Systematic Trader Index For October 2011

Monthly Rankings

Rank CTA/Program Oct 2011 Min Inv Inception
249 Dendrich Ltd
QEP
-29.11 50k 12/1/2005
248 Superfund Group
Superfund Green Master
-21.46 2,000k 5/1/2001
247 Dreiss Research Corporation
Diversified Program
-21.43 1,000k 5/1/1991
246 Estlander & Partners
Alpha Trend II - Class P
-21.07 100k 12/1/2008
245 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-20.41 200k 11/1/1999
244 Clarke Capital Management
Worldwide
-19.12 250k 1/1/1996
243 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-18.89 250k 5/1/2011
242 Purple Valley Capital, Inc.
Diversified Trend 1
-17.52 100k 8/1/2008
241 Keck Capital Management LLC
The Keck Program
-17.52 2,000k 12/1/2003
240 Angle Capital Management LLC
AIP Program
-17.32 100k 1/1/2010
239 Superfund Group
Superfund Green Gold C (SPC)
-16.45 100k 10/1/2005
238 Clarke Capital Management
Millennium
-16.00 1,000k 1/1/1998
237 Heyden & Steindl GmbH
TOMAC2
-15.30 5,000k 3/1/2003
236 Parizek Capital
Futures Trading Program
-15.05 500k 4/1/2000
235 Clarke Capital Management
Jupiter
-14.47 3,000k 5/1/2005
234 Mulvaney Capital Management
The Mulvaney Global Markets Program
-14.14 100k 5/1/1999
233 Conquest Capital Group
Conquest Macro
-14.12 250k 5/1/1999
232 M.S. Capital Management
Global Diversified Program
-14.01 2,000k 11/1/1998
231 Kelly Angle Inc.
Genesis Program
-12.98 2,000k 4/1/2000
230 Hyman Beck and Company
Global Portfolio
-12.48 1,000k 3/1/1991
229 Superfund Group
Superfund Green L.P. Series B
-11.69 5k 10/1/2002
228 Conquest Capital Group
Conquest Select
-11.53 250k 6/1/2004
227 Superfund Group
Superfund Green Q-AG
-11.17 2k 3/1/1996
226 Altradis Capital AG
AlphAlgo
-11.10 100k 5/1/2007
225 Somers Brothers Capital
Diversified Futures Program #1
-10.97 100k 1/1/2005
224 Neural Capital Ltd
Sentinel Trading Program
-10.91 2,000k 1/1/2006
223 Superfund Group
Superfund Green Gold B (SPC)
