Systematic Trader Index Need help with terms? CTA/Program Past 12 Months May YTD CAROR WDD AUM Min Inv Inception QQFund.com Investment Program 1 27.87 -0.32 27.87 35.81 $4.7M 100k 9/1/2008 Covenant Capital Management Optimal Program 18.01 -12.21 -30.98 95.11 $2.0M 10k 2/1/2014 Clarke Capital Management Global Basic 15.52 -7.08 11.18 73.11 $900k 50k 2/1/1996 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.12 -2.83 13.47 19.86 $100.0M 1,000k 3/1/2003 Mark J. Walsh Company Standard Program 5.66 14.16 16.53 43.04 $45.5M 2,000k 9/1/1985 Drury Capital Diversified Trend-Following Program 5.02 0.44 9.72 32.52 $254.5M 5,000k 5/1/1997 Clarke Capital Management Global Magnum 4.90 -7.49 7.77 59.61 $1.6M 100k 8/1/1997 Vortex Currency Program 4.78 6.08 9.76 18.68 $2.5M 100k 1/1/2014 Amplitude Capital International Limited Amplitude Trading Strategies Fund Limited - Dynamic Strategy 4.58 -14.21 4.69 26.52 $352.8M 6/1/2005 Dreiss Research Corporation Diversified Program -7.85 14.64 51.44 $2.4M 1,000k 5/1/1991 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.