IASG CTA Index For March 2012

Monthly Rankings

Rank CTA/Program Mar 2012 Min Inv Inception
313 Superfund Group
Superfund Green Gold C (SPC)
-16.54 100k 10/1/2005
312 Superfund Group
Superfund Green Master
-13.92 2,000k 5/1/2001
311 Paramount Capital Management LLC
Commodity Trading Program
-13.82 100k 7/1/2008
310 Superfund Group
Superfund Green Gold B (SPC)
-13.12 50k 10/1/2005
309 Superfund Group
Superfund Green Gold L.P. Series B-1
-12.79 5k 4/1/2009
308 Estlander & Partners
Alpha Trend II - Class P
-12.65 100k 12/1/2008
307 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-12.14 100k 7/1/2011
306 TKC Investment Services
MAP
-11.62 100k 7/1/2010
305 Superfund Group
Superfund Green GCT USD
-11.08 15k 1/1/2000
304 Superfund Group
Superfund Green L.P. Series B
-9.99 5k 10/1/2002
303 Superfund Group
Superfund Green Gold A (SPC)
-9.68 5k 10/1/2005
302 Superfund Group
Superfund Green Gold L.P. Series A-1
-9.37 5k 4/1/2009
301 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.32 100k 3/1/2003
300 Alder Capital DAC
Alder Global 20
-8.00 2,500k 2/1/2001
299 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-7.94 100k 10/1/2009
298 FCI Capital Management
TSFX1
-7.91 20k 11/1/2010
297 Superfund Group
Superfund Green L.P. Series A
-7.77 5k 10/1/2002
296 Shield Plus LLC
Shield Plus Natural Gas
-7.70 50k 1/1/2004
295 Rabar Market Research
Short-Term Program
-7.59 2,000k 11/1/2009
294 Altradis Capital AG
AlphAlgo
-7.33 100k 5/1/2007
293 Superfund Group
Superfund Green Q-AG
-7.18 2k 3/1/1996
292 Rosetta Capital Management
Macro Program
-6.75 50k 1/1/2009
291 Parizek Capital
Futures Trading Program
-6.52 500k 4/1/2000
290 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.36 250k 10/1/2009
289 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-6.26 25,000k 3/1/2010
288 AllMountain Capital AG
Mount Denali Global Trends
-6.17 160k 7/1/2007
287 Conquest Capital Group
Conquest Macro
-5.98 250k 5/1/1999
286 Hawksbill Capital Management
Global Diversified
-5.53 5,000k 11/1/1988
285 Tactical Investment Management
Tactical Institutional Commodity Program
-5.43 10,000k 4/1/1993
284 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-5.22 1,000k 5/1/2010
283 Blackwater Capital Management
Global Program
-5.12 5,000k 7/1/2005
282 Keck Capital Management LLC
The Keck Program
-5.09 2,000k 12/1/2003
281 Heyden & Steindl GmbH
TOMAC2
-5.07 5,000k 3/1/2003
280 Rabar Market Research
Diversified Program
-4.92 2,000k 1/1/1989
279 White Indian Trading Co.
STAIRS (Client)
