IASG CTA Index For June 2011

Monthly Rankings

Rank CTA/Program Jun 2011 Min Inv Inception
311 TKC Investment Services
MAP
-41.72 100k 7/1/2010
310 Paramount Capital Management LLC
Commodity Trading Program
-32.42 100k 7/1/2008
309 Opus Futures LLC
Advance Ag Futures Trading Program
-31.28 100k 3/1/2011
308 White Indian Trading Co.
STAIRS - Futures Program (Client)
-18.00 250k 10/1/2008
307 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.59 100k 11/1/1984
306 Purple Valley Capital, Inc.
Diversified Trend 1
-12.17 100k 8/1/2008
305 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-11.65 2,000k 7/1/1992
304 M.S. Capital Management
Global Diversified Program
-10.08 2,000k 11/1/1998
303 Parizek Capital
Futures Trading Program
-9.13 500k 4/1/2000
302 White Indian Trading Co.
STAIRS (Client)
-8.99 250k 5/1/2009
301 Strategic Ag Trading
Chatham
-8.78 100k 1/1/2005
300 Chesapeake Capital
Diversified (LV)
-8.15 100k 2/1/1988
299 Schindler Capital Management, LLC
Dairy Advantage Program
-7.88 200k 8/1/2005
298 Futures Truth Company, FTC-CTA
200K Options Strategy
-7.82 200k 12/1/2009
297 Dreiss Research Corporation
Diversified Program
-7.63 1,000k 5/1/1991
296 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.61 3,000k 10/1/1992
295 Tactical Investment Management
Tactical Institutional Commodity Program
-7.43 10,000k 4/1/1993
294 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.41 100k 5/1/1999
293 Global AG LLC
Global Ag LLC
-7.05 1,000k 12/1/2008
292 Kinkopf Capital Management
KCM S&P (Proprietary)
-7.04 100k 1/1/1999
291 Acorn Global Investments Inc.
Acorn Diversified Program
-7.01 10k 7/1/2005
290 Drury Capital
Diversified Trend-Following Program
-7.00 5,000k 5/1/1997
289 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-6.91 5,000k 10/1/2007
288 Clarke Capital Management
Millennium
-6.83 1,000k 1/1/1998
287 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.81 0k 11/1/1996
286 Alder Capital DAC
Alder Global 20
-6.80 2,500k 2/1/2001
285 Altradis Capital AG
AlphAlgo
-6.63 100k 5/1/2007
284 Superfund Group
Superfund Green Gold C (SPC)
-6.48 100k 10/1/2005
283 Alee Capital Management, LLC
Mistral Program
-6.32 2,500k 1/1/1999
282 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.04 10,000k 10/1/1991
281 Rabar Market Research
Diversified Program
-5.86 2,000k 1/1/1989
280 Estlander & Partners
Global XL
-5.78 5,000k 8/1/1991
279 Kottke Associates
Stockton Fundamental Ag
-5.63 500k 1/1/2006
278 Rosetta Capital Management
Macro Program
-5.51 50k 1/1/2009
277 Superfund Group
Superfund Green Gold B (SPC)
-5.50 50k 10/1/2005
276 Abraham Trading Company
Diversified Program
-5.49 10,000k 1/1/1988
275 Alee Capital Management, LLC
Poniente Program
-5.44 2,500k 1/1/1999
274 Clarke Capital Management
Jupiter
-5.44 3,000k 5/1/2005
273 Millburn Corporation
Commodity Program
-5.43 25,000k 3/1/2005
272 Novus Investments, LLC
Novus Precious Commodities
-5.33 200k 1/1/2007
271 EMC Capital Advisors, LLC
Classic
-5.30 5,000k 1/1/1985
270 Rabar Market Research
Short-Term Program
-5.26 2,000k 11/1/2009
269 Millburn Corporation
Multi-Markets Program
-5.13 25,000k 10/1/2004
268 Systematic Alpha Management
Systematic Alpha Futures Program
