IASG CTA Index For October 2014

Monthly Rankings

Rank CTA/Program Oct 2014 Min Inv Inception
317 White River Group
Diversified Option Writing Strategy
-43.89 20k 11/1/2008
316 Option Capital Advisory
OCA Premium
-39.45 100k 5/1/2011
315 Arcanum Asset Management
Equity Index Option Program (Prop)
-21.63 500k 7/1/2006
314 Kinkopf Capital Management
KCM S&P (Proprietary)
-21.07 100k 1/1/1999
313 Opus Futures LLC
Advance Ag Futures Trading Program
-21.02 100k 3/1/2011
312 LJM Partners
LJM Aggressive Strategy
-19.60 500k 7/1/1998
311 Global AG LLC
Global Ag LLC
-19.08 1,000k 12/1/2008
310 Revolution Capital Management
Mosaic Program
-17.08 10,000k 10/1/2006
309 LJM Partners
LJM Moderately Aggressive Strategy
-15.87 500k 4/1/2003
308 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-15.52 50k 10/1/2010
307 Bluenose Capital Management, LLC
BNC EI
-15.11 15k 7/1/2010
306 ITB Capital Advisors LLC
ITB Time Value Trading Program
-13.35 5,000k 1/1/2009
305 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-13.32 25k 1/1/2011
304 Rosetta Capital Management
Macro Program
-13.04 50k 1/1/2009
303 Tactical Investment Management
Tactical Institutional Commodity Program
-12.78 10,000k 4/1/1993
302 LJM Partners
LJM Preservation & Growth Strategy
-12.13 250k 5/1/2006
301 Bluenose Capital Management, LLC
BNC BI
-12.08 30k 10/1/2008
300 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-11.47 2,000k 7/1/1992
299 Dreiss Research Corporation
Diversified Program
-10.92 1,000k 5/1/1991
298 White Indian Trading Co.
STAIRS - Futures Program (Client)
-10.66 250k 10/1/2008
297 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-9.65 100k 7/1/2011
296 Qbasis Invest
Futures Fund A
-9.56 100k 4/1/2008
295 Qbasis Invest
Futures Fund B
-9.43 100k 3/1/2009
294 Superfund Group
Superfund Blue SPC Class A (Gold)
-9.41 50k 12/1/2007
293 Rosetta Capital Management
Rosetta Trading Program
-9.14 100k 4/1/2000
292 White Indian Trading Co.
STAIRS (Client)
-8.04 250k 5/1/2009
291 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-7.75 3,000k 10/1/1992
290 Haar Capital Management
Discretionary Commodity Trading Program
-7.60 250k 12/1/2005
289 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-7.59 100k 10/1/2010
288 Somers Brothers Capital
Diversified Futures Program #1
-7.59 100k 1/1/2005
287 Quantum Leap Capital Management
Managed Account Program
-7.55 300k 8/1/2006
286 Revolution Capital Management
Mosaic Institutional Program
-7.54 25,000k 9/1/2009
285 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-7.19 50k 10/1/2011
284 Strategic Ag Trading
Chatham
-7.10 100k 1/1/2005
283 M6 Capital Management LLC
Standard Program
-7.09 300k 7/1/2005
282 Vantage Capital Management
VCM Growth Program
-7.08 100k 1/1/2011
281 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
-6.95 350k 8/1/2011
280 Estlander & Partners
Alpha Trend II - Class P
-6.86 100k 12/1/2008
279 HB Capital Management Inc.
Diversified Program
-6.78 50k 3/1/2008
278 Superfund Group
Superfund Blue SPC Class A (EUR)
-6.68 50k 4/1/2005
277 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-6.43 50k 7/1/2011
276 Superfund Group
Superfund Green Gold L.P. Series B-1
-6.20 5k 4/1/2009
275 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-6.16 100k 8/1/2009
274 Tlaloc Capital LLC
Grains Program
-6.00 500k 4/1/2010
273 Superfund Group
Superfund Green Gold C (SPC)
