Systematic Trader Index For December 2011

Monthly Rankings

Rank CTA/Program Dec 2011 Min Inv Inception
252 Superfund Group
Superfund Green Gold C (SPC)
-20.19 100k 10/1/2005
251 Superfund Group
Superfund Green Gold B (SPC)
-17.86 50k 10/1/2005
250 Superfund Group
Superfund Green Gold A (SPC)
-15.96 5k 10/1/2005
249 Superfund Group
Superfund Green Gold L.P. Series B-1
-15.33 5k 4/1/2009
248 Shield Plus LLC
Shield Plus Natural Gas
-14.92 50k 1/1/2004
247 Superfund Group
Superfund Green Gold L.P. Series A-1
-14.04 5k 4/1/2009
246 Parizek Capital
Futures Trading Program
-10.73 500k 4/1/2000
245 Superfund Group
Superfund Green Master
-9.35 2,000k 5/1/2001
244 Superfund Group
Superfund Blue SPC Class A (Gold)
-7.64 50k 12/1/2007
243 Superfund Group
Superfund Green GCT USD
-7.45 15k 1/1/2000
242 Superfund Group
Superfund Green L.P. Series B
-7.15 5k 10/1/2002
241 Zoi Capital, LLC
Telio Program (Client)
-5.48 200k 4/1/2010
240 Superfund Group
Superfund Green L.P. Series A
-4.94 5k 10/1/2002
239 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-4.92 500k 4/1/2009
238 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-4.89 4,000k 2/1/2011
237 Revolution Capital Management
Mosaic Program
-4.79 10,000k 10/1/2006
236 Amplitude Capital International Limited
Dynamic Strategy
-4.47 6/1/2005
235 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-4.04 250k 10/1/2009
234 Superfund Group
Superfund Green Q-AG
-3.90 2k 3/1/1996
233 Ion Asset Architecture
Ion Fund Program
-3.63 10,000k 11/1/2007
232 Ion Asset Architecture (Fund Program)
Ion Fund
-3.63 100k 11/1/2007
231 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.53 1,000k 3/1/2003
230 Hawksbill Capital Management
Global Diversified
-3.44 5,000k 11/1/1988
229 Southwest Managed Investments, LLC
Global Diversified
-3.42 200k 1/1/2002
228 Mobius Asset Management
Custom Trading Program
-3.40 100k 1/1/2002
227 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.12 1,500k 4/1/2006
226 Quantitative Investment Management
Quantitative Global Program
-2.87 20,000k 10/1/2003
225 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.87 5,000k 6/1/2010
224 FCI Capital Management
TSFX1
-2.77 20k 11/1/2010
223 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.73 1,000k 9/1/2009
222 Wraith Capital LLP
Wraith Dynamic Futures Fund
-2.70 100k 1/1/2011
221 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.67 4,000k 11/1/2008
220 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.57 50k 10/1/2010
219 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.55 500k 1/1/2006
218 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.53 100k 1/1/2000
217 John Locke Investments
JL Commodity Long Flat Program
-2.50 5,000k 12/1/2007
216 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.36 100k 5/1/1989
215 Clarke Capital Management
Millennium
-2.25 1,000k 1/1/1998
214 Gladius Asset Management
Fulham Program
-2.13 2,000k 1/1/2008
213 Claughton Capital
Auto-Reactive Positioning
-2.12 1,000k 10/1/2005
