Systematic Trader Index For August 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 Aug 2014 Min Inv Inception 272 Kinkopf Capital Management KCM S&P (Proprietary) -10.89 100k 1/1/1999 271 White Indian Trading Co. STAIRS (Client) -9.54 250k 5/1/2009 270 White Indian Trading Co. STAIRS - Futures Program (Client) -7.98 250k 10/1/2008 269 JKI-Futures, LLC ETIRON Large 2x (Client) -6.63 1,000k 8/1/2012 268 Sandpiper Asset Management Sandpiper Global Macro Program -6.02 1,000k 8/1/2012 267 Diamond Peak Capital LLC Northstar (2x) program -5.61 250k 10/1/2008 266 Revolution Capital Management Mosaic Program -4.88 10,000k 10/1/2006 265 Romanesco Capital Management B.V Persistence Program -4.56 5,000k 9/1/2005 264 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -4.31 100k 5/1/2011 263 Camkay Capital Management LLC Stock Indices Short-Term -4.06 100k 3/1/2012 262 Quantis Asset Management Intraday Futures -3.91 250k 1/1/2010 261 Pacific Capital Advisors Vanguard Program -3.30 100k 4/1/2007 260 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.91 1,000k 9/1/1997 259 Dominion Capital Sapphire Program -2.89 3,000k 5/1/2005 258 ALFAKRAFT ALFA Rubicon Fund -2.84 16k 8/1/2011 257 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.54 4,000k 2/1/2011 256 Mondiale Asset Management Mondiale Trading Program -2.35 0k 9/1/1997 255 Alpha Z Advisors LLC Managed Account Program -2.25 250k 11/1/2014 254 Quantis Asset Management Ulysses Futures -2.01 1,000k 7/1/2009 253 Serac, LLC Diversified Reversal Program -1.99 200k 4/1/2011 252 Revolution Capital Management Mosaic Institutional Program -1.83 25,000k 9/1/2009 251 RAM Management Group MRTP Aggressive -1.80 1,000k 2/1/1998 250 Sequoia Hill Capital Management SHCM Gold AP -1.79 140k 5/1/2012 249 ALFAKRAFT ALFA Edge Fund -1.68 16k 12/1/2011 248 Emil van Essen Spread Trading Program -1.64 5,000k 12/1/2006 247 3D S&P Program (Client) -1.60 100k 11/1/2010 246 Futures Truth Company, FTC-CTA 200K Options Strategy -1.53 200k 12/1/2009 245 Emil van Essen EvE Systematic Global Opportunities -1.44 1,000k 9/1/2007 244 QERI LLC QERI LLC Fundamental Commodity Strategy -1.42 2,000k 7/1/2012 243 Quantitative Investment Management Quantitative Global Program -1.39 20,000k 10/1/2003 242 Briarwood Capital Management, Inc. Diversified 2XL -1.38 250k 11/1/2004 241 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -1.38 25k 4/1/2010 240 Altus Trading, LLC Managed Forex Program A -1.37 50k 8/1/2011 239 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.16 3,000k 5/1/2010 238 White Indian Trading Co. SCS Interest Rate Program (Client) -1.07 250k 8/1/2011 237 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.98 4,000k 11/1/2008 236 Quantis Asset Management PFM Systematic -0.92 15k 5/1/2010 235 Dendrich Ltd QEP -0.85 50k 12/1/2005 234 Altradis Capital AG AlphAlgo -0.84 100k 5/1/2007 233 3D Intraday Program (Client) -0.82 100k 2/1/2012 232 Quantum Leap Capital Management Managed Account Program -0.77 300k 8/1/2006 231 Futures Truth Company, FTC-CTA MS4 -0.76 250k 10/1/2007 230 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -0.63 5,000k 5/1/2011 229 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.63 250k 10/1/2009 228 Dreiss Research Corporation Diversified Program -0.62 1,000k 5/1/1991 227 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.61 250k 3/1/2010 226 RAM Management Group RAM MRTP 1X-Conservative -0.60 1,000k 9/1/1993 225 Robust Methods LLC Macro Managed Account -0.59 5,000k 1/1/2005 224 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.57 100k 1/1/2000 223 Briarwood Capital Management, Inc. Diversified Trading Program -0.56 3,000k 7/1/2001 222 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.52 150k 1/1/2011 221 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -0.44 10,000k 8/1/2009 220 Gladius