IASG CTA Index For February 2012 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Feb 2012 Min Inv Inception 313 DUNN Capital Management DUNN Combined Fund (DCF) -7.40 100k 5/1/1989 312 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -6.64 100k 3/1/2003 311 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -6.43 100k 10/1/2009 310 Revolution Capital Management Mosaic Program -6.39 10,000k 10/1/2006 309 Molinero Capital Management LLP Global Markets Program -6.30 2,000k 7/1/2005 308 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -6.15 25k 4/1/2010 307 Dixon Midland Company LLC Dixon Midland Diversified LLC -6.13 250k 5/1/2011 306 Conquest Capital Group Conquest Macro -6.04 250k 5/1/1999 305 Wraith Capital LLP Wraith Dynamic Futures Fund -5.97 100k 1/1/2011 304 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.96 100k 11/1/1984 303 Paskewitz Asset Management LLC Multi-strategy Futures Program -4.70 3,000k 5/1/2010 302 Ancile Capital Management Global Markets Program -4.68 2,000k 4/1/2005 301 Emil van Essen Spread Trading Program -4.51 5,000k 12/1/2006 300 Rotella Capital Management Rotella Orion (Short-Term) Program -4.30 10,000k 3/1/2006 299 Acorn Global Investments Inc. Acorn Diversified Program -4.19 10k 7/1/2005 298 Range Wise Investment Program -3.95 250k 2/1/1991 297 DUNN Capital Management D'Best Futures Fund, L.P. -3.89 100k 6/1/1994 296 Superfund Group Superfund Blue SPC Class A (Gold) -3.84 50k 12/1/2007 295 GT CAPITAL CTA GT CAPITAL CTA -3.56 150k 6/1/2009 294 Opus Futures LLC Advance Ag Futures Trading Program -3.16 100k 3/1/2011 293 Strategic Ag Trading Chatham -3.13 100k 1/1/2005 292 NuWave Investment Management, LLC Combined Futures Portfolio -3.04 5,000k 6/1/2001 291 NuWave Investment Management, LLC NuWave Investment Partners LP -3.04 250k 6/1/2001 290 Rosetta Capital Management Macro Program -2.85 50k 1/1/2009 289 Wavefront Global Asset Management IMFC Global Investment Program -2.75 2,000k 2/1/2007 288 Chesapeake Capital Diversified (LV) -2.68 100k 2/1/1988 287 Revolution Capital Management Mosaic Institutional Program -2.51 25,000k 9/1/2009 286 Endeavour Capital LLP Endeavour Pembroke -2.49 2,000k 7/1/2007 285 Alder Capital DAC Alder Global 20 -2.47 2,500k 2/1/2001 284 Dominion Capital Sapphire Program -2.46 3,000k 5/1/2005 283 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.40 4,000k 2/1/2011 282 Wavefront Global Asset Management IMFC Global Concentrated -2.38 500k 4/1/2009 281 IKOS IKOS FX Fund -2.27 1,000k 3/1/2008 280 Red Rock Capital, LLC Systematic Global Macro -2.25 500k 9/1/2003 279 Dreiss Research Corporation Diversified Program -2.19 1,000k 5/1/1991 278 Emil van Essen EvE Systematic Global Opportunities -2.16 1,000k 9/1/2007 277 TKC Investment Services MAP -2.14 100k 7/1/2010 276 Trigon Investment Advisors, LLC Foreign Exchange Program -2.10 5,000k 8/1/2000 275 Xplor Capital Management, LLC Global CTA Program -2.08 1,500k 7/1/2004 274 FORT LP Fort Global Diversified -1.95 2,000k 10/1/1993 273 White Indian Trading Co. STAIRS - Futures Program (Client) -1.95 250k 10/1/2008 272 Romanesco Capital Management B.V Persistence Program -1.89 5,000k 9/1/2005 271 Millburn Corporation Multi-Markets Program -1.84 25,000k 10/1/2004 270 PRIM' Alternative Investment PRIM Gold -1.82 10k 11/1/2005 269 Vergho Asset Management LLC Kinematics -1.75 1,000k 11/1/2008 268 IKOS IKOS Futures Fund -1.75 1,000k 2/1/2010 267 Manning & Napier MN Xenon Global Fixed Income (2x) Program -1.66 1,000k 5/1/2010 266 Demeter Capital Management Livestock & Grain Trading Program -1.58 50k 3/1/2010 265 Abraham Trading Company Diversified Program -1.54 10,000k 1/1/1988 264 Paskewitz Asset Management LLC Contrarian S&P Stock Index -1.54 500k 12/1/2003 263 