IASG CTA Index For September 2015

Monthly Rankings

Rank CTA/Program Sep 2015 Min Inv Inception
302 Kinkopf Capital Management
KCM S&P (Proprietary)
-24.01 100k 1/1/1999
301 Pacific Capital Advisors
Vanguard Program
-12.66 100k 4/1/2007
300 Pacific Capital Advisors
Agilis Program
-11.23 100k 12/1/2012
299 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-8.40 4,000k 2/1/2011
298 Superfund Group
Superfund Blue SPC Class A (Gold)
-8.26 50k 12/1/2007
297 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-7.46 250k 10/1/2009
296 Superfund Group
Superfund Blue SPC Class A (EUR)
-7.34 50k 4/1/2005
295 Mehnert Capital Management, LLC
DTP (Client)
-6.39 1,000k 3/1/2012
294 Claughton Capital
Auto-Reactive Positioning
-6.34 1,000k 10/1/2005
293 RAM Management Group
MRTP Aggressive
-6.33 1,000k 2/1/1998
292 Turning Wheel Capital, Inc.
Pure Alpha Aggressive
-6.01 5,000k 1/1/2012
291 White Indian Trading Co.
STAIRS - Futures Program (Client)
-5.75 250k 10/1/2008
290 Qbasis Invest
Futures Fund A
-5.64 100k 4/1/2008
289 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-5.47 100k 7/1/2011
288 Emil van Essen
Spread Trading Program
-5.40 5,000k 12/1/2006
287 Range Wise
Investment Program
-5.36 250k 2/1/1991
286 Qbasis Invest
Futures Fund B
-5.34 100k 3/1/2009
285 Alder Capital DAC
Alder Global 20
-5.00 2,500k 2/1/2001
284 ALFAKRAFT
ALFA Commodity Fund
-4.95 16k 6/1/2010
283 Neural Capital Ltd
Sentinel Trading Program
-4.88 2,000k 1/1/2006
282 Hawksbill Capital Management
Global Diversified
-4.83 5,000k 11/1/1988
281 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-4.49 3,000k 5/1/2010
280 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-4.30 25k 1/1/2011
279 QTS Capital Management, LLC
FX Managed Account
-4.28 100k 1/1/2011
278 Acorn Global Investments Inc.
Acorn Diversified Program
-4.19 10k 7/1/2005
277 Adamah Capital LLC
Asset Allocator Program
-4.10 50k 3/1/2011
276 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.08 100k 1/1/2000
275 HPX Financial LLC
HPX Old School Program
-3.87 200k 6/1/2006
274 Alee Capital Management, LLC
Poniente Program
-3.85 2,500k 1/1/1999
273 HPX Financial LLC
HPX Ag Program
-3.81 100k 11/1/2011
272 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-3.37 1,000k 5/1/2010
271 Paramount Capital Management LLC
Commodity Trading Program
-3.25 100k 7/1/2008
270 Alee Capital Management, LLC
Mistral Program
-3.11 2,500k 1/1/1999
269 Rosetta Capital Management
Macro Program
-2.97 50k 1/1/2009
