IASG CTA Index For May 2012

Monthly Rankings

Rank CTA/Program May 2012 Min Inv Inception
313 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-35.27 2,000k 7/1/1992
312 Opus Futures LLC
Advance Ag Futures Trading Program
-25.35 100k 3/1/2011
311 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-24.19 3,000k 10/1/1992
310 Revolution Capital Management
Mosaic Program
-18.53 10,000k 10/1/2006
309 QQFund.com
Investment Program 1
-17.99 300k 9/1/2008
308 Global AG LLC
Global Ag LLC
-12.10 1,000k 12/1/2008
307 Bocken Trading LLC
Discretionary Trading Program
-11.12 100k 7/1/2011
306 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-10.79 500k 4/1/2009
305 Ancile Capital Management
Global Markets Program
-10.62 2,000k 4/1/2005
304 Insignia Managed Capital
Epoch3
-10.04 20k 7/1/2009
303 Pinstripe Trading, LLC
Standard
-9.98 125k 8/1/2009
302 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-9.29 0k 11/1/1996
301 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-9.20 100k 7/1/2011
300 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-8.78 5,000k 6/1/2010
299 Insignia Managed Capital
Medallion
-8.73 50k 2/1/2009
298 TKC Investment Services
MAP
-7.83 100k 7/1/2010
297 Revolution Capital Management
Mosaic Institutional Program
-7.48 25,000k 9/1/2009
296 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.12 100k 5/1/1989
295 Cypress Energy Capital Management, LP
Cypress Energy, LP
-7.04 50k 7/1/2008
294 ROW Asset Managment
Row Currency Program
-6.55 1,000k 11/1/2010
293 PRIM' Alternative Investment
PRIM Gold
-6.33 10k 11/1/2005
292 Wraith Capital LLP
Wraith Dynamic Futures Fund
-6.13 100k 1/1/2011
291 Red Oak Commodity Advisors
Investment Program
-5.75 5,000k 12/1/1989
290 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-5.50 500k 1/1/2006
289 Strategic Ag Trading
Chatham
-5.49 100k 1/1/2005
288 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-5.39 50k 10/1/2010
287 White River Group
Diversified Option Writing Strategy
-5.38 20k 11/1/2008
286 Kottke Associates
MV Program
-5.37 1,000k 8/1/2010
285 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.93 5,000k 11/1/2012
284 Vantage Capital Management
VCM Growth Program
-4.88 100k 1/1/2011
283 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-4.45 750k 1/1/2009
282 Four Seasons Commodities Corp
Lone Star Program
-4.43 300k 1/1/2005
281 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-4.36 500k 12/1/2003
280 Four Seasons Commodities Corp
Hawkeye Spread Program
-4.22 500k 3/1/2005
279 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-4.16 3,000k 5/1/2010
278 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.06 1/1/1989
277 Chesapeake Capital
Diversified (LV)
-3.90 100k 2/1/1988
276 Protec Energy Partners LLC
ET1
-3.78 500k 4/1/2010
275 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
-3.30 50k 10/1/2007
274 Strategic Ag Trading
SAT HEARTLAND
-3.23 100k 12/1/2008
273 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.11 400k 1/1/1988
272 Quantis Asset Management
Intraday Futures
-2.88 250k 1/1/2010
271 John Locke Investments
JL Commodity Long Flat Program
-2.81 5,000k 12/1/2007
270 Adamah Capital LLC
Asset Allocator Program
-2.80 50k 3/1/2011
269 Futures Truth Company, FTC-CTA
200K Options Strategy
-2.73 200k 12/1/2009
268 Seven Capital Management
Seven Absolute Return
-2.33 100k 6/1/2009
267 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.26 50k 4/1/2005
266 Auctos Capital Management
Auctos Global Diversified
-2.21 3,000k 11/1/2007
265 Quantica Capital AG
Quantica Diversified FX
-2.01 5,000k 3/1/2007
264 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.96 10,000k 8/1/2009
263 Zoi Capital, LLC
Telio Program (Client)