Wimmer Horizon LLP Managed Account -1.53 5,000k 5/1/2005 262 Systematic Alpha Management Systematic Alpha Futures Program -1.49 100k 6/1/2004 261 Gables Capital Management, Inc. GCM Global FX -1.48 1,000k 1/1/2009 260 Millburn Corporation Diversified Program -1.47 20,000k 2/1/1977 259 Quantitative Investment Management Quantitative Global Program -1.41 20,000k 10/1/2003 258 White Indian Trading Co. STAIRS (Client) -1.41 250k 5/1/2009 257 Futures Truth Company, FTC-CTA 200K Options Strategy -1.40 200k 12/1/2009 256 Beam Bayesian Efficient Asset Management LLC Multi-Strategy Client Composite -1.38 25,000k 3/1/2010 255 Di Tomasso Group Inc. Equilibrium Program -1.38 5,000k 1/1/2002 254 Ion Asset Architecture Ion Fund Program -1.34 10,000k 11/1/2007 253 Ion Asset Architecture (Fund Program) Ion Fund -1.34 100k 11/1/2007 252 Cypress Energy Capital Management, LP Cypress Energy, LP -1.33 50k 7/1/2008 251 Soaring Pelican, LLC Diversified S&P Program -1.30 100k 1/1/2011 250 M.S. Capital Management Global Diversified Program -1.24 2,000k 11/1/1998 249 Alder Capital DAC Alder Global 10 -1.20 250k 10/1/2000 248 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.10 4,000k 11/1/2008 247 IKOS The IKOS Hedge Fund -1.08 10,000k 7/1/1998 246 Cambridge Strategy Asset Management LTD Asian Markets Alpha Program -1.08 10,000k 2/1/2006 245 Crabel Capital Management Crabel Multi-Product -1.05 1,000k 3/1/1998 244 Neural Capital Ltd Sentinel Trading Program -0.99 2,000k 1/1/2006 243 Auspice Capital Advisors Ltd Auspice Diversified Program -0.97 1,500k 4/1/2006 242 Robinson-Langley Capital Management, LLC Managed Account Program -0.92 200k 1/1/2007 241 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -0.90 1,000k 5/1/2006 240 IDS Capital IDS F&F Systematic Trading -0.90 50k 7/1/2013 239 Paramount Capital Management LLC Commodity Trading Program -0.87 100k 7/1/2008 238 Manning & Napier MN Xenon Global Fixed Income Program -0.87 2,000k 8/1/2004 237 HB Capital Management Inc. Diversified Program -0.87 50k 3/1/2008 236 Millburn Corporation Commodity Program -0.85 25,000k 3/1/2005 235 Winton Capital Management Diversified -0.83 50,000k 10/1/1997 234 Tanyard Creek Capital Livestock Program -0.82 200k 6/1/2008 233 Mobius Asset Management Custom Trading Program -0.79 100k 1/1/2002 232 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -0.76 250k 1/1/2009 231 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.74 150k 1/1/2011 230 Manning & Napier MN Xenon Managed Futures (2x) Program -0.68 5,000k 6/1/2006 229 Melissinos Trading Eupatrid Program -0.67 50k 1/1/2011 228 Four Seasons Commodities Corp Hawkeye Spread Program -0.66 500k 3/1/2005 227 Spectrum Asset Management LLC Global Diversified -0.63 2,000k 1/1/2001 226 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.59 1,000k 1/1/1999 225 Lynx Asset Management AB Lynx Program -0.57 75k 5/1/2000 224 Mondiale Asset Management Mondiale Trading Program -0.56 0k 9/1/1997 223 Typhon Capital Management, LLC Plutus Grain Strategy -0.55 250k 4/1/2008 222 Adamah Capital LLC Asset Allocator Program -0.50 50k 3/1/2011 221 HPX Financial LLC HPX Old School Program -0.45 200k 6/1/2006 220 Pacific Capital Advisors Vanguard Program -0.44 100k 4/1/2007 219 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday -0.44 5,000k 5/1/2011 218 Rhicon Currency Management Rhicon Strategic Program -0.43 500k 1/1/2004 217 Beam Bayesian Efficient Asset Management LLC BOND&FX Client Composite -0.42 5,000k 3/1/2009 216 Warrington Asset Management Warrington Strategic Program -0.38 50k 1/1/1997 215 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.32 1k 10/1/2006 214 Pinstripe Trading, LLC Standard -0.32 125k 8/1/2009 213 KMJ Investments KMJ Investments -0.29 1,000k 