IASG CTA Index For August 2015 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Aug 2015 Min Inv Inception 302 Insignia Managed Capital Medallion -27.26 50k 2/1/2009 301 ITB Capital Advisors LLC ITB Time Value Trading Program -25.58 5,000k 1/1/2009 300 QQFund.com Investment Program 1 -15.11 300k 9/1/2008 299 Rosetta Capital Management Macro Program -14.87 50k 1/1/2009 298 Insignia Managed Capital Epoch3 -14.83 20k 7/1/2009 297 LJM Partners LJM Aggressive Strategy -14.14 500k 7/1/1998 296 JKI-Futures, LLC ETIRON Large 2x (Client) -13.73 1,000k 8/1/2012 295 Superfund Group Superfund Green Master -13.49 2,000k 5/1/2001 294 Ansbacher Investment Management Market Neutral Put Skew Program -12.75 250k 1/1/1996 293 Pacific Capital Advisors Vanguard Program -12.09 100k 4/1/2007 292 Whitmore Capital Management LLC Whitmore Capital LP -12.09 250k 6/1/2012 291 Clarke Capital Management Jupiter -10.71 3,000k 5/1/2005 290 Global Advisory Partners Zurich LLC International Algo Trading -10.27 50k 10/1/2009 289 Superfund Group Superfund Green Gold C (SPC) -10.12 100k 10/1/2005 288 Dendrich Ltd QEP -9.88 50k 12/1/2005 287 Non Correlated Capital Positive Theta Fund -9.58 50k 10/1/2007 286 Cauldron Investments, LLC Stock Index Plus -9.55 1,000k 10/1/2009 285 Double Helix Capital Management Double Helix -9.33 50k 1/1/2012 284 Quality Capital Management Global Diversified Programme -9.30 10,000k 12/1/1995 283 Superfund Group Superfund Green L.P. Series B -9.25 5k 10/1/2002 282 Mulvaney Capital Management The Mulvaney Global Markets Program -9.23 100k 5/1/1999 281 Quality Capital Management Alpha Financials Program -9.09 10,000k 6/1/2012 280 Non Correlated Capital Positive Theta Program -9.02 250k 10/1/2007 279 Quantica Capital AG Quantica Managed Futures -8.90 5,000k 1/1/2005 278 LJM Partners LJM Moderately Aggressive Strategy -8.58 500k 4/1/2003 277 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -8.19 50k 7/1/2011 276 Global Sigma Group, LLC Global Sigma Plus -7.56 1,000k 11/1/2009 275 White River Group Stock Index Option Writing Strategy -7.37 10k 11/1/2008 274 Welton Investment Partners Welton Global -7.19 10,000k 6/1/2004 273 Superfund Group Superfund Green Q-AG -6.92 2k 3/1/1996 272 Eclipse Capital Management Global Monetary -6.90 5,000k 8/1/1990 271 Bluenose Capital Management, LLC BNC EI -6.84 15k 7/1/2010 270 Superfund Group Superfund Green Gold B (SPC) -6.80 50k 10/1/2005 269 LJM Partners LJM Preservation & Growth Strategy -6.71 250k 5/1/2006 268 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -6.69 1,000k 10/1/2006 267 Ancile Capital Management Global Markets Program -6.69 2,000k 4/1/2005 266 Transtrend B.V. DTP – Enhanced Risk (JPY) -6.47 10,000k 8/1/2004 265 Melissinos Trading Eupatrid Program -6.39 50k 1/1/2011 264 Global Vista Advisors, LLC Global Vista Options ("GVO") -6.30 50k 10/1/2010 263 Transtrend B.V. DTP – Enhanced Risk (EUR) -6.26 10,000k 8/1/1999 262 Transtrend B.V. DTP – Enhanced Risk (USD) -6.25 10,000k 1/1/1995 261 Crabel Capital Management WPD Crabel Futures Program -6.23 1,000k 7/1/2008 260 Seven Capital Management Seven Absolute Return -6.08 100k 6/1/2009 259 Superfund Group Superfund Green L.P. Series A -6.07 5k 10/1/2002 258 Sunrise Capital Partners Sunrise Expanded Diversified Program -5.86 1/1/1989 257 Vision Capital Management Global Futures -5.86 500k 2/1/2012 256 Southwest Managed Investments, LLC Global Diversified -5.62 200k 1/1/2002 255 Quantmetrics Capital Management LLP Directional 10V Strategy -5.59 10,000k 1/1/2007 254 Esulep LLC MAX Esulep LLC MAX -5.58 500k 5/1/2008 253 AI1 CTA Euro Invest AI1 CTA Euro Invest -5.41 125k 5/1/2010 