Systematic Trader Index For November 2013

Monthly Rankings

Rank CTA/Program Nov 2013 Min Inv Inception
266 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.43 100k 1/1/1999
265 Superfund Group
Superfund Green Gold L.P. Series B-1
-5.15 5k 4/1/2009
264 Superfund Group
Superfund Green Gold L.P. Series A-1
-5.12 5k 4/1/2009
263 Superfund Group
Superfund Green Gold A (SPC)
-5.11 5k 10/1/2005
262 Superfund Group
Superfund Green Gold B (SPC)
-4.72 50k 10/1/2005
261 Clarke Capital Management
Millennium
-4.68 1,000k 1/1/1998
260 Quantum Leap Capital Management
Managed Account Program
-4.33 300k 8/1/2006
259 Superfund Group
Superfund Green Gold C (SPC)
-4.22 100k 10/1/2005
258 Estlander & Partners
Alpha Trend II - Class P
-3.88 100k 12/1/2008
257 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.75 200k 11/1/1999
256 Bifrost Quest Capital LLC
IndexQuest (Client)
-3.68 500k 11/1/2011
255 Conquest Capital Group
Conquest Macro
-3.42 250k 5/1/1999
254 Quantis Asset Management
Intraday Futures
-3.31 250k 1/1/2010
253 FRP CAPITAL LLC
FRP125+
-3.00 125k 1/1/2010
252 White Indian Trading Co.
SCS Program (Client)
-2.99 250k 2/1/2011
251 Zoi Capital, LLC
Telio Program (Client)
-2.87 200k 4/1/2010
250 Hawksbill Capital Management
Global Diversified
-2.87 5,000k 11/1/1988
249 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-2.81 50k 9/1/2009
248 Vantage Capital Management
VCM Growth Program
-2.75 100k 1/1/2011
247 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.72 50k 10/1/2010
246 White Indian Trading Co.
STAIRS - Futures Program (Client)
-2.67 250k 10/1/2008
245 Clarke Capital Management
Worldwide
-2.62 250k 1/1/1996
244 Robust Methods LLC
Macro Managed Account
-2.58 5,000k 1/1/2005
243 RAM Management Group
MRTP Aggressive
-2.55 1,000k 2/1/1998
242 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.50 50k 12/1/2007
241 Alee Capital Management, LLC
Poniente Program
-2.47 2,500k 1/1/1999
240 Crescent Bay Capital Management
Premium Stock Index Program
-2.42 10k 10/1/2005
239 Sequoia Hill Capital Management
SHCM Gold AP
-2.40 140k 5/1/2012
238 White Indian Trading Co.
SCS Interest Rate Program (Client)
-2.39 250k 8/1/2011
237 Purple Valley Capital, Inc.
Diversified Trend 1
-2.34 100k 8/1/2008
236 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-2.34 4,000k 2/1/2011
235 Romanesco Capital Management B.V
Persistence Program
-2.30 5,000k 9/1/2005
234 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-2.23 5,000k 10/1/2007
233 Claughton Capital
Auto-Reactive Positioning
-2.01 1,000k 10/1/2005
232 ALFAKRAFT
ALFA Edge Fund
-1.79 16k 12/1/2011
231 Briarwood Capital Management, Inc.
Diversified 2XL
-1.71 250k 11/1/2004
230 White Indian Trading Co.
STAIRS (Client)