8/1/1994 212 Shield Plus LLC Shield Plus Natural Gas -0.28 50k 1/1/2004 211 MERIT Alternative Investments GmbH Futures Portfolio -0.23 2,000k 6/1/1998 210 Superfund Group Superfund Green Gold L.P. Series A-1 -0.21 5k 4/1/2009 209 Superfund Group Superfund Blue SPC Class A (EUR) -0.21 50k 4/1/2005 208 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.20 10,000k 8/1/2009 207 FORT LP Fort Global Contrarian -0.19 2,000k 10/1/2002 206 Quantmetrics Capital Management LLP Premier 12V Strategy -0.19 10,000k 4/1/2003 205 Superfund Group Superfund Green Gold A (SPC) -0.13 5k 10/1/2005 204 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -0.12 100k 5/1/2011 203 Cambridge Strategy Asset Management LTD Extended Markets Alpha Program -0.09 10,000k 4/1/2004 202 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.08 1/1/1989 201 Mobius Asset Management Diversified Program -0.07 250k 3/1/2004 200 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.06 250k 3/1/2010 192 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 193 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 194 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 195 Quantum Leap Capital Management Managed Account Program 0.00 300k 8/1/2006 196 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP 0.00 25k 8/1/2009 197 Coloma Capital Futures(r), LLC Coloma Capital Futures Sep A/C 0.00 500k 8/1/2010 198 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 199 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 191 Saxon Investment Corporation Diversified Program 0.03 3,000k 9/1/1988 190 Ion Asset Architecture Ion Volium Fund 0.03 0k 4/1/2011 189 Kottke Associates Stockton Fundamental Ag 0.04 500k 1/1/2006 188 Saxon Investment Corporation Aggressive Diversified Program 0.06 2,000k 11/1/1993 187 Auctos Capital Management Auctos Global Diversified 0.10 3,000k 11/1/2007 186 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.12 1,000k 1/1/2005 185 Mobius Asset Management Energy Weighted Program 0.15 250k 1/1/2005 184 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.16 5,000k 11/1/2012 183 C-View Limited Currency Managed Account Program 0.21 5,000k 10/1/1996 182 Cambridge Strategy Asset Management LTD Emerging Markets Alpha Programme 0.24 10,000k 2/1/2008 181 Claughton Capital Institutional Program 0.28 1,000k 10/1/2005 180 Esulep LLC MAX Esulep LLC MAX 0.32 500k 5/1/2008 179 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.33 100k 1/1/2005 178 Tlaloc Capital LLC Grains Program 0.34 1,000k 4/1/2010 177 Tyche Capital Advisors LLC TCA Energy Spreads 0.35 100k 8/1/2008 176 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.35 10,000k 7/1/2008 175 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.37 1,000k 3/1/1998 174 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.37 250k 10/1/2009 173 Beryl Investment Group LLC Nominal Discretionary System 0.38 50k 7/1/2007 172 Greenwave Capital Management Greenwave Flagship 0.39 10,000k 6/1/2008 171 Strategic Ag Trading SAT GRAINS 0.41 100k 4/1/2002 170 Tactical Investment Management Tactical Institutional Commodity Program 0.45 10,000k 4/1/1993 169 Gladius Asset Management Fulham Program 0.45 2,000k 1/1/2008 168 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.46 5,000k 12/1/2010 167 Superfund Group Superfund Green Gold L.P. Series B-1 0.46 5k 4/1/2009 166 Blake Capital Management, Inc. SRD Short Equities 0.48 100k 1/1/2011 165 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.50 10,000k 1/1/2001 164 Quantmetrics Capital Management LLP Directional 10V Strategy 0.59 10,000k 1/1/2007 163 Futures Truth Company, FTC-CTA MS4 0.60 250k 10/1/2007 162 Kottke Associates Lark - Cattle Program 0.62 500k 2/1/2008 161 Witter & Lester, Inc. Redstone 