IASG CTA Index For October 2011

Monthly Rankings

Rank CTA/Program Oct 2011 Min Inv Inception
313 Dendrich Ltd
QEP
-29.11 50k 12/1/2005
312 Superfund Group
Superfund Green Master
-21.46 2,000k 5/1/2001
311 Dreiss Research Corporation
Diversified Program
-21.43 1,000k 5/1/1991
310 Estlander & Partners
Alpha Trend II - Class P
-21.07 100k 12/1/2008
309 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-20.41 200k 11/1/1999
308 Clarke Capital Management
Worldwide
-19.12 250k 1/1/1996
307 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-18.89 250k 5/1/2011
306 Purple Valley Capital, Inc.
Diversified Trend 1
-17.52 100k 8/1/2008
305 Keck Capital Management LLC
The Keck Program
-17.52 2,000k 12/1/2003
304 Angle Capital Management LLC
AIP Program
-17.32 100k 1/1/2010
303 PRIM' Alternative Investment
PRIM Gold
-16.59 10k 11/1/2005
302 Superfund Group
Superfund Green Gold C (SPC)
-16.45 100k 10/1/2005
301 Clarke Capital Management
Millennium
-16.00 1,000k 1/1/1998
300 Heyden & Steindl GmbH
TOMAC2
-15.30 5,000k 3/1/2003
299 Parizek Capital
Futures Trading Program
-15.05 500k 4/1/2000
298 Clarke Capital Management
Jupiter
-14.47 3,000k 5/1/2005
297 Mulvaney Capital Management
The Mulvaney Global Markets Program
-14.14 100k 5/1/1999
296 Conquest Capital Group
Conquest Macro
-14.12 250k 5/1/1999
295 M.S. Capital Management
Global Diversified Program
-14.01 2,000k 11/1/1998
294 Kelly Angle Inc.
Genesis Program
-12.98 2,000k 4/1/2000
293 Hyman Beck and Company
Global Portfolio
-12.48 1,000k 3/1/1991
292 Rosetta Capital Management
Macro Program
-11.79 50k 1/1/2009
291 Superfund Group
Superfund Green L.P. Series B
-11.69 5k 10/1/2002
290 Conquest Capital Group
Conquest Select
-11.53 250k 6/1/2004
289 Paramount Capital Management LLC
Commodity Trading Program
-11.52 100k 7/1/2008
288 Superfund Group
Superfund Green Q-AG
-11.17 2k 3/1/1996
287 Altradis Capital AG
AlphAlgo
-11.10 100k 5/1/2007
286 Somers Brothers Capital
Diversified Futures Program #1
-10.97 100k 1/1/2005
285 Neural Capital Ltd
Sentinel Trading Program
-10.91 2,000k 1/1/2006
284 Superfund Group
Superfund Green Gold B (SPC)
