IASG CTA Index For April 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 Apr 2012 Min Inv Inception 313 White Indian Trading Co. STAIRS - Futures Program (Client) -11.14 250k 10/1/2008 312 TKC Investment Services MAP -11.00 100k 7/1/2010 311 Strategic Ag Trading Chatham -10.47 100k 1/1/2005 310 White Indian Trading Co. STAIRS (Client) -8.63 250k 5/1/2009 309 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -7.58 200k 11/1/1999 308 Quantis Asset Management PFM Systematic -6.61 15k 5/1/2010 307 Purple Valley Capital, Inc. Diversified Trend 1 -6.43 100k 8/1/2008 306 Parizek Capital Futures Trading Program -6.39 500k 4/1/2000 305 Somers Brothers Capital Diversified Futures Program #1 -6.25 100k 1/1/2005 304 RAM Management Group MRTP Aggressive -6.07 1,000k 2/1/1998 303 Robinson-Langley Capital Management, LLC Managed Account Program -5.60 200k 1/1/2007 302 Amplitude Capital International Limited Dynamic Strategy -5.47 6/1/2005 301 Neural Capital Ltd Sentinel Trading Program -4.68 2,000k 1/1/2006 300 Briarwood Capital Management, Inc. Diversified 2XL -4.67 250k 11/1/2004 299 Romanesco Capital Management B.V Persistence Program -4.63 5,000k 9/1/2005 298 Southwest Managed Investments, LLC Global Diversified -4.17 200k 1/1/2002 297 Rabar Market Research Short-Term Program -4.16 2,000k 11/1/2009 296 Covenant Capital Management Aggressive Program -4.02 3,000k 2/1/2004 295 Dominion Capital Sapphire Program -3.81 3,000k 5/1/2005 294 Demeter Capital Management Livestock & Grain Trading Program -3.78 50k 3/1/2010 293 Vantage Capital Management VCM Growth Program -3.66 100k 1/1/2011 292 Northfield Trading Diversified -3.62 2,000k 7/1/1989 291 Alder Capital DAC Alder Global 20 -3.50 2,500k 2/1/2001 290 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -3.43 150k 1/1/2011 289 Clarke Capital Management FX Plus -3.42 1,000k 5/1/2004 288 Clarke Capital Management Jupiter -3.36 3,000k 5/1/2005 287 Rho Asset Management Rho Altius 1XL Program -3.18 5,000k 11/1/2007 286 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.15 10k 7/1/2005 285 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -3.04 25,000k 3/1/2010 284 Kelly Angle Inc. Genesis Program -2.99 2,000k 4/1/2000 283 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -2.97 100k 5/1/2011 282 ALFAKRAFT ALFA Commodity Fund -2.96 16k 6/1/2010 281 QQFund.com Investment Program 1 -2.95 0k 9/1/2008 280 Metolius Capital LLC Metolius Diversified -2.85 100k 6/1/2010 279 HB Capital Management Inc. Diversified Program -2.71 50k 3/1/2008 278 Conquest Capital Group Conquest Select -2.68 250k 6/1/2004 277 Rivoli Fund Management Rivoli International Fund (MAP) -2.58 5,000k 10/1/1996 276 Tyche Capital Advisors LLC TCA Energy Spreads -2.53 100k 8/1/2008 275 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.52 4,000k 2/1/2011 274 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.41 10,000k 8/1/2009 273 Cypress Energy Capital Management, LP Cypress Energy, LP -2.37 50k 7/1/2008 272 Four Seasons Commodities Corp Hawkeye Spread Program -2.27 500k 3/1/2005 271 Covenant Capital Management Original Program -2.22 5,000k 9/1/1999 270 Mondiale Asset Management Mondiale Trading Program -2.19 0k 9/1/1997 269 Briarwood Capital Management, Inc. Diversified Trading Program -2.07 3,000k 7/1/2001 268 Red Oak Commodity Advisors Investment Program -1.98 5,000k 12/1/1989 267 RAM Management Group RAM MRTP 1X-Conservative -1.97 1,000k 9/1/1993 266 Eclipse Capital Management Global Monetary -1.94 5,000k 8/1/1990 265 Heyden & Steindl GmbH TOMAC2 -1.94 5,000k 3/1/2003 264 Gap Partners LLC Gap -1.94 250k 11/1/2009 263 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.89 10,000k 1/1/2001 262 Hyman Beck and Company Global Portfolio -1.84 