-5.87 100k 10/1/2005
272 Rotella Capital Management
Rotella Orion (Short-Term) Program
-5.54 10,000k 3/1/2006
271 Mobius Asset Management
Custom Trading Program
-5.50 100k 1/1/2002
270 Sequoia Hill Capital Management
SHCM British Pound AP
-5.26 50k 8/1/2011
269 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-5.26 200k 1/1/2007
268 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-5.18 1,000k 1/1/2006
267 Typhon Capital Management, LLC
Plutus Grain Strategy
-5.16 250k 4/1/2008
266 Non Correlated Capital
Positive Theta Program
-5.14 250k 10/1/2007
265 Diamond Peak Capital LLC
Northstar (2x) program
-5.00 250k 10/1/2008
264 White Indian Trading Co.
SCS Program (Client)
-4.97 250k 2/1/2011
263 Gables Capital Management, Inc.
GCM Global FX
-4.95 1,000k 1/1/2009
262 Superfund Group
Superfund Green Gold L.P. Series A-1
-4.95 5k 4/1/2009
261 Superfund Group
Superfund Green Gold A (SPC)
-4.83 5k 10/1/2005
260 Systematic Alpha Management
Systematic Alpha Futures Program
-4.82 100k 6/1/2004
259 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-4.43 4,000k 2/1/2011
258 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.37 100k 6/1/1994
257 Clarke Capital Management
FX Plus
-4.35 1,000k 5/1/2004
256 Non Correlated Capital
Positive Theta Fund
-4.29 50k 10/1/2007
255 Alee Capital Management, LLC
Poniente Program
-4.14 2,500k 1/1/1999
254 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.00 1/1/1989
253 Bocken Trading LLC
Discretionary Trading Program
-3.89 100k 7/1/2011
252 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.85 250k 5/1/2011
251 Ansbacher Investment Management
Market Neutral Put Skew Program
-3.83 250k 1/1/1996
250 Serac, LLC
Diversified Reversal Program
-3.73 200k 4/1/2011
249 Quality Capital Management
Global Diversified Programme
-3.72 10,000k 12/1/1995
248 Futures Truth Company, FTC-CTA
200K Options Strategy
-3.71 200k 12/1/2009
247 Strategic Ag Trading
SAT HEARTLAND
-3.71 100k 12/1/2008
246 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-3.61 10,000k 5/1/2009
245 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.61 5,000k 6/1/2006
244 Paramount Capital Management LLC
Commodity Trading Program
-3.45 100k 7/1/2008
243 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.45 400k 1/1/1988
242 Pinstripe Trading, LLC
Standard
-3.41 125k 8/1/2009
241 Superfund Group
Superfund Green Gold B (SPC)
-3.30 50k 10/1/2005
240 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.28 200k 1/1/2007
239 Revolution Capital Management
Alpha Fund
-3.20 50k 1/1/2005
238 Blackwater Capital Management
Global Program
-3.12 5,000k 7/1/2005
237 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-3.08 750k 1/1/2009
236 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-3.07 100k 5/1/2011
235 Revolution Capital Management
Alpha Program
-3.06 5,000k 6/1/2007
234 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-3.02 1,000k 10/1/2006
233 Bifrost Quest Capital LLC
IndexQuest (Client)
-3.01 500k 11/1/2011
232 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-3.01 500k 4/1/2009
231 Robust Methods LLC
Macro Managed Account
-2.95 5,000k 1/1/2005
230 GIC Trading LLC
Global Diversified Trading Program
-2.92 500k 11/1/1998
229 Quantitative Investment Management
Quantitative Global Program
-2.88 20,000k 10/1/2003
228 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.85 10,000k 8/1/2009
227 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-2.79 75k 6/1/2007
226 Ancile Capital Management
Global Markets Program
-2.78 2,000k 4/1/2005
225 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.73 5,000k 8/1/2000
224 Emil van Essen
EvE Systematic Global Opportunities
-2.55 1,000k 9/1/2007
223 Insignia Managed Capital
Epoch3
-2.55 20k 7/1/2009
222 Heyden & Steindl GmbH
TOMAC2
-2.41 5,000k 3/1/2003
221 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.27 10,000k 8/1/2004
220 White River Group
Stock Index Option Writing Strategy
-2.24 10k 11/1/2008
219 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.20 500k 12/1/2003
218 Insignia Managed Capital
Medallion
-2.13 50k 2/1/2009
217 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.09 10,000k 1/1/1991
216 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.07 250k 10/1/2009
215 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.06 10,000k 1/1/1995
214 Estlander & Partners
Alpha Trend
-2.05 30,000k 10/1/1991
213 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-1.96 10,000k 2/1/2006
212 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.96 10,000k 8/1/1999
211 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.92 100k 10/1/2011
210 Superfund Group
Superfund Green L.P. Series B
-1.91 5k 10/1/2002
209 Adamah Capital LLC
Asset Allocator Program
-1.90 50k 3/1/2011
208 Parizek Capital
Futures Trading Program
-1.89 500k 4/1/2000
207 Mobius Asset Management
Diversified Program
-1.85 250k 3/1/2004
206 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.82 10,000k 2/1/1999
205 ROW Asset Managment
Row Diversified Fund, L.P.