268 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.79 4,000k 11/1/2008
267 TMS Capital Limited
Arktos Global Currency Program II
-2.75 100k 2/1/2008
266 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.74 5,000k 6/1/2006
265 Quantmetrics Capital Management LLP
Directional 10V Strategy
-2.73 10,000k 1/1/2007
264 IKOS
IKOS FX Fund
-2.37 1,000k 3/1/2008
263 Tanyard Creek Capital
Livestock Program
-2.23 200k 6/1/2008
262 RAM Management Group
RAM MRTP 1X-Conservative
-2.15 1,000k 9/1/1993
261 Clarke Capital Management
Global Basic
-2.14 50k 2/1/1996
260 Mondiale Asset Management
Mondiale Trading Program
-2.11 0k 9/1/1997
259 Three Rock Capital Management
Global Macro Program
-2.08 1,000k 1/1/2009
258 Turning Wheel Capital, Inc.
Pure Alpha
-2.02 10,000k 1/1/2012
257 John Locke Investments
JL Commodity Long Flat Program
-2.02 5,000k 12/1/2007
256 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.95 50k 10/1/2011
255 Schindler Capital Management, LLC
Dairy Advantage Program
-1.94 200k 8/1/2005
254 Rhicon Currency Management
Rhicon Strategic Program
-1.84 500k 1/1/2004
253 Typhon Capital Management, LLC
Chiron Currency Program
-1.82 250k 2/1/2008
252 White Indian Trading Co.
STAIRS (Client)
-1.82 250k 5/1/2009
251 Superfund Group
Superfund Green Gold A (SPC)
-1.72 5k 10/1/2005
250 Demeter Capital Management
Livestock & Grain Trading Program
-1.66 50k 3/1/2010
249 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-1.63 10,000k 5/1/2009
248 Rosetta Capital Management
Rosetta Trading Program
-1.60 100k 4/1/2000
247 Manning & Napier
MN Xenon Global Fixed Income Program
-1.57 2,000k 8/1/2004
246 Goldman Management, Inc
Stock Index Futures
-1.56 450k 1/1/2012
245 Clarke Capital Management
Worldwide
-1.51 250k 1/1/1996
244 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.46 250k 10/1/2011
243 Superfund Group
Superfund Green Gold B (SPC)
-1.42 50k 10/1/2005
242 Cambridge Capital Management UK LLP
CCM Program
-1.40 2,000k 11/1/2012
241 C-View Limited
Currency Managed Account Program
-1.40 5,000k 10/1/1996
240 Dominion Capital
Sapphire Program
-1.39 3,000k 5/1/2005
239 Kottke Associates
Lark - Cattle Program
-1.37 500k 2/1/2008
238 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.29 1,000k 5/1/2006
237 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.26 10,000k 8/1/2007
236 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.24 100k 10/1/2011
235 Emil van Essen
EvE Systematic Global Opportunities
-1.23 1,000k 9/1/2007
234 Superfund Group
Superfund Green Gold C (SPC)
