IASG CTA Index For December 2013 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Dec 2013 Min Inv Inception 313 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -9.72 25k 1/1/2011 312 Keck Capital Management LLC The Keck Program -6.23 2,000k 12/1/2003 311 Superfund Group Superfund Blue SPC Class A (Gold) -6.07 50k 12/1/2007 310 Tyche Capital Advisors LLC TCA Energy Spreads -4.56 100k 8/1/2008 309 IKOS IKOS Futures Fund -4.25 1,000k 2/1/2010 308 FORT LP Fort Global Diversified -4.10 2,000k 10/1/1993 307 Paramount Capital Management LLC Commodity Trading Program -4.06 100k 7/1/2008 306 Welton Investment Partners Welton Global -4.06 10,000k 6/1/2004 305 M6 Capital Management LLC Standard Program -4.02 300k 7/1/2005 304 PRIM' Alternative Investment PRIM Gold -3.98 10k 11/1/2005 303 Amplitude Capital International Limited Klassik Strategy -3.60 1,000k 9/1/2009 302 Paskewitz Asset Management LLC Multi-strategy Futures Program -3.49 3,000k 5/1/2010 301 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.02 1,000k 9/1/2009 300 EMC Capital Advisors, LLC Classic -3.00 5,000k 1/1/1985 299 Shield Plus LLC Shield Plus Natural Gas -2.73 50k 1/1/2004 298 Drury Capital Diversified Trend-Following Program -2.40 5,000k 5/1/1997 297 FORT LP Fort Global Contrarian -2.39 2,000k 10/1/2002 296 Superfund Group Superfund Green Gold A (SPC) -2.35 5k 10/1/2005 295 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.34 100k 1/1/2000 294 Gladius Asset Management Fulham Program -2.32 2,000k 1/1/2008 293 IDS Capital IDS F&F Systematic Trading -2.30 50k 7/1/2013 292 Altradis Capital AG AlphAlgo -2.25 100k 5/1/2007 291 Estlander & Partners Global XL -2.23 5,000k 8/1/1991 290 Bocken Trading LLC Discretionary Trading Program -2.22 100k 7/1/2011 289 Adamah Capital LLC Asset Allocator Program -2.20 50k 3/1/2011 288 QCM Global Diversified Programme -2.16 500k 12/1/1995 287 Di Tomasso Group Inc. Equilibrium Program -2.14 5,000k 1/1/2002 286 Dendrich Ltd QEP -1.99 50k 12/1/2005 285 Range Wise Investment Program -1.93 250k 2/1/1991 284 Global AG LLC Global Ag LLC -1.93 1,000k 12/1/2008 283 Wraith Capital LLP Wraith Dynamic Futures Fund -1.87 100k 1/1/2011 282 Amplitude Capital International Limited Dynamic Strategy -1.80 6/1/2005 281 Neural Capital Ltd Sentinel Trading Program -1.71 2,000k 1/1/2006 280 Southwest Managed Investments, LLC Global Diversified -1.67 200k 1/1/2002 279 Third Street Ag Investments, LLC Fundamental Discretionary Ag -1.57 500k 8/1/2012 278 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -1.53 25k 4/1/2010 277 Global Bayesian Dynamics, LLC BOND&FX Client Composite -1.51 5,000k 3/1/2009 276 Millburn Ridgefield Corporation Multi-Markets Program -1.48 25,000k 10/1/2004 275 Wimmer Horizon LLP Managed Account -1.47 5,000k 5/1/2005 274 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.44 200k 11/1/1999 273 Cypress Energy Capital Management, LP Cypress Energy, LP -1.43 50k 7/1/2008 272 Millburn Ridgefield Corporation Diversified Program -1.38 20,000k 2/1/1977 271 Demeter Capital Management Livestock & Grain Trading Program -1.37 50k 3/1/2010 270 Superfund Group Superfund Green Gold B (SPC) -1.36 50k 10/1/2005 269 W.G. Wealth Guardian Ltd. SAFI2 Program -1.35 1,000k 9/1/1997 268 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.33 5,000k 1/1/2005 267 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.24 100k 5/1/1999 266 Superfund Group Superfund Green Gold L.P. Series A-1 -1.20 5k 4/1/2009 265 Robust Methods LLC Macro Managed Account -1.12 5,000k 1/1/2005 264 Estlander & Partners Global Markets -1.10 10,000k 8/1/1999 263 Mobius Asset Management Diversified Program -1.08 250k 3/1/2004 262 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -1.06 