Discretionary Trader Index Need help with terms? CTA/Program Past 12 Months Sep YTD CAROR WDD AUM Min Inv Inception M&R Capital, LLC Livestock Trading Program 6.48 -3.00 12.09 23.38 $45.0M 100k 1/1/2015 Schindler Capital Management, LLC Dairy Advantage Program 5.06 9.66 29.87 41.49 $3.1M 200k 8/1/2005 Davis Commodities, LLC Davis Trading Program 3.15 -3.19 -5.19 29.72 $13.5M 250k 1/1/2016 Rosetta Capital Management Macro Program 2.93 9.51 4.44 47.81 $810k 50k 1/1/2009 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 2.77 -0.35 11.77 15.96 $2.5M 200k 2/1/2016 O'Brien Investment Group O'Brien Investment Group Discretionary Global Macro Futures Program 2.64 2.50 3.25 12.15 $15.6M 2,000k 6/1/2017 GammaQ Breckhurst Commodity Fund 2.25 14.18 12.98 25.92 $63.0M 1,000k 10/1/2006 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 2.01 1.58 -0.10 22.36 $1.2M 100k 11/1/2013 Doherty Advisors LLC Orion 1.74 16.07 9.80 10.77 $5.0M 1,000k 6/1/2015 Typhon Capital Management, LLC Leonidas Macro Fund 9.26 -4.20 20.63 $1.4M 100k 4/1/2017 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.