-4.78 250k 5/1/2009
278 Quantica Capital AG
Quantica Diversified FX
-4.72 5,000k 3/1/2007
277 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-4.68 2,000k 7/1/1992
276 Clarke Capital Management
Worldwide
-4.62 250k 1/1/1996
275 Systematic Alpha Management
Systematic Alpha Futures Program
-4.55 100k 6/1/2004
274 Angle Capital Management LLC
AIP Program
-4.52 100k 1/1/2010
273 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.48 200k 11/1/1999
272 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.34 100k 1/1/2000
271 Clarke Capital Management
Jupiter
-4.28 3,000k 5/1/2005
270 Abraham Trading Company
Diversified Program
-4.27 10,000k 1/1/1988
269 Demeter Capital Management
Livestock & Grain Trading Program
-4.23 50k 3/1/2010
268 Eclipse Capital Management
Global Monetary
-4.20 5,000k 8/1/1990
267 Lynx Asset Management AB
Lynx Program
-4.16 75k 5/1/2000
266 Neural Capital Ltd
Sentinel Trading Program
-4.15 2,000k 1/1/2006
265 Estlander & Partners
Global XL
-4.12 5,000k 8/1/1991
264 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
-4.10 5,000k 3/1/2009
263 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-4.09 150k 1/1/2011
262 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.07 250k 5/1/2011
261 Estlander & Partners
Alpha Trend
-4.03 30,000k 10/1/1991
260 Alder Capital DAC
Alder Global 10
-4.00 2,500k 10/1/2000
259 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.00 5,000k 11/1/2012
258 Estlander & Partners
Freedom
-3.98 20,000k 8/1/2010
257 Di Tomasso Group Inc.
Equilibrium Program
-3.92 5,000k 1/1/2002
256 Hyman Beck and Company
Global Portfolio
-3.84 1,000k 3/1/1991
255 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.78 10,000k 1/1/1991
254 Typhon Capital Management, LLC
Plutus Grain Strategy
-3.73 250k 4/1/2008
253 M.S. Capital Management
Global Diversified Program
-3.62 2,000k 11/1/1998
252 Novus Investments, LLC
Novus Precious Commodities
-3.60 200k 1/1/2007
251 ROW Asset Managment
Row Currency Program
-3.54 1,000k 11/1/2010
250 FRP CAPITAL LLC
FRP125+
-3.51 125k 1/1/2010
249 Briarwood Capital Management, Inc.
Diversified 2XL
-3.51 250k 11/1/2004
248 Robust Methods LLC
Macro Managed Account
-3.45 5,000k 1/1/2005
247 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.44 1,000k 3/1/2003
246 Mark J. Walsh Company
Standard Program
-3.42 2,000k 9/1/1985
245 Melissinos Trading
Eupatrid Program
-3.42 50k 1/1/2011
244 EMC Capital Advisors, LLC
Classic
-3.40 5,000k 1/1/1985
243 Beach Horizon LLP
Managed Account
-3.36 5,000k 5/1/2005
242 John Locke Investments
Cyril Systematic Program
-3.35 8,000k 7/1/2000
241 White Indian Trading Co.
STAIRS - Futures Program (Client)