Asset Management Fulham Program -0.41 2,000k 1/1/2008 219 Alder Capital DAC Alder Global 20 -0.40 250k 2/1/2001 218 Crabel Capital Management WPD Crabel Futures Program -0.40 1,000k 7/1/2008 217 Neural Capital Ltd Sentinel Trading Program -0.29 2,000k 1/1/2006 216 John Locke Investments JL Commodity Long Flat Program -0.25 5,000k 12/1/2007 215 Rhicon Currency Management Rhicon Systematic Currency Program -0.20 3,000k 1/1/2004 214 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.19 5,000k 1/1/2005 213 Mobius Asset Management Energy Weighted Program -0.18 250k 1/1/2005 212 Quantmetrics Capital Management LLP Premier 12V Strategy -0.15 10,000k 4/1/2003 211 Alee Capital Management, LLC Mistral Program -0.09 2,500k 1/1/1999 210 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -0.09 75k 6/1/2007 209 Pinstripe Trading, LLC Standard -0.09 125k 8/1/2009 208 Blake Capital Management, Inc. SRD Energies -0.07 100k 8/1/2011 207 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 206 Jaguar Investments Ltd Vario Capital Strategy -0.03 1,000k 5/1/2016 202 Global Vista Advisors, LLC Global Vista Options ("GVO") 0.00 50k 10/1/2010 203 HASAFUMA Börstjänaren Hedgehog 0.00 60k 5/1/2012 204 HASAFUMA FX Momentum 0.00 20k 7/1/2012 205 Wraith Capital LLP Wraith Dynamic Futures Fund 0.00 100k 1/1/2011 200 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 201 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 199 Northfield Trading Diversified 0.00 2,000k 7/1/1989 196 Blackwater Capital Management Global Program 0.00 5,000k 7/1/2005 195 Alder Capital DAC Alder Global 10 0.00 250k 10/1/2000 197 Crescent Bay Capital Management Premium Stock Index Program 0.00 10k 10/1/2005 198 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 194 TMS Capital Limited Arktos Global Currency Program II 0.10 100k 2/1/2008 193 Strategic Capital Advisors LLC Contrarian 500 0.12 500k 12/1/2003 192 Soaring Pelican, LLC Diversified S&P Program 0.13 100k 1/1/2011 191 Blake Capital Management, Inc. SRD Short Equities 0.14 100k 1/1/2011 190 Structured Markets Inc. Structured Markets Inc. 0.15 2,000k 8/1/2012 189 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.19 100k 8/1/2011 188 FRP CAPITAL LLC FRP125+ 0.21 125k 1/1/2010 187 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.21 100k 1/1/2012 186 Estlander & Partners Global Markets 0.22 10,000k 8/1/1999 185 IKOS IKOS FX Fund 0.22 1,000k 3/1/2008 184 FTC Capital GmbH FTC Global Diversified 0.26 0k 3/1/2012 183 Turning Wheel Capital, Inc. Pure Alpha 0.27 10,000k 1/1/2012 182 Southwest Managed Investments, LLC Global Diversified 0.32 200k 1/1/2002 181 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 0.34 100k 10/1/2010 180 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.38 5,000k 12/1/2010 179 Abraham Investment Management Formula 72 H 0.39 150k 8/1/2012 178 Estlander & Partners Global XL 0.40 5,000k 8/1/1991 177 UNISystems Research Inc. Wall Street Program 0.41 20k 8/1/2011 176 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 0.43 25,000k 3/1/2010 175 Saxon Investment Corporation Diversified Program 0.45 3,000k 9/1/1988 174 Bifrost Quest Capital LLC IndexQuest (Client) 0.45 500k 11/1/2011 173 ALFAKRAFT ALFA Commodity Fund 0.45 16k 6/1/2010 172 Clarke Capital Management Global Magnum 0.46 100k 8/1/1997 171 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.53 10,000k 1/1/2001 170 Rotella Capital Management Rotella Orion (Short-Term) Program 0.53 10,000k 3/1/2006 169 Ion Asset Architecture Ion Volium Fund 0.59 0k 4/1/2011 168 Witter & Lester, Inc. Redstone 0.65 500k 9/1/1994 167 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.65 250k 10/1/2011 166 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 0.75 500k 4/1/2009 165 NuWave Investment Management, LLC NuWave Investment Partners LP 0.85 250k 6/1/2001 164 Mehnert