Discretionary Trader Index Need help with terms? CTA/Program Past 12 Months Mar YTD CAROR WDD AUM Min Inv Inception RCMA Capital LLP Merchant Commodity Fund 15.60 6.09 13.19 36.75 $137.0M 1,000k 6/1/2004 Red Oak Commodity Advisors Investment Program 8.70 -2.91 10.19 56.23 $8.5M 5,000k 12/1/1989 AG Capital Investments, LLC Discretionary Global Macro Program 8.38 21.66 22.92 25.27 $15.5M 200k 10/1/2014 Demeter Capital Management Livestock & Grain Trading Program 6.58 1.86 9.70 20.92 $20.3M 50k 3/1/2010 Bensboro Advisors, LLC Seasonal Spread Trading Program 5.69 11.44 3.82 19.32 $2.7M 1,000k 1/1/2015 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 4.36 -2.15 13.10 15.96 $3.4M 200k 2/1/2016 Gregory P Asset Management LLC Alternative Multi Strategy 3.84 1.05 9.93 22.65 $513k 500k 11/1/2012 Blackheath Fund Management Inc. Blackheath Tactical FI Strategy 1.48 3.19 14.76 12.86 $6.6M 50k 10/1/2011 Tianyou Asset Management, LLC Tianyou Fund LP 1.26 3.84 23.20 25.46 $111.7M 100k 10/1/2012 Blake Capital Management, Inc. SRD Currencies -0.28 -0.72 4.50 $194k 100k 3/1/2013 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.