-1.23 100k 10/1/2005
233 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.12 10,000k 4/1/2004
232 GT CAPITAL CTA
GT CAPITAL CTA
-1.10 150k 6/1/2009
231 Global AG LLC
Global Ag LLC
-1.09 1,000k 12/1/2008
230 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.08 250k 3/1/2010
229 Romanesco Capital Management B.V
Persistence Program
-1.06 5,000k 9/1/2005
228 Superfund Group
Superfund Green L.P. Series B
-1.04 5k 10/1/2002
227 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
-0.96 250k 2/1/2012
226 Wavefront Global Asset Management
IMFC Global Concentrated
-0.96 500k 4/1/2009
225 ALFAKRAFT
ALFA Edge Fund
-0.93 16k 12/1/2011
224 1OAK Capital Limited
ACORN Commodity
-0.92 5,000k 5/1/2012
223 Mobius Asset Management
Custom Trading Program
-0.90 100k 1/1/2002
222 Mobius Asset Management
Diversified Program
-0.90 250k 3/1/2004
221 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.83 250k 4/1/2008
220 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.78 1,000k 9/1/1997
219 Robust Methods LLC
Macro Managed Account
-0.74 5,000k 1/1/2005
218 M6 Capital Management LLC
Standard Program
-0.73 300k 7/1/2005
217 UNISystems Research Inc.
ODINET
-0.69 10k 12/1/2012
216 Jaguar Investments Ltd
Ultro Capital Strategy
-0.68 1,000k 1/1/2012
215 Vivienne Investissement
OUESSANT UCITS FUND
-0.68 100k 5/1/2012
214 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-0.68 2,000k 7/1/1992
213 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.63 5,000k 8/1/2000
212 Mobius Asset Management
Energy Weighted Program
-0.60 250k 1/1/2005
211 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-0.56 3,000k 10/1/1992
210 dormouse Limited
dormouse - Managed Account
-0.54 10,000k 7/1/2011
209 Crescent Bay Capital Management
Premium Stock Index Program
-0.53 10k 10/1/2005
208 C-View Limited
Emerging & Minor Currency Program
-0.52 5,000k 4/1/2008
207 Superfund Group
Superfund Green L.P. Series A
-0.51 5k 10/1/2002
206 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.45 250k 5/1/2011
205 NickJen Capital Management & Consultants LLC
NRD-1
-0.41 1,000k 4/1/2008
204 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.41 1,000k 1/1/2005
203 Revolution Capital Management
Mosaic Institutional Program
-0.32 25,000k 9/1/2009
202 Warrington Asset Management
Warrington Strategic Program
-0.29 50k 1/1/1997
201 IDS Capital
IDS F&F Systematic Trading
-0.27 50k 7/1/2013
200 Kottke Associates
MV Program
-0.24 1,000k 8/1/2010
199 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.21 100k 8/1/2011
198 John Locke Investments
Cyril Systematic Program
-0.21 8,000k 7/1/2000
197 Greenwave Capital Management
Greenwave Flagship
-0.18 10,000k 6/1/2008
196 Clarke Capital Management
Global Magnum
-0.18 100k 8/1/1997
195 Double Helix Capital Management
Double Helix
-0.17 50k 1/1/2012
194 R Best LLC
R Best Private Client Program
-0.17 50k 2/1/2010
193 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.16 10,000k 2/1/2008
192 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-0.16 1,000k 7/1/2009
191 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.15 10,000k 2/1/2006
190 3D
Bull Program (Client)
-0.15 10k 11/1/2010
189 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.15 1,000k 3/1/2003
188 Ring Capital Management LLC
S&P E-Mini Select
-0.15 100k 1/1/2012
187 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-0.11 250k 1/1/2009
186 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.09 500k 8/1/2012
185 Bocken Trading LLC
Discretionary Trading Program
-0.05 100k 7/1/2011
184 Abraham Investment Management
Formula 72 H
-0.04 150k 8/1/2012
183 Tlaloc Capital LLC
Grains Program
-0.03 500k 4/1/2010
182 Four Seasons Commodities Corp
Lone Star Program
-0.02 300k 1/1/2005
181 Metolius Capital LLC
Metolius Diversified
-0.01 100k 6/1/2010
180 Superfund Group
Superfund Green Q-AG
-0.01 2k 3/1/1996
179 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.01 1,000k 1/1/2006
178 Jaguar Investments Ltd
Vario Capital Strategy
0.00 1,000k 5/1/2016
177 QERI LLC
QERI LLC Fundamental Commodity Strategy
0.02 2,000k 7/1/2012
176 Novus Investments, LLC
Novus Precious Commodities
0.02 200k 1/1/2007
175 Stenger Capital Management, LLC
Diversified Trading Program
0.04 200k 4/1/2010
174 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.05 5,000k 1/1/2009
173 Futures Truth Company, FTC-CTA
MS4
0.10 250k 10/1/2007
172 Kottke Associates
Stockton Fundamental Ag
0.12 500k 1/1/2006
171 Jaguar Investments Ltd
Aegir Capital Strategy
0.12 1,000k 1/1/2012
170 Opus Futures LLC
Advance Ag Futures Trading Program
0.15 100k 3/1/2011
169 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.16 1,000k 1/1/1999
168 QCAM Currency Asset Management AG
QCAM v-Pro
0.21 1,000k 7/1/2007
167 Whitmore Capital Management LLC
Whitmore Capital LP
0.23 250k 6/1/2012
166 Saxon Investment Corporation
Diversified Program
0.23 3,000k 9/1/1988
165 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.26 1,500k 4/1/2006
164 Fenja Fund Multi Strategy Ltd.
Fenja Fund Multi Strategy Ltd.