-10.85 50k 10/1/2005
283 Southwest Managed Investments, LLC
Global Diversified
-10.73 200k 1/1/2002
282 Superfund Group
Superfund Green GCT USD
-10.70 15k 1/1/2000
281 Tactical Investment Management
Tactical Institutional Commodity Program
-10.52 10,000k 4/1/1993
280 Hawksbill Capital Management
Global Diversified
-10.39 5,000k 11/1/1988
279 Di Tomasso Group Inc.
Equilibrium Program
-10.21 5,000k 1/1/2002
278 Blackwater Capital Management
Global Program
-10.12 5,000k 7/1/2005
277 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-9.36 100k 8/1/2009
276 Lynx Asset Management AB
Lynx Program
-9.12 75k 5/1/2000
275 EMC Capital Advisors, LLC
Classic
-9.00 5,000k 1/1/1985
274 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.00 100k 11/1/1984
273 Drury Capital
Diversified Trend-Following Program
-8.98 5,000k 5/1/1997
272 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-8.92 0k 11/1/1996
271 ISAM
ISAM Systematic Trend Fund
-8.79 1,000k 6/1/2001
270 Eclipse Capital Management
Global Monetary
-8.54 5,000k 8/1/1990
269 Gladius Asset Management
Fulham Program
-8.48 2,000k 1/1/2008
268 Mark J. Walsh Company
Standard Program
-8.43 2,000k 9/1/1985
267 Ancile Capital Management
Global Markets Program
-8.30 2,000k 4/1/2005
266 Superfund Group
Superfund Green L.P. Series A
-7.83 5k 10/1/2002
265 Clarke Capital Management
FX Plus
-7.82 1,000k 5/1/2004
264 Clarke Capital Management
Global Basic
-7.71 50k 2/1/1996
263 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.70 100k 1/1/2005
262 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.46 100k 6/1/1994
261 John Locke Investments
Cyril Systematic Program
-7.31 8,000k 7/1/2000
260 Briarwood Capital Management, Inc.
Diversified 2XL
-7.10 250k 11/1/2004
259 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-7.07 5,000k 12/1/2010
258 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-6.82 1/1/1989
257 Estlander & Partners
Alpha Trend
-6.77 30,000k 10/1/1991
256 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.75 200k 1/1/2007
255 HiProb Trading Technology LLC
HiProb-I
-6.70 5,000k 7/1/2008
254 Estlander & Partners
Freedom
-6.69 20,000k 8/1/2010
253 Estlander & Partners
Global XL
-6.57 5,000k 8/1/1991
252 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-6.56 4,000k 2/1/2011
251 Beach Horizon LLP
Managed Account
-6.54 5,000k 5/1/2005
250 Rhicon Currency Management
Rhicon Systematic Currency Program
-6.33 3,000k 1/1/2004
249 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-6.21 1,000k 10/1/2006
248 Melissinos Trading
Eupatrid Program
-6.21 50k 1/1/2011
247 ALFAKRAFT
ALFA Commodity Fund
-6.06 16k 6/1/2010
246 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.02 250k 10/1/2009
245 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.83 5,000k 10/1/1996
244 Acorn Global Investments Inc.
Acorn Diversified Program
-5.80 10k 7/1/2005
243 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.74 250k 6/1/2001
242 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.63 5,000k 6/1/2001
241 IDS Capital
IDS F&F Systematic Trading
-5.52 50k 7/1/2013
240 Welton Investment Partners
Welton Global
-5.49 10,000k 6/1/2004
239 Clarke Capital Management
Global Magnum
-5.48 100k 8/1/1997
238 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-5.26 500k 4/1/2009
237 AllMountain Capital AG
Mount Denali Global Trends
-5.23 160k 7/1/2007
236 Superfund Group
Superfund Green Gold A (SPC)
-5.22 5k 10/1/2005
235 Futures Truth Company, FTC-CTA
200K Options Strategy
-5.19 200k 12/1/2009
234 IKOS
IKOS Futures Fund
-4.94 1,000k 2/1/2010
233 Quantum Leap Capital Management
Managed Account Program
-4.90 300k 8/1/2006
232 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-4.90 1k 10/1/2006
231 Molinero Capital Management LLP
Global Markets Program
-4.67 2,000k 7/1/2005
230 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-4.67 25k 1/1/2011
229 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.58 10,000k 10/1/1991
228 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.55 10,000k 1/1/1991
227 Spectrum Asset Management LLC
Global Diversified
-4.54 2,000k 1/1/2001
226 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-4.52 150k 1/1/2011
225 MERIT Alternative Investments GmbH
Futures Portfolio
-4.47 2,000k 6/1/1998
224 Covenant Capital Management
Aggressive Program
-4.47 3,000k 2/1/2004
223 Wavefront Global Asset Management
IMFC Global Investment Program
-4.29 2,000k 2/1/2007
222 Jaguar Investments Ltd
Vario Capital Strategy
-4.13 1,000k 5/1/2016
221 Bluenose Capital Management, LLC
BNC EI
-4.09 15k 7/1/2010
220 Manning & Napier
MN Xenon Managed Futures (2x) Program
-4.08 5,000k 6/1/2006
219 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-4.07 75k 6/1/2007
218 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.06 10,000k 3/1/2006
217 Rabar Market Research
Diversified Program
-4.01 2,000k 1/1/1989
216 HPX Financial LLC
HPX Old School Program
-3.98 200k 6/1/2006
215 Millburn Corporation
Multi-Markets Program
-3.96 25,000k 10/1/2004
214 IKOS
IKOS FX Fund
-3.95 1,000k 3/1/2008
213 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-3.94 5,000k 10/1/2007
212 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.93 1,500k 4/1/2006
211 Eckhardt Trading Company
Evolution Strategies
-3.92 20,000k 8/1/1991
210 Rivoli Fund Management
Rivoli International Fund (V9)