-5.13 100k 6/1/2004
267 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.05 5,000k 10/1/1996
266 Eckhardt Trading Company
Evolution Strategies
-5.00 20,000k 8/1/1991
265 Clarke Capital Management
FX Plus
-4.95 1,000k 5/1/2004
264 Hyman Beck and Company
Global Portfolio
-4.92 1,000k 3/1/1991
263 ISAM
ISAM Systematic Trend Fund
-4.80 1,000k 6/1/2001
262 Jaguar Investments Ltd
Vario Capital Strategy
-4.78 1,000k 5/1/2016
261 QQFund.com
Investment Program 1
-4.53 300k 9/1/2008
260 Superfund Group
Superfund Green Gold A (SPC)
-4.53 5k 10/1/2005
259 Blackwater Capital Management
Global Program
-4.47 5,000k 7/1/2005
258 Millburn Corporation
Diversified Program
-4.22 20,000k 2/1/1977
257 Conquest Capital Group
Conquest Select
-4.11 250k 6/1/2004
256 Lynx Asset Management AB
Lynx Program
-4.10 75k 5/1/2000
255 Rho Asset Management
Rho Altius 1XL Program
-4.07 5,000k 11/1/2007
254 Rosetta Capital Management
Rosetta Trading Program
-4.05 100k 4/1/2000
253 Beach Horizon LLP
Managed Account
-4.03 5,000k 5/1/2005
252 Quality Capital Management
Global Diversified Programme
-3.98 10,000k 12/1/1995
251 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.91 100k 1/1/2005
250 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.86 200k 1/1/2007
249 Demeter Capital Management
Livestock & Grain Trading Program
-3.81 50k 3/1/2010
248 Superfund Group
Superfund Green Master
-3.75 2,000k 5/1/2001
247 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.75 1,000k 3/1/2003
246 Eclipse Capital Management
Global Monetary
-3.73 5,000k 8/1/1990
245 Kelly Angle Inc.
Genesis Program
-3.72 2,000k 4/1/2000
244 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.67 200k 11/1/1999
243 Mobius Asset Management
Custom Trading Program
-3.65 100k 1/1/2002
242 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.64 100k 1/1/2000
241 Conquest Capital Group
Conquest Macro
-3.62 250k 5/1/1999
240 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-3.57 75k 6/1/2007
239 FRP CAPITAL LLC
FRP125+
-3.57 125k 1/1/2010
238 Shield Plus LLC
Shield Plus Natural Gas
-3.52 50k 1/1/2004
237 Southwest Managed Investments, LLC
Global Diversified
-3.38 200k 1/1/2002
236 Rivoli Fund Management
Rivoli International Fund (V9)
-3.34 5,000k 1/1/2002
235 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.31 50k 12/1/2007
234 Alder Capital DAC
Alder Global 10
-3.30 2,500k 10/1/2000
233 Rhicon Currency Management
Rhicon Systematic Currency Program
-3.28 3,000k 1/1/2004
232 Superfund Group
Superfund Green GCT USD
-3.27 15k 1/1/2000
231 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.26 5,000k 11/1/2012
230 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.20 10,000k 1/1/1991
229 John Locke Investments
Cyril Systematic Program
-3.19 8,000k 7/1/2000
228 ALFAKRAFT
ALFA Commodity Fund
-3.19 16k 6/1/2010
227 Range Wise
Investment Program
-3.18 250k 2/1/1991
226 Estlander & Partners
Alpha Trend II - Class P
-3.17 100k 12/1/2008
225 Quantis Asset Management
PFM Systematic
-3.16 15k 5/1/2010
224 Molinero Capital Management LLP
Global Markets Program
-3.09 2,000k 7/1/2005
223 Quantica Capital AG
Quantica Managed Futures
-3.07 5,000k 1/1/2005
222 Zoi Capital, LLC
Telio Program (Client)