0.33 50k 10/1/2010
163 Wavefront Global Asset Management
IMFC Global Investment Program
0.34 2,000k 2/1/2007
162 Hyman Beck and Company
Global Portfolio
0.37 1,000k 3/1/1991
161 Saxon Investment Corporation
Aggressive Diversified Program
0.37 2,000k 11/1/1993
160 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.38 100k 8/1/2009
159 Soaring Pelican, LLC
Diversified S&P Program
0.38 100k 1/1/2011
158 Orgone Commodity Management LLC
Orgone AG 1
0.41 250k 9/1/2011
157 OptHedge Advisors LLC
Diversified Options & Futures Program
0.53 250k 10/1/2008
156 Diversified Capital Management
Diversified Strategies Investment Fund
0.54 100k 11/1/2012
155 Quality Capital Management
Global Diversified Programme
0.55 10,000k 12/1/1995
154 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.62 100k 2/1/2010
153 Conquest Capital Group
Conquest Macro
0.64 250k 5/1/1999
152 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.64 6/1/2012
151 Four Seasons Commodities Corp
Hawkeye Spread Program
0.65 500k 3/1/2005
150 Amplitude Capital International Limited
Klassik Strategy
0.66 1,000k 9/1/2009
149 Systematic Alpha Management
Systematic Alpha Futures Program
0.69 100k 6/1/2004
148 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
0.69 1,000k 7/1/2007
147 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
0.74 25k 4/1/1991
146 MERIT Alternative Investments GmbH
Futures Portfolio
0.74 2,000k 6/1/1998
145 Chesapeake Capital
Diversified (LV)
0.75 100k 2/1/1988
144 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.79 500k 12/1/2003
143 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.82 50k 7/1/2011
142 Wharton Capital Management
Wharton AG Futures Program
0.84 100k 9/1/2011
141 Quality Capital Management
Alpha Financials Program
0.86 10,000k 6/1/2012
140 Mark J. Walsh Company
Standard Program
0.87 2,000k 9/1/1985
139 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
0.90 50,000k 4/1/1983
138 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
0.90 500k 8/1/2010
137 Vergho Asset Management LLC
Kinematics
0.94 1,000k 11/1/2008
136 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.00 1/1/1989
135 IKOS
IKOS Futures Fund
1.01 1,000k 2/1/2010
134 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.07 10,000k 4/1/2003
133 Witter & Lester, Inc.
Redstone
1.07 500k 9/1/1994
132 Cauldron Investments, LLC
Stock Index Plus
1.08 1,000k 10/1/2009
131 ROW Asset Managment
Row Currency Program
1.12 1,000k 11/1/2010
130 Diamond Capital Management
Enhanced S&P Program
1.12 100k 10/1/2009
129 ALFAKRAFT
ALFA Rubicon Fund
1.12 16k 8/1/2011
128 Certeza Asset Management
Macro Vega
1.15 200k 1/1/2012
127 Dendrich Ltd
QEP
1.18 50k 12/1/2005
126 Principle Capital Management LLC
Principle Commodity Futures (Prop)
1.28 100k 5/1/2010
125 Rabar Market Research
Diversified Program
1.30 2,000k 1/1/1989
124 Briarwood Capital Management, Inc.
Diversified Trading Program
1.31 3,000k 7/1/2001
123 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.40 5,000k 12/1/2010
122 Global Advisory Partners Zurich LLC
International Algo Trading
1.40 50k 10/1/2009
121 Auctos Capital Management
Auctos Global Diversified
1.41 3,000k 11/1/2007
120 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.43 1k 10/1/2006
119 Covenant Capital Management
Original Program
1.44 5,000k 9/1/1999
118 Pinstripe Trading, LLC
Standard
1.48 125k 8/1/2009
117 Superfund Group
Superfund Green Master
1.50 2,000k 5/1/2001
116 Red Rock Capital, LLC
Systematic Global Macro
1.54 500k 9/1/2003
115 Covenant Capital Management
Aggressive Program
1.55 3,000k 2/1/2004
114 Estlander & Partners
Freedom
1.56 20,000k 8/1/2010
113 Future Trade AG
Thales Swing Trading Programme
1.56 250k 6/1/2007
112 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.59 5,000k 6/1/2010
111 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.61 1,000k 3/1/2003
110 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.65 100k 3/1/2003
109 Eagle Trading Systems Inc.
Eagle Global Financials
1.69 10,000k 1/1/1996
108 County Cork LLC
RLA I
1.71 500k 1/1/2009
107 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.73 1,000k 3/1/1998
106 ROW Asset Managment
Row Diversified Fund, L.P.
