IASG CTA Index For January 2012 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Jan 2012 Min Inv Inception 313 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -17.82 25k 4/1/2010 312 Di Tomasso Group Inc. Equilibrium Program -14.11 5,000k 1/1/2002 311 White Indian Trading Co. STAIRS - Futures Program (Client) -12.25 250k 10/1/2008 310 Southwest Managed Investments, LLC Global Diversified -10.87 200k 1/1/2002 309 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -7.63 250k 1/1/2009 308 Dixon Midland Company LLC Dixon Midland Diversified LLC -7.28 250k 5/1/2011 307 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -7.17 4,000k 2/1/2011 306 White Indian Trading Co. STAIRS (Client) -6.88 250k 5/1/2009 305 Cypress Energy Capital Management, LP Cypress Energy, LP -6.64 50k 7/1/2008 304 Dreiss Research Corporation Diversified Program -5.90 1,000k 5/1/1991 303 Clarke Capital Management Millennium -5.78 1,000k 1/1/1998 302 Mobius Asset Management Custom Trading Program -4.56 100k 1/1/2002 301 Hyman Beck and Company Global Portfolio -4.51 1,000k 3/1/1991 300 Quantitative Investment Management Quantitative Global Program -4.49 20,000k 10/1/2003 299 Heyden & Steindl GmbH TOMAC2 -4.31 5,000k 3/1/2003 298 Range Wise Investment Program -4.24 250k 2/1/1991 297 Conquest Capital Group Conquest Macro -4.24 250k 5/1/1999 296 Future Trade AG Thales Swing Trading Programme -4.11 250k 6/1/2007 295 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.75 100k 5/1/1999 294 FRP CAPITAL LLC FRP125+ -3.69 125k 1/1/2010 293 ISAM ISAM Systematic Trend Fund -3.64 1,000k 6/1/2001 292 Mark J. Walsh Company Standard Program -3.52 2,000k 9/1/1985 291 Clarke Capital Management Global Basic -3.47 50k 2/1/1996 290 Purple Valley Capital, Inc. Diversified Trend 1 -3.36 100k 8/1/2008 289 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.34 250k 10/1/2009 288 GT CAPITAL CTA GT CAPITAL CTA -3.30 150k 6/1/2009 287 Sunrise Capital Partners Sunrise Expanded Diversified Program -3.26 1/1/1989 286 Soaring Pelican, LLC Diversified S&P Program -3.23 100k 1/1/2011 285 W.G. Wealth Guardian Ltd. SAFI2 Program -3.22 1,000k 9/1/1997 284 Opus Futures LLC Advance Ag Futures Trading Program -3.21 100k 3/1/2011 283 Blackwater Capital Management Global Program -3.18 5,000k 7/1/2005 282 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.10 100k 11/1/1984 281 Millburn Ridgefield Corporation Multi-Markets Program -3.08 25,000k 10/1/2004 280 Wimmer Horizon LLP Managed Account -3.07 5,000k 5/1/2005 279 Paskewitz Asset Management LLC Contrarian S&P Stock Index -2.91 500k 12/1/2003 278 M6 Capital Management LLC Standard Program -2.89 300k 7/1/2005 277 Wavefront Global Asset Management IMFC Global Investment Program -2.74 2,000k 2/1/2007 276 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -2.69 4,000k 11/1/2008 275 Strategic Ag Trading Chatham -2.69 100k 1/1/2005 274 NuWave Investment Management, LLC Combined Futures Portfolio -2.68 5,000k 6/1/2001 273 NuWave Investment Management, LLC NuWave Investment Partners LP -2.67 250k 6/1/2001 272 RAM Management Group MRTP Aggressive -2.63 1,000k 2/1/1998 271 Conquest Capital Group Conquest Select -2.44 250k 6/1/2004 270 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.44 100k 3/1/2003 269 Millburn Ridgefield Corporation Diversified Program -2.42 20,000k 2/1/1977 268 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.42 10k 7/1/2005 267 Altradis Capital AG AlphAlgo -2.35 100k 5/1/2007 266 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -2.27 5,000k 5/1/2011 265 Tactical Investment Management Tactical Institutional Commodity Program -2.27 10,000k 4/1/1993 264 Clarke Capital Management Jupiter -2.21 3,000k 5/1/2005 263 