-1.95 200k 4/1/2010
262 Emil van Essen
Spread Trading Program
-1.81 5,000k 12/1/2006
261 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.80 50k 12/1/2007
260 Ion Asset Architecture (Fund Program)
Ion Fund
-1.53 100k 11/1/2007
259 Ion Asset Architecture
Ion Fund Program
-1.53 10,000k 11/1/2007
258 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-1.48 5,000k 12/1/2010
257 Strategic Ag Trading
SAT GRAINS
-1.41 100k 4/1/2002
256 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.40 1,000k 1/1/1999
255 Crabel Capital Management
WPD Crabel Futures Program
-1.25 1,000k 7/1/2008
254 Quality Capital Management
Global Diversified Programme
-1.24 10,000k 12/1/1995
253 Quantica Capital AG
Quantica Managed Futures
-1.21 5,000k 1/1/2005
252 Endeavour Capital LLP
Endeavour Pembroke
-1.19 2,000k 7/1/2007
251 Robust Methods LLC
Macro Managed Account
-1.15 5,000k 1/1/2005
250 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-1.13 25k 4/1/2010
249 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.09 100k 10/1/2010
248 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-1.04 5,000k 10/1/2007
247 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.04 250k 10/1/2008
246 M6 Capital Management LLC
Standard Program
-1.02 300k 7/1/2005
245 FORT LP
Fort Global Contrarian
-1.01 2,000k 10/1/2002
244 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.90 100k 5/1/1999
243 Haar Capital Management
Discretionary Commodity Trading Program
-0.80 250k 12/1/2005
242 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.78 250k 3/1/2010
241 Blake Capital Management, Inc.
SRD Short Equities
-0.74 100k 1/1/2011
240 Tlaloc Capital LLC
Grains Program
-0.72 500k 4/1/2010
239 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.71 10,000k 8/1/2007
238 Tactical Investment Management
Tactical Institutional Commodity Program
-0.63 10,000k 4/1/1993
237 Beryl Investment Group LLC
Nominal Discretionary System
-0.63 50k 7/1/2007
236 Shield Plus LLC
Shield Plus Natural Gas
-0.62 50k 1/1/2004
235 Saxon Investment Corporation
Aggressive Diversified Program
-0.62 2,000k 11/1/1993
234 Diamond Capital Management
Enhanced S&P Program
-0.60 100k 10/1/2009
233 IKOS
IKOS FX Fund
-0.57 1,000k 3/1/2008
232 Cauldron Investments, LLC
Stock Index Plus
-0.57 1,000k 10/1/2009
231 Kottke Associates
Stockton Fundamental Ag
-0.53 500k 1/1/2006
230 Millburn Corporation
Commodity Program
-0.50 25,000k 3/1/2005
229 Mobius Asset Management
Custom Trading Program
-0.45 100k 1/1/2002
228 Demeter Capital Management
Livestock & Grain Trading Program
-0.39 50k 3/1/2010
227 Saxon Investment Corporation
Diversified Program
-0.37 3,000k 9/1/1988
226 Range Wise
Investment Program
-0.35 250k 2/1/1991
225 Gap Partners LLC
Gap
-0.33 250k 11/1/2009
224 Rosetta Capital Management
Macro Program
-0.29 50k 1/1/2009
223 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.24 1,000k 3/1/2003
222 Somers Brothers Capital
Diversified Futures Program #1
-0.23 100k 1/1/2005
221 Winton Capital Management
Diversified
-0.22 50,000k 10/1/1997
220 Drury Capital
Diversified Trend-Following Program
-0.20 5,000k 5/1/1997
219 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.16 250k 4/1/2008
218 Cranwood Capital Management
Cranwood International Fund
-0.16 250k 4/1/2008
217 C-View Limited
Currency Managed Account Program
-0.12 5,000k 10/1/1996
216 Mobius Asset Management
Energy Weighted Program
-0.12 250k 1/1/2005
215 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.01 1,000k 1/1/2005
212 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
213 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