25,000k 3/1/2010 261 Four Seasons Commodities Corp Lone Star Program -1.00 300k 1/1/2005 260 Quantica Capital AG Quantica Diversified FX -1.00 5,000k 3/1/2007 259 Soaring Pelican, LLC Diversified S&P Program -0.99 100k 1/1/2011 258 Endeavour Capital LLP Endeavour Pembroke -0.98 2,000k 7/1/2007 257 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.97 10,000k 8/1/2009 256 HPX Financial LLC HPX Old School Program -0.96 200k 6/1/2006 255 C-View Limited Currency Managed Account Program -0.95 5,000k 10/1/1996 254 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.92 250k 10/1/2009 253 IKOS The IKOS Hedge Fund -0.89 10,000k 7/1/1998 252 Superfund Group Superfund Blue SPC Class A (EUR) -0.88 50k 4/1/2005 251 Cranwood Capital Management Cranwood International Fund -0.70 250k 4/1/2008 250 Cranwood Capital Management Fixed Income Arbitrage Fund -0.70 250k 4/1/2008 249 Mobius Asset Management Energy Weighted Program -0.68 250k 1/1/2005 248 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -0.67 100k 7/1/2011 247 Novus Investments, LLC Novus Precious Commodities -0.65 200k 1/1/2007 246 Mobius Asset Management Custom Trading Program -0.57 100k 1/1/2002 245 Commodity Strategies AG CSAG Active Long Short Commodity Program -0.56 5,000k 10/1/2007 244 Strategic Ag Trading SAT HEARTLAND -0.54 100k 12/1/2008 243 Rosetta Capital Management Rosetta Trading Program -0.50 100k 4/1/2000 242 QCAM Currency Asset Management AG QCAM v-Pro -0.45 1,000k 7/1/2007 241 Mark J. Walsh Company Standard Program -0.43 2,000k 9/1/1985 240 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.43 100k 1/1/2005 239 Kottke Associates MV Program -0.43 1,000k 8/1/2010 238 Coloma Capital Futures(r), LLC ColoCap Commodities Partners, LP -0.40 25k 8/1/2009 237 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.40 500k 1/1/2006 236 ROW Asset Managment Row Currency Program -0.40 1,000k 11/1/2010 235 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -0.37 500k 4/1/2009 234 Auspice Capital Advisors Ltd Auspice Diversified Program -0.36 1,500k 4/1/2006 233 Emil van Essen EvE Systematic Global Opportunities -0.36 1,000k 9/1/2007 232 AllMountain Capital AG Mount Denali Global Trends -0.36 160k 7/1/2007 231 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.36 0k 11/1/1996 230 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.31 1,000k 3/1/2003 229 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.31 250k 3/1/2010 228 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.31 5,000k 12/1/2010 227 ALFAKRAFT ALFA Commodity Fund -0.30 16k 6/1/2010 226 Option Capital Advisory OCA Premium -0.29 100k 5/1/2011 225 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -0.28 150k 1/1/2011 224 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.27 1,000k 1/1/2006 223 Superfund Group Superfund Green Gold C (SPC) -0.26 100k 10/1/2005 222 Gap Partners LLC Gap -0.21 250k 11/1/2009 221 Coloma Capital Futures(r), LLC Coloma Commodity Strategy -0.20 500k 8/1/2010 220 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -0.11 10,000k 8/1/2009 219 Quantica Capital AG Quantica Managed Futures -0.10 5,000k 1/1/2005 218 Jaguar Investments Ltd Vario Capital Strategy -0.08 1,000k 5/1/2016 217 Futures Truth Company, FTC-CTA MS4 -0.08 250k 10/1/2007 216 Kottke Associates Stockton Fundamental Ag -0.08 500k 1/1/2006 215 Trigon Investment Advisors, LLC Discretionary Macro Program -0.04 10,000k 8/1/2007 214 Blake Capital Management, Inc. SRD Short Equities -0.03 100k 1/1/2011 213 Rhicon Currency Management Rhicon Systematic Currency Program -0.03 3,000k 1/1/2004 212 Ion Asset Architecture (Fund Program) Ion Fund -0.01 100k 11/1/2007 211 Ion Asset Architecture Ion Fund Program -0.01 10,000k 11/1/2007 208 Tactical