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -2.20 5,000k 12/1/2010 262 Chesapeake Capital Diversified (LV) -2.16 100k 2/1/1988 261 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.09 1k 10/1/2006 260 Melissinos Trading Eupatrid Program -2.05 50k 1/1/2011 259 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -2.05 100k 10/1/2009 258 Rotella Capital Management Rotella Polaris Program (Diversified) -2.01 10,000k 1/1/1991 257 Somers Brothers Capital Diversified Futures Program #1 -2.00 100k 1/1/2005 256 Rotella Capital Management Rotella Orion (Short-Term) Program -1.97 10,000k 3/1/2006 255 Briarwood Capital Management, Inc. Diversified 2XL -1.96 250k 11/1/2004 254 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -1.93 25k 1/1/2011 253 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -1.92 150k 1/1/2011 252 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.81 1,500k 1/1/2009 251 Quantis Asset Management Intraday Futures -1.80 250k 1/1/2010 250 Clarke Capital Management Worldwide -1.79 250k 1/1/1996 249 AllMountain Capital AG Mount Denali Global Trends -1.63 160k 7/1/2007 248 Millburn Ridgefield Corporation Commodity Program -1.60 25,000k 3/1/2005 247 Molinero Capital Management LLP Global Markets Program -1.58 2,000k 7/1/2005 246 Robinson-Langley Capital Management, LLC Managed Account Program -1.52 200k 1/1/2007 245 Covenant Capital Management Aggressive Program -1.42 3,000k 2/1/2004 244 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.40 1,000k 5/1/2006 243 Clarke Capital Management FX Plus -1.40 1,000k 5/1/2004 242 Seven Capital Management Seven Absolute Return -1.39 100k 6/1/2009 241 Haar Capital Management Discretionary Commodity Trading Program -1.37 250k 12/1/2005 240 MERIT Alternative Investments GmbH Futures Portfolio -1.34 2,000k 6/1/1998 239 Red Rock Capital, LLC Systematic Global Macro -1.28 500k 9/1/2003 238 Rosetta Capital Management Rosetta Trading Program -1.28 100k 4/1/2000 237 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.27 250k 3/1/2010 236 Four Seasons Commodities Corp Lone Star Program -1.26 300k 1/1/2005 235 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.19 1,000k 10/1/2006 234 Welton Investment Partners Welton Global -1.15 10,000k 6/1/2004 233 Clarke Capital Management Global Magnum -1.14 100k 8/1/1997 232 Liberty Funds Group, Inc Liberty Diversified Option Strategy -1.10 750k 1/1/2009 231 Abraham Trading Company Diversified Program -1.05 10,000k 1/1/1988 230 DUNN Capital Management DUNN Combined Fund (DCF) -1.01 100k 5/1/1989 229 Quantum Leap Capital Management Managed Account Program -1.00 300k 8/1/2006 228 Mobius Asset Management Energy Weighted Program -1.00 250k 1/1/2005 227 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.99 100k 8/1/2009 226 Rhicon Currency Management Rhicon Strategic Program -0.91 500k 1/1/2004 225 Kottke Associates Stockton Fundamental Ag -0.90 500k 1/1/2006 224 RAM Management Group RAM MRTP 1X-Conservative -0.90 1,000k 9/1/1993 223 Quantmetrics Capital Management LLP Directional 10V Strategy -0.88 10,000k 1/1/2007 222 John Locke Investments Cyril Systematic Program -0.88 8,000k 7/1/2000 221 Briarwood Capital Management, Inc. Diversified Trading Program -0.81 3,000k 7/1/2001 220 IDS Capital IDS F&F Systematic Trading -0.80 50k 7/1/2013 219 Ancile Capital Management Global Markets Program -0.78 2,000k 4/1/2005 218 Wavefront Global Asset Management IMFC Global Concentrated -0.72 500k 4/1/2009 217 IKOS IKOS Futures Fund -0.71 1,000k 2/1/2010 216 White Indian Trading Co. SCS Program (Client) -0.71 250k 2/1/2011 215 Emil van Essen Spread Trading Program -0.65 5,000k 12/1/2006 214 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.63 1,000k 3/1/1998 213 HPX