-1.82 1,000k 11/1/2011
204 Southwest Managed Investments, LLC
Global Diversified
-1.80 200k 1/1/2002
203 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.73 10,000k 2/1/2008
202 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-1.73 250k 1/1/2009
201 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.67 100k 5/1/1999
200 Diamond Capital Management
Enhanced S&P Program
-1.65 100k 10/1/2009
199 Superfund Group
Superfund Green L.P. Series A
-1.59 5k 10/1/2002
198 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.54 4,000k 11/1/2008
197 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.53 1,000k 3/1/1998
196 Clarke Capital Management
Worldwide
-1.48 250k 1/1/1996
195 Demeter Capital Management
Livestock & Grain Trading Program
-1.41 50k 3/1/2010
194 ALFAKRAFT
ALFA Edge Fund
-1.41 16k 12/1/2011
193 Superfund Group
Superfund Green GCT USD
-1.38 15k 1/1/2000
192 Estlander & Partners
Freedom
-1.27 20,000k 8/1/2010
191 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.27 1k 6/1/2009
190 Rhicon Currency Management
Rhicon Strategic Program
-1.24 500k 1/1/2004
189 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.24 100k 1/1/2000
188 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.23 250k 10/1/2009
187 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-1.22 150k 1/1/2011
186 Altus Trading, LLC
Managed Forex Program A
-1.20 50k 8/1/2011
185 Zoi Capital, LLC
Telio Program (Client)