212 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.11 100k 6/1/1994
211 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.96 1,500k 1/1/2009
210 Futures Truth Company, FTC-CTA
MS4
-1.93 250k 10/1/2007
209 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.93 3,000k 5/1/2010
208 Briarwood Capital Management, Inc.
Diversified 2XL
-1.85 250k 11/1/2004
207 Revolution Capital Management
Mosaic Institutional Program
-1.82 25,000k 9/1/2009
206 Amplitude Capital International Limited
Klassik Strategy
-1.78 1,000k 9/1/2009
205 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-1.72 100k 5/1/2011
204 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.64 100k 5/1/1999
203 White Indian Trading Co.
STAIRS (Client)
-1.61 250k 5/1/2009
202 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.56 0k 11/1/1996
201 Acorn Global Investments Inc.
Acorn Diversified Program
-1.51 10k 7/1/2005
200 Dreiss Research Corporation
Diversified Program
-1.49 1,000k 5/1/1991
199 IStar Capital B.V.
IStar Systematic Fund
-1.45 1,000k 9/1/2011
198 RAM Management Group
MRTP Aggressive
-1.44 1,000k 2/1/1998
197 EMC Capital Advisors, LLC
Classic
-1.40 5,000k 1/1/1985
196 Spectrum Asset Management LLC
Global Diversified
-1.33 2,000k 1/1/2001
195 Mobius Asset Management
Energy Weighted Program
-1.30 250k 1/1/2005
194 FRP CAPITAL LLC
FRP125+
-1.28 125k 1/1/2010
193 Mondiale Asset Management
Mondiale Trading Program
-1.20 0k 9/1/1997
192 Clarke Capital Management
Jupiter
-1.11 3,000k 5/1/2005
191 Clarke Capital Management
Global Basic
-1.07 50k 2/1/1996
190 Estlander & Partners
Alpha Trend II - Class P
-1.04 100k 12/1/2008
189 Revolution Capital Management
Alpha Program
-1.01 5,000k 6/1/2007
188 Clarke Capital Management
Worldwide
-1.01 250k 1/1/1996
187 Romanesco Capital Management B.V
Persistence Program
-0.94 5,000k 9/1/2005
186 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.93 1,000k 5/1/2006
185 IKOS
IKOS FX Fund
-0.91 1,000k 3/1/2008
184 IDS Capital
IDS F&F Systematic Trading
-0.90 50k 7/1/2013
183 Quality Capital Management
Global Diversified Programme
-0.90 10,000k 12/1/1995
182 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.88 200k 1/1/2007
181 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.86 50k 4/1/2005
180 Blake Capital Management, Inc.
SRD Short Equities
-0.84 100k 1/1/2011
179 ROW Asset Managment
Row Currency Program
-0.83 1,000k 11/1/2010
178 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.81 250k 10/1/2009
177 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.80 10,000k 1/1/2007
176 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.77 3,000k 7/1/2001
175 Somers Brothers Capital
Diversified Futures Program #1
-0.71 100k 1/1/2005
174 Angle Capital Management LLC
AIP Program
-0.67 100k 1/1/2010
173 Kelly Angle Inc.
Genesis Program
-0.58 2,000k 4/1/2000
172 Conquest Capital Group
Conquest Select
-0.52 250k 6/1/2004
171 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.51 250k 6/1/2001
170 Bifrost Quest Capital LLC
IndexQuest (Client)