1,000k 3/1/1991 261 AllMountain Capital AG Mount Denali Global Trends -1.81 160k 7/1/2007 260 Commodity Strategies AG CSAG Active Long Short Commodity Program -1.81 5,000k 10/1/2007 259 Trigon Investment Advisors, LLC Discretionary Macro Program -1.74 10,000k 8/1/2007 258 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.73 75k 6/1/2007 257 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.73 10,000k 4/1/2004 256 Alder Capital DAC Alder Global 10 -1.70 250k 10/1/2000 255 Wraith Capital LLP Wraith Dynamic Futures Fund -1.69 100k 1/1/2011 254 Rivoli Fund Management Rivoli International Fund (V9) -1.68 5,000k 1/1/2002 253 Superfund Group Superfund Green Gold C (SPC) -1.66 100k 10/1/2005 252 Novus Investments, LLC Novus Precious Commodities -1.65 200k 1/1/2007 251 Quantica Capital AG Quantica Managed Futures -1.62 5,000k 1/1/2005 250 Superfund Group Superfund Green Gold L.P. Series B-1 -1.56 5k 4/1/2009 249 Trigon Investment Advisors, LLC Foreign Exchange Program -1.55 5,000k 8/1/2000 248 HPX Financial LLC HPX Old School Program -1.53 200k 6/1/2006 247 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.51 5,000k 6/1/2010 246 C-View Limited Currency Managed Account Program -1.50 5,000k 10/1/1996 245 Superfund Group Superfund Green Gold B (SPC) -1.48 50k 10/1/2005 244 Molinero Capital Management LLP Global Markets Program -1.45 2,000k 7/1/2005 243 ISAM ISAM Systematic Trend Fund -1.44 1,000k 6/1/2001 242 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.44 4,000k 11/1/2008 241 Angle Capital Management LLC AIP Program -1.41 100k 1/1/2010 240 Rotella Capital Management Rotella Polaris Program (Diversified) -1.41 10,000k 1/1/1991 239 Quantica Capital AG Quantica Diversified FX -1.39 5,000k 3/1/2007 238 Paramount Capital Management LLC Commodity Trading Program -1.34 100k 7/1/2008 237 Spectrum Asset Management LLC Global Diversified -1.33 2,000k 1/1/2001 236 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.28 5,000k 1/1/2005 235 Mobius Asset Management Custom Trading Program -1.28 100k 1/1/2002 234 FCI Capital Management TSFX1 -1.28 20k 11/1/2010 233 Superfund Group Superfund Green Gold A (SPC) -1.27 5k 10/1/2005 232 Dreiss Research Corporation Diversified Program -1.24 1,000k 5/1/1991 231 Millburn Corporation Commodity Program -1.23 25,000k 3/1/2005 230 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.22 250k 5/1/2011 229 Witter & Lester, Inc. Stock Index Futures Trading Program -1.21 400k 1/1/1988 228 John Locke Investments JL Commodity Long Flat Program -1.19 5,000k 12/1/2007 227 Haar Capital Management Discretionary Commodity Trading Program -1.17 250k 12/1/2005 226 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.15 1/1/1989 225 Superfund Group Superfund Green Gold L.P. Series A-1 -1.14 5k 4/1/2009 224 Paskewitz Asset Management LLC Multi-strategy Futures Program -1.14 3,000k 5/1/2010 223 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.08 100k 5/1/1999 222 Rhicon Currency Management Rhicon Systematic Currency Program -1.07 3,000k 1/1/2004 221 Schindler Capital Management, LLC Dairy Advantage Program -1.07 200k 8/1/2005 220 Di Tomasso Group Inc. Equilibrium Program -1.05 5,000k 1/1/2002 219 Superfund Group Superfund Green GCT USD -1.03 15k 1/1/2000 218 Quantis Asset Management Ulysses Futures -1.02 1,000k 7/1/2009 217 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.00 1,000k 9/1/2009 216 Blackwater Capital Management Global Program -0.91 5,000k 7/1/2005 215 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.90 5,000k 11/1/2012 214 Emil van Essen EvE Systematic Global Opportunities -0.88 1,000k 9/1/2007 213 Typhon Capital Management, LLC Plutus Grain Strategy -0.84 250k 4/1/2008 212 Tanyard Creek Capital Livestock Program -0.84 200k 6/1/2008 211 Seven Capital Management Seven Absolute Return -0.84 100k 6/1/2009 210 Rosetta Capital Management Macro Program -0.81 50k 1/1/2009 209 Superfund Group Superfund Green L.P. Series A -0.76 5k 10/1/2002 208 Pacific Capital Advisors Vanguard Program -0.67 100k 4/1/2007 207 PRIM' Alternative Investment PRIM Gold -0.64 10k 11/1/2005 206 Superfund Group Superfund Green Q-AG -0.64 2k 3/1/1996 205 Range Wise Investment Program -0.63 250k 2/1/1991 204 Future Trade AG Thales Swing Trading Programme -0.63 250k 6/1/2007 203 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) -0.62 100k 2/1/2010 202 Superfund Group Superfund Green Master -0.59 2,000k 5/1/2001 201 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -0.51 10,000k 5/1/2009 200 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.46 100k 1/1/2005 199 Gladius Asset Management Fulham Program -0.43 2,000k 1/1/2008 198 Mobius Asset Management Energy Weighted Program -0.40 250k 1/1/2005 197 Protec Energy Partners LLC ET1 -0.40 500k 4/1/2010 196 Saxon Investment Corporation Aggressive Diversified Program -0.37 2,000k 11/1/1993 195 Quality Capital Management Global Diversified Programme -0.35 500k 12/1/1995 194 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.34 0k 11/1/1996 193 Rabar Market Research Diversified Program -0.33 2,000k 1/1/1989 192 ROW Asset Managment Row Currency Program -0.30 1,000k 11/1/2010 191 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.28 100k 1/1/2000 190 Crabel Capital Management Crabel Multi-Product -0.28 1,000k 3/1/1998 189 Superfund Group Superfund Blue SPC Class A (EUR) -0.28 50k 4/1/2005 188 Drury Capital Diversified Trend-Following Program -0.25 5,000k 5/1/1997 187 Estlander & Partners Global XL -0.24 5,000k 8/1/1991 186 Conquest Capital Group Conquest Macro -0.24 250k 5/1/1999 185 Mobius Asset Management Diversified Program -0.23 250k 3/1/2004 184 Wimmer Horizon LLP Managed Account -0.22 5,000k 5/1/2005 183 Hawksbill Capital Management Global Diversified -0.22 5,000k 11/1/1988 182 Saxon Investment Corporation Diversified Program -0.22 3,000k 9/1/1988 181 Rhicon Currency Management Rhicon Strategic Program -0.21 500k 1/1/2004 180 KMJ Investments KMJ Investments -0.20 1,000k 8/1/1994 179 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -0.20 25k 8/1/2009 178 Vergho Asset Management LLC Kinematics -0.16 1,000k 11/1/2008 177 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.15 250k 10/1/2009 176 Estlander & Partners Global Markets -0.10 10,000k 8/1/1999 175 Coloma Capital Futures(r), LLC Coloma Capital Futures Sep A/C -0.10 500k 8/1/2010 174 Quantmetrics Capital Management LLP Premier 12V Strategy -0.10 10,000k 4/1/2003 173 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -0.07 100k 7/1/2011 172 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.02 250k 3/1/2010 171 Superfund Group Superfund Blue SPC Class A (Gold) -0.02 50k 12/1/2007 166 W.G. Wealth Guardian Ltd. SAFI2 Program 0.00 1,000k 9/1/1997 167 IDS Capital IDS F&F Systematic Trading 0.00 50k 7/1/2013 168 Revolution Capital Management Alpha Fund 0.00 50k 1/1/2005 169 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 170 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 165 Four Seasons Commodities Corp Lone Star Program 0.01 300k 1/1/2005 164 IKOS The IKOS Hedge Fund 0.03 10,000k 7/1/1998 163 Ion Asset Architecture Ion Volium Fund 0.04 0k 4/1/2011 162 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.04 1k 10/1/2006 161 Ion Asset Architecture Ion Fund Program 0.07 10,000k 11/1/2007 160 Ion Asset Architecture (Fund Program) Ion Fund 0.07 100k 11/1/2007 159 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.08 10,000k 7/1/2008 158 Greenwave Capital Management