-3.87 5,000k 1/1/2002
209 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.76 5,000k 8/1/2000
208 Alder Capital DAC
Alder Global 20
-3.70 2,500k 2/1/2001
207 Abraham Trading Company
Diversified Program
-3.69 10,000k 1/1/1988
206 Seven Capital Management
Seven Absolute Return
-3.69 100k 6/1/2009
205 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-3.65 250k 3/1/2010
204 GLOBIVEST LLC
Alpha Program
-3.62 50k 4/1/2009
203 Tanyard Creek Capital
Livestock Program
-3.56 200k 6/1/2008
202 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.55 1,000k 9/1/1997
201 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.51 3,000k 7/1/2001
200 RAM Management Group
MRTP Aggressive
-3.48 1,000k 2/1/1998
199 Red Rock Capital, LLC
Systematic Global Macro
-3.46 500k 9/1/2003
198 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.39 100k 1/1/1999
197 Northfield Trading
Diversified
-3.39 2,000k 7/1/1989
196 ROW Asset Managment
Row Currency Program
-3.36 1,000k 11/1/2010
195 Futures Truth Company, FTC-CTA
MS4
-3.34 250k 10/1/2007
194 Estlander & Partners
Global Markets
-3.32 10,000k 8/1/1999
193 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.32 1,000k 3/1/1998
192 Bocken Trading LLC
Discretionary Trading Program
-3.32 100k 7/1/2011
191 Rho Asset Management
Rho Altius 1XL Program
-3.31 5,000k 11/1/2007
190 Tyche Capital Advisors LLC
TCA Energy Spreads
-3.23 100k 8/1/2008
189 Romanesco Capital Management B.V
Persistence Program
-3.22 5,000k 9/1/2005
188 Metolius Capital LLC
Metolius Diversified
-3.15 100k 6/1/2010
187 Quality Capital Management
Global Diversified Programme
-3.10 10,000k 12/1/1995
186 Superfund Group
Superfund Green Gold L.P. Series B-1
-3.00 5k 4/1/2009
185 Millburn Corporation
Diversified Program
-2.97 20,000k 2/1/1977
184 IKOS
The IKOS Hedge Fund
-2.96 10,000k 7/1/1998
183 Amplitude Capital International Limited
Dynamic Strategy
-2.91 6/1/2005
182 Shield Plus LLC
Shield Plus Natural Gas
-2.72 50k 1/1/2004
181 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.65 500k 1/1/2006
180 Winton Capital Management
Diversified
-2.59 50,000k 10/1/1997
179 Crescent Bay Capital Management
Premium Stock Index Program
-2.58 10k 10/1/2005
178 FORT LP
Fort Global Diversified
-2.54 2,000k 10/1/1993
177 Covenant Capital Management
Original Program
-2.49 5,000k 9/1/1999
176 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-2.47 1,000k 5/1/2010
175 Global AG LLC
Global Ag LLC
-2.38 1,000k 12/1/2008
174 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-2.35 1,500k 1/1/2009
173 Wavefront Global Asset Management
IMFC Global Concentrated
-2.30 500k 4/1/2009
172 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.28 10,000k 4/1/2004
171 Gables Capital Management, Inc.
GCM Global FX
-2.26 1,000k 1/1/2009
170 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.23 10,000k 8/1/2004
169 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-2.18 100k 2/1/2010
168 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.18 4,000k 11/1/2008
167 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.15 10,000k 8/1/1999
166 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.11 10,000k 1/1/1995
165 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.06 10,000k 1/1/2001
164 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-2.01 100k 7/1/2011