-1.64 250k 5/1/2009
229 IStar Capital B.V.
IStar Systematic Fund
-1.59 1,000k 9/1/2011
228 Parizek Capital
Currency Program
-1.43 1,000k 4/1/2006
227 Abraham Trading Company
Diversified Program
-1.42 10,000k 1/1/1988
226 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-1.37 25,000k 3/1/2010
225 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.35 5,000k 1/1/2005
224 Altradis Capital AG
AlphAlgo
-1.34 100k 5/1/2007
223 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.29 250k 10/1/2009
222 Cauldron Investments, LLC
Stock Index Plus
-1.23 1,000k 10/1/2009
221 UNISystems Research Inc.
Wall Street Program
-1.23 20k 8/1/2011
220 Parizek Capital
Futures Trading Program
-1.19 500k 4/1/2000
219 Estlander & Partners
Alpha Trend
-1.13 30,000k 10/1/1991
218 Mark J. Walsh Company
Standard Program
-1.10 2,000k 9/1/1985
217 Gladius Asset Management
Fulham Program
-1.10 2,000k 1/1/2008
216 Soaring Pelican, LLC
Diversified S&P Program
-1.09 100k 1/1/2011
215 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.08 10,000k 3/1/2006
214 Quantica Capital AG
Quantica Diversified FX
-1.08 5,000k 3/1/2007
213 IKOS
The IKOS Hedge Fund
-1.08 10,000k 7/1/1998
212 Somers Brothers Capital
Diversified Futures Program #1
-1.04 100k 1/1/2005
211 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.04 10,000k 8/1/2009
210 IKOS
IKOS FX Fund
-1.01 1,000k 3/1/2008
209 Northfield Trading
Diversified
-0.98 2,000k 7/1/1989
208 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-0.97 500k 4/1/2009
207 ROW Asset Managment
Row Currency Program
-0.89 1,000k 11/1/2010
206 Serac, LLC
Diversified Reversal Program
-0.86 200k 4/1/2011
205 Systematic Alpha Management
Systematic Alpha Futures Program
-0.81 100k 6/1/2004
204 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.81 3,000k 7/1/2001
203 RAM Management Group
RAM MRTP 1X-Conservative
-0.80 1,000k 9/1/1993
202 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.79 4,000k 11/1/2008
201 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.75 250k 6/1/2001
200 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.72 5,000k 6/1/2001
199 Cranwood Capital Management
Fixed Income Arbitrage Fund
-0.65 250k 4/1/2008
198 Cranwood Capital Management
Cranwood International Fund
-0.65 250k 4/1/2008
197 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.65 1,500k 1/1/2009
196 John Locke Investments
JL Commodity Long Flat Program
-0.62 5,000k 12/1/2007
195 Estlander & Partners
Freedom
-0.61 20,000k 8/1/2010
194 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-0.59 500k 1/1/2006
193 Mobius Asset Management
Custom Trading Program
-0.55 100k 1/1/2002
192 Saxon Investment Corporation
Aggressive Diversified Program
-0.50 2,000k 11/1/1993
191 MERIT Alternative Investments GmbH
Futures Portfolio
-0.46 2,000k 6/1/1998
190 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.45 250k 3/1/2010
189 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.43 100k 8/1/2011
188 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.42 250k 10/1/2009
187 Turning Wheel Capital, Inc.
Pure Alpha
-0.41 10,000k 1/1/2012
186 Adamah Capital LLC
Asset Allocator Program
-0.40 50k 3/1/2011
185 Futures Truth Company, FTC-CTA
200K Options Strategy
-0.37 200k 12/1/2009
184 Gap Partners LLC
Gap
-0.35 250k 11/1/2009
183 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.34 3,000k 1/1/2004
182 Saxon Investment Corporation
Diversified Program
-0.33 3,000k 9/1/1988
181 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.29 10,000k 4/1/2003
180 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.25 10,000k 4/1/2004
179 Covenant Capital Management
Original Program
-0.25 5,000k 9/1/1999
178 Futures Truth Company, FTC-CTA
MS4
-0.25 250k 10/1/2007
177 Mobius Asset Management
Energy Weighted Program
-0.22 250k 1/1/2005
176 Spectrum Asset Management LLC
Global Diversified
-0.21 2,000k 1/1/2001
175 Quantis Asset Management
PFM Systematic
-0.18 15k 5/1/2010
174 HASAFUMA
Börstjänaren Hedgehog
-0.17 100k 5/1/2012
173 Beach Horizon LLP
Managed Account
-0.13 5,000k 5/1/2005
172 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-0.13 5,000k 5/1/2011
171 Tactical Investment Management
Tactical Institutional Commodity Program
-0.11 10,000k 4/1/1993
170 Mobius Asset Management
Diversified Program
-0.11 250k 3/1/2004
169 Estlander & Partners
Global XL
-0.10 5,000k 8/1/1991
168 Pinstripe Trading, LLC
Standard
-0.10 125k 8/1/2009
167 Millburn Corporation
Commodity Program
-0.07 25,000k 3/1/2005
166 Jaguar Investments Ltd
Vario Capital Strategy
-0.04 1,000k 5/1/2016
165 Blake Capital Management, Inc.
SRD Short Equities
-0.03 100k 1/1/2011
164 Estlander & Partners
Global Markets
-0.03 10,000k 8/1/1999
159 Arcanum Asset Management
Equity Index Option Program (Prop)