Financial LLC HPX Old School Program -0.62 200k 6/1/2006 212 Kinkopf Capital Management KCM S&P (Proprietary) -0.62 100k 1/1/1999 211 Gladius Asset Management Fulham Program -0.56 2,000k 1/1/2008 210 IKOS IKOS FX Fund -0.55 1,000k 3/1/2008 209 Manning & Napier MN Xenon Global Fixed Income (2x) Program -0.54 1,000k 5/1/2010 208 M.S. Capital Management Global Diversified Program -0.53 2,000k 11/1/1998 207 Mondiale Asset Management Mondiale Trading Program -0.53 0k 9/1/1997 206 Trigon Investment Advisors, LLC Foreign Exchange Program -0.52 5,000k 8/1/2000 205 IKOS The IKOS Hedge Fund -0.49 10,000k 7/1/1998 204 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.48 100k 1/1/2005 203 Metolius Capital LLC Metolius Diversified -0.48 100k 6/1/2010 202 Mobius Asset Management Diversified Program -0.40 250k 3/1/2004 201 Blake Capital Management, Inc. SRD Short Equities -0.38 100k 1/1/2011 200 Manning & Napier MN Xenon Global Fixed Income Program -0.35 2,000k 8/1/2004 199 Bocken Trading LLC Discretionary Trading Program -0.35 100k 7/1/2011 198 Kottke Associates MV Program -0.34 1,000k 8/1/2010 197 Ion Asset Architecture Ion Fund Program -0.32 10,000k 11/1/2007 196 Ion Asset Architecture (Fund Program) Ion Fund -0.32 100k 11/1/2007 195 Emil van Essen EvE Systematic Global Opportunities -0.32 1,000k 9/1/2007 194 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.30 250k 10/1/2009 193 Futures Truth Company, FTC-CTA MS4 -0.29 250k 10/1/2007 192 Pacific Capital Advisors Vanguard Program -0.28 100k 4/1/2007 191 Superfund Group Superfund Green Q-AG -0.26 2k 3/1/1996 190 Superfund Group Superfund Green GCT USD -0.23 15k 1/1/2000 189 Diamond Peak Capital LLC Northstar (2x) program -0.20 250k 10/1/2008 188 Superfund Group Superfund Green L.P. Series A -0.19 5k 10/1/2002 187 Neural Capital Ltd Sentinel Trading Program -0.19 2,000k 1/1/2006 186 Superfund Group Superfund Green L.P. Series B -0.18 5k 10/1/2002 185 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.18 10,000k 8/1/2009 184 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) -0.16 100k 2/1/2010 183 Revolution Capital Management Alpha Program -0.13 5,000k 6/1/2007 182 Dominion Capital Sapphire Program -0.04 3,000k 5/1/2005 181 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 180 C-View Limited Currency Managed Account Program -0.01 5,000k 10/1/1996 179 Beryl Investment Group LLC Nominal Discretionary System -0.01 50k 7/1/2007 178 Ion Asset Architecture Ion Volium Fund 0.00 0k 4/1/2011 169 Adamah Capital LLC Asset Allocator Program 0.00 50k 3/1/2011 170 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 171 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 177 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 173 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 172 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 174 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 175 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 176 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 168 QQFund.com QQFund.com Alpha Beta Program 0.03 100k 9/1/2008 167 Esulep LLC MAX Esulep LLC MAX 0.06 500k 5/1/2008 166 QCAM Currency Asset Management AG QCAM v-Pro 0.06 1,000k 7/1/2007 165 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.08 1,000k 1/1/1999 164 Tlaloc Capital LLC Grains Program 0.08 1,000k 4/1/2010 163 KMJ Investments KMJ Investments 0.10 1,000k 8/1/1994 162 John Locke Investments JL Commodity Long Flat Program 0.10 5,000k 12/1/2007 161 Quantmetrics Capital Management LLP Premier 12V Strategy 0.10 10,000k 4/1/2003 160 Schindler Capital Management, LLC Dairy Advantage Program 0.12 200k 8/1/2005 159 Hawksbill Capital Management Global Diversified 0.13 5,000k 11/1/1988 