Discretionary Trader Index Need help with terms? CTA/Program Past 12 Months Jan YTD CAROR WDD AUM Min Inv Inception AG Capital Investments, LLC Discretionary Global Macro Program 13.97 13.97 22.04 25.27 $14.6M 200k 10/1/2014 Ansbacher Investment Management Market Neutral Put Skew Program 11.27 11.27 9.21 41.88 $15.0M 250k 1/1/1996 Goldman Management, Inc Stock Index Futures 7.28 7.28 8.75 11.26 $101.0M 450k 1/1/2012 Doherty Advisors LLC Orion 6.32 6.32 9.04 10.77 $5.0M 1,000k 6/1/2015 GT CAPITAL CTA GT CAPITAL CTA 4.65 4.65 -1.18 43.14 $161k 150k 6/1/2009 Bluenose Capital Management, LLC BNC BI 4.58 4.58 5.52 36.12 $937k 30k 10/1/2008 Bluenose Capital Management, LLC BNC CL 4.40 4.40 -2.84 35.53 $122k 15k 12/1/2013 White River Group Stock Index Option Writing Strategy 4.37 4.37 9.95 18.73 $21.0M 10k 11/1/2008 Bluenose Capital Management, LLC BNC EI 3.32 3.32 1.03 33.29 $614k 15k 7/1/2010 Davis Commodities, LLC Davis Trading Program -5.42 29.72 $16.8M 250k 1/1/2016 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.