Investment Management Tactical Institutional Commodity Program 0.00 10,000k 4/1/1993 206 Greenwave Capital Management Greenwave Flagship 0.00 10,000k 6/1/2008 207 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 209 IKOS IKOS FX Fund 0.00 1,000k 3/1/2008 210 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 205 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.02 10,000k 7/1/2008 204 Rhicon Currency Management Rhicon Strategic Program 0.03 500k 1/1/2004 203 ISAM ISAM Systematic Trend Fund 0.05 1,000k 6/1/2001 202 Parizek Capital Currency Program 0.05 1,000k 4/1/2006 201 Stenger Capital Management, LLC Diversified Trading Program 0.07 200k 4/1/2010 200 Haar Capital Management Discretionary Commodity Trading Program 0.07 250k 12/1/2005 199 Witter & Lester, Inc. Redstone 0.08 500k 9/1/1994 198 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) 0.09 100k 2/1/2010 197 Vergho Asset Management LLC Kinematics 0.10 1,000k 11/1/2008 196 Rivoli Fund Management Rivoli International Fund (E) 0.12 5,000k 10/1/1996 195 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.13 1,000k 1/1/2005 194 KMJ Investments KMJ Investments 0.13 1,000k 8/1/1994 193 Ion Asset Architecture Ion Volium Fund 0.13 0k 4/1/2011 192 Rivoli Fund Management Rivoli International Fund (V9) 0.16 5,000k 1/1/2002 191 Tlaloc Capital LLC Grains Program 0.17 1,000k 4/1/2010 190 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.20 10,000k 2/1/2006 189 Quantmetrics Capital Management LLP Premier 12V Strategy 0.22 10,000k 4/1/2003 188 Seven Capital Management Seven Absolute Return 0.23 100k 6/1/2009 187 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.26 750k 1/1/2009 186 Strategic Ag Trading Chatham 0.26 100k 1/1/2005 185 Blackwater Capital Management Global Program 0.27 5,000k 7/1/2005 184 Kottke Associates Lark - Cattle Program 0.30 500k 2/1/2008 183 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.31 5,000k 5/1/2011 182 Millburn Ridgefield Corporation Commodity Program 0.31 25,000k 3/1/2005 181 Non Correlated Capital Positive Theta Program 0.32 250k 10/1/2007 180 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.33 1,000k 3/1/1998 179 Mondiale Asset Management Mondiale Trading Program 0.33 0k 9/1/1997 178 Four Seasons Commodities Corp Hawkeye Spread Program 0.37 500k 3/1/2005 177 Winton Capital Management Diversified 0.37 50,000k 10/1/1997 176 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.41 1k 10/1/2006 175 Xplor Capital Management, LLC Global CTA Program 0.42 1,500k 7/1/2004 174 Auctos Capital Management Auctos Global Diversified 0.44 3,000k 11/1/2007 173 M.S. Capital Management Global Diversified Program 0.45 2,000k 11/1/1998 172 Purple Valley Capital, Inc. Diversified Trend 1 0.46 100k 8/1/2008 171 Covenant Capital Management Original Program 0.47 5,000k 9/1/1999 170 Ancile Capital Management Global Markets Program 0.49 2,000k 4/1/2005 169 Gables Capital Management, Inc. GCM Global FX 0.49 1,000k 1/1/2009 168 Covenant Capital Management Aggressive Program 0.53 3,000k 2/1/2004 167 Wavefront Global Asset Management IMFC Global Concentrated 0.54 500k 4/1/2009 166 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.58 10,000k 1/1/2001 165 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.58 50k 10/1/2007 164 Non Correlated Capital Positive Theta Fund 0.62 50k 10/1/2007 163 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 0.62 1,000k 10/1/2006 162 John Locke Investments JL Commodity Long Flat Program 0.65 5,000k 12/1/2007 161 Quantis Asset Management Ulysses Futures 0.68 1,000k 7/1/2009 160 Estlander & Partners Freedom 0.68 20,000k 8/1/2010 159 OptHedge Advisors LLC Diversified Options & Futures Program 0.69 250k 10/1/2008 158 