-3.07 200k 4/1/2010
221 White River Group
Stock Index Option Writing Strategy
-3.06 10k 11/1/2008
220 Angle Capital Management LLC
AIP Program
-3.06 100k 1/1/2010
219 Superfund Group
Superfund Green Gold L.P. Series A-1
-3.04 5k 4/1/2009
218 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.01 250k 10/1/2009
217 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-2.93 100k 10/1/2009
216 Estlander & Partners
Global Markets
-2.91 10,000k 8/1/1999
215 Spectrum Asset Management LLC
Global Diversified
-2.86 2,000k 1/1/2001
214 Superfund Group
Superfund Green L.P. Series B
-2.79 5k 10/1/2002
213 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-2.78 500k 8/1/2012
212 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.77 100k 3/1/2003
211 Red Rock Capital, LLC
Systematic Global Macro
-2.70 500k 9/1/2003
210 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.66 10,000k 8/1/1999
209 Mark J. Walsh Company
Standard Program
-2.65 2,000k 9/1/1985
208 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-2.62 500k 4/1/2009
207 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.61 5,000k 6/1/2006
206 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.61 10,000k 8/1/2004
205 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.59 10,000k 1/1/1995
204 M6 Capital Management LLC
Standard Program
-2.55 300k 7/1/2005
203 Cauldron Investments, LLC
Stock Index Plus
-2.54 1,000k 10/1/2009
202 Diamond Capital Management
Enhanced S&P Program
-2.53 100k 10/1/2009
201 Covenant Capital Management
Aggressive Program
-2.52 3,000k 2/1/2004
200 Winton Capital Management
Diversified
-2.51 50,000k 10/1/1997
199 ROW Asset Managment
Row Currency Program
-2.50 1,000k 11/1/2010
198 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.50 3,000k 5/1/2010
197 Ancile Capital Management
Global Markets Program
-2.44 2,000k 4/1/2005
196 Estlander & Partners
Freedom
-2.42 20,000k 8/1/2010
195 Clarke Capital Management
Worldwide
-2.40 250k 1/1/1996
194 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.37 50k 10/1/2010
193 Xplor Capital Management, LLC
Global CTA Program
-2.36 1,500k 7/1/2004
192 Covenant Capital Management
Original Program
-2.33 5,000k 9/1/1999
191 Four Seasons Commodities Corp
Hawkeye Spread Program
-2.32 500k 3/1/2005
190 Wavefront Global Asset Management
IMFC Global Investment Program
-2.32 2,000k 2/1/2007
189 HiProb Trading Technology LLC
HiProb-I
-2.30 5,000k 7/1/2008
188 PRIM' Alternative Investment
PRIM Gold
-2.23 10k 11/1/2005
187 Mobius Asset Management
Energy Weighted Program
-2.22 250k 1/1/2005
186 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.18 100k 8/1/2009
185 Amplitude Capital International Limited
Klassik Strategy
-2.17 1,000k 9/1/2009
184 Superfund Group
Superfund Green Q-AG
-2.14 2k 3/1/1996
183 John Locke Investments
JL Commodity Long Flat Program
-2.11 5,000k 12/1/2007
182 Red Oak Commodity Advisors
Investment Program
-2.07 5,000k 12/1/1989
181 Somers Brothers Capital
Diversified Futures Program #1
-2.05 100k 1/1/2005
180 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.03 1/1/1989
179 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.02 10,000k 1/1/2001
178 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.01 10,000k 8/1/2009
177 Superfund Group
Superfund Green L.P. Series A
-2.01 5k 10/1/2002
