client) -1.78 250k 2/1/2011 205 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.76 10,000k 8/1/2004 204 Drury Capital Diversified Trend-Following Program -1.74 5,000k 5/1/1997 203 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -1.64 10,000k 8/1/2009 202 Rabar Market Research Short-Term Program -1.61 2,000k 11/1/2009 201 Hawksbill Capital Management Global Diversified -1.58 5,000k 11/1/1988 200 Revolution Capital Management Alpha Program -1.52 5,000k 6/1/2007 199 Estlander & Partners Global XL -1.49 5,000k 8/1/1991 198 Rabar Market Research Diversified Program -1.47 2,000k 1/1/1989 197 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.47 10,000k 8/1/1999 196 Diamond Capital Management Enhanced S&P Program -1.43 100k 10/1/2009 195 Revolution Capital Management Alpha Fund -1.43 50k 1/1/2005 194 Transtrend B.V. DTP – Enhanced Risk (USD) -1.41 10,000k 1/1/1995 193 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.41 100k 10/1/2011 192 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 191 Diamond Peak Capital LLC Northstar (2x) program -1.34 250k 10/1/2008 190 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.30 1,000k 10/1/2006 189 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.29 1,500k 1/1/2009 188 Superfund Group Superfund Green L.P. Series A -1.28 5k 10/1/2002 187 Eclipse Capital Management Global Monetary -1.27 5,000k 8/1/1990 186 John Locke Investments JL Commodity Long Flat Program -1.27 5,000k 12/1/2007 185 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -1.18 25k 4/1/2010 184 QQFund.com QQFund.com Alpha Beta Program -1.17 100k 9/1/2008 183 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.12 100k 11/1/1984 182 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund -1.06 350k 8/1/2011 181 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.05 1k 10/1/2006 180 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.03 250k 10/1/2009 179 Rhicon Currency Management Rhicon Systematic Currency Program -1.03 3,000k 1/1/2004 178 Systematic Alpha Management Systematic Alpha Futures Program -1.02 100k 6/1/2004 177 Non Correlated Capital Positive Theta Program -0.99 250k 10/1/2007 176 Millburn Ridgefield Corporation Diversified Program -0.99 20,000k 2/1/1977 175 Transtrend B.V. DTP – Standard Risk (EUR) -0.94 10,000k 2/1/1999 174 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.89 10,000k 8/1/2009 173 Chesapeake Capital Diversified (LV) -0.86 100k 2/1/1988 172 Superfund Group Superfund Blue SPC Class A (Gold) -0.84 50k 12/1/2007 171 Northfield Trading Diversified -0.80 2,000k 7/1/1989 170 Serac, LLC Diversified Reversal Program -0.76 200k 4/1/2011 169 Quantitative Investment Management Quantitative Global Program -0.75 20,000k 10/1/2003 168 Robust Methods LLC Macro Managed Account -0.74 5,000k 1/1/2005 167 Sandpiper Asset Management Sandpiper Global Macro Program -0.73 1,000k 8/1/2012 166 Estlander & Partners Global Markets -0.72 10,000k 8/1/1999 165 Blake Capital Management, Inc. SRD Energies -0.71 100k 8/1/2011 164 3D Bull Program (Client) -0.70 10k 11/1/2010 163 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.69 3,000k 5/1/2010 162 Witter & Lester, Inc. Stock Index Futures Trading Program -0.66 400k 1/1/1988 161 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.64 150k 1/1/2011 160 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.63 1,000k 3/1/1998 159 Millburn Ridgefield Corporation Multi-Markets Program -0.63 25,000k 10/1/2004 158 ALFAKRAFT ALFA Edge Fund -0.57 16k 12/1/2011 157 HASAFUMA FX Momentum -0.57 20k 7/1/2012 156 Non Correlated Capital Positive