-1.13 200k 4/1/2010
184 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.04 3,000k 5/1/2010
183 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-0.99 25,000k 3/1/2010
182 Superfund Group
Superfund Green Master
-0.98 2,000k 5/1/2001
181 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.98 10,000k 4/1/2004
180 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.97 25k 4/1/2010
179 Superfund Group
Superfund Green Q-AG
-0.90 2k 3/1/1996
178 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.90 100k 1/1/2005
177 Witter & Lester, Inc.
Redstone
-0.89 500k 9/1/1994
176 ISAM
ISAM Systematic Trend Fund
-0.89 1,000k 6/1/2001
175 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.86 1,000k 9/1/1997
174 Four Seasons Commodities Corp
Hawkeye Spread Program
-0.85 500k 3/1/2005
173 RAM Management Group
MRTP Aggressive
-0.83 1,000k 2/1/1998
172 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.78 1,500k 4/1/2006
171 Wavefront Global Asset Management
IMFC Global Concentrated
-0.77 500k 4/1/2009
170 John Locke Investments
JL Commodity Long Flat Program
-0.77 5,000k 12/1/2007
169 Pacific Capital Advisors
Vanguard Program
-0.77 100k 4/1/2007
168 Briarwood Capital Management, Inc.
Diversified 2XL
-0.76 250k 11/1/2004
167 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.73 10,000k 4/1/2003
166 Stenger Capital Management, LLC
Diversified Trading Program
-0.71 200k 4/1/2010
165 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.62 1,500k 1/1/2009
164 Keck Capital Management LLC
The Keck Program
-0.59 2,000k 12/1/2003
163 Warrington Asset Management
Warrington Strategic Program
-0.56 50k 1/1/1997
162 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.55 5,000k 1/1/2005
161 Amplitude Capital International Limited
Dynamic Strategy
-0.55 6/1/2005
160 Estlander & Partners
Global XL
-0.51 5,000k 8/1/1991
159 Acorn Global Investments Inc.
Acorn Diversified Program
-0.49 10k 7/1/2005
158 Red Rock Capital, LLC
Systematic Global Macro
-0.47 500k 9/1/2003
157 Crabel Capital Management
Crabel Multi-Product
-0.47 1,000k 3/1/1998
156 Kottke Associates
Stockton Fundamental Ag
-0.44 500k 1/1/2006
155 RAM Management Group
RAM MRTP 1X-Conservative
-0.34 1,000k 9/1/1993
154 Blake Capital Management, Inc.
SRD Short Equities
-0.32 100k 1/1/2011
153 Wavefront Global Asset Management
IMFC Global Investment Program
-0.31 2,000k 2/1/2007
152 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.30 1k 10/1/2006
151 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.30 250k 10/1/2008
150 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-0.28 1,000k 5/1/2010
149 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.26 100k 2/1/2010
148 Clarke Capital Management
Jupiter
-0.26 3,000k 5/1/2005
147 Auctos Capital Management
Auctos Global Diversified
-0.26 3,000k 11/1/2007
146 Mobius Asset Management
Energy Weighted Program
-0.25 250k 1/1/2005
145 3D
Bull Program (Client)