0.64 500k 9/1/1994 160 Gap Partners LLC Gap 0.67 250k 11/1/2009 159 FCI Capital Management TSFX1 0.68 20k 11/1/2010 158 Stenger Capital Management, LLC Diversified Trading Program 0.70 200k 4/1/2010 157 LJM Partners LJM Preservation & Growth Strategy 0.72 250k 5/1/2006 156 Jaguar Investments Ltd Vario Capital Strategy 0.74 1,000k 5/1/2016 155 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.76 50k 10/1/2007 154 Covenant Capital Management Original Program 0.76 5,000k 9/1/1999 153 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.78 100k 5/1/1999 152 ALFAKRAFT ALFA Commodity Fund 0.80 16k 6/1/2010 151 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.80 200k 11/1/1999 150 Mark J. Walsh Company Standard Program 0.80 2,000k 9/1/1985 149 Crabel Capital Management WPD Crabel Futures Program 0.82 1,000k 7/1/2008 148 Novus Investments, LLC Novus Precious Commodities 0.82 200k 1/1/2007 147 Rhicon Currency Management Rhicon Systematic Currency Program 0.85 3,000k 1/1/2004 146 Superfund Group Superfund Green Gold B (SPC) 0.86 50k 10/1/2005 145 M6 Capital Management LLC Standard Program 0.87 300k 7/1/2005 144 Haar Capital Management Discretionary Commodity Trading Program 0.87 250k 12/1/2005 143 Metolius Capital LLC Metolius Diversified 0.93 100k 6/1/2010 142 Four Seasons Commodities Corp Lone Star Program 0.94 300k 1/1/2005 141 Superfund Group Superfund Green L.P. Series A 0.95 5k 10/1/2002 140 Parizek Capital Currency Program 0.95 1,000k 4/1/2006 139 Robust Methods LLC Macro Managed Account 0.98 5,000k 1/1/2005 138 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.98 1,000k 10/1/2006 137 Rosetta Capital Management Rosetta Trading Program 0.99 100k 4/1/2000 136 Kottke Associates MV Program 1.02 1,000k 8/1/2010 135 Rivoli Fund Management Rivoli International Fund (V9) 1.03 5,000k 1/1/2002 134 QCAM Currency Asset Management AG QCAM v-Pro 1.09 1,000k 7/1/2007 133 W.G. Wealth Guardian Ltd. SAFI2 Program 1.11 1,000k 9/1/1997 132 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.13 1,000k 1/1/2006 131 Bluenose Capital Management, LLC BNC BI 1.17 30k 10/1/2008 129 Cranwood Capital Management Fixed Income Arbitrage Fund 1.21 250k 4/1/2008 130 Cranwood Capital Management Cranwood International Fund 1.21 250k 4/1/2008 128 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) 1.22 100k 2/1/2010 127 Welton Investment Partners Welton Global 1.31 10,000k 6/1/2004 126 Rotella Capital Management Rotella Polaris Program (Diversified) 1.31 10,000k 1/1/1991 125 Rivoli Fund Management Rivoli International Fund (MAP) 1.34 5,000k 10/1/1996 124 Amplitude Capital International Limited Dynamic Strategy 1.36 6/1/2005 123 Transtrend B.V. DTP – Standard Risk (EUR) 1.37 10,000k 2/1/1999 122 Global Sigma Group, LLC Global Sigma Plus 1.38 3,000k 11/1/2009 121 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.39 0k 11/1/1996 120 Quantica Capital AG Quantica Diversified FX 1.44 5,000k 3/1/2007 119 Superfund Group Superfund Green L.P. Series B 1.45 5k 10/1/2002 118 John Locke Investments Cyril Systematic Program 1.45 8,000k 7/1/2000 117 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.49 500k 1/1/2006 116 Conquest Capital Group Conquest Select 1.57 250k 6/1/2004 115 Rabar Market Research Short-Term Program 1.57 2,000k 11/1/2009 114 Trigon Investment Advisors, LLC Discretionary Macro Program 1.58 10,000k 8/1/2007 113 Vantage Capital Management VCM Growth Program 1.60 100k 1/1/2011 112 Cambridge Strategy Asset Management LTD Apollo Absolute Return Strategy 1.66 10,000k 5/1/2009 111 Non Correlated Capital Positive Theta Program 1.68 250k 10/1/2007 110 Eckhardt Trading Company Evolution Strategies 1.68 20,000k 8/1/1991 109 OptHedge Advisors LLC Diversified Options & Futures Program 