Theta Fund -0.54 50k 10/1/2007 155 Quantica Capital AG Quantica Managed Futures -0.50 5,000k 1/1/2005 154 QERI LLC QERI LLC Fundamental Commodity Strategy -0.48 2,000k 7/1/2012 153 Strategic Capital Advisors LLC Contrarian 500 -0.47 500k 12/1/2003 152 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -0.47 100k 10/1/2010 151 Global Vista Advisors, LLC Global Vista Options ("GVO") -0.46 50k 10/1/2010 150 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.45 1,000k 9/1/1997 149 Global Sigma Group, LLC AGSF -0.44 3,000k 4/1/2013 148 Auspice Capital Advisors Ltd Auspice Diversified Program -0.43 1,500k 4/1/2006 147 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.43 100k 5/1/2011 146 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.43 5,000k 1/1/2005 145 Mark J. Walsh Company Standard Program -0.42 2,000k 9/1/1985 144 Witter & Lester, Inc. Redstone -0.42 500k 9/1/1994 143 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -0.38 100k 1/1/2012 142 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.37 100k 1/1/2000 141 FORT LP Fort Global Diversified -0.37 2,000k 10/1/1993 140 Covenant Capital Management Aggressive Program -0.37 3,000k 2/1/2004 139 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.37 100k 1/1/2005 138 Altus Trading, LLC Managed Forex Program A -0.36 50k 8/1/2011 137 Mobius Asset Management Energy Weighted Program -0.35 250k 1/1/2005 136 Crescent Bay Capital Management Premium Stock Index Program -0.34 10k 10/1/2005 135 FORT LP Fort Global Contrarian -0.34 2,000k 10/1/2002 134 3D S&P Program (Client) -0.28 100k 11/1/2010 133 Endeavour Capital LLP Endeavour Pembroke -0.26 2,000k 7/1/2007 132 ROW Asset Managment Row Diversified Fund, L.P. -0.21 1,000k 11/1/2011 131 FTC Capital GmbH FTC Global Diversified -0.21 0k 3/1/2012 130 Angle Capital Management LLC AIP Program -0.21 100k 1/1/2010 129 Quantmetrics Capital Management LLP Premier 12V Strategy -0.20 10,000k 4/1/2003 128 Estlander & Partners Freedom -0.15 20,000k 8/1/2010 127 Wraith Capital LLP Wraith Dynamic Futures Fund -0.13 100k 1/1/2011 126 Covenant Capital Management Original Program -0.13 5,000k 9/1/1999 125 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.10 50,000k 4/1/1983 124 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.09 25,000k 3/1/2010 123 Jaguar Investments Ltd Vario Capital Strategy -0.08 1,000k 5/1/2016 122 Blake Capital Management, Inc. SRD Short Equities -0.03 100k 1/1/2011 121 Pacific Capital Advisors Vanguard Program -0.02 100k 4/1/2007 120 Crabel Capital Management WPD Crabel Futures Program -0.01 1,000k 7/1/2008 119 Ion Asset Architecture (Fund Program) Ion Fund -0.01 100k 11/1/2007 118 Ion Asset Architecture Ion Fund Program -0.01 10,000k 11/1/2007 117 Clarke Capital Management Millennium 0.02 1,000k 1/1/1998 116 MERIT Alternative Investments GmbH Futures Portfolio 0.02 2,000k 6/1/1998 115 Superfund Group Superfund Blue SPC Class A (EUR) 0.02 50k 4/1/2005 114 Garraway Capital Management LLP Garraway Financial Trends 0.04 100k 9/1/2012 113 Turning Wheel Capital, Inc. Pure Alpha 0.07 10,000k 1/1/2012 112 IKOS IKOS FX Fund 0.07 1,000k 3/1/2008 111 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.09 5,000k 5/1/2011 110 Auctos Capital Management Auctos Global Diversified 0.09 3,000k 11/1/2007 109 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.10 1,000k 5/1/2006 108 IDS Capital IDS F&F Systematic Trading 0.10 50k 7/1/2013 107 Molinero Capital Management LLP Global Markets Program 0.18 2,000k 7/1/2005 106 Lynx Asset Management AB Lynx Program 0.18 75k 5/1/2000 105 Estlander & Partners