0.00 500k 7/1/2006
160 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
161 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
162 Robinson-Langley Capital Management, LLC
Managed Account Program
0.00 200k 1/1/2007
163 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
158 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.02 100k 8/1/2009
157 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.04 100k 1/1/2012
156 Emil van Essen
EvE Systematic Global Opportunities
0.04 1,000k 9/1/2007
155 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.04 1,500k 4/1/2006
154 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
0.14 75k 6/1/2007
153 Ion Asset Architecture
Ion Volium Fund
0.20 0k 4/1/2011
152 Witter & Lester, Inc.
Redstone
0.23 500k 9/1/1994
151 Blackwater Capital Management
Global Program
0.26 5,000k 7/1/2005
150 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
0.32 150k 1/1/2011
149 Quantis Asset Management
Ulysses Futures
0.33 1,000k 7/1/2009
148 Emil van Essen
Spread Trading Program
0.34 5,000k 12/1/2006
147 Covenant Capital Management
Aggressive Program
0.35 3,000k 2/1/2004
146 Manning & Napier
MN Xenon Global Fixed Income Program
0.40 2,000k 8/1/2004
145 FTC Capital GmbH
FTC Global Diversified
0.42 0k 3/1/2012
144 Esulep LLC MAX
Esulep LLC MAX
0.44 500k 5/1/2008
143 Superfund Group
Superfund Green Q-AG
0.44 2k 3/1/1996
142 Non Correlated Capital
Positive Theta Program
0.45 250k 10/1/2007
141 Acorn Global Investments Inc.
Acorn Diversified Program
0.46 10k 7/1/2005
140 ROW Asset Managment
Row Diversified Fund, L.P.
0.51 1,000k 11/1/2011
139 Transtrend B.V.
DTP – Standard Risk (EUR)
0.54 10,000k 2/1/1999
138 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.61 5,000k 11/1/2012
137 Neural Capital Ltd
Sentinel Trading Program
0.62 2,000k 1/1/2006
136 Blake Capital Management, Inc.
SRD Energies
0.65 100k 8/1/2011
135 Seven Capital Management
Seven Absolute Return
0.71 100k 6/1/2009
134 Superfund Group
Superfund Green L.P. Series A
0.76 5k 10/1/2002
133 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.78 10,000k 8/1/1999
132 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.79 5,000k 8/1/2000
131 ISAM
ISAM Systematic Trend Fund
0.81 1,000k 6/1/2001
130 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.81 10,000k 8/1/2009
129 Non Correlated Capital
Positive Theta Fund
0.82 50k 10/1/2007
128 HiProb Trading Technology LLC
HiProb-I
0.82 5,000k 7/1/2008
127 Millburn Corporation
Multi-Markets Program
0.87 25,000k 10/1/2004
126 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.87 10,000k 1/1/1995
125 Red Rock Capital, LLC
Systematic Global Macro
0.87 500k 9/1/2003
124 Global Sigma Group, LLC
Global Sigma Plus
0.89 3,000k 11/1/2009
123 Pacific Capital Advisors
Vanguard Program
0.91 100k 4/1/2007
122 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.92 10,000k 8/1/2004
121 Millburn Corporation
Diversified Program
0.92 20,000k 2/1/1977
120 Amplitude Capital International Limited
Klassik Strategy
0.93 1,000k 9/1/2009
119 M.S. Capital Management
Global Diversified Program
0.98 2,000k 11/1/1998
118 Revolution Capital Management
Alpha Fund
0.99 50k 1/1/2005
117 Quantica Capital AG
Quantica Managed Futures
1.00 5,000k 1/1/2005
116 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.01 350k 8/1/2011
115 Altus Trading, LLC
Managed Forex Program A
1.01 50k 8/1/2011
114 Double Helix Capital Management
Double Helix
1.03 50k 1/1/2012
113 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
1.03 100k 7/1/2011
112 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.04 1,000k 9/1/1997
111 Xplor Capital Management, LLC
Global CTA Program
1.07 1,500k 7/1/2004
110 Alee Capital Management, LLC
Mistral Program
1.07 2,500k 1/1/1999
109 Superfund Group
Superfund Green GCT USD
1.08 15k 1/1/2000
108 Diamond Capital Management
Enhanced S&P Program
1.09 100k 10/1/2009
107 Superfund Group
Superfund Green L.P. Series B
1.09 5k 10/1/2002
106 Heyden & Steindl GmbH
TOMAC2
1.11 5,000k 3/1/2003
105 Quality Capital Management
Alpha Financials Program
1.14 10,000k 6/1/2012
104 FORT LP
Fort Global Diversified
1.20 2,000k 10/1/1993
103 FORT LP
Fort Global Contrarian
1.25 2,000k 10/1/2002
102 Dominion Capital
Sapphire Program
1.26 3,000k 5/1/2005
101 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.28 250k 10/1/2011