176 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-2.00 5,000k 12/1/2010
175 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.98 5,000k 8/1/2000
174 Strategic Ag Trading
SAT GRAINS
-1.97 100k 4/1/2002
173 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.94 1,000k 9/1/2009
172 Quantum Leap Capital Management
Managed Account Program
-1.90 300k 8/1/2006
171 Crabel Capital Management
WPD Crabel Futures Program
-1.89 1,000k 7/1/2008
170 Northfield Trading
Diversified
-1.85 2,000k 7/1/1989
169 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.85 1,500k 4/1/2006
168 Hawksbill Capital Management
Global Diversified
-1.81 5,000k 11/1/1988
167 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.76 400k 1/1/1988
166 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.73 10,000k 2/1/1999
165 FORT LP
Fort Global Diversified
-1.72 2,000k 10/1/1993
164 MERIT Alternative Investments GmbH
Futures Portfolio
-1.72 2,000k 6/1/1998
163 IDS Capital
IDS F&F Systematic Trading
-1.70 50k 7/1/2013
162 Neural Capital Ltd
Sentinel Trading Program
-1.70 2,000k 1/1/2006
161 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-1.69 25,000k 3/1/2010
160 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.67 100k 6/1/1994
159 Gables Capital Management, Inc.
GCM Global FX
-1.66 1,000k 1/1/2009
158 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.60 5k 4/1/2009
157 Di Tomasso Group Inc.
Equilibrium Program
-1.60 5,000k 1/1/2002
156 Welton Investment Partners
Welton Global
-1.58 10,000k 6/1/2004
155 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.56 10,000k 4/1/2004
154 Strategic Ag Trading
SAT HEARTLAND
-1.54 100k 12/1/2008
153 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-1.51 500k 1/1/2006
152 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.49 250k 6/1/2001
151 Keck Capital Management LLC
The Keck Program
-1.48 2,000k 12/1/2003
150 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.48 1,500k 1/1/2009
149 Future Trade AG
Thales Swing Trading Programme
-1.47 250k 6/1/2007
148 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.46 5,000k 6/1/2001
147 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.46 10,000k 8/1/2007
146 Robust Methods LLC
Macro Managed Account
-1.44 5,000k 1/1/2005
145 IKOS
IKOS Futures Fund
-1.43 1,000k 2/1/2010
143 Cranwood Capital Management
Cranwood International Fund
-1.40 250k 4/1/2008
144 Cranwood Capital Management
Fixed Income Arbitrage Fund
-1.40 250k 4/1/2008
142 Ansbacher Investment Management
Market Neutral Put Skew Program
-1.39 250k 1/1/1996
141 Wavefront Global Asset Management
IMFC Global Concentrated
-1.38 500k 4/1/2009
140 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.35 1,000k 1/1/1999
139 Protec Energy Partners LLC
ET1
-1.34 500k 4/1/2010
138 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.33 1k 10/1/2006
137 Quantmetrics Capital Management LLP
Directional 10V Strategy
-1.33 10,000k 1/1/2007
136 Pacific Capital Advisors
Vanguard Program
-1.31 100k 4/1/2007
135 Auctos Capital Management
Auctos Global Diversified
-1.19 3,000k 11/1/2007
134 Saxon Investment Corporation
Aggressive Diversified Program
-1.18 2,000k 11/1/1993
133 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-1.16 750k 1/1/2009
132 White Indian Trading Co.
SCS Program (Client)