-10.85 50k 10/1/2005
222 Southwest Managed Investments, LLC
Global Diversified
-10.73 200k 1/1/2002
221 Superfund Group
Superfund Green GCT USD
-10.70 15k 1/1/2000
220 Tactical Investment Management
Tactical Institutional Commodity Program
-10.52 10,000k 4/1/1993
219 Hawksbill Capital Management
Global Diversified
-10.39 5,000k 11/1/1988
218 Blackwater Capital Management
Global Program
-10.12 5,000k 7/1/2005
217 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-9.36 100k 8/1/2009
216 Lynx Asset Management AB
Lynx Program
-9.12 75k 5/1/2000
215 EMC Capital Advisors, LLC
Classic
-9.00 5,000k 1/1/1985
214 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.00 100k 11/1/1984
213 Drury Capital
Diversified Trend-Following Program
-8.98 5,000k 5/1/1997
212 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-8.92 0k 11/1/1996
211 ISAM
ISAM Systematic Trend Fund
-8.79 1,000k 6/1/2001
210 Eclipse Capital Management
Global Monetary
-8.54 5,000k 8/1/1990
209 Gladius Asset Management
Fulham Program
-8.48 2,000k 1/1/2008
208 Mark J. Walsh Company
Standard Program
-8.43 2,000k 9/1/1985
207 IStar Capital B.V.
IStar Systematic Fund
-8.31 1,000k 9/1/2011
206 Ancile Capital Management
Global Markets Program
-8.30 2,000k 4/1/2005
205 Superfund Group
Superfund Green L.P. Series A
-7.83 5k 10/1/2002
204 Clarke Capital Management
FX Plus
-7.82 1,000k 5/1/2004
203 Clarke Capital Management
Global Basic
-7.71 50k 2/1/1996
202 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.70 100k 1/1/2005
201 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.46 100k 6/1/1994
200 John Locke Investments
Cyril Systematic Program
-7.31 8,000k 7/1/2000
199 Briarwood Capital Management, Inc.
Diversified 2XL
-7.10 250k 11/1/2004
198 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-7.07 5,000k 12/1/2010
197 Estlander & Partners
Alpha Trend
-6.77 30,000k 10/1/1991
196 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.75 200k 1/1/2007
195 HiProb Trading Technology LLC
HiProb-I
-6.70 5,000k 7/1/2008
194 Estlander & Partners
Freedom
-6.69 20,000k 8/1/2010
193 Estlander & Partners
Global XL
-6.57 5,000k 8/1/1991
192 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-6.56 4,000k 2/1/2011
191 Beach Horizon LLP
Managed Account
-6.54 5,000k 5/1/2005
190 Rhicon Currency Management
Rhicon Systematic Currency Program
-6.33 3,000k 1/1/2004
189 Sequoia Hill Capital Management
SHCM British Pound AP
-6.32 50k 8/1/2011
188 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-6.21 1,000k 10/1/2006
187 Melissinos Trading
Eupatrid Program
-6.21 50k 1/1/2011
186 ALFAKRAFT
ALFA Commodity Fund
-6.06 16k 6/1/2010
185 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.02 250k 10/1/2009
184 Rivoli Fund Management
Rivoli International Fund (MAP)
-5.83 5,000k 10/1/1996
183 Acorn Global Investments Inc.
Acorn Diversified Program
-5.80 10k 7/1/2005
182 NuWave Investment Management, LLC
NuWave Investment Partners LP
-5.74 250k 6/1/2001
181 NuWave Investment Management, LLC
Combined Futures Portfolio
-5.63 5,000k 6/1/2001
180 IDS Capital
IDS F&F Systematic Trading
-5.52 50k 7/1/2013
179 Welton Investment Partners
Welton Global
-5.49 10,000k 6/1/2004
178 Clarke Capital Management
Global Magnum
-5.48 100k 8/1/1997
177 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-5.26 500k 4/1/2009
176 AllMountain Capital AG
Mount Denali Global Trends
-5.23 160k 7/1/2007
175 Superfund Group
Superfund Green Gold A (SPC)
-5.22 5k 10/1/2005
174 Futures Truth Company, FTC-CTA
200K Options Strategy
-5.19 200k 12/1/2009
173 IKOS
IKOS Futures Fund
-4.94 1,000k 2/1/2010
172 Quantum Leap Capital Management
Managed Account Program
-4.90 300k 8/1/2006
171 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-4.90 1k 10/1/2006
170 Molinero Capital Management LLP
Global Markets Program
-4.67 2,000k 7/1/2005
169 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.58 10,000k 10/1/1991
168 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.55 10,000k 1/1/1991
167 Spectrum Asset Management LLC
Global Diversified
-4.54 2,000k 1/1/2001
166 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-4.52 150k 1/1/2011
165 MERIT Alternative Investments GmbH
Futures Portfolio
-4.47 2,000k 6/1/1998
164 Covenant Capital Management
Aggressive Program
-4.47 3,000k 2/1/2004
163 Wavefront Global Asset Management
IMFC Global Investment Program
-4.29 2,000k 2/1/2007
162 Jaguar Investments Ltd
Vario Capital Strategy
-4.13 1,000k 5/1/2016
161 Manning & Napier
MN Xenon Managed Futures (2x) Program
-4.08 5,000k 6/1/2006
160 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-4.07 75k 6/1/2007
159 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.06 10,000k 3/1/2006
158 Rabar Market Research
Diversified Program
-4.01 2,000k 1/1/1989
157 Millburn Corporation
Multi-Markets Program
-3.96 25,000k 10/1/2004
156 IKOS
IKOS FX Fund
-3.95 1,000k 3/1/2008
155 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-3.94 5,000k 10/1/2007
154 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.93 1,500k 4/1/2006
153 Eckhardt Trading Company
Evolution Strategies
-3.92 20,000k 8/1/1991
152 Rivoli Fund Management
Rivoli International Fund (V9)