163 Wraith Capital LLP
Wraith Dynamic Futures Fund
-1.92 100k 1/1/2011
162 FCI Capital Management
TSFX1
-1.87 20k 11/1/2010
161 Robust Methods LLC
Macro Managed Account
-1.87 5,000k 1/1/2005
160 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.81 1,000k 9/1/2009
159 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-1.78 10,000k 2/1/2006
158 Crabel Capital Management
WPD Crabel Futures Program
-1.71 1,000k 7/1/2008
157 Alder Capital DAC
Alder Global 10
-1.70 2,500k 10/1/2000
156 Rabar Market Research
Short-Term Program
-1.64 2,000k 11/1/2009
155 Chesapeake Capital
Diversified (LV)
-1.61 100k 2/1/1988
154 Xplor Capital Management, LLC
Global CTA Program
-1.39 1,500k 7/1/2004
153 Kottke Associates
MV Program
-1.36 1,000k 8/1/2010
152 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.35 10,000k 2/1/1999
151 Millburn Corporation
Commodity Program
-1.34 25,000k 3/1/2005
150 Manning & Napier
MN Xenon Global Fixed Income Program
-1.33 2,000k 8/1/2004
149 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.30 1,000k 3/1/2003
148 Novus Investments, LLC
Novus Precious Commodities
-1.28 200k 1/1/2007
147 Emil van Essen
EvE Systematic Global Opportunities
-1.27 1,000k 9/1/2007
146 Quantica Capital AG
Quantica Managed Futures
-1.25 5,000k 1/1/2005
145 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.22 10,000k 8/1/2009
144 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.21 10,000k 8/1/2007
143 Claughton Capital
Auto-Reactive Positioning
-1.16 1,000k 10/1/2005
142 White Indian Trading Co.
SCS Program (Client)
-1.11 250k 2/1/2011
141 Range Wise
Investment Program
-1.11 250k 2/1/1991
140 Future Trade AG
Thales Swing Trading Programme
-1.08 250k 6/1/2007
139 Amplitude Capital International Limited
Klassik Strategy
-1.06 1,000k 9/1/2009
138 RAM Management Group
RAM MRTP 1X-Conservative
-1.06 1,000k 9/1/1993
137 Kottke Associates
Stockton Fundamental Ag
-1.03 500k 1/1/2006
136 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-0.97 10,000k 8/1/2009
135 Mobius Asset Management
Custom Trading Program
-0.76 100k 1/1/2002
134 Auctos Capital Management
Auctos Global Diversified
-0.75 3,000k 11/1/2007
133 Warrington Asset Management
Warrington Strategic Program
-0.55 50k 1/1/1997
132 C-View Limited
Currency Managed Account Program
-0.46 5,000k 10/1/1996
131 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.43 1,000k 1/1/1999
130 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
129 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.32 100k 5/1/1989
128 Coloma Capital Futures(r), LLC
ColoCap Commodities Partners, LP
-0.30 25k 8/1/2009
127 Blake Capital Management, Inc.
SRD Short Equities
-0.29 100k 1/1/2011
126 KMJ Investments
KMJ Investments
-0.26 1,000k 8/1/1994
125 Mondiale Asset Management
Mondiale Trading Program
-0.25 0k 9/1/1997
124 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.24 5k 4/1/2009
123 Mobius Asset Management
Energy Weighted Program
-0.23 250k 1/1/2005
122 Mobius Asset Management
Diversified Program
-0.20 250k 3/1/2004
121 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
-0.20 500k 8/1/2010
120 QQFund.com
Investment Program 1
-0.18 300k 9/1/2008
119 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.17 1,000k 1/1/2005
118 Zoi Capital, LLC
Telio Program (Client)
