Systematic Trader Index For January 2015 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 Jan 2015 Min Inv Inception 263 Martin Fund Management LLC Martin Fund One -9.56 500k 1/1/2013 262 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -8.13 100k 10/1/2010 261 GaveKal Investments S.A. GaveKal Dynamic Futures Fund -7.50 20k 2/1/2013 260 Daksh Asset Management Limited Visorr -7.18 60k 3/1/2013 259 Huygens Capital LLC Navigator -6.99 1,000k 2/1/2012 258 Amplitude Capital International Limited Dynamic Strategy -6.88 6/1/2005 257 Pacific Capital Advisors Vanguard Program -4.65 100k 4/1/2007 256 Abraham Investment Management Formula 72 H -4.25 150k 8/1/2012 255 Structured Markets Inc. Structured Markets Inc. -4.03 2,000k 8/1/2012 254 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -3.40 100k 10/1/2011 253 White Indian Trading Co. SCS Interest Rate Program (Client) -3.25 250k 8/1/2011 252 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.08 100k 1/1/2000 251 Pinstripe Trading, LLC Standard -3.01 125k 8/1/2009 250 Superfund Group Superfund Blue SPC Class A (EUR) -2.90 50k 4/1/2005 249 Pacific Capital Advisors Agilis Program -2.82 100k 12/1/2012 248 Non Correlated Capital Positive Theta Fund -2.78 50k 10/1/2007 247 Witter & Lester, Inc. Stock Index Futures Trading Program -2.74 400k 1/1/1988 246 HASAFUMA Börstjänaren Hedgehog -2.70 60k 5/1/2012 245 Non Correlated Capital Positive Theta Program -2.40 250k 10/1/2007 244 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.30 10,000k 4/1/2004 243 Diamond Capital Management Enhanced S&P Program -2.12 100k 10/1/2009 242 Adamah Capital LLC Asset Allocator Program -2.10 50k 3/1/2011 241 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -2.07 100k 7/1/2011 240 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.82 1,000k 9/1/2009 239 UNISystems Research Inc. ODINET -1.79 10k 12/1/2012 238 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.71 250k 10/1/2011 237 Matic Capital Allocation, LLC Matic Program -1.62 250k 1/1/2013 236 Quantica Capital AG Quantica Diversified FX -1.60 5,000k 3/1/2007 235 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.57 1,000k 1/1/2013 234 Futures Truth Company, FTC-CTA MS4 -1.56 250k 10/1/2007 233 Soaring Pelican, LLC Diversified S&P Program -1.46 100k 1/1/2011 232 Aquantum Aquantum Global Systematic UCITS Fund (I) -1.46 500k 3/1/2013 231 Bifrost Quest Capital LLC IndexQuest (Client) -1.42 500k 11/1/2011 230 Hoss Capital Management, LLC Hoss Agricultural Futures Program -1.33 100k 8/1/2011 229 Dominion Capital Sapphire Program -1.28 3,000k 5/1/2005 228 Cauldron Investments, LLC Stock Index Plus -1.22 1,000k 10/1/2009 227 ALFAKRAFT ALFA Rubicon Fund -0.95 16k 8/1/2011 226 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.94 100k 8/1/2009 225 Ritenour Investment Group, LLC RIG_ES_Client -0.83 25k 3/1/2013 224 Mobius Asset Management Diversified Program -0.77 250k 3/1/2004 223 Mobius Asset Management Energy Weighted Program -0.73 250k 1/1/2005 222 ALFAKRAFT ALFA Edge Fund -0.67 16k 12/1/2011 221 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.56 100k 3/1/2013 220 John Locke Investments JL Commodity Long Flat Program -0.55 5,000k 12/1/2007 219 Blake Capital Management, Inc. SRD Energies -0.41 100k 8/1/2011 218 Saxon Investment Corporation Aggressive Diversified Program -0.38 2,000k 11/1/1993 217 Deep Field Capital AG SINGULARITY Fund -0.22 100k 9/1/2011 216 Bluegrass Capital Management Cross Market Bias Model -0.20 3,000k 7/1/2014 215 Quantitative Investment Management Quantitative Global Program -0.18 20,000k 10/1/2003 214 Witter & Lester, Inc. Redstone -0.17 500k 9/1/1994 213 Saxon Investment Corporation Diversified Program -0.14 3,000k 9/1/1988 212 