214 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
211 GLOBIVEST LLC
Alpha Program
0.03 50k 4/1/2009
210 Ion Asset Architecture
Ion Volium Fund
0.04 0k 4/1/2011
209 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.07 75k 6/1/2007
208 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.09 10,000k 4/1/2003
207 Mobius Asset Management
Diversified Program
0.10 250k 3/1/2004
206 IKOS
The IKOS Hedge Fund
0.13 10,000k 7/1/1998
205 Stenger Capital Management, LLC
Diversified Trading Program
0.18 200k 4/1/2010
204 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.20 10,000k 7/1/2008
203 Greenwave Capital Management
Greenwave Flagship
0.20 10,000k 6/1/2008
202 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.21 1,000k 1/1/2006
201 Briarwood Capital Management, Inc.
Diversified 2XL
0.22 250k 11/1/2004
200 Quantis Asset Management
PFM Systematic
0.24 15k 5/1/2010
199 Briarwood Capital Management, Inc.
Diversified Trading Program
0.25 3,000k 7/1/2001
198 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
0.30 500k 8/1/2010
197 Gables Capital Management, Inc.
GCM Global FX
0.32 1,000k 1/1/2009
196 Non Correlated Capital
Positive Theta Program
0.34 250k 10/1/2007
195 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.38 5,000k 6/1/2006
194 Coloma Capital Futures(r), LLC
ColoCap Commodities Partners, LP
0.40 25k 8/1/2009
193 Non Correlated Capital
Positive Theta Fund
0.42 50k 10/1/2007
192 HB Capital Management Inc.
Diversified Program
0.45 50k 3/1/2008
191 Kottke Associates
Lark - Cattle Program
0.48 500k 2/1/2008
190 IKOS
IKOS Futures Fund
0.49 1,000k 2/1/2010
189 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.58 5,000k 5/1/2011
188 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.58 500k 8/1/2012
187 HiProb Trading Technology LLC
HiProb-I
0.60 5,000k 7/1/2008
186 IDS Capital
IDS F&F Systematic Trading
0.60 50k 7/1/2013
185 QCAM Currency Asset Management AG
QCAM v-Pro
0.61 1,000k 7/1/2007
184 Ansbacher Investment Management
Market Neutral Put Skew Program
0.76 250k 1/1/1996
183 Covenant Capital Management
Original Program
0.83 5,000k 9/1/1999
182 Soaring Pelican, LLC
Diversified S&P Program
0.84 100k 1/1/2011
181 Rhicon Currency Management
Rhicon Strategic Program
0.85 500k 1/1/2004
180 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.88 100k 2/1/2010
179 Estlander & Partners
Global Markets
0.88 10,000k 8/1/1999
178 Typhon Capital Management, LLC
Plutus Grain Strategy
0.95 250k 4/1/2008
177 Witter & Lester, Inc.
Redstone
0.99 500k 9/1/1994
176 Pacific Capital Advisors
Vanguard Program
1.01 100k 4/1/2007
175 KMJ Investments
KMJ Investments
1.03 1,000k 8/1/1994
174 Rosetta Capital Management
Rosetta Trading Program
1.03 100k 4/1/2000
173 Crescent Bay Capital Management
Premium Stock Index Program
1.03 10k 10/1/2005
172 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.05 10,000k 1/1/2007
171 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
1.09 100k 5/1/2011
170 Alder Capital DAC
Alder Global 10
1.10 2,500k 10/1/2000
169 White River Group
Stock Index Option Writing Strategy
1.10 10k 11/1/2008
168 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.12 10,000k 2/1/2006
167 Tyche Capital Advisors LLC
TCA Energy Spreads
1.12 100k 8/1/2008
166 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.16 100k 1/1/2005
165 Hyman Beck and Company
Global Portfolio
1.16 1,000k 3/1/1991
164 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
1.19 5,000k 1/1/2005
163 Esulep LLC MAX
Esulep LLC MAX
1.20 500k 5/1/2008
162 Red Rock Capital, LLC
Systematic Global Macro
1.24 500k 9/1/2003
161 Kinkopf Capital Management
KCM S&P (Proprietary)