-0.49 500k 11/1/2011
169 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.48 5,000k 6/1/2001
168 RAM Management Group
RAM MRTP 1X-Conservative
-0.47 1,000k 9/1/1993
167 Tactical Investment Management
Tactical Institutional Commodity Program
-0.44 10,000k 4/1/1993
166 Robust Methods LLC
Macro Managed Account
-0.40 5,000k 1/1/2005
165 Xplor Capital Management, LLC
Global CTA Program
-0.39 1,500k 7/1/2004
164 Wavefront Global Asset Management
IMFC Global Concentrated
-0.34 500k 4/1/2009
163 Conquest Capital Group
Conquest Macro
-0.32 250k 5/1/1999
162 Cauldron Investments, LLC
Stock Index Plus
-0.31 1,000k 10/1/2009
161 Diamond Capital Management
Enhanced S&P Program
-0.31 100k 10/1/2009
160 Estlander & Partners
Alpha Trend
-0.30 30,000k 10/1/1991
159 Mark J. Walsh Company
Standard Program
-0.28 2,000k 9/1/1985
158 Seven Capital Management
Seven Absolute Return
-0.27 100k 6/1/2009
157 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.27 10,000k 4/1/2003
156 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.27 400k 1/1/1988
155 QQFund.com
Investment Program 1
-0.17 300k 9/1/2008
154 Covenant Capital Management
Original Program
-0.16 5,000k 9/1/1999
153 Keck Capital Management LLC
The Keck Program
-0.16 2,000k 12/1/2003
152 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.11 100k 1/1/2005
151 Beach Horizon LLP
Managed Account
-0.10 5,000k 5/1/2005
150 Purple Valley Capital, Inc.
Diversified Trend 1
-0.10 100k 8/1/2008
149 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
134 Eckhardt Trading Company
Evolution Strategies 1.2X
0.00 10,000k 10/1/1991
135 Mobius Asset Management
Diversified Program
0.00 250k 3/1/2004
136 Pacific Capital Advisors
Vanguard Program
0.00 100k 4/1/2007
137 Revolution Capital Management
Alpha Fund
0.00 50k 1/1/2005
138 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
139 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
140 Vantage Capital Management
VCM Growth Program
0.00 100k 1/1/2011
141 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
142 Ion Asset Architecture
Ion Volium Fund
0.00 0k 4/1/2011
143 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
144 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
145 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
146 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
147 ALFAKRAFT
ALFA Edge Fund
0.00 16k 12/1/2011
148 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
133 Eckhardt Trading Company
Evolution Strategies
0.03 20,000k 8/1/1991
132 John Locke Investments
Cyril Systematic Program
0.03 8,000k 7/1/2000
131 Rho Asset Management
Rho Altius 1XL Program
0.05 5,000k 11/1/2007
130 Blake Capital Management, Inc.
SRD Energies
0.05 100k 8/1/2011
129 Estlander & Partners
Freedom
0.08 20,000k 8/1/2010
128 ALFAKRAFT
ALFA Commodity Fund
0.09 16k 6/1/2010
127 Adamah Capital LLC
Asset Allocator Program
0.10 50k 3/1/2011
126 Millburn Corporation
Commodity Program
0.11 25,000k 3/1/2005
125 Deep Field Capital AG
SINGULARITY Fund
0.13 100k 9/1/2011
124 Altus Trading, LLC
Managed Forex Program A
0.20 50k 8/1/2011
123 IKOS
The IKOS Hedge Fund
0.23 10,000k 7/1/1998
122 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.25 5,000k 8/1/2000
121 M.S. Capital Management
Global Diversified Program
0.31 2,000k 11/1/1998
120 Rhicon Currency Management
Rhicon Systematic Currency Program
0.34 3,000k 1/1/2004
119 Molinero Capital Management LLP
Global Markets Program
0.34 2,000k 7/1/2005
118 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.35 1,000k 3/1/1998
117 Auctos Capital Management
Auctos Global Diversified
0.37 3,000k 11/1/2007
116 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.38 100k 8/1/2009
115 Rabar Market Research
Diversified Program
0.38 2,000k 1/1/1989
114 Clarke Capital Management
FX Plus
0.39 1,000k 5/1/2004
113 Crabel Capital Management