Alpha Trend 0.19 30,000k 10/1/1991 104 Conquest Capital Group Conquest Macro 0.23 250k 5/1/1999 103 Quantmetrics Capital Management LLP Directional 10V Strategy 0.27 10,000k 1/1/2007 102 Ion Asset Architecture Ion Volium Fund 0.29 0k 4/1/2011 101 Red Rock Capital, LLC Systematic Global Macro 0.30 500k 9/1/2003 100 Mondiale Asset Management Mondiale Trading Program 0.31 0k 9/1/1997 99 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.33 250k 10/1/2011 98 Neural Capital Ltd Sentinel Trading Program 0.35 2,000k 1/1/2006 97 Manning & Napier MN Xenon Global Fixed Income Program 0.37 2,000k 8/1/2004 96 UNISystems Research Inc. Wall Street Program 0.40 20k 8/1/2011 95 Estlander & Partners Alpha Trend II - Class P 0.43 100k 12/1/2008 94 Cauldron Investments, LLC Stock Index Plus 0.44 1,000k 10/1/2009 93 Metolius Capital LLC Metolius Diversified 0.44 100k 6/1/2010 92 Xplor Capital Management, LLC Global CTA Program 0.45 1,500k 7/1/2004 91 Esulep LLC MAX Esulep LLC MAX 0.46 500k 5/1/2008 90 Crabel Capital Management Crabel Multi-Product 0.47 1,000k 3/1/1998 89 Zoi Capital, LLC Telio Program (Client) 0.54 200k 4/1/2010 88 AllMountain Capital AG Mount Denali Global Trends 0.54 160k 7/1/2007 87 1OAK Capital Limited ACORN Commodity 0.55 5,000k 5/1/2012 86 Mobius Asset Management Diversified Program 0.58 250k 3/1/2004 85 Blackwater Capital Management Global Program 0.62 5,000k 7/1/2005 84 Sequoia Hill Capital Management SHCM Gold AP 0.67 140k 5/1/2012 83 Quantis Asset Management Ulysses Futures 0.70 1,000k 7/1/2009 82 3D Intraday Program (Client) 0.70 100k 2/1/2012 81 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.74 100k 8/1/2011 80 Pinstripe Trading, LLC Standard 0.76 125k 8/1/2009 79 Quantis Asset Management PFM Systematic 0.77 15k 5/1/2010 78 Conquest Capital Group Conquest Select 0.80 250k 6/1/2004 77 Manning & Napier MN Xenon Global Fixed Income (2x) Program 0.81 1,000k 5/1/2010 76 Trigon Investment Advisors, LLC Foreign Exchange Program 0.82 5,000k 8/1/2000 75 Somers Brothers Capital Diversified Futures Program #1 0.82 100k 1/1/2005 74 John Locke Investments Cyril Systematic Program 0.84 8,000k 7/1/2000 73 Quantica Capital AG Quantica Diversified FX 0.90 5,000k 3/1/2007 72 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.96 5,000k 12/1/2010 71 TMS Capital Limited Arktos Global Currency Program II 0.97 100k 2/1/2008 70 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.98 250k 3/1/2010 69 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.01 0k 11/1/1996 68 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.09 10,000k 1/1/2001 67 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.21 250k 5/1/2011 66 Futures Truth Company, FTC-CTA MS4 1.31 250k 10/1/2007 65 Altradis Capital AG AlphAlgo 1.38 100k 5/1/2007 64 Gladius Asset Management Fulham Program 1.41 2,000k 1/1/2008 63 Southwest Managed Investments, LLC Global Diversified 1.45 200k 1/1/2002 62 City Fund Management BH 1.49 500k 1/1/2010 61 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.49 100k 8/1/2009 60 Ancile Capital Management Global Markets Program 1.53 2,000k 4/1/2005 59 Old Park Capital Aegir 1.55 500k 7/1/2008 58 Claughton Capital ARP Institutional Program 1.60 1,000k 10/1/2005 57 Quantis Asset Management Intraday Futures 1.60 250k 1/1/2010 56 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.61 4,000k 11/1/2008 55 Emil van Essen EvE Systematic Global Opportunities 1.85 1,000k 9/1/2007 54 RAM Management Group RAM MRTP 1X-Conservative 1.92 1,000k 9/1/1993 53 Millburn Ridgefield Corporation Commodity Program 1.94 25,000k 