Greenwave Flagship 0.08 10,000k 6/1/2008 157 Winton Capital Management Diversified 0.12 50,000k 10/1/1997 156 Rosetta Capital Management Rosetta Trading Program 0.16 100k 4/1/2000 155 Transtrend B.V. DTP – Standard Risk (EUR) 0.23 10,000k 2/1/1999 154 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.24 10,000k 2/1/2006 153 IKOS IKOS FX Fund 0.25 1,000k 3/1/2008 152 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.26 1,000k 1/1/1999 151 Jaguar Investments Ltd Vario Capital Strategy 0.27 1,000k 5/1/2016 150 Stenger Capital Management, LLC Diversified Trading Program 0.28 200k 4/1/2010 149 Auctos Capital Management Auctos Global Diversified 0.30 3,000k 11/1/2007 148 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.35 1,000k 1/1/2005 147 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.35 1,000k 3/1/1998 146 Witter & Lester, Inc. Redstone 0.38 500k 9/1/1994 145 Keck Capital Management LLC The Keck Program 0.38 2,000k 12/1/2003 144 Claughton Capital Institutional Program 0.41 1,000k 10/1/2005 143 Blake Capital Management, Inc. SRD Short Equities 0.42 100k 1/1/2011 142 Mark J. Walsh Company Standard Program 0.44 2,000k 9/1/1985 141 HiProb Trading Technology LLC HiProb-I 0.50 5,000k 7/1/2008 140 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.50 5,000k 5/1/2011 139 MERIT Alternative Investments GmbH Futures Portfolio 0.50 2,000k 6/1/1998 138 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.51 10,000k 8/1/2004 137 Pinstripe Trading, LLC Standard 0.54 125k 8/1/2009 136 OptHedge Advisors LLC Diversified Options & Futures Program 0.54 250k 10/1/2008 135 Transtrend B.V. DTP – Enhanced Risk (USD) 0.55 10,000k 1/1/1995 134 Ancile Capital Management Global Markets Program 0.55 2,000k 4/1/2005 133 Kottke Associates Stockton Fundamental Ag 0.56 500k 1/1/2006 132 Cranwood Capital Management Cranwood International Fund 0.56 250k 4/1/2008 131 Cranwood Capital Management Fixed Income Arbitrage Fund 0.57 250k 4/1/2008 130 QCAM Currency Asset Management AG QCAM v-Pro 0.58 1,000k 7/1/2007 129 Futures Truth Company, FTC-CTA 200K Options Strategy 0.58 200k 12/1/2009 128 IKOS IKOS Futures Fund 0.58 1,000k 2/1/2010 127 EMC Capital Advisors, LLC Classic 0.60 5,000k 1/1/1985 126 Kottke Associates MV Program 0.65 1,000k 8/1/2010 125 White River Group Diversified Option Writing Strategy 0.65 20k 11/1/2008 124 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.66 50k 10/1/2007 123 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.67 10,000k 8/1/1999 122 Beryl Investment Group LLC Nominal Discretionary System 0.68 50k 7/1/2007 121 Tlaloc Capital LLC Grains Program 0.68 1,000k 4/1/2010 120 Superfund Group Superfund Green L.P. Series B 0.70 5k 10/1/2002 119 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.71 1,000k 1/1/2006 118 Auspice Capital Advisors Ltd Auspice Diversified Program 0.73 1,500k 4/1/2006 117 Mesirow Financial Investment Management, Inc. Emerging Markets Alpha Programme 0.79 10,000k 2/1/2008 116 Amplitude Capital International Limited Klassik Strategy 0.84 1,000k 9/1/2009 115 Welton Investment Partners Welton Global 0.85 10,000k 6/1/2004 114 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.86 1,000k 10/1/2006 113 White Indian Trading Co. SCS Program (Client) 0.86 250k 2/1/2011 112 Clarke Capital Management Millennium 0.89 1,000k 1/1/1998 111 Global Bayesian Dynamics, LLC BOND&FX Client Composite 0.89 5,000k 3/1/2009 110 John Locke Investments Cyril Systematic Program 0.89 8,000k 7/1/2000 109 Cauldron Investments, LLC Stock Index Plus 0.97 1,000k 10/1/2009 108 Diamond Capital Management Enhanced S&P Program 0.98 100k 10/1/2009 107 Tactical Investment Management Tactical Institutional Commodity Program 1.00 10,000k 4/1/1993 106 