Crabel Multi-Product
0.40 1,000k 3/1/1998
112 Abraham Trading Company
Diversified Program
0.41 10,000k 1/1/1988
111 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.45 5,000k 10/1/2007
110 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.47 10,000k 1/1/2001
109 ALFAKRAFT
ALFA Rubicon Fund
0.48 16k 8/1/2011
108 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.49 10,000k 4/1/2004
107 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.50 100k 8/1/2011
106 MERIT Alternative Investments GmbH
Futures Portfolio
0.53 2,000k 6/1/1998
105 Welton Investment Partners
Welton Global
0.53 10,000k 6/1/2004
104 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.55 250k 3/1/2010
103 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.57 5,000k 11/1/2012
102 Millburn Corporation
Diversified Program
0.57 20,000k 2/1/1977
101 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.60 5,000k 12/1/2010
100 Estlander & Partners
Global Markets
0.63 10,000k 8/1/1999
99 Witter & Lester, Inc.
Redstone
0.64 500k 9/1/1994
97 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.65 250k 4/1/2008
98 Cranwood Capital Management
Cranwood International Fund
0.65 250k 4/1/2008
96 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.65 750k 1/1/2009
95 Rabar Market Research
Short-Term Program
0.71 2,000k 11/1/2009
94 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.75 200k 11/1/1999
93 Red Rock Capital, LLC
Systematic Global Macro
0.76 500k 9/1/2003
92 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
0.77 25,000k 3/1/2010
91 IKOS
IKOS Futures Fund
0.80 1,000k 2/1/2010
90 White Indian Trading Co.
SCS Program (Client)
0.83 250k 2/1/2011
89 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.84 10,000k 3/1/2006
88 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.85 1,000k 10/1/2006
87 Endeavour Capital LLP
Endeavour Pembroke
0.87 2,000k 7/1/2007
86 Quantica Capital AG
Quantica Managed Futures
0.88 5,000k 1/1/2005
85 Covenant Capital Management
Aggressive Program
0.88 3,000k 2/1/2004
84 HB Capital Management Inc.
Diversified Program
0.88 50k 3/1/2008
83 White Indian Trading Co.
STAIRS - Futures Program (Client)
0.91 250k 10/1/2008
82 Tyche Capital Advisors LLC
TCA Energy Spreads
0.92 100k 8/1/2008
81 Blackwater Capital Management
Global Program
0.92 5,000k 7/1/2005
80 Metolius Capital LLC
Metolius Diversified
0.97 100k 6/1/2010
79 Millburn Corporation
Multi-Markets Program
1.02 25,000k 10/1/2004
78 Kinkopf Capital Management
KCM S&P (Proprietary)
1.03 100k 1/1/1999
77 Chesapeake Capital
Diversified (LV)
1.04 100k 2/1/1988
76 Emil van Essen
EvE Systematic Global Opportunities
1.04 1,000k 9/1/2007
75 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.06 350k 8/1/2011
74 Northfield Trading
Diversified
1.10 2,000k 7/1/1989
73 Transtrend B.V.
DTP – Standard Risk (EUR)
1.11 10,000k 2/1/1999
72 Gap Partners LLC
Gap
1.16 250k 11/1/2009
71 ISAM
ISAM Systematic Trend Fund
1.18 1,000k 6/1/2001
70 Wavefront Global Asset Management
IMFC Global Investment Program
1.22 2,000k 2/1/2007
69 Quantica Capital AG
Quantica Diversified FX
1.23 5,000k 3/1/2007
68 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.25 100k 11/1/1984
67 Estlander & Partners
Global XL
1.25 5,000k 8/1/1991
66 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
1.25 75k 6/1/2007
65 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.33 100k 2/1/2010
64 Esulep LLC MAX
Esulep LLC MAX
1.33 500k 5/1/2008
63 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
1.33 10,000k 8/1/2009
62 Global Sigma Group, LLC
Global Sigma Plus
1.34 3,000k 11/1/2009
61 Systematic Alpha Management
Systematic Alpha Futures Program
1.35 100k 6/1/2004
60 Clarke Capital Management
Global Magnum
1.37 100k 8/1/1997
59 Hyman Beck and Company
Global Portfolio
1.38 1,000k 3/1/1991
58 ROW Asset Managment
Row Diversified Fund, L.P.
