Systematic Trader Index Need help with terms? CTA/Program Past 12 Months Sep YTD CAROR WDD AUM Min Inv Inception Future Trade AG Thales Swing Trading Programme 12.90 17.41 5.08 55.70 $6.2M 250k 6/1/2007 Linnis Linnis ONE, LP 5.22 10.18 7.84 14.10 $8.1M 100k 8/1/2014 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 4.92 0.35 12.26 12.26 $8.0M 1,000k 12/1/2014 Bulkara Capital Bulkara Systematic Fund SP 4.22 6.88 9.16 15.29 $13.8M 250k 4/1/2014 Aquantum ACS Energies 3.31 3.38 12.21 3.60 $47.9M 5,000k 1/1/2017 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 3.29 -0.50 4.66 20.59 $121.9M 5,000k 9/1/2013 GT CAPITAL CTA GT Systematic Day Trading Program 2.97 5.48 -5.12 24.14 $600k 30k 8/1/2017 Alder Capital DAC CALM Eurozone Equity Program 2.63 13.15 -0.22 12.49 €11.3M 100k 5/1/2015 Kopis Capital Management, LLC Commodity Long Short Separate Account 2.62 1.26 6.18 14.35 $837k 1,000k 5/1/2015 Vortex Currency Program -7.30 3.54 26.07 $2.2M 500k 1/1/2014 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.