-1.14 250k 2/1/2011
131 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.14 100k 2/1/2010
130 Romanesco Capital Management B.V
Persistence Program
-0.98 5,000k 9/1/2005
129 Emil van Essen
EvE Systematic Global Opportunities
-0.97 1,000k 9/1/2007
128 Quantitative Investment Management
Quantitative Global Program
-0.90 20,000k 10/1/2003
127 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.87 250k 5/1/2011
126 Heyden & Steindl GmbH
TOMAC2
-0.84 5,000k 3/1/2003
125 Gladius Asset Management
Fulham Program
-0.83 2,000k 1/1/2008
124 Clarke Capital Management
Global Basic
-0.79 50k 2/1/1996
123 Estlander & Partners
Alpha Trend
-0.79 30,000k 10/1/1991
122 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.77 10,000k 3/1/2006
121 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.75 10,000k 2/1/2006
120 Seven Capital Management
Seven Absolute Return
-0.72 100k 6/1/2009
119 Briarwood Capital Management, Inc.
Diversified 2XL
-0.71 250k 11/1/2004
118 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.71 1,000k 5/1/2006
117 Kottke Associates
MV Program
-0.69 1,000k 8/1/2010
116 RAM Management Group
MRTP Aggressive
-0.69 1,000k 2/1/1998
115 Mobius Asset Management
Diversified Program
-0.68 250k 3/1/2004
114 Saxon Investment Corporation
Diversified Program
-0.67 3,000k 9/1/1988
113 Rhicon Currency Management
Rhicon Strategic Program
-0.66 500k 1/1/2004
112 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.63 100k 5/1/1989
111 Dominion Capital
Sapphire Program
-0.61 3,000k 5/1/2005
110 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.61 1,000k 1/1/2006
109 Tlaloc Capital LLC
Grains Program
-0.59 500k 4/1/2010
108 HB Capital Management Inc.
Diversified Program
-0.52 50k 3/1/2008
107 Amplitude Capital International Limited
Dynamic Strategy
-0.47 6/1/2005
106 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.35 1,000k 1/1/2005
105 C-View Limited
Currency Managed Account Program
-0.34 5,000k 10/1/1996
104 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.31 3,000k 7/1/2001
103 Parizek Capital
Currency Program
-0.24 1,000k 4/1/2006
102 RAM Management Group
RAM MRTP 1X-Conservative
-0.23 1,000k 9/1/1993
101 IKOS
The IKOS Hedge Fund
-0.22 10,000k 7/1/1998
100 QCAM Currency Asset Management AG
QCAM v-Pro
-0.21 1,000k 7/1/2007
99 Mondiale Asset Management
Mondiale Trading Program
-0.14 0k 9/1/1997
98 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.13 10,000k 2/1/2008
97 Metolius Capital LLC
Metolius Diversified
-0.10 100k 6/1/2010
96 FORT LP
Fort Global Contrarian
-0.10 2,000k 10/1/2002
95 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.07 50k 4/1/2005
94 AllMountain Capital AG
Mount Denali Global Trends
-0.07 160k 7/1/2007
93 Haar Capital Management
Discretionary Commodity Trading Program
-0.04 250k 12/1/2005
92 Greenwave Capital Management
Greenwave Flagship
-0.03 10,000k 6/1/2008
91 Quantis Asset Management
Ulysses Futures
-0.03 1,000k 7/1/2009
90 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.03 10,000k 7/1/2008
89 Revolution Capital Management
Alpha Fund
-0.03 50k 1/1/2005
88 KMJ Investments
KMJ Investments
-0.01 1,000k 8/1/1994
87 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
86 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.01 1,000k 1/1/2006
85 Ion Asset Architecture
Ion Volium Fund
0.02 0k 4/1/2011
84 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
0.02 200k 1/1/2007
83 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.05 1,000k 9/1/1997
82 Revolution Capital Management
Alpha Program
0.09 5,000k 6/1/2007
81 Witter & Lester, Inc.
Redstone
0.11 500k 9/1/1994
80 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.13 10,000k 8/1/2009
79 Four Seasons Commodities Corp
Lone Star Program
0.16 300k 1/1/2005
78 Gap Partners LLC
Gap
0.17 250k 11/1/2009
77 OptHedge Advisors LLC
Diversified Options & Futures Program
0.19 250k 10/1/2008
76 Clarke Capital Management
Global Magnum
0.21 100k 8/1/1997
75 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.22 10,000k 4/1/2003
74 Endeavour Capital LLP
Endeavour Pembroke
0.25 2,000k 7/1/2007
73 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.27 100k 10/1/2010
72 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.36 5,000k 5/1/2011
71 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.45 5,000k 6/1/2010
70 Quantica Capital AG
Quantica Diversified FX
0.51 5,000k 3/1/2007
69 Vantage Capital Management
VCM Growth Program
0.60 100k 1/1/2011
68 Diamond Peak Capital LLC
Northstar (2x) program
0.61 250k 10/1/2008
67 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.67 1,000k 3/1/1998
66 Coloma Capital Futures(r), LLC