Robust Methods LLC Macro Managed Account 1.06 5,000k 1/1/2005 105 GT CAPITAL CTA GT CAPITAL CTA 1.07 150k 6/1/2009 104 Red Rock Capital, LLC Systematic Global Macro 1.09 500k 9/1/2003 103 Global Domain Partners, LLC Global Domain Vector Fund - Series A 1.11 500k 1/1/2006 102 Melissinos Trading Eupatrid Program 1.19 50k 1/1/2011 101 Quantis Asset Management Intraday Futures 1.20 250k 1/1/2010 100 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.21 5,000k 12/1/2010 99 Shield Plus LLC Shield Plus Natural Gas 1.24 50k 1/1/2004 98 Revolution Capital Management Mosaic Institutional Program 1.28 25,000k 9/1/2009 97 Quantmetrics Capital Management LLP Directional 10V Strategy 1.29 10,000k 1/1/2007 96 Esulep LLC MAX Esulep LLC MAX 1.29 500k 5/1/2008 95 Global Sigma Group, LLC Global Sigma Plus 1.31 3,000k 11/1/2009 94 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.39 10,000k 8/1/2009 93 Revolution Capital Management Alpha Program 1.44 5,000k 6/1/2007 92 Millburn Corporation Diversified Program 1.44 20,000k 2/1/1977 91 Strategic Ag Trading SAT HEARTLAND 1.45 100k 12/1/2008 90 M.S. Capital Management Global Diversified Program 1.45 2,000k 11/1/1998 89 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.45 1,000k 3/1/2003 88 Millburn Corporation Multi-Markets Program 1.46 25,000k 10/1/2004 87 FORT LP Fort Global Contrarian 1.47 2,000k 10/1/2002 86 Wavefront Global Asset Management IMFC Global Concentrated 1.49 500k 4/1/2009 85 Bluenose Capital Management, LLC BNC EI 1.50 15k 7/1/2010 84 Futures Truth Company, FTC-CTA MS4 1.50 250k 10/1/2007 83 Estlander & Partners Freedom 1.52 20,000k 8/1/2010 82 Gables Capital Management, Inc. GCM Global FX 1.54 1,000k 1/1/2009 81 Xplor Capital Management, LLC Global CTA Program 1.56 1,500k 7/1/2004 80 Eckhardt Trading Company Evolution Strategies 1.61 20,000k 8/1/1991 79 Abraham Trading Company Diversified Program 1.62 10,000k 1/1/1988 78 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.65 1,500k 1/1/2009 77 Manning & Napier MN Xenon Managed Futures (2x) Program 1.69 5,000k 6/1/2006 76 AIS Capital Management, L.P. MAAP (2x-4x) Composite 1.70 3,000k 10/1/1992 75 NuWave Investment Management, LLC Combined Futures Portfolio 1.71 5,000k 6/1/2001 74 Eckhardt Trading Company Evolution Strategies 1.2X 1.72 10,000k 10/1/1991 73 Bluenose Capital Management, LLC BNC BI 1.74 30k 10/1/2008 72 FRP CAPITAL LLC FRP125+ 1.77 125k 1/1/2010 71 NuWave Investment Management, LLC NuWave Investment Partners LP 1.78 250k 6/1/2001 70 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.79 200k 1/1/2007 69 FORT LP Fort Global Diversified 1.91 2,000k 10/1/1993 68 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.01 1,000k 5/1/2006 67 Lynx Asset Management AB Lynx Program 2.01 75k 5/1/2000 66 Crescent Bay Capital Management Premium Stock Index Program 2.03 10k 10/1/2005 65 DUNN Capital Management D'Best Futures Fund, L.P. 2.03 100k 6/1/1994 64 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.06 1,000k 1/1/2006 63 Chesapeake Capital Diversified (LV) 2.17 100k 2/1/1988 62 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 2.17 500k 4/1/2009 61 Soaring Pelican, LLC Diversified S&P Program 2.21 100k 1/1/2011 60 Strategic Ag Trading SAT GRAINS 2.21 100k 4/1/2002 59 Manning & Napier MN Xenon Global Fixed Income Program 2.29 2,000k 8/1/2004 58 Crabel Capital Management WPD Crabel Futures Program 2.35 1,000k 7/1/2008 57 Serac, LLC Diversified Reversal Program 2.39 200k 4/1/2011 56 Estlander & Partners Alpha Trend 2.39 30,000k 10/1/1991 55 Kottke Associates Lark - Cattle Program 2.45 500k 2/1/2008 54 Systematic Alpha Management Systematic Alpha Futures Program 2.45 100k 6/1/2004 53 Adamah Capital LLC Asset Allocator Program 2.50 50k 3/1/2011 