3/1/2005 52 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 2.00 10,000k 4/1/2004 51 Soaring Pelican, LLC Diversified S&P Program 2.03 100k 1/1/2011 50 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.04 10,000k 2/1/2008 49 Seven Capital Management Seven Absolute Return 2.21 100k 6/1/2009 48 Alpha Z Advisors LLC Managed Account Program 2.23 250k 11/1/2014 47 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.25 100k 5/1/1999 46 Dominion Capital Sapphire Program 2.26 3,000k 5/1/2005 45 Manning & Napier MN Xenon Managed Futures (2x) Program 2.35 5,000k 6/1/2006 44 Clarke Capital Management FX Plus 2.39 1,000k 5/1/2004 43 Clarke Capital Management Worldwide 2.47 250k 1/1/1996 42 Clarke Capital Management Jupiter 2.53 3,000k 5/1/2005 41 JKI-Futures, LLC ETIRON Large 2x (Client) 2.80 1,000k 8/1/2012 40 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 2.87 75k 6/1/2007 39 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 2.93 100k 1/1/2012 38 Abraham Trading Company Diversified Program 2.95 10,000k 1/1/1988 37 HB Capital Management Inc. Diversified Program 3.07 50k 3/1/2008 36 HiProb Trading Technology LLC HiProb-I 3.26 5,000k 7/1/2008 35 Wavefront Global Asset Management IMFC Global Concentrated 3.35 500k 4/1/2009 34 M.S. Capital Management Global Diversified Program 3.38 2,000k 11/1/1998 33 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 3.51 100k 2/1/2010 32 Hyman Beck and Company Global Portfolio 3.53 1,000k 3/1/1991 31 ISAM ISAM Systematic Trend Fund 3.64 1,000k 6/1/2001 30 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.79 50k 7/1/2011 29 Romanesco Capital Management B.V Persistence Program 3.92 5,000k 9/1/2005 28 Kelly Angle Inc. Genesis Program 4.04 2,000k 4/1/2000 27 Wimmer Horizon LLP Managed Account 4.21 5,000k 5/1/2005 26 FRP CAPITAL LLC FRP125+ 4.38 125k 1/1/2010 25 IStar Capital B.V. IStar Systematic Fund 4.65 1,000k 9/1/2011 24 Bifrost Quest Capital LLC IndexQuest (Client) 4.93 500k 11/1/2011 23 Wavefront Global Asset Management IMFC Global Investment Program 5.19 2,000k 2/1/2007 22 ALFAKRAFT ALFA Commodity Fund 5.35 16k 6/1/2010 21 RAM Management Group MRTP Aggressive 5.70 1,000k 2/1/1998 20 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 5.80 4,000k 2/1/2011 19 Emil van Essen Spread Trading Program 6.00 5,000k 12/1/2006 18 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.01 10k 7/1/2005 17 Mehnert Capital Management, LLC DTP (Client) 6.23 1,000k 3/1/2012 16 EMC Capital Advisors, LLC Classic 7.32 5,000k 1/1/1985 15 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.38 200k 11/1/1999 14 Quantum Leap Capital Management Managed Account Program 7.43 300k 8/1/2006 13 Alee Capital Management, LLC Poniente Program 7.85 2,500k 1/1/1999 12 Clarke Capital Management Global Magnum 8.13 100k 8/1/1997 11 GIC Trading LLC Global Diversified Trading Program 8.48 500k 11/1/1998 10 White Indian Trading Co. STAIRS (Client) 8.80 250k 5/1/2009 9 Alee Capital Management, LLC Mistral Program 9.14 2,500k 1/1/1999 8 Dreiss Research Corporation Diversified Program 9.32 1,000k 5/1/1991 7 Parizek Capital Futures Trading Program 9.61 500k 4/1/2000 6 Heyden & Steindl GmbH TOMAC2 10.22 5,000k 3/1/2003 5 White Indian Trading Co. STAIRS - Futures Program (Client) 10.85 250k 10/1/2008 4 Qbasis Invest Futures Fund B 11.85 100k 3/1/2009 3 Qbasis Invest Futures Fund A 11.94 100k 4/1/2008 2 Clarke Capital Management Global Basic 14.03 50k 2/1/1996 1 Tactical Investment Management Tactical Institutional Commodity Program 14.42 10,000k 4/1/1993 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.