252 Crabel Capital Management Crabel Multi-Product -5.40 1,000k 3/1/1998 251 Eckhardt Trading Company Evolution Strategies 1.2X -5.37 10,000k 10/1/1991 250 Paskewitz Asset Management LLC Contrarian S&P Stock Index -5.34 500k 12/1/2003 249 Diamond Capital Management Enhanced S&P Program -5.33 100k 10/1/2009 248 White River Group Diversified Option Writing Strategy -5.21 20k 11/1/2008 247 Acuity Investment Management, LLC Diversified Futures Program -5.08 50k 8/1/2012 246 Manning & Napier MN Xenon Managed Futures (2x) Program -5.01 5,000k 6/1/2006 245 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -4.94 1,000k 5/1/2006 244 Rabar Market Research Diversified Program -4.80 2,000k 1/1/1989 243 Vivienne Investissement OUESSANT UCITS FUND -4.79 100k 5/1/2012 242 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.79 0k 11/1/1996 241 Adamah Capital LLC Asset Allocator Program -4.70 50k 3/1/2011 240 Eckhardt Trading Company Evolution Strategies -4.69 20,000k 8/1/1991 239 Abraham Trading Company Diversified Program -4.66 10,000k 1/1/1988 238 Drury Capital Diversified Trend-Following Program -4.63 5,000k 5/1/1997 237 Red Oak Commodity Advisors Investment Program -4.62 5,000k 12/1/1989 236 IStar Capital B.V. IStar Systematic Fund -4.62 1,000k 9/1/2011 235 Transtrend B.V. DTP – Standard Risk (EUR) -4.47 10,000k 2/1/1999 234 FORT LP Fort Global Contrarian -4.43 2,000k 10/1/2002 233 Rotella Capital Management Rotella Polaris Program (Diversified) -4.41 10,000k 1/1/1991 232 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.39 100k 1/1/2005 231 OptHedge Advisors LLC Diversified Options & Futures Program -4.37 250k 10/1/2008 230 Goldman Management, Inc Stock Index Futures -4.34 450k 1/1/2012 229 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -4.32 1,000k 7/1/2009 228 Red Rock Capital, LLC Systematic Global Macro -4.31 500k 9/1/2003 227 Briarwood Capital Management, Inc. Diversified 2XL -4.29 250k 11/1/2004 226 Dreiss Research Corporation Diversified Program -4.16 1,000k 5/1/1991 225 Intex Capital Covered Options Program -4.10 50k 1/1/2012 224 Paramount Capital Management LLC Commodity Trading Program -4.08 100k 7/1/2008 223 Turning Wheel Capital, Inc. Pure Alpha Aggressive -4.05 5,000k 1/1/2012 222 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.82 250k 5/1/2011 221 Garraway Capital Management LLP Garraway Financial Trends -3.75 100k 9/1/2012 220 Auctos Capital Management Auctos Global Diversified -3.74 3,000k 11/1/2007 219 Camkay Capital Management LLC Stock Indices Short-Term -3.71 100k 3/1/2012 218 John Locke Investments Cyril Systematic Program -3.67 8,000k 7/1/2000 217 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -3.66 25k 1/1/2011 216 FORT LP Fort Global Diversified -3.63 2,000k 10/1/1993 215 Superfund Group Superfund Green Gold A (SPC) -3.61 5k 10/1/2005 214 Clarke Capital Management FX Plus -3.52 1,000k 5/1/2004 213 DUNN Capital Management D'Best Futures Fund, L.P. -3.52 100k 6/1/1994 212 Saxon Investment Corporation Aggressive Diversified Program -3.50 2,000k 11/1/1993 211 Revolution Capital Management Mosaic Institutional Program -3.44 25,000k 9/1/2009 210 Kaiser Trading Group Kaiser Global Diversified Program - Class B -3.43 1,000k 3/1/1998 209 Covenant Capital Management Aggressive Program -3.38 3,000k 2/1/2004 208 QMS Capital Management LP QMS Diversified Global Macro Strategy -3.20 5,000k 6/1/2010 207 Manning & Napier MN Xenon Global Fixed Income (2x) Program -3.20 1,000k 5/1/2010 206 Millburn Corporation Diversified Program -3.17 20,000k 2/1/1977 205 Hyman Beck and Company Global Portfolio -3.13 1,000k 3/1/1991 204 Millburn Corporation