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.73 10,000k 4/1/2004 157 Beryl Investment Group LLC Nominal Discretionary System 0.74 50k 7/1/2007 156 White Indian Trading Co. SCS Program (Client) 0.75 250k 2/1/2011 155 Warrington Asset Management Warrington Strategic Program 0.75 50k 1/1/1997 154 Superfund Group Superfund Green Gold L.P. Series B-1 0.76 5k 4/1/2009 153 Saxon Investment Corporation Diversified Program 0.83 3,000k 9/1/1988 152 Spectrum Asset Management LLC Global Diversified 0.84 2,000k 1/1/2001 151 Rabar Market Research Diversified Program 0.84 2,000k 1/1/1989 150 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.85 250k 5/1/2011 149 Cauldron Investments, LLC Stock Index Plus 0.85 1,000k 10/1/2009 148 Angle Capital Management LLC AIP Program 0.85 100k 1/1/2010 147 Transtrend B.V. DTP – Standard Risk (EUR) 0.88 10,000k 2/1/1999 146 Typhon Capital Management, LLC Plutus Grain Strategy 0.88 250k 4/1/2008 145 Esulep LLC MAX Esulep LLC MAX 0.89 500k 5/1/2008 144 Systematic Alpha Management Systematic Alpha Futures Program 0.92 100k 6/1/2004 143 Vantage Capital Management VCM Growth Program 0.93 100k 1/1/2011 142 MERIT Alternative Investments GmbH Futures Portfolio 0.95 2,000k 6/1/1998 141 Rabar Market Research Short-Term Program 0.98 2,000k 11/1/2009 140 Serac, LLC Diversified Reversal Program 1.05 200k 4/1/2011 139 Clarke Capital Management FX Plus 1.05 1,000k 5/1/2004 138 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.08 10k 7/1/2005 137 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A 1.11 100k 10/1/2010 136 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.12 10,000k 2/1/2008 135 Crescent Bay Capital Management Premium Stock Index Program 1.13 10k 10/1/2005 134 John Locke Investments Cyril Systematic Program 1.15 8,000k 7/1/2000 133 Capricorn Strategies Limited Capricorn fxST (Lev1) 1.18 1,000k 1/1/1999 132 Molinero Capital Management LLP Global Markets Program 1.22 2,000k 7/1/2005 131 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund 1.28 100k 5/1/2011 130 Witter & Lester, Inc. Stock Index Futures Trading Program 1.29 400k 1/1/1988 129 Somers Brothers Capital Diversified Futures Program #1 1.30 100k 1/1/2005 128 Rho Asset Management Rho Altius 1XL Program 1.31 5,000k 11/1/2007 127 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.36 5,000k 6/1/2010 126 Northfield Trading Diversified 1.36 2,000k 7/1/1989 125 AIS Capital Management, L.P. MAAP (2x-4x) Composite 1.38 3,000k 10/1/1992 124 Emil van Essen Spread Trading Program 1.38 5,000k 12/1/2006 123 JLC Futures Management Company JLC Managed Futures Fund I, LP. 1.38 100k 8/1/2009 122 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.39 10,000k 8/1/1999 121 Parizek Capital Futures Trading Program 1.44 500k 4/1/2000 120 Revolution Capital Management Alpha Fund 1.47 50k 1/1/2005 119 Eclipse Capital Management Global Monetary 1.48 5,000k 8/1/1990 118 Protec Energy Partners LLC ET1 1.50 500k 4/1/2010 117 Quantis Asset Management Intraday Futures 1.52 250k 1/1/2010 116 Futures Truth Company, FTC-CTA 200K Options Strategy 1.55 200k 12/1/2009 115 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.59 4,000k 11/1/2008 114 Abraham Trading Company Diversified Program 1.59 10,000k 1/1/1988 113 Saxon Investment Corporation Aggressive Diversified Program 1.61 2,000k 11/1/1993 112 Ansbacher Investment Management Market Neutral Put Skew Program 1.62 250k 1/1/1996 111 Manning & Napier MN Xenon Global Fixed Income Program 1.64 2,000k 8/1/2004 110 Revolution Capital Management Alpha Program 1.70 5,000k 6/1/2007 109 Superfund Group Superfund Green Q-AG 1.73 2k 3/1/1996 108 Clarke Capital Management Millennium 1.75 1,000k 1/1/1998 107 Red Rock Capital, LLC Systematic Global Macro 1.75 500k 