1.74 1,000k 11/1/2011
105 Bluenose Capital Management, LLC
BNC BI
1.79 30k 10/1/2008
104 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.79 100k 10/1/2009
103 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
1.82 1,000k 9/1/2011
102 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.83 10,000k 8/1/2009
101 Deep Field Capital AG
SINGULARITY Fund
1.83 100k 9/1/2011
100 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.85 400k 1/1/1988
99 Eagle Trading Systems Inc.
Eagle Quantitative Macro
1.87 10,000k 10/1/2006
98 Sandpiper Asset Management
Sandpiper Global Macro Program
1.89 1,000k 8/1/2012
97 Crabel Capital Management
WPD Crabel Futures Program
1.92 1,000k 7/1/2008
96 Bluenose Capital Management, LLC
BNC EI
1.92 15k 7/1/2010
95 3D
S&P Program (Client)
1.94 100k 11/1/2010
94 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
1.95 1,000k 10/1/1996
93 Insignia Managed Capital
Epoch3
1.99 20k 7/1/2009
92 Ansbacher Investment Management
Market Neutral Put Skew Program
2.00 250k 1/1/1996
91 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
2.08 1,500k 7/1/2005
90 Abraham Trading Company
Diversified Program
2.11 10,000k 1/1/1988
89 Beach Horizon LLP
Managed Account
2.12 5,000k 5/1/2005
88 Crabel Capital Management
Crabel Multi-Product
2.15 1,000k 3/1/1998
87 Vision Capital Management
Global Futures
2.17 500k 2/1/2012
86 Molinero Capital Management LLP
Global Markets Program
2.18 2,000k 7/1/2005
85 Endeavour Capital LLP
Endeavour Pembroke
2.20 2,000k 7/1/2007
84 Tactical Investment Management
Tactical Institutional Commodity Program
2.27 10,000k 4/1/1993
83 Intex Capital
Covered Options Program
2.32 50k 1/1/2012
82 Seven Capital Management
Seven Absolute Return
2.36 100k 6/1/2009
81 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.40 10,000k 3/1/2006
80 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.40 1k 6/1/2009
79 Protec Energy Partners LLC
ET1
2.41 500k 4/1/2010
78 Somers Brothers Capital
Diversified Futures Program #1
2.56 100k 1/1/2005
77 Tianyou Asset Management, LLC
Tianyou Fund LP
2.57 100k 10/1/2012
76 Briarwood Capital Management, Inc.
Diversified 2XL
2.59 250k 11/1/2004
75 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.60 0k 11/1/1996
74 Red Oak Commodity Advisors
Investment Program
2.61 5,000k 12/1/1989
73 Millburn Corporation
Commodity Program
2.66 25,000k 3/1/2005
72 IStar Capital B.V.
IStar Systematic Fund
2.78 1,000k 9/1/2011
71 Global Sigma Group, LLC
Global Sigma Plus
2.79 1,000k 11/1/2009
70 Estlander & Partners
Alpha Trend
2.82 30,000k 10/1/1991
69 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.84 100k 1/1/2005
68 GIC Trading LLC
Global Diversified Trading Program
2.86 500k 11/1/1998
67 White River Group
Stock Index Option Writing Strategy
2.96 10k 11/1/2008
66 Southwest Managed Investments, LLC
Global Diversified
2.97 200k 1/1/2002
65 Quantica Capital AG
Quantica Managed Futures
3.00 5,000k 1/1/2005
64 White Indian Trading Co.
SCS Program (Client)
3.03 250k 2/1/2011
63 Eckhardt Trading Company
Evolution Strategies
3.06 20,000k 8/1/1991
62 HB Capital Management Inc.
Diversified Program
3.10 50k 3/1/2008
61 Welton Investment Partners
Welton Global
3.18 10,000k 6/1/2004
60 Non Correlated Capital
Positive Theta Program
3.23 250k 10/1/2007
59 Zoi Capital, LLC
Telio Program (Client)