Blake Capital Management, Inc. SRD Short Equities -0.14 100k 1/1/2011 211 NuWave Investment Management, LLC NuWave Investment Partners LP -0.10 250k 6/1/2001 210 Jaguar Investments Ltd Vario Capital Strategy -0.06 1,000k 5/1/2016 209 Crabel Capital Management Crabel Multi-Product -0.05 1,000k 3/1/1998 208 Future Trade AG Thales Swing Trading Programme -0.01 250k 6/1/2007 207 EMC Capital Advisors, LLC Classic 0.00 5,000k 1/1/1985 206 Ion Asset Architecture Ion Fund Program 0.04 10,000k 11/1/2007 205 Ion Asset Architecture (Fund Program) Ion Fund 0.04 100k 11/1/2007 204 Clarke Capital Management Global Magnum 0.06 100k 8/1/1997 203 3D S&P Program (Client) 0.10 100k 11/1/2010 202 NuWave Investment Management, LLC Combined Futures Portfolio 0.11 5,000k 6/1/2001 201 Blake Capital Management, Inc. SRD Currencies 0.16 100k 3/1/2013 200 Ion Asset Architecture Ion Nivium Fund 0.17 100k 5/1/2013 199 Millburn Ridgefield Corporation Commodity Program 0.18 25,000k 3/1/2005 198 Covenant Capital Management Original Program 0.21 5,000k 9/1/1999 197 Double Helix Capital Management Double Helix 0.22 50k 1/1/2012 196 Certeza Asset Management Macro Vega 0.24 1,000k 1/1/2012 195 QTS Capital Management, LLC FX Managed Account 0.34 100k 1/1/2011 194 Briarwood Capital Management, Inc. Diversified Trading Program 0.38 3,000k 7/1/2001 193 Mondiale Asset Management Mondiale Trading Program 0.46 0k 9/1/1997 192 Systematic Alpha Management Systematic Alpha Futures Program 0.50 100k 6/1/2004 191 Ion Asset Architecture Ion Volium Fund 0.55 0k 4/1/2011 190 Sandpiper Asset Management Sandpiper Global Macro Program 0.66 1,000k 8/1/2012 189 Amplitude Capital International Limited Klassik Strategy 0.76 1,000k 9/1/2009 188 Covenant Capital Management Aggressive Program 0.78 3,000k 2/1/2004 187 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.79 100k 1/1/2012 186 Quantmetrics Capital Management LLP Directional 10V Strategy 0.84 10,000k 1/1/2007 185 Turning Wheel Capital, Inc. Pure Alpha 0.95 10,000k 1/1/2012 184 Xplor Capital Management, LLC Global CTA Program 0.95 1,500k 7/1/2004 183 Romanesco Capital Management B.V Persistence Program 0.96 5,000k 9/1/2005 182 Typhon Capital Management, LLC Chiron Currency Program 0.98 250k 2/1/2008 181 HB Capital Management Inc. Diversified Program 0.99 50k 3/1/2008 180 Robust Methods LLC Macro Managed Account 0.99 5,000k 1/1/2005 179 Alpha Z Advisors LLC Managed Account Program 1.00 250k 11/1/2014 178 Revolution Capital Management Alpha Fund 1.04 50k 1/1/2005 177 3D Bull Program (Client) 1.05 10k 11/1/2010 176 Rabar Market Research Short-Term Program 1.07 2,000k 11/1/2009 175 QERI LLC QERI LLC Fundamental Commodity Strategy 1.09 2,000k 7/1/2012 174 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.11 5,000k 12/1/2010 173 Global Sigma Group, LLC AGSF 1.13 3,000k 4/1/2013 172 3D Intraday Program (Client) 1.15 100k 2/1/2012 171 Vivienne Investissement OUESSANT UCITS FUND (A) 1.16 100k 5/1/2012 170 Vantage Capital Management VCM Growth Program 1.17 100k 1/1/2011 169 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.22 250k 3/1/2010 168 Clarke Capital Management Global Basic 1.23 50k 2/1/1996 167 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.24 250k 10/1/2009 166 Quantmetrics Capital Management LLP Premier 12V Strategy 1.26 10,000k 4/1/2003 165 Revolution Capital Management Alpha Program 1.32 5,000k 6/1/2007 164 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 1.33 6/1/2012 163 Millburn Ridgefield Corporation Multi-Markets Program 1.42 25,000k 10/1/2004 162 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.42 1,000k 5/1/2006 161 Millburn Ridgefield Corporation Diversified Program 1.50 20,000k 2/1/1977 160 Esulep LLC MAX Esulep LLC