158 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.16 1,000k 1/1/2005 157 Tanyard Creek Capital Livestock Program 0.16 200k 6/1/2008 156 Greenwave Capital Management Greenwave Flagship 0.17 10,000k 6/1/2008 155 Covenant Capital Management Original Program 0.18 5,000k 9/1/1999 154 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.20 10,000k 7/1/2008 153 Rabar Market Research Short-Term Program 0.24 2,000k 11/1/2009 152 Shield Plus LLC Shield Plus Natural Gas 0.29 50k 1/1/2004 151 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.30 500k 8/1/2010 150 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 0.30 25k 8/1/2009 149 Systematic Alpha Management Systematic Alpha Futures Program 0.32 100k 6/1/2004 148 Rosetta Capital Management Macro Program 0.32 50k 1/1/2009 147 Estlander & Partners Alpha Trend 0.32 30,000k 10/1/1991 146 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.34 10,000k 1/1/2001 145 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.40 50k 10/1/2007 144 Gables Capital Management, Inc. GCM Global FX 0.40 1,000k 1/1/2009 143 Superfund Group Superfund Green Master 0.43 2,000k 5/1/2001 142 Kottke Associates Lark - Cattle Program 0.48 500k 2/1/2008 141 Strategic Ag Trading SAT GRAINS 0.49 100k 4/1/2002 140 Warrington Asset Management Warrington Strategic Program 0.49 50k 1/1/1997 139 Estlander & Partners Freedom 0.53 20,000k 8/1/2010 138 Revolution Capital Management Mosaic Institutional Program 0.53 25,000k 9/1/2009 137 Quantica Capital AG Quantica Managed Futures 0.54 5,000k 1/1/2005 136 Estlander & Partners Global Markets 0.55 10,000k 8/1/1999 135 Transtrend B.V. DTP – Standard Risk (EUR) 0.56 10,000k 2/1/1999 134 Gap Partners LLC Gap 0.58 250k 11/1/2009 133 Spectrum Asset Management LLC Global Diversified 0.61 2,000k 1/1/2001 132 Winton Capital Management Diversified 0.63 50,000k 10/1/1997 131 Paskewitz Asset Management LLC Multi-strategy Futures Program 0.69 3,000k 5/1/2010 130 Four Seasons Commodities Corp Hawkeye Spread Program 0.70 500k 3/1/2005 129 Rhicon Currency Management Rhicon Systematic Currency Program 0.74 3,000k 1/1/2004 128 Kelly Angle Inc. Genesis Program 0.76 2,000k 4/1/2000 127 Witter & Lester, Inc. Redstone 0.78 500k 9/1/1994 126 Estlander & Partners Alpha Trend II - Class P 0.79 100k 12/1/2008 125 Alder Capital DAC Alder Global 20 0.80 250k 2/1/2001 124 Alder Capital DAC Alder Global 10 0.80 250k 10/1/2000 123 Rivoli Fund Management Rivoli International Fund (V9) 0.84 5,000k 1/1/2002 122 Rabar Market Research Diversified Program 0.84 2,000k 1/1/1989 121 Auctos Capital Management Auctos Global Diversified 0.87 3,000k 11/1/2007 120 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.88 10,000k 8/1/2004 119 Stenger Capital Management, LLC Diversified Trading Program 0.90 200k 4/1/2010 118 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.90 10,000k 4/1/2004 117 EMC Capital Advisors, LLC Classic 0.90 5,000k 1/1/1985 116 Trigon Investment Advisors, LLC Discretionary Macro Program 0.91 10,000k 8/1/2007 115 Bluenose Capital Management, LLC BNC BI 0.92 30k 10/1/2008 114 Romanesco Capital Management B.V Persistence Program 0.97 5,000k 9/1/2005 113 Drury Capital Diversified Trend-Following Program 0.98 5,000k 5/1/1997 112 Commodity Strategies AG CSAG Active Long Short Commodity Program 1.01 5,000k 10/1/2007 111 DUNN Capital Management D'Best Futures Fund, L.P. 1.03 100k 6/1/1994 110 Endeavour Capital LLP Endeavour Pembroke 1.05 2,000k 7/1/2007 109 Estlander & Partners Global XL 1.08 5,000k 8/1/1991 108 Strategic Ag Trading SAT HEARTLAND 1.08 100k 12/1/2008 107 Transtrend B.V. DTP – Enhanced Risk (USD) 1.09 10,000k 1/1/1995 106 Cranwood Capital Management Cranwood International Fund 1.10 