3.25 200k 4/1/2010
58 Transtrend B.V.
DTP – Standard Risk (EUR)
3.26 10,000k 2/1/1999
57 Millburn Corporation
Diversified Program
3.30 20,000k 2/1/1977
56 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.30 50k 9/1/2009
55 Clarke Capital Management
FX Plus
3.42 1,000k 5/1/2004
54 JKI-Futures, LLC
ETIRON Large 2x (Client)
3.42 1,000k 8/1/2012
53 Millburn Corporation
Multi-Markets Program
3.45 25,000k 10/1/2004
52 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
3.47 1,000k 10/1/2006
51 Eckhardt Trading Company
Evolution Strategies 1.2X
3.49 10,000k 10/1/1991
50 Esulep LLC MAX
Esulep LLC MAX
3.52 500k 5/1/2008
49 Non Correlated Capital
Positive Theta Fund
3.53 50k 10/1/2007
48 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.56 10,000k 1/1/1991
47 AI1 CTA Euro Invest
AI1 CTA Euro Invest
3.57 125k 5/1/2010
46 FORT LP
Fort Global Contrarian
3.58 2,000k 10/1/2002
45 KMJ Investments
KMJ Investments
3.70 1,000k 8/1/1994
44 Garraway Capital Management LLP
Garraway Financial Trends
3.71 100k 9/1/2012
43 Camkay Capital Management LLC
Stock Indices Short-Term
3.71 100k 3/1/2012
42 3D
Intraday Program (Client)
3.72 100k 2/1/2012
41 Revolution Capital Management
Alpha Program
3.73 5,000k 6/1/2007
40 Kelly Angle Inc.
Genesis Program
3.87 2,000k 4/1/2000
39 EMC Capital Advisors, LLC
Classic
3.90 5,000k 1/1/1985
38 Revolution Capital Management
Alpha Fund
3.93 50k 1/1/2005
37 Conquest Capital Group
Conquest Select
4.00 250k 6/1/2004
36 Drury Capital
Diversified Trend-Following Program
4.15 5,000k 5/1/1997
35 QQFund.com
Investment Program 1
4.18 300k 9/1/2008
34 Sona Trading Strategies LLC.
Diversified Program
4.31 1,000k 9/1/2006
33 Purple Valley Capital, Inc.
Diversified Trend 1
4.45 100k 8/1/2008
32 Clarke Capital Management
Millennium
4.60 1,000k 1/1/1998
31 Quantitative Investment Management
Quantitative Global Program
4.60 20,000k 10/1/2003
30 M.S. Capital Management
Global Diversified Program
4.63 2,000k 11/1/1998
29 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.94 200k 11/1/1999
28 Eclipse Capital Management
Global Monetary
4.95 5,000k 8/1/1990
27 Melissinos Trading
Eupatrid Program
4.97 50k 1/1/2011
26 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.97 100k 11/1/1984
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.02 10,000k 1/1/1995
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.14 10,000k 8/1/1999
23 FORT LP
Fort Global Diversified
5.20 2,000k 10/1/1993
22 Candriam Investor Group
Alternative Return Systemat
5.28 125k 1/1/2007
21 Ancile Capital Management
Global Markets Program
5.30 2,000k 4/1/2005
20 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.45 10,000k 8/1/2004
19 White River Group
Diversified Option Writing Strategy
5.46 20k 11/1/2008
18 LJM Partners
LJM Preservation & Growth Strategy
5.56 250k 5/1/2006
17 Global Vista Advisors, LLC
Global Vista Options ("GVO")
5.67 50k 10/1/2010
16 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.15 100k 5/1/1999
15 Angle Capital Management LLC
AIP Program
6.24 100k 1/1/2010
14 ISAM
ISAM Systematic Trend Fund
6.29 1,000k 6/1/2001
13 Gladius Asset Management
Fulham Program
6.31 2,000k 1/1/2008
12 Parizek Capital
Futures Trading Program
7.02 500k 4/1/2000
11 LJM Partners
LJM Moderately Aggressive Strategy
7.28 500k 4/1/2003
10 Estlander & Partners
Alpha Trend II - Class P
8.00 100k 12/1/2008
9 NuWave Investment Management, LLC
NuWave Investment Partners LP
8.24 250k 6/1/2001
8 NuWave Investment Management, LLC
Combined Futures Portfolio
8.37 5,000k 6/1/2001
7 DUNN Capital Management
D'Best Futures Fund, L.P.
8.62 100k 6/1/1994
6 Keck Capital Management LLC
The Keck Program
8.96 2,000k 12/1/2003
5 Acuity Investment Management, LLC
Diversified Futures Program
9.05 50k 8/1/2012
4 Clarke Capital Management
Jupiter
9.12 3,000k 5/1/2005
3 Dreiss Research Corporation
Diversified Program
10.73 1,000k 5/1/1991
2 Insignia Managed Capital
Medallion
11.14 50k 2/1/2009
1 LJM Partners
LJM Aggressive Strategy
11.64 500k 7/1/1998

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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