1.72 250k 10/1/2008 108 Non Correlated Capital Positive Theta Fund 1.73 50k 10/1/2007 107 Diamond Peak Capital LLC Northstar (2x) program 1.75 250k 10/1/2008 106 GLOBIVEST LLC Alpha Program 1.80 50k 4/1/2009 105 Estlander & Partners Alpha Trend 1.85 30,000k 10/1/1991 104 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.87 100k 8/1/2009 103 Superfund Group Superfund Green Gold C (SPC) 1.87 100k 10/1/2005 102 HiProb Trading Technology LLC HiProb-I 1.90 5,000k 7/1/2008 101 ISAM ISAM Systematic Trend Fund 1.92 1,000k 6/1/2001 100 Eckhardt Trading Company Evolution Strategies 1.2X 1.93 10,000k 10/1/1991 99 Option Capital Advisory OCA Premium 1.97 100k 5/1/2011 98 Dendrich Ltd QEP 1.97 50k 12/1/2005 97 Superfund Group Superfund Green Q-AG 1.97 2k 3/1/1996 96 Parizek Capital Futures Trading Program 1.98 500k 4/1/2000 95 Hyman Beck and Company Global Portfolio 1.98 1,000k 3/1/1991 94 Strategic Ag Trading SAT HEARTLAND 2.02 100k 12/1/2008 93 Quantica Capital AG Quantica Managed Futures 2.05 5,000k 1/1/2005 92 Quantis Asset Management Ulysses Futures 2.06 1,000k 7/1/2009 91 Superfund Group Superfund Green GCT USD 2.12 15k 1/1/2000 90 RAM Management Group RAM MRTP 1X-Conservative 2.13 1,000k 9/1/1993 89 Red Oak Commodity Advisors Investment Program 2.20 5,000k 12/1/1989 88 Seven Capital Management Seven Absolute Return 2.21 100k 6/1/2009 87 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.26 100k 1/1/2000 86 LJM Partners LJM Moderately Aggressive Strategy 2.27 500k 4/1/2003 85 Transtrend B.V. DTP – Enhanced Risk (USD) 2.31 10,000k 1/1/1995 84 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.32 10,000k 8/1/1999 83 John Locke Investments JL Commodity Long Flat Program 2.34 5,000k 12/1/2007 82 Global Vista Advisors, LLC Global Vista Options ("GVO") 2.38 50k 10/1/2010 81 AllMountain Capital AG Mount Denali Global Trends 2.43 160k 7/1/2007 80 Bluenose Capital Management, LLC BNC EI 2.43 15k 7/1/2010 79 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.45 10,000k 8/1/2004 78 Altradis Capital AG AlphAlgo 2.54 100k 5/1/2007 77 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 2.54 200k 1/1/2007 76 Blackwater Capital Management Global Program 2.63 5,000k 7/1/2005 75 Quantis Asset Management Intraday Futures 2.64 250k 1/1/2010 74 Covenant Capital Management Aggressive Program 2.74 3,000k 2/1/2004 73 Rabar Market Research Diversified Program 2.79 2,000k 1/1/1989 72 Crescent Bay Capital Management Premium Stock Index Program 2.80 10k 10/1/2005 71 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.83 1,000k 3/1/2003 70 Estlander & Partners Global Markets 2.85 10,000k 8/1/1999 69 Third Street Ag Investments, LLC Fundamental Discretionary Ag 2.97 500k 8/1/2012 68 Arcanum Asset Management Equity Index Option Program (Prop) 2.99 500k 7/1/2006 67 Revolution Capital Management Alpha Program 3.04 5,000k 6/1/2007 66 Estlander & Partners Freedom 3.05 20,000k 8/1/2010 65 ITB Capital Management, LLC ITB Premium Fund I, LTD 3.07 1,000k 1/1/2006 64 LJM Partners LJM Aggressive Strategy 3.10 500k 7/1/1998 63 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 3.11 500k 4/1/2009 62 Future Trade AG Thales Swing Trading Programme 3.12 250k 6/1/2007 61 Schindler Capital Management, LLC Dairy Advantage Program 3.14 200k 8/1/2005 60 ROW Asset Managment Row Currency Program 3.20 1,000k 11/1/2010 59 Keck Capital Management LLC The Keck Program 3.24 2,000k 12/1/2003 58 Commodity Strategies AG CSAG Active Long Short Commodity Program 3.26 5,000k 10/1/2007 57 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 3.49 75k 6/1/2007 56 Hawksbill Capital Management Global Diversified 3.52 5,000k 11/1/1988 55 Insignia Managed Capital Epoch3 3.57 20k 7/1/2009 54 Quantis Asset Management PFM