Multi-Markets Program -3.11 25,000k 10/1/2004 203 SCT Capital Management The Adaptive Quant Trading (AQT) Program -3.07 10,000k 8/1/2009 202 Rosetta Capital Management Rosetta Trading Program -2.99 100k 4/1/2000 201 Covenant Capital Management Original Program -2.98 5,000k 9/1/1999 200 Chesapeake Capital Diversified (LV) -2.94 100k 2/1/1988 199 Clarke Capital Management Millennium -2.81 1,000k 1/1/1998 198 Bluenose Capital Management, LLC BNC BI -2.81 30k 10/1/2008 197 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -2.78 5,000k 12/1/2010 196 Qbasis Invest Futures Fund B -2.78 100k 3/1/2009 195 Tanyard Creek Capital Livestock Program -2.72 200k 6/1/2008 194 Clarke Capital Management Global Basic -2.68 50k 2/1/1996 193 Candriam Investor Group Alternative Return Systemat -2.68 125k 1/1/2007 192 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.66 100k 8/1/2009 191 EMC Capital Advisors, LLC Classic -2.65 5,000k 1/1/1985 190 Certeza Asset Management Macro Vega -2.62 200k 1/1/2012 189 QTS Capital Management, LLC FX Managed Account -2.59 100k 1/1/2011 188 Witter & Lester, Inc. Redstone -2.58 500k 9/1/1994 187 Mark J. Walsh Company Standard Program -2.55 2,000k 9/1/1985 186 Demeter Capital Management Livestock & Grain Trading Program -2.49 50k 3/1/2010 185 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.41 100k 11/1/1984 184 Qbasis Invest Futures Fund A -2.37 100k 4/1/2008 183 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -2.26 4,000k 2/1/2011 182 Eagle Trading Systems Inc. Eagle Global Financials -2.25 10,000k 1/1/1996 181 Gladius Asset Management Fulham Program -2.20 2,000k 1/1/2008 180 NuWave Investment Management, LLC NuWave Investment Partners LP -2.17 250k 6/1/2001 179 Revolution Capital Management Alpha Program -2.17 5,000k 6/1/2007 178 Alee Capital Management, LLC Poniente Program -2.16 2,500k 1/1/1999 177 Auspice Capital Advisors Ltd Auspice Diversified Program -2.14 1,500k 4/1/2006 176 Warrington Asset Management Warrington Strategic Program -2.11 50k 1/1/1997 175 NuWave Investment Management, LLC Combined Futures Portfolio -2.11 5,000k 6/1/2001 174 Revolution Capital Management Alpha Fund -2.11 50k 1/1/2005 173 ALFAKRAFT ALFA Rubicon Fund -2.08 16k 8/1/2011 172 Estlander & Partners Freedom -2.05 20,000k 8/1/2010 171 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.99 1k 6/1/2009 170 Millburn Corporation Commodity Program -1.99 25,000k 3/1/2005 169 Wharton Capital Management Wharton AG Futures Program -1.99 100k 9/1/2011 168 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.98 1,000k 3/1/2003 167 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -1.96 1,500k 7/1/2005 166 Bocken Trading LLC Discretionary Trading Program -1.84 100k 7/1/2011 165 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.80 50k 10/1/2011 164 Saxon Investment Corporation Diversified Program -1.73 3,000k 9/1/1988 163 Sona Trading Strategies LLC. Diversified Program -1.72 1,000k 9/1/2006 162 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.62 50k 9/1/2009 161 GIC Trading LLC Global Diversified Trading Program -1.60 500k 11/1/1998 160 ROW Asset Managment Row Diversified Fund, L.P. -1.60 1,000k 11/1/2011 159 M.S. Capital Management Global Diversified Program -1.52 2,000k 11/1/1998 158 Manning & Napier MN Xenon Global Fixed Income Program -1.51 2,000k 8/1/2004 157 Wavefront Global Asset Management IMFC Global Concentrated -1.46 500k 4/1/2009 156 QERI LLC QERI LLC Fundamental Commodity Strategy -1.46 2,000k 7/1/2012 155 Keck Capital Management LLC The Keck Program -1.45 2,000k 12/1/2003 154 Cambridge Capital Management UK LLP CCM Program -1.41 2,000k 11/1/2012 