250k 4/1/2008 105 Cranwood Capital Management Fixed Income Arbitrage Fund 1.10 250k 4/1/2008 104 GLOBIVEST LLC Alpha Program 1.15 50k 4/1/2009 103 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.16 10,000k 8/1/1999 102 Rivoli Fund Management Rivoli International Fund (E) 1.16 5,000k 10/1/1996 101 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.19 75k 6/1/2007 100 Revolution Capital Management Mosaic Program 1.25 10,000k 10/1/2006 99 Global Sigma Group, LLC Global Sigma Plus 1.27 3,000k 11/1/2009 98 LJM Partners LJM Preservation & Growth Strategy 1.33 250k 5/1/2006 97 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.36 1,000k 3/1/2003 96 Eckhardt Trading Company Evolution Strategies 1.36 20,000k 8/1/1991 95 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.38 5,000k 11/1/2012 94 Bluenose Capital Management, LLC BNC EI 1.39 15k 7/1/2010 93 Demeter Capital Management Livestock & Grain Trading Program 1.40 50k 3/1/2010 92 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 1.48 100k 7/1/2011 91 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.51 10,000k 2/1/2008 90 Global AG LLC Global Ag LLC 1.61 1,000k 12/1/2008 89 Jaguar Investments Ltd Vario Capital Strategy 1.62 1,000k 5/1/2016 88 Eckhardt Trading Company Evolution Strategies 1.2X 1.65 10,000k 10/1/1991 87 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.66 500k 1/1/2006 86 Vergho Asset Management LLC Kinematics 1.73 1,000k 11/1/2008 85 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.75 10,000k 2/1/2006 84 Robust Methods LLC Macro Managed Account 1.76 5,000k 1/1/2005 83 ALFAKRAFT ALFA Commodity Fund 1.77 16k 6/1/2010 82 Lynx Asset Management AB Lynx Program 1.78 75k 5/1/2000 81 Tyche Capital Advisors LLC TCA Energy Spreads 1.79 100k 8/1/2008 80 Typhon Capital Management, LLC Plutus Grain Strategy 1.83 250k 4/1/2008 79 Parizek Capital Futures Trading Program 1.87 500k 4/1/2000 78 Witter & Lester, Inc. Stock Index Futures Trading Program 1.95 400k 1/1/1988 77 Crabel Capital Management Crabel Multi-Product 1.98 1,000k 3/1/1998 76 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 2.02 25,000k 3/1/2010 75 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.08 0k 11/1/1996 74 Northfield Trading Diversified 2.10 2,000k 7/1/1989 73 Claughton Capital Institutional Program 2.27 1,000k 10/1/2005 72 Rho Asset Management Rho Altius 1XL Program 2.28 5,000k 11/1/2007 71 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 2.29 10,000k 5/1/2009 70 Vantage Capital Management VCM Growth Program 2.36 100k 1/1/2011 69 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 2.42 1,000k 1/1/2006 68 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.42 100k 1/1/2000 67 Auspice Capital Advisors Ltd Auspice Diversified Program 2.54 1,500k 4/1/2006 66 Insignia Managed Capital Medallion 2.55 50k 2/1/2009 65 Quantica Capital AG Quantica Diversified FX 2.56 5,000k 3/1/2007 64 Manning & Napier MN Xenon Managed Futures (2x) Program 2.57 5,000k 6/1/2006 63 QCM Global Diversified Programme 2.58 500k 12/1/1995 62 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 2.58 200k 11/1/1999 61 Eclipse Capital Management Global Monetary 2.62 5,000k 8/1/1990 60 HB Capital Management Inc. Diversified Program 2.63 50k 3/1/2008 59 FORT LP Fort Global Contrarian 2.68 2,000k 10/1/2002 58 Superfund Group Superfund Blue SPC Class A (EUR) 2.68 50k 4/1/2005 57 Cauldron Investments, LLC Stock Index Plus 2.77 1,000k 10/1/2009 56 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 2.80 100k 5/1/2011 55 Diamond Capital Management Enhanced S&P Program 2.80 100k 10/1/2009 54 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 2.81 10,000k 8/1/2009 53 Quantis Asset Management Ulysses Futures 2.89 