1.46 1,000k 11/1/2011
57 Parizek Capital
Currency Program
1.48 1,000k 4/1/2006
56 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.58 10,000k 1/1/1995
55 Manning & Napier
MN Xenon Global Fixed Income Program
1.60 2,000k 8/1/2004
54 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.62 5,000k 6/1/2006
53 Eclipse Capital Management
Global Monetary
1.64 5,000k 8/1/1990
52 Winton Capital Management
Diversified
1.65 50,000k 10/1/1997
51 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.69 10,000k 8/1/2004
50 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.70 10,000k 8/1/2009
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.76 10,000k 8/1/1999
48 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.88 10,000k 1/1/1991
47 Altradis Capital AG
AlphAlgo
2.03 100k 5/1/2007
46 Heyden & Steindl GmbH
TOMAC2
2.18 5,000k 3/1/2003
45 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.23 1,000k 9/1/1997
44 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.25 1k 10/1/2006
43 Jaguar Investments Ltd
Vario Capital Strategy
2.30 1,000k 5/1/2016
42 Drury Capital
Diversified Trend-Following Program
2.30 5,000k 5/1/1997
41 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.34 250k 8/1/2011
40 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
2.43 150k 1/1/2011
39 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.59 250k 10/1/2011
38 UNISystems Research Inc.
Wall Street Program
2.71 20k 8/1/2011
37 Quantis Asset Management
Intraday Futures
2.82 250k 1/1/2010
36 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
2.84 100k 10/1/2010
35 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.86 250k 5/1/2011
34 Non Correlated Capital
Positive Theta Program
2.86 250k 10/1/2007
33 Non Correlated Capital
Positive Theta Fund
2.88 50k 10/1/2007
32 Quantis Asset Management
PFM Systematic
3.00 15k 5/1/2010
31 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
3.00 1,000k 5/1/2010
30 Lynx Asset Management AB
Lynx Program
3.06 75k 5/1/2000
29 Rivoli Fund Management
Rivoli International Fund (V9)
3.13 5,000k 1/1/2002
28 Emil van Essen
Spread Trading Program
3.18 5,000k 12/1/2006
27 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
3.23 5,000k 5/1/2011
26 Neural Capital Ltd
Sentinel Trading Program
3.39 2,000k 1/1/2006
25 Alder Capital DAC
Alder Global 10
3.40 2,500k 10/1/2000
24 Diamond Peak Capital LLC
Northstar (2x) program
3.49 250k 10/1/2008
23 Ancile Capital Management
Global Markets Program
3.72 2,000k 4/1/2005
22 Dominion Capital
Sapphire Program
3.86 3,000k 5/1/2005
21 AllMountain Capital AG
Mount Denali Global Trends
4.03 160k 7/1/2007
20 Quantum Leap Capital Management
Managed Account Program
4.20 300k 8/1/2006
19 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
4.34 25k 4/1/2010
18 Crescent Bay Capital Management
Premium Stock Index Program
4.36 10k 10/1/2005
17 Rivoli Fund Management
Rivoli International Fund (MAP)
4.54 5,000k 10/1/1996
16 GLOBIVEST LLC
Alpha Program
4.56 50k 4/1/2009
15 Soaring Pelican, LLC
Diversified S&P Program
4.65 100k 1/1/2011
14 FORT LP
Fort Global Contrarian
4.69 2,000k 10/1/2002
13 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
4.86 100k 7/1/2011
12 Sequoia Hill Capital Management
SHCM British Pound AP
5.63 50k 8/1/2011
11 Quantis Asset Management
Ulysses Futures
5.63 1,000k 7/1/2009
10 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
5.83 10,000k 2/1/2008
9 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
5.84 500k 12/1/2003
8 FORT LP
Fort Global Diversified
5.90 2,000k 10/1/1993
7 Alder Capital DAC
Alder Global 20
6.80 2,500k 2/1/2001
6 Arcanum Asset Management
Equity Index Option Program (Prop)
7.00 500k 7/1/2006
5 Future Trade AG
Thales Swing Trading Programme
8.39 250k 6/1/2007
4 Crabel Capital Management
WPD Crabel Futures Program
9.85 1,000k 7/1/2008
3 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
9.90 50k 9/1/2009
2 Dendrich Ltd
QEP
11.87 50k 12/1/2005
1 Futures Truth Company, FTC-CTA
200K Options Strategy
13.60 200k 12/1/2009

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.

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