153 Pinstripe Trading, LLC Standard -1.40 125k 8/1/2009 152 Turning Wheel Capital, Inc. Pure Alpha -1.39 10,000k 1/1/2012 151 ISAM ISAM Systematic Trend Fund -1.39 1,000k 6/1/2001 150 Neural Capital Ltd Sentinel Trading Program -1.36 2,000k 1/1/2006 149 UNISystems Research Inc. ODINET -1.36 10k 12/1/2012 148 Clarke Capital Management Global Magnum -1.35 100k 8/1/1997 147 Briarwood Capital Management, Inc. Diversified Trading Program -1.32 3,000k 7/1/2001 146 Somers Brothers Capital Diversified Futures Program #1 -1.31 100k 1/1/2005 145 Estlander & Partners Alpha Trend II - Class P -1.26 100k 12/1/2008 144 County Cork LLC RLA I -1.13 500k 1/1/2009 143 IDS Capital IDS F&F Systematic Trading -1.12 50k 7/1/2013 142 White Indian Trading Co. SCS Program (Client) -1.11 250k 2/1/2011 141 1OAK Capital Limited ACORN Commodity -1.11 5,000k 5/1/2012 140 Endeavour Capital LLP Endeavour Pembroke -1.04 2,000k 7/1/2007 139 Parizek Capital Futures Trading Program -1.01 500k 4/1/2000 138 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.01 1k 10/1/2006 137 Angle Capital Management LLC AIP Program -0.97 100k 1/1/2010 136 Coloma Capital Futures(r), LLC Coloma Capital Futures Sep A/C -0.90 500k 8/1/2010 135 Abraham Investment Management Formula 72 H -0.90 150k 8/1/2012 134 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.87 200k 11/1/1999 133 3D S&P Program (Client) -0.83 100k 11/1/2010 132 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.83 6/1/2012 131 MERIT Alternative Investments GmbH Futures Portfolio -0.82 2,000k 6/1/1998 130 Kottke Associates MV Program -0.82 1,000k 8/1/2010 129 Purple Valley Capital, Inc. Diversified Trend 1 -0.67 100k 8/1/2008 128 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.57 4,000k 11/1/2008 127 Hehmeyer Capital Management, LLC R Best - Intraday Program -0.57 250k 3/1/2010 126 IKOS IKOS Futures Fund -0.55 1,000k 2/1/2010 125 Metolius Capital LLC Metolius Diversified -0.51 100k 6/1/2010 124 Quantmetrics Capital Management LLP Premier 12V Strategy -0.47 10,000k 4/1/2003 123 Molinero Capital Management LLP Global Markets Program -0.47 2,000k 7/1/2005 122 3D Bull Program (Client) -0.45 10k 11/1/2010 121 Trigon Investment Advisors, LLC Foreign Exchange Program -0.45 5,000k 8/1/2000 120 Paskewitz Asset Management LLC Multi-strategy Futures Program -0.44 3,000k 5/1/2010 119 IKOS IKOS FX Fund -0.40 1,000k 3/1/2008 118 Trigon Investment Advisors, LLC Discretionary Macro Program -0.24 10,000k 8/1/2007 117 Mobius Asset Management Custom Trading Program -0.20 100k 1/1/2002 116 Alder Capital DAC Alder Global 20 -0.20 2,500k 2/1/2001 115 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.19 50,000k 4/1/1983 114 Kottke Associates Lark - Cattle Program -0.18 500k 2/1/2008 113 HPX Financial LLC HPX Old School Program -0.17 200k 6/1/2006 112 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 111 Schindler Capital Management, LLC Dairy Advantage Program -0.16 200k 8/1/2005 110 HPX Financial LLC HPX Ag Program -0.15 100k 11/1/2011 109 Global AG LLC Global Ag LLC -0.11 1,000k 12/1/2008 108 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.07 1,000k 1/1/2006 107 Kottke Associates Stockton Fundamental Ag -0.06 500k 1/1/2006 106 Four Seasons Commodities Corp Hawkeye Spread Program -0.06 500k 3/1/2005 105 Clarke Capital Management Worldwide -0.05 250k 1/1/1996 104 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 103 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.02 1,000k 1/1/2005 102 KMJ Investments KMJ Investments 0.00 1,000k 8/1/1994 101 Jaguar Investments Ltd Vario Capital Strategy 0.02 1,000k 5/1/2016 100 Protec Energy Partners LLC ET1 