ColoCap Commodities Partners, LP
0.70 25k 8/1/2009
65 Adamah Capital LLC
Asset Allocator Program
0.70 50k 3/1/2011
64 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
0.70 500k 8/1/2010
63 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
0.75 10,000k 5/1/2009
62 Crabel Capital Management
Crabel Multi-Product
0.75 1,000k 3/1/1998
61 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
0.77 100k 5/1/2011
60 Ion Asset Architecture
Ion Fund Program
0.80 10,000k 11/1/2007
59 Ion Asset Architecture (Fund Program)
Ion Fund
0.80 100k 11/1/2007
58 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
0.81 5,000k 3/1/2009
57 LJM Partners
LJM Preservation & Growth Strategy
0.83 250k 5/1/2006
56 Soaring Pelican, LLC
Diversified S&P Program
0.89 100k 1/1/2011
55 Blake Capital Management, Inc.
SRD Short Equities
0.89 100k 1/1/2011
54 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.92 4,000k 11/1/2008
53 Manning & Napier
MN Xenon Global Fixed Income Program
0.92 2,000k 8/1/2004
52 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.98 5,000k 1/1/2009
51 Beryl Investment Group LLC
Nominal Discretionary System
1.06 50k 7/1/2007
50 Kottke Associates
Lark - Cattle Program
1.11 500k 2/1/2008
49 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.12 250k 10/1/2009
48 LJM Partners
LJM Moderately Aggressive Strategy
1.16 500k 4/1/2003
47 Melissinos Trading
Eupatrid Program
1.17 50k 1/1/2011
46 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.21 250k 3/1/2010
45 Global Sigma Group, LLC
Global Sigma Plus
1.22 3,000k 11/1/2009
44 Crescent Bay Capital Management
Premium Stock Index Program
1.23 10k 10/1/2005
43 Pinstripe Trading, LLC
Standard
1.26 125k 8/1/2009
42 HPX Financial LLC
HPX Old School Program
1.28 200k 6/1/2006
41 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
1.43 1,000k 10/1/2006
40 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
1.59 1,000k 5/1/2010
39 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.62 500k 12/1/2003
38 Stenger Capital Management, LLC
Diversified Trading Program
1.64 200k 4/1/2010
37 LJM Partners
LJM Aggressive Strategy
1.66 500k 7/1/1998
36 GLOBIVEST LLC
Alpha Program
1.75 50k 4/1/2009
35 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.78 4,000k 2/1/2011
34 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
1.88 25k 4/1/2010
33 Tyche Capital Advisors LLC
TCA Energy Spreads
1.92 100k 8/1/2008
32 Claughton Capital
Auto-Reactive Positioning
1.95 1,000k 10/1/2005
31 Esulep LLC MAX
Esulep LLC MAX
1.96 500k 5/1/2008
30 Warrington Asset Management
Warrington Strategic Program
2.06 50k 1/1/1997
29 Vergho Asset Management LLC
Kinematics
2.18 1,000k 11/1/2008
28 GT CAPITAL CTA
GT CAPITAL CTA
2.39 150k 6/1/2009
27 Typhon Capital Management, LLC
Plutus Grain Strategy
2.66 250k 4/1/2008
26 Emil van Essen
Spread Trading Program
2.69 5,000k 12/1/2006
25 Non Correlated Capital
Positive Theta Program
2.86 250k 10/1/2007
24 Bluenose Capital Management, LLC
BNC EI
2.93 15k 7/1/2010
23 Non Correlated Capital
Positive Theta Fund
3.09 50k 10/1/2007
22 Futures Truth Company, FTC-CTA
MS4
3.15 250k 10/1/2007
21 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.29 100k 1/1/2011
20 IKOS
IKOS FX Fund
3.36 1,000k 3/1/2008
19 Bluenose Capital Management, LLC
BNC BI
3.45 30k 10/1/2008
18 Arcanum Asset Management
Equity Index Option Program (Prop)
3.67 500k 7/1/2006
17 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.71 50k 9/1/2009
16 Dendrich Ltd
QEP
3.75 50k 12/1/2005
15 Revolution Capital Management
Mosaic Institutional Program
4.54 25,000k 9/1/2009
14 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
5.23 250k 1/1/2009
13 FCI Capital Management
TSFX1
5.43 20k 11/1/2010
12 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
5.46 50k 10/1/2007
11 Tanyard Creek Capital
Livestock Program
5.50 200k 6/1/2008
10 Option Capital Advisory
OCA Premium
6.03 100k 5/1/2011
9 Insignia Managed Capital
Epoch3
6.39 20k 7/1/2009
8 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
6.95 150k 1/1/2011
7 Quantis Asset Management
Intraday Futures
8.16 250k 1/1/2010
6 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
8.67 25k 1/1/2011
5 Cypress Energy Capital Management, LP
Cypress Energy, LP
9.13 50k 7/1/2008
4 Serac, LLC
Diversified Reversal Program
9.26 200k 4/1/2011
3 Insignia Managed Capital
Medallion
9.49 50k 2/1/2009
2 White River Group
Diversified Option Writing Strategy
10.22 20k 11/1/2008
1 Revolution Capital Management
Mosaic Program
11.55 10,000k 10/1/2006

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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