-0.14 200k 4/1/2010
117 Crabel Capital Management
Crabel Multi-Product
-0.14 1,000k 3/1/1998
116 Pinstripe Trading, LLC
Standard
-0.14 125k 8/1/2009
115 FRP CAPITAL LLC
FRP125+
-0.13 125k 1/1/2010
114 Pacific Capital Advisors
Vanguard Program
-0.11 100k 4/1/2007
113 Stenger Capital Management, LLC
Diversified Trading Program
-0.09 200k 4/1/2010
112 Parizek Capital
Currency Program
-0.08 1,000k 4/1/2006
111 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.08 500k 12/1/2003
110 Strategic Ag Trading
Chatham
-0.08 100k 1/1/2005
109 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-0.05 5,000k 5/1/2011
108 Saxon Investment Corporation
Aggressive Diversified Program
-0.03 2,000k 11/1/1993
107 Insignia Managed Capital
Epoch3
-0.03 20k 7/1/2009
101 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
102 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
103 Saxon Investment Corporation
Diversified Program
0.00 3,000k 9/1/1988
104 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
105 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
106 Ion Asset Architecture
Ion Volium Fund
0.00 0k 4/1/2011
100 Vantage Capital Management
VCM Growth Program
0.02 100k 1/1/2011
99 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
0.09 100k 5/1/2011
98 White Indian Trading Co.
STAIRS (Client)
0.14 250k 5/1/2009
97 Cypress Energy Capital Management, LP
Cypress Energy, LP
0.14 50k 7/1/2008
95 Cranwood Capital Management
Cranwood International Fund
0.17 250k 4/1/2008
96 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.17 250k 4/1/2008
94 HB Capital Management Inc.
Diversified Program
0.20 50k 3/1/2008
93 Systematic Alpha Management
Systematic Alpha Futures Program
0.20 100k 6/1/2004
92 Dominion Capital
Sapphire Program
0.25 3,000k 5/1/2005
91 Haar Capital Management
Discretionary Commodity Trading Program
0.28 250k 12/1/2005
90 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.40 50k 10/1/2007
89 Gap Partners LLC
Gap
0.45 250k 11/1/2009
88 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.45 100k 1/1/2000
87 Beryl Investment Group LLC
Nominal Discretionary System
0.47 50k 7/1/2007
86 OptHedge Advisors LLC
Diversified Options & Futures Program
0.62 250k 10/1/2008
85 Esulep LLC MAX
Esulep LLC MAX
0.66 500k 5/1/2008
84 QCAM Currency Asset Management AG
QCAM v-Pro
0.67 1,000k 7/1/2007
83 Tlaloc Capital LLC
Grains Program
0.71 500k 4/1/2010
82 Greenwave Capital Management
Greenwave Flagship
0.75 10,000k 6/1/2008
81 Quantis Asset Management
Ulysses Futures
0.75 1,000k 7/1/2009
80 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.78 10,000k 7/1/2008
79 Endeavour Capital LLP
Endeavour Pembroke
0.88 2,000k 7/1/2007
78 Rhicon Currency Management
Rhicon Strategic Program
0.90 500k 1/1/2004
77 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.95 750k 1/1/2009
76 Kottke Associates
Lark - Cattle Program
1.01 500k 2/1/2008
75 Witter & Lester, Inc.
Redstone
1.03 500k 9/1/1994
74 Emil van Essen
Spread Trading Program
1.14 5,000k 12/1/2006
73 Typhon Capital Management, LLC
Plutus Grain Strategy
1.18 250k 4/1/2008
72 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
1.20 10,000k 5/1/2009
71 LJM Partners
LJM Preservation & Growth Strategy
1.20 250k 5/1/2006
70 Revolution Capital Management
Alpha Program
1.44 5,000k 6/1/2007
69 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.45 10,000k 4/1/2003
68 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.49 5,000k 11/1/2012
67 Quantica Capital AG
Quantica Diversified FX
1.49 5,000k 3/1/2007
66 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.57 400k 1/1/1988
65 John Locke Investments
JL Commodity Long Flat Program
1.58 5,000k 12/1/2007
64 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
1.61 1,000k 1/1/2006
63 Global Sigma Group, LLC
Global Sigma Plus
1.65 3,000k 11/1/2009
62 Opus Futures LLC
Advance Ag Futures Trading Program
1.73 100k 3/1/2011
61 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.74 10,000k 2/1/2008
60 Ion Asset Architecture
Ion Fund Program
1.78 10,000k 11/1/2007
59 Ion Asset Architecture (Fund Program)
Ion Fund
1.78 100k 11/1/2007
58 Strategic Ag Trading
SAT HEARTLAND
1.91 100k 12/1/2008