1.26 100k 1/1/1999
160 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.27 1,000k 5/1/2006
159 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.28 50k 9/1/2009
158 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.31 1k 10/1/2006
157 Welton Investment Partners
Welton Global
1.33 10,000k 6/1/2004
156 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
1.35 25,000k 3/1/2010
155 Metolius Capital LLC
Metolius Diversified
1.36 100k 6/1/2010
154 White Indian Trading Co.
SCS Program (Client)
1.41 250k 2/1/2011
153 Dreiss Research Corporation
Diversified Program
1.42 1,000k 5/1/1991
152 M.S. Capital Management
Global Diversified Program
1.44 2,000k 11/1/1998
151 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.50 10,000k 1/1/1991
150 FORT LP
Fort Global Diversified
1.62 2,000k 10/1/1993
149 Millburn Corporation
Multi-Markets Program
1.69 25,000k 10/1/2004
148 GT CAPITAL CTA
GT CAPITAL CTA
1.70 150k 6/1/2009
147 Estlander & Partners
Global XL
1.71 5,000k 8/1/1991
146 Dendrich Ltd
QEP
1.71 50k 12/1/2005
145 Global Sigma Group, LLC
Global Sigma Plus
1.76 3,000k 11/1/2009
144 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
1.81 150k 1/1/2011
143 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.82 1,500k 4/1/2006
142 Crabel Capital Management
Crabel Multi-Product
1.85 1,000k 3/1/1998
141 Tanyard Creek Capital
Livestock Program
1.90 200k 6/1/2008
140 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.95 100k 10/1/2009
139 LJM Partners
LJM Preservation & Growth Strategy
2.09 250k 5/1/2006
138 Bluenose Capital Management, LLC
BNC BI
2.15 30k 10/1/2008
137 Warrington Asset Management
Warrington Strategic Program
2.15 50k 1/1/1997
136 AllMountain Capital AG
Mount Denali Global Trends
2.17 160k 7/1/2007
135 Alder Capital DAC
Alder Global 20
2.20 2,500k 2/1/2001
134 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.21 100k 3/1/2003
133 Bluenose Capital Management, LLC
BNC EI
2.23 15k 7/1/2010
132 Arcanum Asset Management
Equity Index Option Program (Prop)
2.24 500k 7/1/2006
131 HPX Financial LLC
HPX Old School Program
2.26 200k 6/1/2006
130 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
2.27 10,000k 5/1/2009
129 Diamond Peak Capital LLC
Northstar (2x) program
2.28 250k 10/1/2008
128 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.32 250k 5/1/2011
127 Millburn Corporation
Diversified Program
2.35 20,000k 2/1/1977
126 Covenant Capital Management
Aggressive Program
2.36 3,000k 2/1/2004
125 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
2.43 100k 8/1/2009
124 Rhicon Currency Management
Rhicon Systematic Currency Program
2.46 3,000k 1/1/2004
123 Manning & Napier
MN Xenon Global Fixed Income Program
2.60 2,000k 8/1/2004
122 DUNN Capital Management
D'Best Futures Fund, L.P.
2.61 100k 6/1/1994
121 Vergho Asset Management LLC
Kinematics
2.66 1,000k 11/1/2008
120 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
2.70 5,000k 3/1/2009
119 NuWave Investment Management, LLC
Combined Futures Portfolio
2.77 5,000k 6/1/2001
118 Novus Investments, LLC
Novus Precious Commodities
2.82 200k 1/1/2007
117 NuWave Investment Management, LLC
NuWave Investment Partners LP
2.84 250k 6/1/2001
116 Jaguar Investments Ltd
Vario Capital Strategy
2.91 1,000k 5/1/2016
115 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.98 1,500k 1/1/2009
114 ISAM
ISAM Systematic Trend Fund
3.01 1,000k 6/1/2001
113 Quantis Asset Management
Ulysses Futures
3.08 1,000k 7/1/2009
112 FCI Capital Management
TSFX1
3.17 20k 11/1/2010
111 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
3.27 10,000k 1/1/2001
110 Schindler Capital Management, LLC
Dairy Advantage Program
3.42 200k 8/1/2005
109 Mondiale Asset Management
Mondiale Trading Program
3.43 0k 9/1/1997
108 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.49 200k 1/1/2007
107 Option Capital Advisory
OCA Premium
3.52 100k 5/1/2011
106 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
3.60 250k 1/1/2009
105 Futures Truth Company, FTC-CTA
MS4
3.60 250k 10/1/2007
104 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.61 1,000k 1/1/2006
103 RAM Management Group
RAM MRTP 1X-Conservative
3.67 1,000k 9/1/1993
102 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.68 250k 10/1/2009
101 MERIT Alternative Investments GmbH
Futures Portfolio
3.80 2,000k 6/1/1998
100 Estlander & Partners
Freedom
3.92 20,000k 8/1/2010
99 Parizek Capital
Currency Program
3.94 1,000k 4/1/2006
98 FRP CAPITAL LLC
FRP125+
4.07 125k 1/1/2010
97 Systematic Alpha Management
Systematic Alpha Futures Program
4.24 100k 6/1/2004
96 Xplor Capital Management, LLC
Global CTA Program
4.51 1,500k 7/1/2004
95 Blackwater Capital Management
Global Program
4.54 5,000k 7/1/2005
94 Rivoli Fund Management
Rivoli International Fund (V9)