-0.24 10k 11/1/2010
144 Estlander & Partners
Global Markets
-0.23 10,000k 8/1/1999
143 Manning & Napier
MN Xenon Global Fixed Income Program
-0.22 2,000k 8/1/2004
142 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.22 3,000k 7/1/2001
141 Saxon Investment Corporation
Aggressive Diversified Program
-0.20 2,000k 11/1/1993
140 Schindler Capital Management, LLC
Dairy Advantage Program
-0.19 200k 8/1/2005
139 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-0.15 250k 8/1/2011
138 ALFAKRAFT
ALFA Rubicon Fund
-0.14 16k 8/1/2011
137 Old Park Capital
Aegir
-0.13 500k 7/1/2008
136 Global Sigma Group, LLC
Global Sigma Plus
-0.12 3,000k 11/1/2009
135 Jaguar Investments Ltd
Vario Capital Strategy
-0.11 1,000k 5/1/2016
134 Seven Capital Management
Seven Absolute Return
-0.10 100k 6/1/2009
133 MERIT Alternative Investments GmbH
Futures Portfolio
-0.10 2,000k 6/1/1998
132 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
-0.10 500k 8/1/2010
131 Saxon Investment Corporation
Diversified Program
-0.09 3,000k 9/1/1988
130 Four Seasons Commodities Corp
Lone Star Program
-0.07 300k 1/1/2005
129 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.06 1,000k 1/1/2006
112 Wraith Capital LLP
Wraith Dynamic Futures Fund
0.00 100k 1/1/2011
113 Gladius Asset Management
Fulham Program
0.00 2,000k 1/1/2008
114 Quantis Asset Management
Ulysses Futures
0.00 1,000k 7/1/2009
115 Quantis Asset Management
Intraday Futures
0.00 250k 1/1/2010
116 Quantis Asset Management
PFM Systematic
0.00 15k 5/1/2010
117 TKC Investment Services
MAP
0.00 100k 7/1/2010
118 Eckhardt Trading Company
Evolution Strategies 1.2X
0.00 10,000k 10/1/1991
119 Eckhardt Trading Company
Evolution Strategies
0.00 20,000k 8/1/1991
120 Drury Capital
Diversified Trend-Following Program
0.00 5,000k 5/1/1997
121 Dendrich Ltd
QEP
0.00 50k 12/1/2005
122 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
0.00 1,000k 10/1/1996
123 Hawksbill Capital Management
Global Diversified
0.00 5,000k 11/1/1988
124 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
125 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
126 Vergho Asset Management LLC
Kinematics
0.00 1,000k 11/1/2008
127 QCAM Currency Asset Management AG
QCAM v-Pro
0.00 1,000k 7/1/2007
128 Range Wise
Investment Program
0.00 250k 2/1/1991
111 FRP CAPITAL LLC
FRP125+
0.01 125k 1/1/2010
110 Cauldron Investments, LLC
Stock Index Plus
0.02 1,000k 10/1/2009
109 Blake Capital Management, Inc.
SRD Energies
0.03 100k 8/1/2011
108 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.07 1,000k 1/1/2005
107 Beryl Investment Group LLC
Nominal Discretionary System
0.14 50k 7/1/2007
106 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
0.15 50k 10/1/2007
105 Altradis Capital AG
AlphAlgo
0.21 100k 5/1/2007
104 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.22 100k 11/1/1984
103 Romanesco Capital Management B.V
Persistence Program
0.23 5,000k 9/1/2005
102 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.27 10,000k 8/1/2009
101 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.29 5,000k 5/1/2011
100 C-View Limited
Emerging & Minor Currency Program
0.30 5,000k 4/1/2008
99 Ion Asset Architecture
Ion Volium Fund
0.30 0k 4/1/2011
98 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.31 10,000k 1/1/2001
97 HPX Financial LLC
HPX Old School Program
0.33 200k 6/1/2006
96 HiProb Trading Technology LLC
HiProb-I
0.36 5,000k 7/1/2008
95 C-View Limited
Currency Managed Account Program
0.36 5,000k 10/1/1996
94 Conquest Capital Group
Conquest Select
0.39 250k 6/1/2004
93 Welton Investment Partners
Welton Global
0.45 10,000k 6/1/2004
92 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.46 250k 6/1/2001
91 HPX Financial LLC
HPX Ag Program
0.47 100k 11/1/2011
90 Purple Valley Capital, Inc.
Diversified Trend 1
0.57 100k 8/1/2008
89 Clarke Capital Management
Global Magnum
0.58 100k 8/1/1997
88 NuWave Investment Management, LLC
Combined Futures Portfolio
0.62 5,000k 6/1/2001
87 EMC Capital Advisors, LLC
Classic
0.66 5,000k 1/1/1985
86 Hyman Beck and Company
Global Portfolio
0.69 1,000k 3/1/1991
85 IDS Capital
IDS F&F Systematic Trading
0.80 50k 7/1/2013
84 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.84 1,000k 1/1/1999
83 Endeavour Capital LLP
Endeavour Pembroke
0.90 2,000k 7/1/2007
82 Quantica Capital AG
Quantica Managed Futures
0.90 5,000k 1/1/2005
81 Angle Capital Management LLC
AIP Program
0.92 100k 1/1/2010
80 John Locke Investments
Cyril Systematic Program
0.94 8,000k 7/1/2000
79 3D
S&P Program (Client)
0.96 100k 11/1/2010
78 Clarke Capital Management
Global Basic
0.98 50k 2/1/1996
77 Melissinos Trading
Eupatrid Program
0.99 50k 1/1/2011
76 City Fund Management
BH
1.03 500k 1/1/2010
75 Kottke Associates
MV Program
1.04 1,000k 8/1/2010
74 IKOS
IKOS Futures Fund
1.07 1,000k 2/1/2010
73 Xplor Capital Management, LLC
Global CTA Program
1.09 1,500k 7/1/2004
72 White Indian Trading Co.
SCS Interest Rate Program (Client)
1.09 250k 8/1/2011
71 Chesapeake Capital
Diversified (LV)