Capital Management, LLC DTP (Client) 0.87 1,000k 3/1/2012 163 Deep Field Capital AG SINGULARITY Fund 0.88 100k 9/1/2011 162 Saxon Investment Corporation Aggressive Diversified Program 0.91 2,000k 11/1/1993 161 Hyman Beck and Company Global Portfolio 0.92 1,000k 3/1/1991 160 Manning & Napier MN Xenon Managed Futures (2x) Program 0.94 5,000k 6/1/2006 159 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.94 10k 7/1/2005 158 Manning & Napier MN Xenon Global Fixed Income Program 0.97 2,000k 8/1/2004 157 NuWave Investment Management, LLC Combined Futures Portfolio 1.01 5,000k 6/1/2001 156 White Indian Trading Co. SCS Program (Client) 1.02 250k 2/1/2011 155 Purple Valley Capital, Inc. Diversified Trend 1 1.05 100k 8/1/2008 154 Witter & Lester, Inc. Stock Index Futures Trading Program 1.07 400k 1/1/1988 153 Trigon Investment Advisors, LLC Foreign Exchange Program 1.15 5,000k 8/1/2000 152 Molinero Capital Management LLP Global Markets Program 1.16 2,000k 7/1/2005 151 Crabel Capital Management Crabel Multi-Product 1.16 1,000k 3/1/1998 150 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.16 100k 2/1/2010 149 3D Bull Program (Client) 1.17 10k 11/1/2010 148 ROW Asset Managment Row Currency Program 1.28 1,000k 11/1/2010 147 Clarke Capital Management Global Basic 1.29 50k 2/1/1996 146 Qbasis Invest Futures Fund A 1.33 100k 4/1/2008 145 Qbasis Invest Futures Fund B 1.33 100k 3/1/2009 144 1OAK Capital Limited ACORN Commodity 1.33 5,000k 5/1/2012 143 Adamah Capital LLC Asset Allocator Program 1.40 50k 3/1/2011 142 Estlander & Partners Freedom 1.46 20,000k 8/1/2010 141 Superfund Group Superfund Blue SPC Class A (EUR) 1.48 50k 4/1/2005 140 Manning & Napier MN Xenon Global Fixed Income (2x) Program 1.50 1,000k 5/1/2010 139 Non Correlated Capital Positive Theta Program 1.51 250k 10/1/2007 138 Zoi Capital, LLC Telio Program (Client) 1.52 200k 4/1/2010 137 Non Correlated Capital Positive Theta Fund 1.53 50k 10/1/2007 136 Claughton Capital ARP Institutional Program 1.53 1,000k 10/1/2005 135 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.54 100k 1/1/2005 134 Alee Capital Management, LLC Poniente Program 1.57 2,500k 1/1/1999 133 Future Trade AG Thales Swing Trading Programme 1.57 250k 6/1/2007 132 Conquest Capital Group Conquest Macro 1.68 250k 5/1/1999 131 GIC Trading LLC Global Diversified Trading Program 1.69 500k 11/1/1998 130 Global Sigma Group, LLC AGSF 1.69 3,000k 4/1/2013 129 Old Park Capital Aegir 1.78 500k 7/1/2008 128 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.81 250k 5/1/2011 127 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.81 100k 8/1/2009 126 Esulep LLC MAX Esulep LLC MAX 1.82 500k 5/1/2008 125 Quantica Capital AG Quantica Managed Futures 1.90 5,000k 1/1/2005 124 IKOS The IKOS Hedge Fund 1.91 10,000k 7/1/1998 123 Abraham Trading Company Diversified Program 1.98 10,000k 1/1/1988 122 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.99 1,000k 5/1/2006 121 Seven Capital Management Seven Absolute Return 2.02 100k 6/1/2009 120 HiProb Trading Technology LLC HiProb-I 2.04 5,000k 7/1/2008 119 Parizek Capital Futures Trading Program 2.04 500k 4/1/2000 118 IDS Capital IDS F&F Systematic Trading 2.10 50k 7/1/2013 117 Auctos Capital Management Auctos Global Diversified 2.13 3,000k 11/1/2007 116 Systematic Alpha Management Systematic Alpha Futures Program 2.18 100k 6/1/2004 115 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 2.23 200k 11/1/1999 114 Quantmetrics Capital Management LLP Directional 10V Strategy 2.25 10,000k 1/1/2007 113 Revolution Capital Management Alpha Program 2.29 5,000k 6/1/2007 112 IKOS IKOS Futures Fund 2.31 1,000k 2/1/2010 111 Metolius Capital LLC Metolius Diversified 2.33 100k 6/1/2010 110 Clarke Capital Management FX Plus 2.33 1,000k 5/1/2004 109 Tactical Investment Management Tactical Institutional Commodity