MAX 1.64 500k 5/1/2008 159 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.74 100k 2/1/2010 158 Seven Capital Management Seven Absolute Return 1.87 100k 6/1/2009 157 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.87 3,000k 5/1/2010 156 1OAK Capital Limited ACORN Commodity 1.89 5,000k 5/1/2012 155 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 2.06 10,000k 2/1/2008 154 Mobius Asset Management Custom Trading Program 2.10 100k 1/1/2002 153 TMS Capital Limited Arktos Global Currency Program II 2.27 100k 2/1/2008 152 Drury Capital Diversified Trend-Following Program 2.31 5,000k 5/1/1997 151 Emil van Essen Spread Trading Program 2.34 5,000k 12/1/2006 150 MERIT Alternative Investments GmbH Futures Portfolio 2.36 2,000k 6/1/1998 149 ROW Asset Managment Row Currency Program 2.42 1,000k 11/1/2010 148 Claughton Capital ARP Institutional Program 2.43 1,000k 10/1/2005 147 Transtrend B.V. DTP – Standard Risk (EUR) 2.46 10,000k 2/1/1999 146 HASAFUMA FX Momentum 2.53 20k 7/1/2012 145 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.54 250k 5/1/2011 144 FORT LP Fort Global Contrarian 2.64 2,000k 10/1/2002 143 IKOS IKOS Futures Fund 2.79 1,000k 2/1/2010 142 Kaiser Trading Group Kaiser Global Diversified Program - Class B 2.86 1,000k 3/1/1998 141 IStar Capital B.V. IStar Systematic Fund 2.90 1,000k 9/1/2011 140 Rabar Market Research Diversified Program 2.91 2,000k 1/1/1989 139 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 2.98 4,000k 11/1/2008 138 Diversified Capital Management Diversified Strategies Investment Fund 2.98 100k 11/1/2012 137 Superfund Group Superfund Green L.P. Series A 3.02 5k 10/1/2002 136 Zoi Capital, LLC Telio Program (Client) 3.03 200k 4/1/2010 135 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund 3.04 25k 4/1/1991 134 Estlander & Partners Global Markets 3.10 10,000k 8/1/1999 133 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 3.10 10,000k 1/1/2001 132 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.12 10,000k 8/1/2009 131 Tianyou Asset Management, LLC Tianyou Fund LP 3.16 100k 10/1/2012 130 Vision Capital Management Global Futures 3.20 500k 2/1/2012 129 Chesapeake Capital Diversified (LV) 3.21 100k 2/1/1988 128 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.39 10k 7/1/2005 127 Wimmer Horizon LLP Managed Account 3.40 5,000k 5/1/2005 126 Quantica Capital AG Quantica Managed Futures 3.40 5,000k 1/1/2005 125 Manning & Napier MN Xenon Global Fixed Income Program 3.40 2,000k 8/1/2004 124 White Indian Trading Co. SCS Program (Client) 3.62 250k 2/1/2011 123 Superfund Group Superfund Red USD SICAV 3.63 10k 3/1/2013 122 Somers Brothers Capital Diversified Futures Program #1 3.64 100k 1/1/2005 121 Crescent Bay Capital Management Premium Stock Index Program 3.68 10k 10/1/2005 120 Trigon Investment Advisors, LLC Foreign Exchange Program 3.71 5,000k 8/1/2000 119 Superfund Group Superfund Red EUR SICAV 3.74 10k 3/1/2013 118 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.75 10,000k 8/1/2004 117 Alder Capital DAC Alder Global 20 3.90 250k 2/1/2001 116 White Indian Trading Co. STAIRS (Client) 3.97 250k 5/1/2009 115 Eagle Trading Systems Inc. Eagle Quantitative Macro 4.04 10,000k 10/1/2006 114 Transtrend B.V. DTP – Enhanced Risk (USD) 4.10 10,000k 1/1/1995 113 Emil van Essen Long-Short Commodity Program 4.17 1,000k 6/1/2013 112 Strategic Capital Advisors LLC Contrarian 500 4.24 500k 12/1/2003 111 Mehnert Capital Management, LLC DTP (Client) 4.26 1,000k 3/1/2012 110 ROW Asset Managment Row Diversified Fund, L.P. 4.32 1,000k 11/1/2011 109 Revolution Capital Management Mosaic Institutional Program 4.37 25,000k 9/1/2009 108 Gladius Asset Management Fulham Program 4.47 2,000k 1/1/2008 107 Clarke Capital