1.19 100k 2/1/1988
70 Esulep LLC MAX
Esulep LLC MAX
1.20 500k 5/1/2008
69 Molinero Capital Management LLP
Global Markets Program
1.23 2,000k 7/1/2005
68 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.24 1,000k 5/1/2006
67 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.26 5,000k 12/1/2010
66 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.26 10,000k 8/1/2007
65 ALFAKRAFT
ALFA Commodity Fund
1.39 16k 6/1/2010
64 Millburn Corporation
Commodity Program
1.42 25,000k 3/1/2005
63 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.45 5,000k 6/1/2010
62 Rabar Market Research
Diversified Program
1.50 2,000k 1/1/1989
61 FORT LP
Fort Global Diversified
1.56 2,000k 10/1/1993
60 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
1.56 50,000k 4/1/1983
59 M.S. Capital Management
Global Diversified Program
1.57 2,000k 11/1/1998
58 Protec Energy Partners LLC
ET1
1.72 500k 4/1/2010
57 Emil van Essen
Spread Trading Program
1.75 5,000k 12/1/2006
56 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.77 10,000k 1/1/2007
55 TMS Capital Limited
Arktos Global Currency Program II
1.89 100k 2/1/2008
54 Abraham Trading Company
Diversified Program
1.91 10,000k 1/1/1988
53 Futures Truth Company, FTC-CTA
MS4
1.92 250k 10/1/2007
52 Metolius Capital LLC
Metolius Diversified
1.97 100k 6/1/2010
51 Crescent Bay Capital Management
Premium Stock Index Program
1.98 10k 10/1/2005
50 Kelly Angle Inc.
Genesis Program
1.99 2,000k 4/1/2000
49 Rabar Market Research
Short-Term Program
2.02 2,000k 11/1/2009
48 Future Trade AG
Thales Swing Trading Programme
2.04 250k 6/1/2007
47 Rhicon Currency Management
Rhicon Systematic Currency Program
2.05 3,000k 1/1/2004
46 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.07 250k 10/1/2011
45 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
2.11 100k 8/1/2011
44 Conquest Capital Group
Conquest Macro
2.14 250k 5/1/1999
43 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
2.18 5,000k 3/1/2009
42 Soaring Pelican, LLC
Diversified S&P Program
2.23 100k 1/1/2011
41 Dominion Capital
Sapphire Program
2.24 3,000k 5/1/2005
40 Millburn Corporation
Multi-Markets Program
2.25 25,000k 10/1/2004
39 Mondiale Asset Management
Mondiale Trading Program
2.29 0k 9/1/1997
38 Rho Asset Management
Rho Altius 1XL Program
2.31 5,000k 11/1/2007
37 FORT LP
Fort Global Contrarian
2.33 2,000k 10/1/2002
36 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.38 0k 11/1/1996
35 Red Oak Commodity Advisors
Investment Program
2.38 5,000k 12/1/1989
34 ROW Asset Managment
Row Currency Program
2.43 1,000k 11/1/2010
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.65 1,000k 3/1/2003
32 Millburn Corporation
Diversified Program
2.75 20,000k 2/1/1977
31 Tanyard Creek Capital
Livestock Program
2.98 200k 6/1/2008
30 Beach Horizon LLP
Managed Account
3.04 5,000k 5/1/2005
29 IKOS
The IKOS Hedge Fund
3.23 10,000k 7/1/1998
28 Crabel Capital Management
WPD Crabel Futures Program
3.33 1,000k 7/1/2008
27 Eclipse Capital Management
Global Monetary
3.34 5,000k 8/1/1990
26 IStar Capital B.V.
IStar Systematic Fund
3.50 1,000k 9/1/2011
25 Mark J. Walsh Company
Standard Program
3.65 2,000k 9/1/1985
24 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.71 200k 11/1/1999
23 Alee Capital Management, LLC
Mistral Program
3.74 2,500k 1/1/1999
22 Di Tomasso Group Inc.
Equilibrium Program
3.90 5,000k 1/1/2002
21 Kottke Associates
Lark - Cattle Program
3.94 500k 2/1/2008
20 Hehmeyer Capital Management, LLC
R Best - Intraday Program
4.23 250k 3/1/2010
19 IKOS
IKOS FX Fund
4.69 1,000k 3/1/2008
18 Quantica Capital AG
Quantica Diversified FX
4.70 5,000k 3/1/2007
17 Covenant Capital Management
Aggressive Program
4.77 3,000k 2/1/2004
16 GT CAPITAL CTA
GT CAPITAL CTA
4.87 150k 6/1/2009
15 Novus Investments, LLC
Novus Precious Commodities
5.02 200k 1/1/2007
14 Claughton Capital
Auto-Reactive Positioning
5.04 1,000k 10/1/2005
13 Covenant Capital Management
Original Program
5.17 5,000k 9/1/1999
12 Tyche Capital Advisors LLC
TCA Energy Spreads
5.24 100k 8/1/2008
11 Alder Capital DAC
Alder Global 20
6.50 2,500k 2/1/2001
10 Clarke Capital Management
Millennium
7.23 1,000k 1/1/1998
9 Deep Field Capital AG
SINGULARITY Fund
7.52 100k 9/1/2011
8 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
7.74 1,000k 9/1/2009
7 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
8.08 100k 3/1/2003
6 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
8.27 100k 10/1/2009
5 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
8.89 50k 9/1/2009
4 Neural Capital Ltd
Sentinel Trading Program
10.60 2,000k 1/1/2006
3 Amplitude Capital International Limited
Klassik Strategy
11.33 1,000k 9/1/2009
2 KMJ Investments
KMJ Investments
14.10 1,000k 8/1/1994
1 QQFund.com
Investment Program 1
19.86 300k 9/1/2008

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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