57 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
2.05 500k 8/1/2012
56 Four Seasons Commodities Corp
Lone Star Program
2.13 300k 1/1/2005
55 Quantis Asset Management
Intraday Futures
2.13 250k 1/1/2010
54 Revolution Capital Management
Alpha Fund
2.17 50k 1/1/2005
53 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.22 5,000k 6/1/2010
52 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
2.23 250k 1/1/2009
51 Superfund Group
Superfund Blue SPC Class A (EUR)
2.32 50k 4/1/2005
50 LJM Partners
LJM Moderately Aggressive Strategy
2.36 500k 4/1/2003
49 Demeter Capital Management
Livestock & Grain Trading Program
2.42 50k 3/1/2010
48 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
2.49 100k 10/1/2010
47 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
2.68 5,000k 3/1/2009
46 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.81 1,000k 1/1/2006
45 GT CAPITAL CTA
GT CAPITAL CTA
2.85 150k 6/1/2009
44 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.93 200k 1/1/2007
43 Strategic Ag Trading
SAT GRAINS
2.94 100k 4/1/2002
42 Quantitative Investment Management
Quantitative Global Program
3.01 20,000k 10/1/2003
41 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.02 100k 10/1/2009
40 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
3.02 25,000k 3/1/2010
39 Four Seasons Commodities Corp
Hawkeye Spread Program
3.08 500k 3/1/2005
38 Bluenose Capital Management, LLC
BNC BI
3.09 30k 10/1/2008
37 Rosetta Capital Management
Rosetta Trading Program
3.27 100k 4/1/2000
36 M6 Capital Management LLC
Standard Program
3.29 300k 7/1/2005
35 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.31 100k 3/1/2003
34 Revolution Capital Management
Mosaic Institutional Program
3.38 25,000k 9/1/2009
33 Option Capital Advisory
OCA Premium
3.46 100k 5/1/2011
32 LJM Partners
LJM Aggressive Strategy
3.48 500k 7/1/1998
31 Quantis Asset Management
PFM Systematic
3.86 15k 5/1/2010
30 Soaring Pelican, LLC
Diversified S&P Program
3.91 100k 1/1/2011
29 Quantmetrics Capital Management LLP
Directional 10V Strategy
3.91 10,000k 1/1/2007
28 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.94 250k 10/1/2009
27 Protec Energy Partners LLC
ET1
4.07 500k 4/1/2010
26 Vergho Asset Management LLC
Kinematics
4.62 1,000k 11/1/2008
25 Superfund Group
Superfund Blue SPC Class A (Gold)
4.78 50k 12/1/2007
24 Red Oak Commodity Advisors
Investment Program
4.98 5,000k 12/1/1989
23 White Indian Trading Co.
STAIRS - Futures Program (Client)
5.13 250k 10/1/2008
22 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
5.47 50k 9/1/2009
21 Diamond Capital Management
Enhanced S&P Program
5.71 100k 10/1/2009
20 Non Correlated Capital
Positive Theta Program
5.84 250k 10/1/2007
19 White River Group
Diversified Option Writing Strategy
5.86 20k 11/1/2008
18 Cauldron Investments, LLC
Stock Index Plus
5.88 1,000k 10/1/2009
17 Diamond Peak Capital LLC
Northstar (2x) program
5.97 250k 10/1/2008
16 Paskewitz Asset Management LLC
Multi-strategy Futures Program
6.14 3,000k 5/1/2010
15 Non Correlated Capital
Positive Theta Fund
6.31 50k 10/1/2007
14 Adamah Capital LLC
Asset Allocator Program
6.40 50k 3/1/2011
13 Schindler Capital Management, LLC
Dairy Advantage Program
6.89 200k 8/1/2005
12 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
7.28 1,000k 5/1/2006
11 Ansbacher Investment Management
Market Neutral Put Skew Program
7.45 250k 1/1/1996
10 White River Group
Stock Index Option Writing Strategy
8.02 10k 11/1/2008
9 Revolution Capital Management
Mosaic Program
8.57 10,000k 10/1/2006
8 ITB Capital Advisors LLC
ITB Time Value Trading Program
8.94 5,000k 1/1/2009
7 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
9.22 25k 4/1/2010
6 Insignia Managed Capital
Medallion
9.67 50k 2/1/2009
5 Arcanum Asset Management
Equity Index Option Program (Prop)
9.67 500k 7/1/2006
4 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
12.13 3,000k 10/1/1992
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
18.23 2,000k 7/1/1992
2 Global Vista Advisors, LLC
Global Vista Options ("GVO")
19.53 50k 10/1/2010
1 TKC Investment Services
MAP
33.99 100k 7/1/2010

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.

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