-3.30 250k 10/1/2008
240 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.28 1,000k 10/1/2006
239 Northfield Trading
Diversified
-3.21 2,000k 7/1/1989
238 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.19 10,000k 10/1/1991
237 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-3.14 1,500k 1/1/2009
236 ISAM
ISAM Systematic Trend Fund
-3.10 1,000k 6/1/2001
235 Spectrum Asset Management LLC
Global Diversified
-3.00 2,000k 1/1/2001
234 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.96 100k 11/1/1984
233 Clarke Capital Management
FX Plus
-2.91 1,000k 5/1/2004
232 Futures Truth Company, FTC-CTA
MS4
-2.82 250k 10/1/2007
231 Covenant Capital Management
Aggressive Program
-2.82 3,000k 2/1/2004
230 Millburn Corporation
Diversified Program
-2.82 20,000k 2/1/1977
229 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-2.73 3,000k 10/1/1992
228 Emil van Essen
Spread Trading Program
-2.70 5,000k 12/1/2006
227 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.65 5,000k 8/1/2000
226 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.65 10,000k 8/1/2009
225 PRIM' Alternative Investment
PRIM Gold
-2.63 10k 11/1/2005
224 Millburn Corporation
Multi-Markets Program
-2.63 25,000k 10/1/2004
223 John Locke Investments
JL Commodity Long Flat Program
-2.62 5,000k 12/1/2007
222 Conquest Capital Group
Conquest Select
-2.60 250k 6/1/2004
221 Manning & Napier
MN Xenon Global Fixed Income Program
-2.53 2,000k 8/1/2004
220 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.51 5,000k 1/1/2005
219 Quantum Leap Capital Management
Managed Account Program
-2.50 300k 8/1/2006
218 Eckhardt Trading Company
Evolution Strategies
-2.47 20,000k 8/1/1991
217 Wavefront Global Asset Management
IMFC Global Concentrated
-2.46 500k 4/1/2009
216 Quantis Asset Management
Ulysses Futures
-2.45 1,000k 7/1/2009
215 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.37 10,000k 4/1/2004
214 Covenant Capital Management
Original Program
-2.28 5,000k 9/1/1999
213 Kelly Angle Inc.
Genesis Program
-2.27 2,000k 4/1/2000
212 IKOS
IKOS Futures Fund
-2.18 1,000k 2/1/2010
211 Dreiss Research Corporation
Diversified Program
-2.15 1,000k 5/1/1991
210 Amplitude Capital International Limited
Klassik Strategy
-2.10 1,000k 9/1/2009
209 Parizek Capital
Currency Program
-2.04 1,000k 4/1/2006
208 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-2.03 500k 8/1/2012
207 Red Rock Capital, LLC
Systematic Global Macro
-2.02 500k 9/1/2003
206 Estlander & Partners
Global Markets
-2.01 10,000k 8/1/1999
205 Manning & Napier
MN Xenon Managed Futures (2x) Program
-1.95 5,000k 6/1/2006
204 Purple Valley Capital, Inc.
Diversified Trend 1
-1.92 100k 8/1/2008
203 Molinero Capital Management LLP
Global Markets Program
-1.92 2,000k 7/1/2005
202 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-1.80 10,000k 2/1/2006
201 ALFAKRAFT
ALFA Commodity Fund
-1.68 16k 6/1/2010
200 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.67 1,000k 3/1/1998
199 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-1.59 75k 6/1/2007
198 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.59 3,000k 7/1/2001
197 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.59 50k 12/1/2007
196 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-1.57 10,000k 5/1/2009
195 M6 Capital Management LLC
Standard Program
-1.52 300k 7/1/2005
194 Wavefront Global Asset Management
IMFC Global Investment Program
-1.51 2,000k 2/1/2007
193 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.50 200k 1/1/2007
192 IDS Capital
IDS F&F Systematic Trading
-1.50 50k 7/1/2013
191 FORT LP
Fort Global Diversified
-1.48 2,000k 10/1/1993
190 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.46 10,000k 8/1/2009
189 Ancile Capital Management
Global Markets Program
-1.45 2,000k 4/1/2005
188 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.44 1k 10/1/2006
187 Quality Capital Management
Global Diversified Programme
-1.44 10,000k 12/1/1995
186 IKOS
The IKOS Hedge Fund
-1.43 10,000k 7/1/1998
185 Welton Investment Partners
Welton Global
-1.41 10,000k 6/1/2004
184 Metolius Capital LLC
Metolius Diversified
-1.39 100k 6/1/2010
183 Rho Asset Management
Rho Altius 1XL Program
-1.29 5,000k 11/1/2007
182 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.27 10,000k 2/1/2008
181 Mobius Asset Management
Custom Trading Program
-1.27 100k 1/1/2002
180 Endeavour Capital LLP
Endeavour Pembroke
-1.26 2,000k 7/1/2007
179 Mobius Asset Management
Energy Weighted Program
-1.18 250k 1/1/2005
178 Schindler Capital Management, LLC
Dairy Advantage Program
-1.10 200k 8/1/2005
177 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.08 1,000k 9/1/2009
176 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.07 1,500k 4/1/2006
175 IKOS
IKOS FX Fund
-1.07 1,000k 3/1/2008
174 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-1.06 500k 4/1/2009
173 Xplor Capital Management, LLC
Global CTA Program
-1.03 1,500k 7/1/2004
172 FORT LP
Fort Global Contrarian
-0.98 2,000k 10/1/2002
171 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.92 750k 1/1/2009
170 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.89 10,000k 1/1/1995
169 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.87 10,000k 8/1/1999
168 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-0.85 250k 1/1/2009
167 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.83 3,000k 5/1/2010
166 Jaguar Investments Ltd
Vario Capital Strategy
-0.83 1,000k 5/1/2016
165 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.74 100k 2/1/2010
164 GT CAPITAL CTA
GT CAPITAL CTA
-0.71 150k 6/1/2009
163 Coloma Capital Futures(r), LLC
ColoCap Commodities Partners, LP
-0.70 25k 8/1/2009
162 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.70 10,000k 8/1/2004
161 Winton Capital Management
Diversified
-0.68 50,000k 10/1/1997
160 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.66 5,000k 10/1/2007
159 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.66 10,000k 2/1/1999
158 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.54 500k 1/1/2006
157 Bluenose Capital Management, LLC
BNC BI
-0.53 30k 10/1/2008
156 Strategic Ag Trading
SAT HEARTLAND
-0.47 100k 12/1/2008
155 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.39 100k 6/1/1994
154 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-0.38 5,000k 5/1/2011
153 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.38 5,000k 10/1/1996
152 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.36 100k 1/1/2005
151 Quantica Capital AG
Quantica Managed Futures
-0.35 5,000k 1/1/2005
150 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
-0.30 500k 8/1/2010
149 Rivoli Fund Management
Rivoli International Fund (V9)