-3.87 5,000k 1/1/2002
151 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.76 5,000k 8/1/2000
150 Alder Capital DAC
Alder Global 20
-3.70 2,500k 2/1/2001
149 Abraham Trading Company
Diversified Program
-3.69 10,000k 1/1/1988
148 Seven Capital Management
Seven Absolute Return
-3.69 100k 6/1/2009
147 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-3.65 250k 3/1/2010
146 GLOBIVEST LLC
Alpha Program
-3.62 50k 4/1/2009
145 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.55 1,000k 9/1/1997
144 Briarwood Capital Management, Inc.
Diversified Trading Program
-3.51 3,000k 7/1/2001
143 RAM Management Group
MRTP Aggressive
-3.48 1,000k 2/1/1998
142 Red Rock Capital, LLC
Systematic Global Macro
-3.46 500k 9/1/2003
141 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.39 100k 1/1/1999
140 Northfield Trading
Diversified
-3.39 2,000k 7/1/1989
139 ROW Asset Managment
Row Currency Program
-3.36 1,000k 11/1/2010
138 Futures Truth Company, FTC-CTA
MS4
-3.34 250k 10/1/2007
137 Estlander & Partners
Global Markets
-3.32 10,000k 8/1/1999
136 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.32 1,000k 3/1/1998
135 Rho Asset Management
Rho Altius 1XL Program
-3.31 5,000k 11/1/2007
134 Tyche Capital Advisors LLC
TCA Energy Spreads
-3.23 100k 8/1/2008
133 Romanesco Capital Management B.V
Persistence Program
-3.22 5,000k 9/1/2005
132 Metolius Capital LLC
Metolius Diversified
-3.15 100k 6/1/2010
131 Quality Capital Management
Global Diversified Programme
-3.10 10,000k 12/1/1995
130 Superfund Group
Superfund Green Gold L.P. Series B-1
-3.00 5k 4/1/2009
129 Millburn Corporation
Diversified Program
-2.97 20,000k 2/1/1977
128 IKOS
The IKOS Hedge Fund
-2.96 10,000k 7/1/1998
127 Amplitude Capital International Limited
Dynamic Strategy
-2.91 6/1/2005
126 Shield Plus LLC
Shield Plus Natural Gas
-2.72 50k 1/1/2004
125 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.65 500k 1/1/2006
124 Winton Capital Management
Diversified
-2.59 50,000k 10/1/1997
123 Crescent Bay Capital Management
Premium Stock Index Program
-2.58 10k 10/1/2005
122 FORT LP
Fort Global Diversified
-2.54 2,000k 10/1/1993
121 Covenant Capital Management
Original Program
-2.49 5,000k 9/1/1999
120 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-2.47 1,000k 5/1/2010
119 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-2.35 1,500k 1/1/2009
118 Wavefront Global Asset Management
IMFC Global Concentrated
-2.30 500k 4/1/2009
117 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.28 10,000k 4/1/2004
116 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.23 10,000k 8/1/2004
115 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-2.18 100k 2/1/2010
114 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.18 4,000k 11/1/2008
113 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.15 10,000k 8/1/1999
112 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.11 10,000k 1/1/1995
111 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.06 10,000k 1/1/2001
110 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-2.01 100k 7/1/2011
109 Wraith Capital LLP
Wraith Dynamic Futures Fund
-1.92 100k 1/1/2011
108 FCI Capital Management
TSFX1
-1.87 20k 11/1/2010
107 Robust Methods LLC
Macro Managed Account
-1.87 5,000k 1/1/2005
106 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.81 1,000k 9/1/2009
105 Crabel Capital Management
WPD Crabel Futures Program
-1.71 1,000k 7/1/2008
104 Alder Capital DAC
Alder Global 10
-1.70 2,500k 10/1/2000
103 Rabar Market Research
Short-Term Program
-1.64 2,000k 11/1/2009
102 Chesapeake Capital
Diversified (LV)