9/1/2003 106 Trigon Investment Advisors, LLC Foreign Exchange Program 1.76 5,000k 8/1/2000 105 NuWave Investment Management, LLC NuWave Investment Partners LP 1.78 250k 6/1/2001 104 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.82 10,000k 8/1/2004 103 Heyden & Steindl GmbH TOMAC2 1.87 5,000k 3/1/2003 102 NuWave Investment Management, LLC Combined Futures Portfolio 1.89 5,000k 6/1/2001 101 Quantmetrics Capital Management LLP Directional 10V Strategy 1.91 10,000k 1/1/2007 100 Transtrend B.V. DTP – Enhanced Risk (USD) 1.92 10,000k 1/1/1995 99 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 1.95 10,000k 5/1/2009 98 Melissinos Trading Eupatrid Program 1.95 50k 1/1/2011 97 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI 1.97 75k 6/1/2007 96 Diamond Peak Capital LLC Northstar (2x) program 1.98 250k 10/1/2008 95 HB Capital Management Inc. Diversified Program 2.00 50k 3/1/2008 94 Quantum Leap Capital Management Managed Account Program 2.02 300k 8/1/2006 93 Crabel Capital Management Crabel Multi-Product 2.02 1,000k 3/1/1998 92 Global Sigma Group, LLC Global Sigma Plus 2.05 3,000k 11/1/2009 91 AIS Capital Management, L.P. MAAP (3x-6x) Composite 2.06 2,000k 7/1/1992 90 Rotella Capital Management Rotella Polaris Program (Diversified) 2.06 10,000k 1/1/1991 89 Briarwood Capital Management, Inc. Diversified Trading Program 2.07 3,000k 7/1/2001 88 Conquest Capital Group Conquest Select 2.12 250k 6/1/2004 87 Superfund Group Superfund Green L.P. Series A 2.14 5k 10/1/2002 86 HiProb Trading Technology LLC HiProb-I 2.16 5,000k 7/1/2008 85 Hyman Beck and Company Global Portfolio 2.16 1,000k 3/1/1991 84 Insignia Managed Capital Medallion 2.16 50k 2/1/2009 83 Metolius Capital LLC Metolius Diversified 2.18 100k 6/1/2010 82 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 81 Hawksbill Capital Management Global Diversified 2.20 5,000k 11/1/1988 80 GT CAPITAL CTA GT CAPITAL CTA 2.21 150k 6/1/2009 79 Diamond Capital Management Enhanced S&P Program 2.22 100k 10/1/2009 78 RAM Management Group RAM MRTP 1X-Conservative 2.24 1,000k 9/1/1993 77 Arcanum Asset Management Equity Index Option Program (Prop) 2.27 500k 7/1/2006 76 Wavefront Global Asset Management IMFC Global Investment Program 2.33 2,000k 2/1/2007 75 Eckhardt Trading Company Evolution Strategies 2.34 20,000k 8/1/1991 74 Estlander & Partners Alpha Trend 2.49 30,000k 10/1/1991 73 GLOBIVEST LLC Alpha Program 2.50 50k 4/1/2009 72 Paskewitz Asset Management LLC Contrarian S&P Stock Index 2.51 500k 12/1/2003 71 Schindler Capital Management, LLC Dairy Advantage Program 2.52 200k 8/1/2005 70 White River Group Diversified Option Writing Strategy 2.54 20k 11/1/2008 69 LJM Partners LJM Preservation & Growth Strategy 2.63 250k 5/1/2006 68 Eckhardt Trading Company Evolution Strategies 1.2X 2.66 10,000k 10/1/1991 67 Superfund Group Superfund Green GCT USD 2.67 15k 1/1/2000 66 Red Oak Commodity Advisors Investment Program 2.69 5,000k 12/1/1989 65 Alee Capital Management, LLC Mistral Program 2.70 2,500k 1/1/1999 64 Quantis Asset Management PFM Systematic 2.72 15k 5/1/2010 63 Revolution Capital Management Mosaic Institutional Program 2.73 25,000k 9/1/2009 62 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.81 1,000k 1/1/2006 61 Tanyard Creek Capital Livestock Program 2.86 200k 6/1/2008 60 White River Group Stock Index Option Writing Strategy 2.86 10k 11/1/2008 59 Strategic Ag Trading SAT GRAINS 2.91 100k 4/1/2002 58 Romanesco Capital Management B.V Persistence Program 2.97 5,000k 9/1/2005 57 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 3.05 100k 10/1/2009 56 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 3.05 50k 9/1/2009 55 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.11 5,000k 11/1/2012 