0.04 500k 4/1/2010 99 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund 0.09 25k 4/1/1991 98 Greenwave Capital Management Greenwave Flagship 0.09 10,000k 6/1/2008 97 John Locke Investments JL Commodity Long Flat Program 0.11 5,000k 12/1/2007 96 Eagle Trading Systems Inc. Eagle Quantitative Macro 0.11 10,000k 10/1/2006 95 Stenger Capital Management, LLC Diversified Trading Program 0.11 200k 4/1/2010 94 Three Rock Capital Management Global Macro Program 0.14 1,000k 1/1/2009 93 NickJen Capital Management & Consultants LLC NRD-1 0.15 1,000k 4/1/2008 92 Four Seasons Commodities Corp Lone Star Program 0.15 300k 1/1/2005 91 Jaguar Investments Ltd Ultro Capital Strategy 0.27 1,000k 1/1/2012 90 Rotella Capital Management Rotella Orion (Short-Term) Program 0.28 10,000k 3/1/2006 89 Tlaloc Capital LLC Grains Program 0.37 500k 4/1/2010 88 Cambridge Strategy Asset Management LTD Apollo Absolute Return Strategy 0.38 10,000k 5/1/2009 87 QCAM Currency Asset Management AG QCAM v-Pro 0.38 1,000k 7/1/2007 86 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP 0.40 100k 7/1/2011 85 Sandpiper Asset Management Sandpiper Global Macro Program 0.40 1,000k 8/1/2012 84 Romanesco Capital Management B.V Persistence Program 0.41 5,000k 9/1/2005 83 Estlander & Partners Alpha Trend 0.46 30,000k 10/1/1991 82 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 0.53 1,000k 9/1/2011 81 3D Intraday Program (Client) 0.53 100k 2/1/2012 80 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.54 250k 1/1/2009 79 C-View Limited Emerging & Minor Currency Program 0.56 5,000k 4/1/2008 78 R Best LLC R Best Private Client Program 0.57 50k 2/1/2010 77 ALFAKRAFT ALFA Edge Fund 0.64 16k 12/1/2011 76 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.69 1,000k 1/1/1999 75 Mobius Asset Management Energy Weighted Program 0.75 250k 1/1/2005 74 Robust Methods LLC Macro Managed Account 0.77 5,000k 1/1/2005 73 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 0.78 1,000k 7/1/2007 72 Typhon Capital Management, LLC Trevinci Liquid Ag Program 0.78 250k 2/1/2012 71 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.79 250k 10/1/2011 70 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) 0.83 100k 2/1/2010 69 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.84 1,000k 3/1/2003 68 Typhon Capital Management, LLC Plutus Grain Strategy 0.84 250k 4/1/2008 67 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program 0.86 1,000k 10/1/1996 66 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.90 500k 8/1/2012 65 Zoi Capital, LLC Telio Program (Client) 0.97 200k 4/1/2010 64 Conquest Capital Group Conquest Select 0.97 250k 6/1/2004 63 ROW Asset Managment Row Currency Program 1.00 1,000k 11/1/2010 62 Tianyou Asset Management, LLC Tianyou Fund LP 1.03 100k 10/1/2012 61 Wavefront Global Asset Management IMFC Global Investment Program 1.06 2,000k 2/1/2007 60 Crescent Bay Capital Management Premium Stock Index Program 1.10 10k 10/1/2005 59 Fenja Fund Multi Strategy Ltd. Fenja Fund Multi Strategy Ltd. 1.15 50k 10/1/2010 58 Mondiale Asset Management Mondiale Trading Program 1.32 0k 9/1/1997 57 Jaguar Investments Ltd Aegir Capital Strategy 1.34 1,000k 1/1/2012 56 C-View Limited Currency Managed Account Program 1.37 5,000k 10/1/1996 55 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.42 100k 10/1/2011 54 Kelly Angle Inc. Genesis Program 1.45 2,000k 4/1/2000 53 Orgone Commodity Management LLC Orgone AG 1 1.47 250k 9/1/2011 52 Mehnert Capital Management, LLC DTP (Client) 1.48 1,000k 3/1/2012 51 Emil van Essen Spread Trading Program 1.48 5,000k 12/1/2006 50 Acorn Global Investments Inc. Acorn Diversified Program 