-0.29 5,000k 1/1/2002
148 C-View Limited
Currency Managed Account Program
-0.21 5,000k 10/1/1996
147 Bluenose Capital Management, LLC
BNC EI
-0.21 15k 7/1/2010
146 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.19 10,000k 4/1/2003
145 Mondiale Asset Management
Mondiale Trading Program
-0.19 0k 9/1/1997
144 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.17 1,000k 1/1/1999
143 Kottke Associates
Lark - Cattle Program
-0.16 500k 2/1/2008
142 Seven Capital Management
Seven Absolute Return
-0.16 100k 6/1/2009
141 Serac, LLC
Diversified Reversal Program
-0.14 200k 4/1/2011
140 Saxon Investment Corporation
Aggressive Diversified Program
-0.07 2,000k 11/1/1993
139 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.05 5,000k 6/1/2001
138 Saxon Investment Corporation
Diversified Program
-0.05 3,000k 9/1/1988
137 Rhicon Currency Management
Rhicon Strategic Program
-0.05 500k 1/1/2004
136 Warrington Asset Management
Warrington Strategic Program
-0.02 50k 1/1/1997
135 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.02 10,000k 1/1/2001
134 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.02 50k 9/1/2009
130 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
131 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.00 250k 6/1/2001
132 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
133 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
129 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.01 50k 10/1/2007
128 Vergho Asset Management LLC
Kinematics
0.01 1,000k 11/1/2008
127 Greenwave Capital Management
Greenwave Flagship
0.01 10,000k 6/1/2008
126 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.01 10,000k 7/1/2008
125 KMJ Investments
KMJ Investments
0.03 1,000k 8/1/1994
124 Haar Capital Management
Discretionary Commodity Trading Program
0.03 250k 12/1/2005
123 Ion Asset Architecture
Ion Volium Fund
0.07 0k 4/1/2011
122 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.07 1,000k 1/1/2005
121 Mobius Asset Management
Diversified Program
0.07 250k 3/1/2004
120 Auctos Capital Management
Auctos Global Diversified
0.09 3,000k 11/1/2007
119 Kottke Associates
Stockton Fundamental Ag
0.09 500k 1/1/2006
118 Adamah Capital LLC
Asset Allocator Program
0.10 50k 3/1/2011
117 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.10 0k 11/1/1996
116 Stenger Capital Management, LLC
Diversified Trading Program
0.13 200k 4/1/2010
115 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.13 1,000k 9/1/1997
114 LJM Partners
LJM Preservation & Growth Strategy
0.16 250k 5/1/2006
113 Gladius Asset Management
Fulham Program
0.17 2,000k 1/1/2008
112 Red Oak Commodity Advisors
Investment Program
0.18 5,000k 12/1/1989
111 HiProb Trading Technology LLC
HiProb-I
0.30 5,000k 7/1/2008
110 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.31 100k 8/1/2009
109 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.35 25k 1/1/2011
108 MERIT Alternative Investments GmbH
Futures Portfolio
0.36 2,000k 6/1/1998
107 Witter & Lester, Inc.
Redstone
0.39 500k 9/1/1994
106 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.40 5,000k 12/1/2010
105 Gables Capital Management, Inc.
GCM Global FX
0.40 1,000k 1/1/2009
103 Cranwood Capital Management
Cranwood International Fund
0.47 250k 4/1/2008
104 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.47 250k 4/1/2008
102 Emil van Essen
EvE Systematic Global Opportunities
0.49 1,000k 9/1/2007
101 Ion Asset Architecture
Ion Fund Program
0.50 10,000k 11/1/2007