4.62 5,000k 1/1/2002
93 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
4.69 1,000k 5/1/2010
92 John Locke Investments
Cyril Systematic Program
4.95 8,000k 7/1/2000
91 Estlander & Partners
Alpha Trend
4.96 30,000k 10/1/1991
90 Transtrend B.V.
DTP – Standard Risk (EUR)
4.98 10,000k 2/1/1999
89 Spectrum Asset Management LLC
Global Diversified
4.98 2,000k 1/1/2001
88 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
5.00 10,000k 4/1/2004
87 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
5.31 4,000k 11/1/2008
86 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
5.52 10,000k 8/1/2009
85 LJM Partners
LJM Moderately Aggressive Strategy
5.52 500k 4/1/2003
84 Serac, LLC
Diversified Reversal Program
5.59 200k 4/1/2011
83 Abraham Trading Company
Diversified Program
5.65 10,000k 1/1/1988
82 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
5.91 250k 10/1/2009
81 Altradis Capital AG
AlphAlgo
5.97 100k 5/1/2007
80 W.G. Wealth Guardian Ltd.
SAFI2 Program
6.14 1,000k 9/1/1997
79 ITB Capital Advisors LLC
ITB Time Value Trading Program
6.15 5,000k 1/1/2009
78 Keck Capital Management LLC
The Keck Program
6.15 2,000k 12/1/2003
77 Clarke Capital Management
Global Basic
6.33 50k 2/1/1996
76 Dominion Capital
Sapphire Program
6.41 3,000k 5/1/2005
75 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
6.43 1,000k 3/1/1998
74 Rho Asset Management
Rho Altius 1XL Program
6.44 5,000k 11/1/2007
73 Gladius Asset Management
Fulham Program
6.49 2,000k 1/1/2008
72 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
6.53 10,000k 2/1/2008
71 Amplitude Capital International Limited
Klassik Strategy
6.54 1,000k 9/1/2009
70 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
6.57 1,000k 9/1/2009
69 Rabar Market Research
Short-Term Program
6.73 2,000k 11/1/2009
68 Eclipse Capital Management
Global Monetary
6.76 5,000k 8/1/1990
67 Beach Horizon LLP
Managed Account
6.85 5,000k 5/1/2005
66 Emil van Essen
EvE Systematic Global Opportunities
6.86 1,000k 9/1/2007
65 LJM Partners
LJM Aggressive Strategy
6.96 500k 7/1/1998
64 Wavefront Global Asset Management
IMFC Global Investment Program
6.99 2,000k 2/1/2007
63 Quantitative Investment Management
Quantitative Global Program
7.17 20,000k 10/1/2003
62 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.46 10,000k 8/1/2004
61 Rivoli Fund Management
Rivoli International Fund (MAP)