54 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 3.11 200k 1/1/2007 53 ITB Capital Advisors LLC ITB Time Value Trading Program 3.13 5,000k 1/1/2009 52 LJM Partners LJM Moderately Aggressive Strategy 3.21 500k 4/1/2003 51 Lynx Asset Management AB Lynx Program 3.30 75k 5/1/2000 50 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 3.36 1,500k 1/1/2009 49 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.37 100k 3/1/2003 48 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.47 1/1/1989 47 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 3.54 4,000k 2/1/2011 46 Pinstripe Trading, LLC Standard 3.57 125k 8/1/2009 45 FCI Capital Management TSFX1 3.59 20k 11/1/2010 44 Alder Capital DAC Alder Global 20 3.60 250k 2/1/2001 43 Superfund Group Superfund Green L.P. Series B 3.62 5k 10/1/2002 42 Crabel Capital Management WPD Crabel Futures Program 3.62 1,000k 7/1/2008 41 Superfund Group Superfund Green Master 3.64 2,000k 5/1/2001 40 Robinson-Langley Capital Management, LLC Managed Account Program 3.72 200k 1/1/2007 39 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 3.80 1,000k 5/1/2006 38 LJM Partners LJM Aggressive Strategy 3.89 500k 7/1/1998 37 Dominion Capital Sapphire Program 4.00 3,000k 5/1/2005 36 Zoi Capital, LLC Telio Program (Client) 4.06 200k 4/1/2010 35 Briarwood Capital Management, Inc. Diversified 2XL 4.06 250k 11/1/2004 34 Bluenose Capital Management, LLC BNC EI 4.13 15k 7/1/2010 33 FRP CAPITAL LLC FRP125+ 4.23 125k 1/1/2010 32 Quantitative Investment Management Quantitative Global Program 4.24 20,000k 10/1/2003 31 Manning & Napier MN Xenon Global Fixed Income (2x) Program 4.26 1,000k 5/1/2010 30 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.40 100k 11/1/1984 29 Alee Capital Management, LLC Poniente Program 4.47 2,500k 1/1/1999 28 DUNN Capital Management D'Best Futures Fund, L.P. 4.54 100k 6/1/1994 27 Pacific Capital Advisors Vanguard Program 4.59 100k 4/1/2007 26 Manning & Napier MN Xenon Managed Futures (2x) Program 4.63 5,000k 6/1/2006 25 Dreiss Research Corporation Diversified Program 4.65 1,000k 5/1/1991 24 Opus Futures LLC Advance Ag Futures Trading Program 4.71 100k 3/1/2011 23 Clarke Capital Management Global Magnum 4.95 100k 8/1/1997 22 Clarke Capital Management Worldwide 4.99 250k 1/1/1996 21 Chesapeake Capital Diversified (LV) 5.23 100k 2/1/1988 20 QQFund.com QQFund.com Alpha Beta Program 5.35 100k 9/1/2008 19 Rotella Capital Management Rotella Orion (Short-Term) Program 5.36 10,000k 3/1/2006 18 Insignia Managed Capital Epoch3 5.57 20k 7/1/2009 17 Conquest Capital Group Conquest Macro 5.68 250k 5/1/1999 16 Clarke Capital Management Jupiter 6.04 3,000k 5/1/2005 15 Clarke Capital Management Global Basic 6.45 50k 2/1/1996 14 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 6.50 250k 1/1/2009 13 Revolution Capital Management Mosaic Program 6.70 10,000k 10/1/2006 12 Liberty Funds Group, Inc Liberty Wealth Protection Fund 6.71 250k 10/1/2009 11 Claughton Capital Institutional Program 6.73 1,000k 10/1/2005 10 RAM Management Group MRTP Aggressive 6.80 1,000k 2/1/1998 9 Estlander & Partners Alpha Trend II - Class P 7.74 100k 12/1/2008 8 DUNN Capital Management DUNN Combined Fund (DCF) 7.81 100k 5/1/1989 7 White Indian Trading Co. STAIRS (Client) 7.99 250k 5/1/2009 6 Kelly Angle Inc. Genesis Program 8.08 2,000k 4/1/2000 5 Bluenose Capital Management, LLC BNC BI 10.29 30k 10/1/2008 4 Kinkopf Capital Management KCM S&P (Proprietary) 12.14 100k 1/1/1999 3 Global Vista Advisors, LLC Global Vista Options ("GVO") 12.41 50k 10/1/2010 2 White Indian Trading Co. STAIRS - Futures Program (Client) 14.96 250k 10/1/2008 1 TKC Investment Services MAP 21.00 100k 7/1/2010 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.