Systematic 3.58 15k 5/1/2010 53 Clarke Capital Management FX Plus 3.63 1,000k 5/1/2004 52 Insignia Managed Capital Medallion 3.63 50k 2/1/2009 51 Witter & Lester, Inc. Stock Index Futures Trading Program 3.72 400k 1/1/1988 50 White River Group Stock Index Option Writing Strategy 3.75 10k 11/1/2008 49 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 3.88 100k 10/1/2010 48 Quality Capital Management Global Diversified Programme 4.00 10,000k 12/1/1995 47 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 4.00 1,000k 9/1/2009 46 White River Group Diversified Option Writing Strategy 4.11 20k 11/1/2008 45 Rho Asset Management Rho Altius 1XL Program 4.14 5,000k 11/1/2007 44 Drury Capital Diversified Trend-Following Program 4.23 5,000k 5/1/1997 43 Superfund Group Superfund Green Master 4.38 2,000k 5/1/2001 42 Diamond Capital Management Enhanced S&P Program 4.43 100k 10/1/2009 41 Global AG LLC Global Ag LLC 4.50 1,000k 12/1/2008 40 Cauldron Investments, LLC Stock Index Plus 4.53 1,000k 10/1/2009 39 Northfield Trading Diversified 4.58 2,000k 7/1/1989 38 Protec Energy Partners LLC ET1 4.61 500k 4/1/2010 37 Amplitude Capital International Limited Klassik Strategy 4.76 1,000k 9/1/2009 36 ITB Capital Advisors LLC ITB Time Value Trading Program 4.77 5,000k 1/1/2009 35 Zoi Capital, LLC Telio Program (Client) 4.80 200k 4/1/2010 34 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 4.83 1,500k 1/1/2009 33 Ansbacher Investment Management Market Neutral Put Skew Program 5.07 250k 1/1/1996 32 Kinkopf Capital Management KCM S&P (Proprietary) 5.25 100k 1/1/1999 31 Bocken Trading LLC Discretionary Trading Program 5.26 100k 7/1/2011 30 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 5.49 10,000k 8/1/2009 29 Briarwood Capital Management, Inc. Diversified Trading Program 5.58 3,000k 7/1/2001 28 Estlander & Partners Alpha Trend II - Class P 5.68 100k 12/1/2008 27 Estlander & Partners Global XL 5.74 5,000k 8/1/1991 26 Liberty Funds Group, Inc Liberty Diversified Option Strategy 5.76 750k 1/1/2009 25 Southwest Managed Investments, LLC Global Diversified 5.86 200k 1/1/2002 24 White Indian Trading Co. SCS Program (Client) 5.93 250k 2/1/2011 23 Kelly Angle Inc. Genesis Program 6.04 2,000k 4/1/2000 22 EMC Capital Advisors, LLC Classic 6.30 5,000k 1/1/1985 21 RAM Management Group MRTP Aggressive 6.32 1,000k 2/1/1998 20 AIS Capital Management, L.P. MAAP (2x-4x) Composite 6.36 3,000k 10/1/1992 19 Eclipse Capital Management Global Monetary 6.40 5,000k 8/1/1990 18 Angle Capital Management LLC AIP Program 6.58 100k 1/1/2010 17 QMS Capital Management LP QMS Diversified Global Macro Strategy 6.67 5,000k 6/1/2010 16 Clarke Capital Management Millennium 7.39 1,000k 1/1/1998 15 QQFund.com Investment Program 1 7.62 500k 9/1/2008 14 Clarke Capital Management Worldwide 7.78 250k 1/1/1996 13 FRP CAPITAL LLC FRP125+ 7.94 125k 1/1/2010 12 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 8.27 100k 7/1/2011 11 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 8.38 25k 1/1/2011 10 Heyden & Steindl GmbH TOMAC2 8.52 5,000k 3/1/2003 9 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 9.26 50k 9/1/2009 8 Somers Brothers Capital Diversified Futures Program #1 9.39 100k 1/1/2005 7 Liberty Funds Group, Inc Liberty Wealth Protection Fund 9.92 250k 10/1/2009 6 Clarke Capital Management Jupiter 10.44 3,000k 5/1/2005 5 AIS Capital Management, L.P. MAAP (3x-6x) Composite 10.74 2,000k 7/1/1992 4 Purple Valley Capital, Inc. Diversified Trend 1 11.77 100k 8/1/2008 3 Briarwood Capital Management, Inc. Diversified 2XL 12.63 250k 11/1/2004 2 Clarke Capital Management Global Basic 16.58 50k 2/1/1996 1 Clarke Capital Management Global Magnum 16.76 100k 8/1/1997 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.