1.52 10k 7/1/2005 49 Deep Field Capital AG SINGULARITY Fund 1.56 100k 9/1/2011 48 Cambridge Strategy Asset Management LTD Extended Markets Alpha Program 1.58 10,000k 4/1/2004 47 Futures Truth Company, FTC-CTA MS4 1.59 250k 10/1/2007 46 Rhicon Currency Management Rhicon Strategic Program 1.72 500k 1/1/2004 45 Typhon Capital Management, LLC Chiron Currency Program 1.86 250k 2/1/2008 44 Cambridge Strategy Asset Management LTD Emerging Markets Alpha Programme 1.95 10,000k 2/1/2008 43 Diversified Capital Management Diversified Strategies Investment Fund 1.98 100k 11/1/2012 42 TMS Capital Limited Arktos Global Currency Program II 2.02 100k 2/1/2008 41 Hoss Capital Management, LLC Hoss Agricultural Futures Program 2.06 100k 8/1/2011 40 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.21 100k 1/1/2000 39 GT CAPITAL CTA GT CAPITAL CTA 2.34 150k 6/1/2009 38 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.57 3,000k 10/1/1992 37 dormouse Limited dormouse - Managed Account 2.62 10,000k 7/1/2011 36 Pacific Capital Advisors Agilis Program 2.73 100k 12/1/2012 35 Principle Capital Management LLC Principle Commodity Futures (Prop) 2.77 100k 5/1/2010 34 Emil van Essen EvE Systematic Global Opportunities 2.81 1,000k 9/1/2007 33 RAM Management Group RAM MRTP 1X-Conservative 2.86 1,000k 9/1/1993 32 Novus Investments, LLC Novus Precious Commodities 2.89 200k 1/1/2007 31 Range Wise Investment Program 2.91 250k 2/1/1991 30 Vergho Asset Management LLC Kinematics 2.97 1,000k 11/1/2008 29 Opus Futures LLC Advance Ag Futures Trading Program 3.01 100k 3/1/2011 28 Future Trade AG Thales Swing Trading Programme 3.17 250k 6/1/2007 27 Quantitative Investment Management Quantitative Global Program 3.17 20,000k 10/1/2003 26 Hawksbill Capital Management Global Diversified 3.35 5,000k 11/1/1988 25 Cambridge Strategy Asset Management LTD Asian Markets Alpha Program 3.66 10,000k 2/1/2006 24 Soaring Pelican, LLC Diversified S&P Program 3.66 100k 1/1/2011 23 Amplitude Capital International Limited Klassik Strategy 3.76 1,000k 9/1/2009 22 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.87 2,000k 7/1/1992 21 Alee Capital Management, LLC Mistral Program 4.08 2,500k 1/1/1999 20 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.45 100k 10/1/2009 19 Witter & Lester, Inc. Stock Index Futures Trading Program 4.54 400k 1/1/1988 18 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.59 100k 3/1/2003 17 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 4.65 250k 10/1/2009 16 Dominion Capital Sapphire Program 4.98 3,000k 5/1/2005 15 HB Capital Management Inc. Diversified Program 5.00 50k 3/1/2008 14 ALFAKRAFT ALFA Commodity Fund 5.03 16k 6/1/2010 13 Beach Horizon LLP Managed Account 5.16 5,000k 5/1/2005 12 Systematic Alpha Management Systematic Alpha Futures Program 5.20 100k 6/1/2004 11 Superfund Group Superfund Blue SPC Class A (EUR) 5.59 50k 4/1/2005 10 Superfund Group Superfund Blue SPC Class A (Gold) 6.52 50k 12/1/2007 9 W.G. Wealth Guardian Ltd. SAFI2 Program 6.53 1,000k 9/1/1997 8 White Indian Trading Co. STAIRS - Futures Program (Client) 6.93 250k 10/1/2008 7 Tactical Investment Management Tactical Institutional Commodity Program 6.99 10,000k 4/1/1993 6 M6 Capital Management LLC Standard Program 7.37 300k 7/1/2005 5 RAM Management Group MRTP Aggressive 8.26 1,000k 2/1/1998 4 Claughton Capital Auto-Reactive Positioning 10.94 1,000k 10/1/2005 3 Kinkopf Capital Management KCM S&P (Proprietary) 14.72 100k 1/1/1999 2 Conquest Capital Group Conquest Macro 17.82 250k 5/1/1999 1 White Indian Trading Co. STAIRS (Client) 29.54 250k 5/1/2009 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.