52 Warrington Asset Management Warrington Strategic Program 2.57 50k 1/1/1997 51 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.63 250k 10/1/2009 50 Zoi Capital, LLC Telio Program (Client) 2.67 200k 4/1/2010 49 Ansbacher Investment Management Market Neutral Put Skew Program 2.77 250k 1/1/1996 48 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.77 100k 11/1/1984 47 Option Capital Advisory OCA Premium 2.79 100k 5/1/2011 46 LJM Partners LJM Preservation & Growth Strategy 2.80 250k 5/1/2006 45 Revolution Capital Management Mosaic Program 2.83 10,000k 10/1/2006 44 Global Vista Advisors, LLC Global Vista Options ("GVO") 2.93 50k 10/1/2010 43 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 3.00 100k 10/1/2010 42 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.01 2,000k 7/1/1992 41 JLC Futures Management Company JLC Managed Futures Fund I, LP. 3.03 100k 8/1/2009 40 Paskewitz Asset Management LLC Contrarian S&P Stock Index 3.06 500k 12/1/2003 39 ITB Capital Advisors LLC ITB Time Value Trading Program 3.14 5,000k 1/1/2009 38 Wavefront Global Asset Management IMFC Global Investment Program 3.16 2,000k 2/1/2007 37 Insignia Managed Capital Medallion 3.33 50k 2/1/2009 36 Clarke Capital Management Global Basic 3.36 50k 2/1/1996 35 Endeavour Capital LLP Endeavour Pembroke 3.45 2,000k 7/1/2007 34 Altradis Capital AG AlphAlgo 3.46 100k 5/1/2007 33 Non Correlated Capital Positive Theta Fund 3.63 50k 10/1/2007 32 Non Correlated Capital Positive Theta Program 3.63 250k 10/1/2007 31 DUNN Capital Management DUNN Combined Fund (DCF) 3.66 100k 5/1/1989 30 M6 Capital Management LLC Standard Program 3.79 300k 7/1/2005 29 Parizek Capital Currency Program 3.92 1,000k 4/1/2006 28 Arcanum Asset Management Equity Index Option Program (Prop) 3.99 500k 7/1/2006 27 Rotella Capital Management Rotella Orion (Short-Term) Program 3.99 10,000k 3/1/2006 26 White River Group Stock Index Option Writing Strategy 4.05 10k 11/1/2008 25 Diamond Peak Capital LLC Northstar (2x) program 4.24 250k 10/1/2008 24 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 4.36 25k 1/1/2011 23 Third Street Ag Investments, LLC Fundamental Discretionary Ag 4.81 500k 8/1/2012 22 Manning & Napier MN Xenon Global Fixed Income (2x) Program 4.88 1,000k 5/1/2010 21 Quantum Leap Capital Management Managed Account Program 5.10 300k 8/1/2006 20 Emil van Essen Spread Trading Program 5.24 5,000k 12/1/2006 19 Clarke Capital Management Global Magnum 5.46 100k 8/1/1997 18 Quantitative Investment Management Quantitative Global Program 5.77 20,000k 10/1/2003 17 LJM Partners LJM Moderately Aggressive Strategy 6.01 500k 4/1/2003 16 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 6.30 100k 10/1/2009 15 Dendrich Ltd QEP 6.67 50k 12/1/2005 14 Clarke Capital Management Worldwide 6.88 250k 1/1/1996 13 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.94 100k 3/1/2003 12 Kinkopf Capital Management KCM S&P (Proprietary) 7.44 100k 1/1/1999 11 Liberty Funds Group, Inc Liberty Diversified Option Strategy 7.52 750k 1/1/2009 10 Estlander & Partners Alpha Trend II - Class P 7.72 100k 12/1/2008 9 LJM Partners LJM Aggressive Strategy 7.73 500k 7/1/1998 8 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 7.78 250k 1/1/2009 7 GLOBIVEST LLC Alpha Program 8.46 50k 4/1/2009 6 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 8.60 25k 4/1/2010 5 Bocken Trading LLC Discretionary Trading Program 9.33 100k 7/1/2011 4 Insignia Managed Capital Epoch3 9.51 20k 7/1/2009 3 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 11.86 50k 9/1/2009 2 Global AG LLC Global Ag LLC 14.48 1,000k 12/1/2008 1 Opus Futures LLC Advance Ag Futures Trading Program 22.42 100k 3/1/2011 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.