1,000k 7/1/2009 52 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.15 5,000k 6/1/2010 51 Global Bayesian Dynamics, LLC BOND&FX Client Composite 3.16 5,000k 3/1/2009 50 Xplor Capital Management, LLC Global CTA Program 3.22 1,500k 7/1/2004 49 Option Capital Advisory OCA Premium 3.33 100k 5/1/2011 48 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 3.62 500k 4/1/2009 47 Red Oak Commodity Advisors Investment Program 3.73 5,000k 12/1/1989 46 Parizek Capital Currency Program 3.78 1,000k 4/1/2006 45 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 3.78 200k 1/1/2007 44 White River Group Stock Index Option Writing Strategy 3.79 10k 11/1/2008 43 ITB Capital Management, LLC ITB Premium Fund I, LTD 3.92 1,000k 1/1/2006 42 Quantis Asset Management PFM Systematic 3.95 15k 5/1/2010 41 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 4.02 100k 10/1/2010 40 Non Correlated Capital Positive Theta Fund 4.18 50k 10/1/2007 39 LJM Partners LJM Moderately Aggressive Strategy 4.19 500k 4/1/2003 38 Non Correlated Capital Positive Theta Program 4.22 250k 10/1/2007 37 FORT LP Fort Global Diversified 4.24 2,000k 10/1/1993 36 Insignia Managed Capital Epoch3 4.26 20k 7/1/2009 35 Crescent Bay Capital Management Premium Stock Index Program 4.40 10k 10/1/2005 34 OptHedge Advisors LLC Diversified Options & Futures Program 4.66 250k 10/1/2008 33 Arcanum Asset Management Equity Index Option Program (Prop) 5.06 500k 7/1/2006 32 Amplitude Capital International Limited Dynamic Strategy 5.10 6/1/2005 31 Zoi Capital, LLC Telio Program (Client) 5.44 200k 4/1/2010 30 Angle Capital Management LLC AIP Program 5.51 100k 1/1/2010 29 LJM Partners LJM Aggressive Strategy 5.56 500k 7/1/1998 28 White River Group Diversified Option Writing Strategy 5.77 20k 11/1/2008 27 Wraith Capital LLP Wraith Dynamic Futures Fund 5.96 100k 1/1/2011 26 Ansbacher Investment Management Market Neutral Put Skew Program 6.18 250k 1/1/1996 25 AIS Capital Management, L.P. MAAP (2x-4x) Composite 6.30 3,000k 10/1/1992 24 Dendrich Ltd QEP 6.76 50k 12/1/2005 23 FCI Capital Management TSFX1 7.14 20k 11/1/2010 22 Novus Investments, LLC Novus Precious Commodities 7.21 200k 1/1/2007 21 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 7.42 1,000k 9/1/2009 20 Amplitude Capital International Limited Klassik Strategy 8.54 1,000k 9/1/2009 19 Paramount Capital Management LLC Commodity Trading Program 8.74 100k 7/1/2008 18 Third Street Ag Investments, LLC Fundamental Discretionary Ag 8.78 500k 8/1/2012 17 Keck Capital Management LLC The Keck Program 9.16 2,000k 12/1/2003 16 ITB Capital Advisors LLC ITB Time Value Trading Program 9.49 5,000k 1/1/2009 15 AIS Capital Management, L.P. MAAP (3x-6x) Composite 9.68 2,000k 7/1/1992 14 Crabel Capital Management WPD Crabel Futures Program 10.31 1,000k 7/1/2008 13 Protec Energy Partners LLC ET1 10.40 500k 4/1/2010 12 PRIM' Alternative Investment PRIM Gold 10.76 10k 11/1/2005 11 Superfund Group Superfund Green Gold A (SPC) 10.83 5k 10/1/2005 10 Superfund Group Superfund Green Gold B (SPC) 11.13 50k 10/1/2005 9 Superfund Group Superfund Green Gold C (SPC) 11.24 100k 10/1/2005 8 ROW Asset Managment Row Currency Program 11.49 1,000k 11/1/2010 7 Superfund Group Superfund Green Gold L.P. Series A-1 11.70 5k 4/1/2009 6 Superfund Group Superfund Green Gold L.P. Series B-1 12.16 5k 4/1/2009 5 Superfund Group Superfund Blue SPC Class A (Gold) 12.39 50k 12/1/2007 4 Global Vista Advisors, LLC Global Vista Options ("GVO") 13.21 50k 10/1/2010 3 Futures Truth Company, FTC-CTA 200K Options Strategy 14.25 200k 12/1/2009 2 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 15.04 50k 9/1/2009 1 TKC Investment Services MAP 16.70 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.