Management FX Plus 4.48 1,000k 5/1/2004 106 Superfund Group Superfund Green Q-AG 4.52 2k 3/1/1996 105 Auspice Capital Advisors Ltd Auspice Diversified Program 4.68 1,500k 4/1/2006 104 EMC Capital Advisors, LLC EMC Alpha Program 4.70 5,000k 6/1/2013 103 Eckhardt Trading Company Evolution Strategies 4.72 20,000k 8/1/1991 102 IDS Capital IDS F&F Systematic Trading 4.85 50k 7/1/2013 101 FORT LP Fort Global Diversified 4.86 2,000k 10/1/1993 100 Rotella Capital Management Rotella Orion (Short-Term) Program 4.92 10,000k 3/1/2006 99 Abraham Trading Company Diversified Program 4.95 10,000k 1/1/1988 98 M.S. Capital Management Global Diversified Program 4.95 2,000k 11/1/1998 97 Qbasis Invest Futures Fund B 4.95 100k 3/1/2009 96 Emil van Essen EvE Systematic Global Opportunities 5.00 1,000k 9/1/2007 95 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.01 10,000k 8/1/1999 94 Endeavour Capital LLP Endeavour Pembroke 5.01 2,000k 7/1/2007 93 Qbasis Invest Futures Fund A 5.10 100k 4/1/2008 92 City Fund Management BH 5.16 500k 1/1/2010 91 Sona Trading Strategies LLC. Diversified Program 5.20 1,000k 9/1/2006 90 Auctos Capital Management Auctos Global Diversified 5.21 3,000k 11/1/2007 89 Hyman Beck and Company Global Portfolio 5.30 1,000k 3/1/1991 88 Dendrich Ltd QEP 5.32 50k 12/1/2005 87 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 5.35 50,000k 4/1/1983 86 Eckhardt Trading Company Evolution Strategies 1.2X 5.52 10,000k 10/1/1991 85 GIC Trading LLC Global Diversified Trading Program 5.57 500k 11/1/1998 84 IKOS IKOS FX Fund 5.62 1,000k 3/1/2008 83 Neural Capital Ltd Sentinel Trading Program 5.65 2,000k 1/1/2006 82 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 5.72 1,000k 10/1/2006 81 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 5.76 5,000k 1/1/2005 80 Superfund Group Superfund Green L.P. Series B 5.76 5k 10/1/2002 79 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 5.82 10,000k 8/1/2009 78 Heyden & Steindl GmbH TOMAC2 5.90 5,000k 3/1/2003 77 Urban Tree Capital, LLC UTC Plus (Client) 5.93 100k 3/1/2013 76 Clarke Capital Management Worldwide 5.98 250k 1/1/1996 75 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.98 200k 11/1/1999 74 Camkay Capital Management LLC Stock Indices Short-Term 6.01 100k 3/1/2012 73 Garraway Capital Management LLP Garraway Financial Trends 6.04 100k 9/1/2012 72 Crabel Capital Management WPD Crabel Futures Program 6.15 1,000k 7/1/2008 71 Superfund Group Superfund Green GCT USD 6.18 15k 1/1/2000 70 Estlander & Partners Global XL 6.28 5,000k 8/1/1991 69 RAM Management Group RAM MRTP 1X-Conservative 6.33 1,000k 9/1/1993 68 Estlander & Partners Freedom 6.45 20,000k 8/1/2010 67 John Locke Investments Cyril Systematic Program 6.60 8,000k 7/1/2000 66 Ancile Capital Management Global Markets Program 6.82 2,000k 4/1/2005 65 Estlander & Partners Alpha Trend 6.83 30,000k 10/1/1991 64 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.93 100k 5/1/1999 63 Conquest Capital Group Conquest Select 6.97 250k 6/1/2004 62 Rotella Capital Management Rotella Polaris Program (Diversified) 6.99 10,000k 1/1/1991 61 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 7.08 25,000k 3/1/2010 60 SEB Asset Management SEB Asset Selection Fund C (EUR) 7.23 1k 10/1/2006 59 Candriam Investor Group Alternative Return Systemat 7.44 125k 1/1/2007 58 Welton Investment Partners Welton Global 7.56 10,000k 6/1/2004 57 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.56 1,000k 3/1/2003 56 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.67 100k 1/1/2005 55 Parizek Capital Futures Trading Program 7.68 500k 4/1/2000 54 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 7.88 1,000k 9/1/1997 53 Angle Capital Management LLC AIP Program 7.89 100k 