Program 2.34 10,000k 4/1/1993 108 Rabar Market Research Short-Term Program 2.34 2,000k 11/1/2009 107 Clarke Capital Management Millennium 2.35 1,000k 1/1/1998 106 Conquest Capital Group Conquest Select 2.35 250k 6/1/2004 105 Revolution Capital Management Alpha Fund 2.36 50k 1/1/2005 104 MERIT Alternative Investments GmbH Futures Portfolio 2.39 2,000k 6/1/1998 103 Somers Brothers Capital Diversified Futures Program #1 2.45 100k 1/1/2005 102 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 2.55 1,500k 1/1/2009 101 Covenant Capital Management Original Program 2.61 5,000k 9/1/1999 100 Transtrend B.V. DTP – Standard Risk (EUR) 2.65 10,000k 2/1/1999 99 ROW Asset Managment Row Diversified Fund, L.P. 2.71 1,000k 11/1/2011 98 Arcanum Asset Management Equity Index Option Program (Prop) 2.78 500k 7/1/2006 97 Rabar Market Research Diversified Program 2.81 2,000k 1/1/1989 96 IStar Capital B.V. IStar Systematic Fund 2.82 1,000k 9/1/2011 95 Ion Asset Architecture Ion Pherium Program 2.92 10,000k 9/1/2012 94 Millburn Ridgefield Corporation Diversified Program 3.07 20,000k 2/1/1977 93 Melissinos Trading Eupatrid Global Trends 3.07 50k 1/1/2011 92 Wavefront Global Asset Management IMFC Global Concentrated 3.07 500k 4/1/2009 91 Millburn Ridgefield Corporation Multi-Markets Program 3.08 25,000k 10/1/2004 90 M.S. Capital Management Global Diversified Program 3.12 2,000k 11/1/1998 89 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 3.17 350k 8/1/2011 88 Estlander & Partners Alpha Trend 3.20 30,000k 10/1/1991 87 FORT LP Fort Global Contrarian 3.21 2,000k 10/1/2002 86 Chesapeake Capital Diversified (LV) 3.23 100k 2/1/1988 85 AllMountain Capital AG Mount Denali Global Trends 3.34 160k 7/1/2007 84 Wavefront Global Asset Management IMFC Global Investment Program 3.37 2,000k 2/1/2007 83 Covenant Capital Management Aggressive Program 3.45 3,000k 2/1/2004 82 Garraway Capital Management LLP Garraway Financial Trends 3.46 100k 9/1/2012 81 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.52 10,000k 2/1/2008 80 Tyche Capital Advisors LLC TCA Energy Spreads 3.54 100k 8/1/2008 79 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 3.62 10,000k 4/1/2004 78 Kaiser Trading Group Kaiser Global Diversified Program - Class B 3.62 1,000k 3/1/1998 77 FORT LP Fort Global Diversified 3.72 2,000k 10/1/1993 76 Amplitude Capital International Limited Dynamic Strategy 3.73 6/1/2005 75 IMC Asset Management IMC Quantitative Indicator Fund (QIF) 3.75 100k 1/1/2012 74 Superfund Group Superfund Blue SPC Class A (Gold) 3.77 50k 12/1/2007 73 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.78 10,000k 8/1/2009 72 Quantica Capital AG Quantica Diversified FX 3.80 5,000k 3/1/2007 71 Endeavour Capital LLP Endeavour Pembroke 3.81 2,000k 7/1/2007 70 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.86 10,000k 8/1/2004 69 Auspice Capital Advisors Ltd Auspice Diversified Program 3.92 1,500k 4/1/2006 68 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.95 1k 10/1/2006 67 Red Rock Capital, LLC Systematic Global Macro 3.98 500k 9/1/2003 66 Winton Capital Management Diversified 4.00 50,000k 10/1/1997 65 Transtrend B.V. DTP – Enhanced Risk (USD) 4.08 10,000k 1/1/1995 64 Millburn Ridgefield Corporation Commodity Program 4.10 25,000k 3/1/2005 63 City Fund Management BH 4.13 500k 1/1/2010 62 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 4.20 100k 10/1/2011 61 Wimmer Horizon LLP Managed Account 4.22 5,000k 5/1/2005 60 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.36 10,000k 8/1/1999 59 HB Capital Management Inc. Diversified Program 4.41 50k 3/1/2008 58 Kelly Angle Inc. Genesis Program 4.44 2,000k 4/1/2000 57 Cauldron Investments, LLC Stock Index Plus 4.46 1,000k 10/1/2009 56 Mark J. Walsh Company Standard Program 4.48 2,000k 9/1/1985 55 Clarke Capital Management Worldwide 4.54 250k 1/1/1996 