-1.61 100k 2/1/1988
101 Xplor Capital Management, LLC
Global CTA Program
-1.39 1,500k 7/1/2004
100 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.35 10,000k 2/1/1999
99 Millburn Corporation
Commodity Program
-1.34 25,000k 3/1/2005
98 Manning & Napier
MN Xenon Global Fixed Income Program
-1.33 2,000k 8/1/2004
97 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.30 1,000k 3/1/2003
96 Emil van Essen
EvE Systematic Global Opportunities
-1.27 1,000k 9/1/2007
95 Quantica Capital AG
Quantica Managed Futures
-1.25 5,000k 1/1/2005
94 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.22 10,000k 8/1/2009
93 Claughton Capital
Auto-Reactive Positioning
-1.16 1,000k 10/1/2005
92 White Indian Trading Co.
SCS Program (Client)
-1.11 250k 2/1/2011
91 Future Trade AG
Thales Swing Trading Programme
-1.08 250k 6/1/2007
90 Amplitude Capital International Limited
Klassik Strategy
-1.06 1,000k 9/1/2009
89 RAM Management Group
RAM MRTP 1X-Conservative
-1.06 1,000k 9/1/1993
88 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-0.97 10,000k 8/1/2009
87 Mobius Asset Management
Custom Trading Program
-0.76 100k 1/1/2002
86 Auctos Capital Management
Auctos Global Diversified
-0.75 3,000k 11/1/2007
85 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
84 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.32 100k 5/1/1989
83 Blake Capital Management, Inc.
SRD Short Equities
-0.29 100k 1/1/2011
82 Mondiale Asset Management
Mondiale Trading Program
-0.25 0k 9/1/1997
81 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.24 5k 4/1/2009
80 Mobius Asset Management
Energy Weighted Program
-0.23 250k 1/1/2005
79 Mobius Asset Management
Diversified Program
-0.20 250k 3/1/2004
78 QQFund.com
Investment Program 1
-0.18 300k 9/1/2008
77 Zoi Capital, LLC
Telio Program (Client)
-0.14 200k 4/1/2010
76 Crabel Capital Management
Crabel Multi-Product
-0.14 1,000k 3/1/1998
75 Pinstripe Trading, LLC
Standard
-0.14 125k 8/1/2009
74 FRP CAPITAL LLC
FRP125+
-0.13 125k 1/1/2010
73 Pacific Capital Advisors
Vanguard Program
-0.11 100k 4/1/2007
72 White Indian Trading Co.
SCS Interest Rate Program (Client)
-0.08 250k 8/1/2011
71 Parizek Capital
Currency Program
-0.08 1,000k 4/1/2006
70 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.08 500k 12/1/2003
69 Blake Capital Management, Inc.
SRD Energies
-0.07 100k 8/1/2011
68 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-0.05 5,000k 5/1/2011
67 Saxon Investment Corporation
Aggressive Diversified Program
-0.03 2,000k 11/1/1993
60 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
61 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
62 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
63 Ion Asset Architecture
Ion Volium Fund
0.00 0k 4/1/2011
64 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
65 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
66 Saxon Investment Corporation
Diversified Program
0.00 3,000k 9/1/1988
59 Vantage Capital Management
VCM Growth Program
0.02 100k 1/1/2011
58 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
0.09 100k 5/1/2011
57 White Indian Trading Co.
STAIRS (Client)