7.49 5,000k 10/1/1996
60 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.53 10,000k 1/1/1995
59 Wavefront Global Asset Management
IMFC Global Concentrated
7.58 500k 4/1/2009
58 Rotella Capital Management
Rotella Orion (Short-Term) Program
7.67 10,000k 3/1/2006
57 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.69 100k 11/1/1984
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.71 10,000k 8/1/1999
55 Lynx Asset Management AB
Lynx Program
7.84 75k 5/1/2000
54 Rabar Market Research
Diversified Program
7.87 2,000k 1/1/1989
53 Quantum Leap Capital Management
Managed Account Program
7.99 300k 8/1/2006
52 Revolution Capital Management
Alpha Program
7.99 5,000k 6/1/2007
51 Eckhardt Trading Company
Evolution Strategies
8.23 20,000k 8/1/1991
50 White Indian Trading Co.
STAIRS (Client)
8.29 250k 5/1/2009
49 Molinero Capital Management LLP
Global Markets Program
8.59 2,000k 7/1/2005
48 Amplitude Capital International Limited
Dynamic Strategy
8.62 6/1/2005
47 Northfield Trading
Diversified
8.96 2,000k 7/1/1989
46 Eckhardt Trading Company
Evolution Strategies 1.2X
9.27 10,000k 10/1/1991
45 Di Tomasso Group Inc.
Equilibrium Program
9.31 5,000k 1/1/2002
44 Melissinos Trading
Eupatrid Program
9.41 50k 1/1/2011
43 Acorn Global Investments Inc.
Acorn Diversified Program
9.92 10k 7/1/2005
42 Mark J. Walsh Company
Standard Program
10.75 2,000k 9/1/1985
41 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
10.95 25k 1/1/2011
40 Superfund Group
Superfund Green Gold A (SPC)
10.99 5k 10/1/2005
39 ALFAKRAFT
ALFA Commodity Fund
11.04 16k 6/1/2010
38 Robinson-Langley Capital Management, LLC
Managed Account Program
11.06 200k 1/1/2007
37 RAM Management Group
MRTP Aggressive
11.13 1,000k 2/1/1998
36 Superfund Group
Superfund Green Gold L.P. Series A-1
11.29 5k 4/1/2009
35 Trigon Investment Advisors, LLC
Foreign Exchange Program
11.36 5,000k 8/1/2000
34 Angle Capital Management LLC
AIP Program
11.37 100k 1/1/2010
33 Romanesco Capital Management B.V
Persistence Program
11.65 5,000k 9/1/2005
32 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
12.01 4,000k 2/1/2011
31 White Indian Trading Co.
STAIRS - Futures Program (Client)
12.09 250k 10/1/2008
30 Future Trade AG
Thales Swing Trading Programme
12.42 250k 6/1/2007
29 Kelly Angle Inc.
Genesis Program
12.44 2,000k 4/1/2000
28 Clarke Capital Management
FX Plus
12.50 1,000k 5/1/2004
27 Conquest Capital Group
Conquest Select
12.59 250k 6/1/2004
26 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
12.80 1,000k 10/1/2006
25 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.14 100k 1/1/2000
24 Claughton Capital
Auto-Reactive Positioning
14.00 1,000k 10/1/2005
23 Heyden & Steindl GmbH
TOMAC2
14.25 5,000k 3/1/2003
22 Purple Valley Capital, Inc.
Diversified Trend 1
14.64 100k 8/1/2008
21 Conquest Capital Group
Conquest Macro
14.95 250k 5/1/1999
20 Superfund Group
Superfund Green L.P. Series A
15.78 5k 10/1/2002
19 Clarke Capital Management
Global Magnum
16.11 100k 8/1/1997
18 Parizek Capital
Futures Trading Program
16.17 500k 4/1/2000
17 Hawksbill Capital Management
Global Diversified
16.20 5,000k 11/1/1988
16 Estlander & Partners
Alpha Trend II - Class P
16.41 100k 12/1/2008
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
18.15 200k 11/1/1999
14 Superfund Group
Superfund Green Q-AG
18.54 2k 3/1/1996
13 EMC Capital Advisors, LLC
Classic
19.10 5,000k 1/1/1985
12 Superfund Group
Superfund Green Gold L.P. Series B-1
19.43 5k 4/1/2009
11 Superfund Group
Superfund Green Gold B (SPC)
19.73 50k 10/1/2005
10 Superfund Group
Superfund Green L.P. Series B
23.63 5k 10/1/2002
9 Paramount Capital Management LLC
Commodity Trading Program
24.20 100k 7/1/2008
8 Superfund Group
Superfund Green GCT USD
25.23 15k 1/1/2000
7 Clarke Capital Management
Worldwide
28.42 250k 1/1/1996
6 Superfund Group
Superfund Green Gold C (SPC)
28.54 100k 10/1/2005
5 Neural Capital Ltd
Sentinel Trading Program
30.02 2,000k 1/1/2006
4 Superfund Group
Superfund Green Master
36.11 2,000k 5/1/2001
3 Clarke Capital Management
Jupiter
39.70 3,000k 5/1/2005
2 Southwest Managed Investments, LLC
Global Diversified
44.73 200k 1/1/2002
1 Clarke Capital Management
Millennium
46.47 1,000k 1/1/1998

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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