100 Superfund Group
Superfund Blue SPC Class A (EUR)
0.50 50k 4/1/2005
99 Ion Asset Architecture (Fund Program)
Ion Fund
0.50 100k 11/1/2007
98 Tyche Capital Advisors LLC
TCA Energy Spreads
0.51 100k 8/1/2008
97 White River Group
Stock Index Option Writing Strategy
0.68 10k 11/1/2008
96 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.69 10,000k 1/1/2007
95 Chesapeake Capital
Diversified (LV)
0.72 100k 2/1/1988
94 Blake Capital Management, Inc.
SRD Short Equities
0.76 100k 1/1/2011
93 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
0.80 25k 4/1/2010
92 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.82 1,000k 1/1/2006
91 HB Capital Management Inc.
Diversified Program
0.88 50k 3/1/2008
90 Strategic Ag Trading
SAT GRAINS
0.94 100k 4/1/2002
89 Pacific Capital Advisors
Vanguard Program
0.96 100k 4/1/2007
88 Acorn Global Investments Inc.
Acorn Diversified Program
0.96 10k 7/1/2005
87 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.99 4,000k 11/1/2008
86 Gap Partners LLC
Gap
1.02 250k 11/1/2009
85 Esulep LLC MAX
Esulep LLC MAX
1.02 500k 5/1/2008
84 Four Seasons Commodities Corp
Lone Star Program
1.04 300k 1/1/2005
83 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.06 1,000k 5/1/2006
82 Clarke Capital Management
Millennium
1.06 1,000k 1/1/1998
81 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.12 10,000k 3/1/2006
80 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.13 250k 3/1/2010
79 Millburn Corporation
Commodity Program
1.13 25,000k 3/1/2005
78 QCAM Currency Asset Management AG
QCAM v-Pro
1.14 1,000k 7/1/2007
77 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
1.17 100k 10/1/2010
76 Diamond Peak Capital LLC
Northstar (2x) program
1.19 250k 10/1/2008
75 Four Seasons Commodities Corp
Hawkeye Spread Program
1.20 500k 3/1/2005
74 Quantitative Investment Management
Quantitative Global Program
1.20 20,000k 10/1/2003
73 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.20 10,000k 8/1/2007
72 Beryl Investment Group LLC
Nominal Discretionary System
1.23 50k 7/1/2007
71 Tlaloc Capital LLC
Grains Program
1.25 500k 4/1/2010
70 Range Wise
Investment Program
1.32 250k 2/1/1991
69 LJM Partners
LJM Moderately Aggressive Strategy
1.35 500k 4/1/2003
68 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.38 5,000k 6/1/2010
67 Rhicon Currency Management
Rhicon Systematic Currency Program
1.42 3,000k 1/1/2004
66 Non Correlated Capital
Positive Theta Program
1.43 250k 10/1/2007
65 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
1.44 100k 5/1/2011
64 Future Trade AG
Thales Swing Trading Programme
1.45 250k 6/1/2007
63 Quantis Asset Management
PFM Systematic
1.49 15k 5/1/2010
62 Non Correlated Capital
Positive Theta Fund
1.49 50k 10/1/2007
61 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.49 250k 10/1/2009
60 Crescent Bay Capital Management
Premium Stock Index Program
1.52 10k 10/1/2005
59 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.53 50k 10/1/2010
58 Southwest Managed Investments, LLC
Global Diversified
1.60 200k 1/1/2002
57 LJM Partners
LJM Aggressive Strategy
1.68 500k 7/1/1998
56 Global Sigma Group, LLC
Global Sigma Plus
1.75 1,000k 11/1/2009
55 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.91 1/1/1989
54 Amplitude Capital International Limited
Dynamic Strategy
1.94 6/1/2005
53 Ansbacher Investment Management
Market Neutral Put Skew Program
1.97 250k 1/1/1996
52 OptHedge Advisors LLC
Diversified Options & Futures Program
2.09 250k 10/1/2008