1/1/2010 52 Eclipse Capital Management Global Monetary 7.92 5,000k 8/1/1990 51 Red Rock Capital, LLC Systematic Global Macro 7.94 500k 9/1/2003 50 Southwest Managed Investments, LLC Global Diversified 8.08 200k 1/1/2002 49 Keck Capital Management LLC The Keck Program 8.14 2,000k 12/1/2003 48 Metolius Capital LLC Metolius Diversified 8.33 100k 6/1/2010 47 Mark J. Walsh Company Standard Program 8.33 2,000k 9/1/1985 46 Manning & Napier MN Xenon Managed Futures (2x) Program 8.35 5,000k 6/1/2006 45 ALFAKRAFT ALFA Commodity Fund 8.38 16k 6/1/2010 44 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.52 100k 11/1/1984 43 Ring Capital Management LLC S&P E-Mini Select 8.52 100k 1/1/2012 42 Manning & Napier MN Xenon Global Fixed Income (2x) Program 8.68 1,000k 5/1/2010 41 JKI-Futures, LLC ETIRON Large 2x (Client) 8.69 1,000k 8/1/2012 40 Clarke Capital Management Millennium 8.71 1,000k 1/1/1998 39 Superfund Group Superfund Green Master 8.85 2,000k 5/1/2001 38 Melissinos Trading Eupatrid Global Trends 8.88 50k 1/1/2011 37 QMS Capital Management LP QMS Diversified Global Macro Strategy 9.26 5,000k 6/1/2010 36 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 9.32 4,000k 2/1/2011 35 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 9.34 0k 11/1/1996 34 Tactical Investment Management Tactical Institutional Commodity Program 9.53 10,000k 4/1/1993 33 Wavefront Global Asset Management IMFC Global Concentrated 10.18 500k 4/1/2009 32 Robinson-Langley Capital Management, LLC Managed Account Program 10.35 200k 1/1/2007 31 AI1 CTA Euro Invest AI1 CTA Euro Invest 10.62 125k 5/1/2010 30 Kelly Angle Inc. Genesis Program 10.73 2,000k 4/1/2000 29 Hawksbill Capital Management Global Diversified 11.03 5,000k 11/1/1988 28 Eagle Trading Systems Inc. Eagle Global Financials 11.14 10,000k 1/1/1996 27 dormouse Limited dormouse - Managed Account 11.26 10,000k 7/1/2011 26 Revolution Capital Management Mosaic Program 11.27 10,000k 10/1/2006 25 Molinero Capital Management LLP Global Markets Program 11.46 2,000k 7/1/2005 24 Superfund Group Superfund Green Gold A (SPC) 11.64 5k 10/1/2005 23 Dreiss Research Corporation Diversified Program 11.90 1,000k 5/1/1991 22 Alee Capital Management, LLC Mistral Program 11.99 2,500k 1/1/1999 21 QCM Alpha Financials Program 12.12 10,000k 6/1/2012 20 Clarke Capital Management Jupiter 12.15 3,000k 5/1/2005 19 Alee Capital Management, LLC Poniente Program 12.34 2,500k 1/1/1999 18 Wavefront Global Asset Management IMFC Global Investment Program 13.11 2,000k 2/1/2007 17 Superfund Group Superfund Blue SPC Class A (Gold) 13.31 50k 12/1/2007 16 Conquest Capital Group Conquest Macro 13.40 250k 5/1/1999 15 QCM Global Diversified Programme 13.51 500k 12/1/1995 14 DUNN Capital Management D'Best Futures Fund, L.P. 13.77 100k 6/1/1994 13 Superfund Group Superfund Green Gold B (SPC) 13.84 50k 10/1/2005 12 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 14.07 1k 6/1/2009 11 White Indian Trading Co. STAIRS - Futures Program (Client) 14.41 250k 10/1/2008 10 ISAM ISAM Systematic Trend Fund 14.50 1,000k 6/1/2001 9 Index Mechanics BV Index Investments Program 15.33 1,000k 1/1/2016 8 Superfund Group Superfund Green Gold C (SPC) 15.80 100k 10/1/2005 7 QQFund.com QQFund.com Alpha Beta Program 17.01 100k 9/1/2008 6 RAM Management Group MRTP Aggressive 18.57 1,000k 2/1/1998 5 Purple Valley Capital, Inc. Diversified Trend 1 19.39 100k 8/1/2008 4 Estlander & Partners Alpha Trend II - Class P 22.92 100k 12/1/2008 3 Kinkopf Capital Management KCM S&P (Proprietary) 23.80 100k 1/1/1999 2 Golden Point Capital Global Diversified 24.51 250k 7/1/2012 1 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 37.96 50k 7/1/2011 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.