0.14 250k 5/1/2009
55 Cranwood Capital Management
Cranwood International Fund
0.17 250k 4/1/2008
56 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.17 250k 4/1/2008
54 HB Capital Management Inc.
Diversified Program
0.20 50k 3/1/2008
53 Systematic Alpha Management
Systematic Alpha Futures Program
0.20 100k 6/1/2004
52 ALFAKRAFT
ALFA Rubicon Fund
0.21 16k 8/1/2011
51 Dominion Capital
Sapphire Program
0.25 3,000k 5/1/2005
50 Gap Partners LLC
Gap
0.45 250k 11/1/2009
49 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.45 100k 1/1/2000
48 Esulep LLC MAX
Esulep LLC MAX
0.66 500k 5/1/2008
47 Quantis Asset Management
Ulysses Futures
0.75 1,000k 7/1/2009
46 Endeavour Capital LLP
Endeavour Pembroke
0.88 2,000k 7/1/2007
45 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.95 750k 1/1/2009
44 Witter & Lester, Inc.
Redstone
1.03 500k 9/1/1994
43 Emil van Essen
Spread Trading Program
1.14 5,000k 12/1/2006
42 Revolution Capital Management
Alpha Program
1.44 5,000k 6/1/2007
41 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.45 10,000k 4/1/2003
40 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.49 5,000k 11/1/2012
39 Quantica Capital AG
Quantica Diversified FX
1.49 5,000k 3/1/2007
38 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.57 350k 8/1/2011
37 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.57 400k 1/1/1988
36 John Locke Investments
JL Commodity Long Flat Program
1.58 5,000k 12/1/2007
35 Global Sigma Group, LLC
Global Sigma Plus
1.65 3,000k 11/1/2009
34 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.74 10,000k 2/1/2008
33 Ion Asset Architecture
Ion Fund Program
1.78 10,000k 11/1/2007
32 Ion Asset Architecture (Fund Program)
Ion Fund
1.78 100k 11/1/2007
31 Altus Trading, LLC
Managed Forex Program A
2.08 50k 8/1/2011
30 Quantis Asset Management
Intraday Futures
2.13 250k 1/1/2010
29 Revolution Capital Management
Alpha Fund
2.17 50k 1/1/2005
28 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.22 5,000k 6/1/2010
27 Superfund Group
Superfund Blue SPC Class A (EUR)
2.32 50k 4/1/2005
26 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
2.49 100k 10/1/2010
25 Quantitative Investment Management
Quantitative Global Program
3.01 20,000k 10/1/2003
24 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
3.02 25,000k 3/1/2010
23 Deep Field Capital AG
SINGULARITY Fund
3.26 100k 9/1/2011
22 Revolution Capital Management
Mosaic Institutional Program
3.38 25,000k 9/1/2009
21 Quantis Asset Management
PFM Systematic
3.86 15k 5/1/2010
20 Soaring Pelican, LLC
Diversified S&P Program
3.91 100k 1/1/2011
19 Quantmetrics Capital Management LLP
Directional 10V Strategy
3.91 10,000k 1/1/2007
18 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.94 250k 10/1/2009
17 Superfund Group
Superfund Blue SPC Class A (Gold)
4.78 50k 12/1/2007
16 UNISystems Research Inc.
Wall Street Program
4.81 20k 8/1/2011
15 White Indian Trading Co.
STAIRS - Futures Program (Client)
5.13 250k 10/1/2008
14 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
5.47 50k 9/1/2009
13 Diamond Capital Management
Enhanced S&P Program
5.71 100k 10/1/2009
12 Non Correlated Capital
Positive Theta Program
5.84 250k 10/1/2007
11 Cauldron Investments, LLC
Stock Index Plus
5.88 1,000k 10/1/2009
10 Diamond Peak Capital LLC
Northstar (2x) program
5.97 250k 10/1/2008
9 Paskewitz Asset Management LLC
Multi-strategy Futures Program
6.14 3,000k 5/1/2010
8 Non Correlated Capital
Positive Theta Fund
6.31 50k 10/1/2007
7 Adamah Capital LLC
Asset Allocator Program
6.40 50k 3/1/2011
6 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
7.00 100k 8/1/2011
5 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
7.28 1,000k 5/1/2006
4 Revolution Capital Management
Mosaic Program
8.57 10,000k 10/1/2006
3 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
9.22 25k 4/1/2010
2 Arcanum Asset Management
Equity Index Option Program (Prop)
9.67 500k 7/1/2006
1 Global Vista Advisors, LLC
Global Vista Options ("GVO")
19.53 50k 10/1/2010

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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