51 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.10 200k 1/1/2007
50 Crabel Capital Management
Crabel Multi-Product
2.14 1,000k 3/1/1998
49 White River Group
Diversified Option Writing Strategy
2.25 20k 11/1/2008
48 Vantage Capital Management
VCM Growth Program
2.25 100k 1/1/2011
47 Romanesco Capital Management B.V
Persistence Program
2.29 5,000k 9/1/2005
46 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
2.36 4,000k 2/1/2011
45 Rosetta Capital Management
Rosetta Trading Program
2.38 100k 4/1/2000
44 Dominion Capital
Sapphire Program
2.41 3,000k 5/1/2005
43 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.47 1,000k 1/1/2006
42 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.75 400k 1/1/1988
41 Claughton Capital
Auto-Reactive Positioning
2.82 1,000k 10/1/2005
40 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.83 500k 12/1/2003
39 Drury Capital
Diversified Trend-Following Program
2.87 5,000k 5/1/1997
38 GLOBIVEST LLC
Alpha Program
2.87 50k 4/1/2009
37 Tanyard Creek Capital
Livestock Program
2.95 200k 6/1/2008
36 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
35 Crabel Capital Management
WPD Crabel Futures Program
3.18 1,000k 7/1/2008
34 RAM Management Group
RAM MRTP 1X-Conservative
3.31 1,000k 9/1/1993
33 ITB Capital Advisors LLC
ITB Time Value Trading Program
3.49 5,000k 1/1/2009
32 Quantis Asset Management
Intraday Futures
3.64 250k 1/1/2010
31 Revolution Capital Management
Mosaic Institutional Program
3.68 25,000k 9/1/2009
30 Somers Brothers Capital
Diversified Futures Program #1
3.73 100k 1/1/2005
29 Option Capital Advisory
OCA Premium
3.82 100k 5/1/2011
28 Cauldron Investments, LLC
Stock Index Plus
3.83 1,000k 10/1/2009
27 Pinstripe Trading, LLC
Standard
3.85 125k 8/1/2009
26 Diamond Capital Management
Enhanced S&P Program
3.89 100k 10/1/2009
25 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.97 100k 1/1/2011
24 Revolution Capital Management
Alpha Program
4.14 5,000k 6/1/2007
23 DUNN Capital Management
DUNN Combined Fund (DCF)
4.29 100k 5/1/1989
22 White Indian Trading Co.
SCS Program (Client)
4.35 250k 2/1/2011
21 Insignia Managed Capital
Medallion
4.45 50k 2/1/2009
20 Strategic Ag Trading
Chatham
4.86 100k 1/1/2005
19 Kottke Associates
MV Program
4.98 1,000k 8/1/2010
18 Futures Truth Company, FTC-CTA
200K Options Strategy
5.15 200k 12/1/2009
17 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.21 100k 5/1/1999
16 Opus Futures LLC
Advance Ag Futures Trading Program
5.56 100k 3/1/2011
15 Soaring Pelican, LLC
Diversified S&P Program
5.70 100k 1/1/2011
14 Protec Energy Partners LLC
ET1
5.91 500k 4/1/2010
13 Kinkopf Capital Management
KCM S&P (Proprietary)
5.99 100k 1/1/1999
12 HPX Financial LLC
HPX Old School Program
6.54 200k 6/1/2006
11 Insignia Managed Capital
Epoch3
6.55 20k 7/1/2009
10 Bocken Trading LLC
Discretionary Trading Program
8.56 100k 7/1/2011
9 Dendrich Ltd
QEP
9.04 50k 12/1/2005
8 Zoi Capital, LLC
Telio Program (Client)
9.11 200k 4/1/2010
7 Revolution Capital Management
Mosaic Program
9.42 10,000k 10/1/2006
6 RAM Management Group
MRTP Aggressive
10.66 1,000k 2/1/1998
5 QQFund.com
Investment Program 1
11.44 300k 9/1/2008
4 Global AG LLC
Global Ag LLC
11.75 1,000k 12/1/2008
3 Cypress Energy Capital Management, LP
Cypress Energy, LP
12.27 50k 7/1/2008
2 Clarke Capital Management
Global Basic
12.54 50k 2/1/1996
1 Clarke Capital Management
Global Magnum
13.83 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.

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