54 Double Helix Capital Management Double Helix 4.58 50k 1/1/2012 53 GLOBIVEST LLC Alpha Program 4.63 50k 4/1/2009 52 Huygens Capital LLC Navigator 4.64 1,000k 2/1/2012 51 Rotella Capital Management Rotella Polaris Program (Diversified) 4.70 10,000k 1/1/1991 50 Heyden & Steindl GmbH TOMAC2 4.87 5,000k 3/1/2003 49 Xplor Capital Management, LLC Global CTA Program 4.89 1,500k 7/1/2004 48 EMC Capital Advisors, LLC Classic 4.89 5,000k 1/1/1985 47 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.03 0k 11/1/1996 46 Vantage Capital Management VCM Growth Program 5.07 100k 1/1/2011 45 Liberty Funds Group, Inc Liberty Wealth Protection Fund 5.10 250k 10/1/2009 44 QCM Global Diversified Programme 5.12 500k 12/1/1995 43 QCM Alpha Financials Program 5.21 10,000k 6/1/2012 42 Diamond Capital Management Enhanced S&P Program 5.29 100k 10/1/2009 41 Superfund Group Superfund Green L.P. Series A 5.31 5k 10/1/2002 40 Welton Investment Partners Welton Global 5.31 10,000k 6/1/2004 39 Eckhardt Trading Company Evolution Strategies 5.37 20,000k 8/1/1991 38 Superfund Group Superfund Green Gold L.P. Series A-1 5.41 5k 4/1/2009 37 John Locke Investments Cyril Systematic Program 5.46 8,000k 7/1/2000 36 Liberty Funds Group, Inc Liberty Diversified Option Strategy 5.63 750k 1/1/2009 35 Hawksbill Capital Management Global Diversified 5.63 5,000k 11/1/1988 34 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 5.74 5,000k 11/1/2012 33 Rho Asset Management Rho Altius 1XL Program 5.90 5,000k 11/1/2007 32 Eckhardt Trading Company Evolution Strategies 1.2X 6.10 10,000k 10/1/1991 31 Clarke Capital Management Jupiter 6.11 3,000k 5/1/2005 30 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 6.14 50k 7/1/2011 29 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 6.16 1,000k 9/1/2009 28 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.21 1,000k 3/1/2003 27 Superfund Group Superfund Green Q-AG 6.42 2k 3/1/1996 26 QMS Capital Management LP QMS Diversified Global Macro Strategy 6.56 5,000k 6/1/2010 25 Superfund Group Superfund Green Gold A (SPC) 6.60 5k 10/1/2005 24 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 6.66 50,000k 4/1/1983 23 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 7.21 1k 6/1/2009 22 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 7.26 1,000k 10/1/2006 21 Drury Capital Diversified Trend-Following Program 7.37 5,000k 5/1/1997 20 Amplitude Capital International Limited Klassik Strategy 7.48 1,000k 9/1/2009 19 Eclipse Capital Management Global Monetary 7.93 5,000k 8/1/1990 18 Superfund Group Superfund Green Gold L.P. Series B-1 8.12 5k 4/1/2009 17 Superfund Group Superfund Green L.P. Series B 8.62 5k 10/1/2002 16 ISAM ISAM Systematic Trend Fund 9.06 1,000k 6/1/2001 15 Lynx Asset Management AB Lynx Program 9.14 75k 5/1/2000 14 Mulvaney Capital Management The Mulvaney Global Markets Fund 9.33 100k 5/1/1999 13 Superfund Group Superfund Green GCT USD 9.53 15k 1/1/2000 12 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.83 100k 11/1/1984 11 Superfund Group Superfund Green Gold B (SPC) 9.89 50k 10/1/2005 10 Angle Capital Management LLC AIP Program 10.11 100k 1/1/2010 9 Estlander & Partners Alpha Trend II - Class P 10.47 100k 12/1/2008 8 Ancile Capital Management Global Markets Program 10.97 2,000k 4/1/2005 7 Robinson-Langley Capital Management, LLC Managed Account Program 12.49 200k 1/1/2007 6 DUNN Capital Management D'Best Futures Fund, L.P. 12.72 100k 6/1/1994 5 Superfund Group Superfund Green Master 13.20 2,000k 5/1/2001 4 Superfund Group Superfund Green Gold C (SPC) 13.24 100k 10/1/2005 3 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 13.85 100k 7/1/2011 2 Keck Capital Management LLC The Keck Program 16.57 2,000k 12/1/2003 1 QQFund.com QQFund.com Alpha Beta Program 29.35 100k 9/1/2008 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.