100 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.28 10,000k 1/1/2007
99 Revolution Capital Management
Alpha Program
1.30 5,000k 6/1/2007
98 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.31 500k 12/1/2003
97 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
1.34 1,000k 5/1/2010
96 Wraith Capital LLP
Wraith Dynamic Futures Fund
1.36 100k 1/1/2011
95 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.37 1,000k 9/1/2009
94 Rabar Market Research
Short-Term Program
1.39 2,000k 11/1/2009
93 Huygens Capital LLC
Navigator
1.40 1,000k 2/1/2012
92 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.41 10,000k 1/1/1991
91 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.46 100k 1/1/2000
90 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.47 5,000k 12/1/2010
89 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.49 100k 1/1/2005
88 Crabel Capital Management
Crabel Multi-Product
1.50 1,000k 3/1/1998
87 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.50 400k 1/1/1988
86 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.50 10,000k 1/1/2001
85 Mondiale Asset Management
Mondiale Trading Program
1.51 0k 9/1/1997
84 GLOBIVEST LLC
Alpha Program
1.52 50k 4/1/2009
83 ALFAKRAFT
ALFA Rubicon Fund
1.53 16k 8/1/2011
82 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.54 1,000k 3/1/1998
81 Southwest Managed Investments, LLC
Global Diversified
1.57 200k 1/1/2002
80 ALFAKRAFT
ALFA Commodity Fund
1.57 16k 6/1/2010
79 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
1.57 100k 10/1/2010
78 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.58 100k 2/1/2010
77 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.62 750k 1/1/2009
76 Metolius Capital LLC
Metolius Diversified
1.74 100k 6/1/2010
75 IKOS
IKOS Futures Fund
1.75 1,000k 2/1/2010
74 Molinero Capital Management LLP
Global Markets Program
1.75 2,000k 7/1/2005
73 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.75 1,000k 5/1/2006
72 Melissinos Trading
Eupatrid Program
1.80 50k 1/1/2011
71 Superfund Group
Superfund Green Master
1.84 2,000k 5/1/2001
70 Endeavour Capital LLP
Endeavour Pembroke
1.90 2,000k 7/1/2007
69 Clarke Capital Management
Global Basic
1.95 50k 2/1/1996
68 Tyche Capital Advisors LLC
TCA Energy Spreads
1.97 100k 8/1/2008
67 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.97 250k 5/1/2011
66 Winton Capital Management
Diversified
2.20 50,000k 10/1/1997
65 Quantitative Investment Management
Quantitative Global Program
2.21 20,000k 10/1/2003
64 Rabar Market Research
Diversified Program
2.26 2,000k 1/1/1989
63 Quality Capital Management
Global Diversified Programme
2.29 10,000k 12/1/1995
62 Wavefront Global Asset Management
IMFC Global Concentrated
2.30 500k 4/1/2009
61 Auctos Capital Management
Auctos Global Diversified
2.37 3,000k 11/1/2007
60 Rho Asset Management
Rho Altius 1XL Program
2.45 5,000k 11/1/2007
59 Clarke Capital Management
FX Plus
2.51 1,000k 5/1/2004
58 Rivoli Fund Management
Rivoli International Fund (V9)
2.51 5,000k 1/1/2002
57 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.59 3,000k 5/1/2010
56 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.59 1k 10/1/2006
55 Amplitude Capital International Limited
Dynamic Strategy
2.63 6/1/2005
54 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
2.76 100k 1/1/2012
53 Deep Field Capital AG
SINGULARITY Fund
2.77 100k 9/1/2011
52 Revolution Capital Management
Mosaic Institutional Program
2.77 25,000k 9/1/2009
51 Mehnert Capital Management, LLC
DTP (Client)
2.78 1,000k 3/1/2012
50 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.78 1,000k 10/1/2006
49 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.80 1,000k 3/1/2003
48 Conquest Capital Group
Conquest Select
2.81 250k 6/1/2004
47 Drury Capital
Diversified Trend-Following Program
2.85 5,000k 5/1/1997
46 AllMountain Capital AG
Mount Denali Global Trends
2.85 160k 7/1/2007
45 Crabel Capital Management
WPD Crabel Futures Program
2.88 1,000k 7/1/2008
44 Camkay Capital Management LLC
Stock Indices Short-Term
2.90 100k 3/1/2012
43 Superfund Group
Superfund Blue SPC Class A (EUR)
3.07 50k 4/1/2005
42 Diamond Peak Capital LLC
Northstar (2x) program
3.31 250k 10/1/2008
41 Wavefront Global Asset Management
IMFC Global Investment Program
3.36 2,000k 2/1/2007
40 Clarke Capital Management
Global Magnum
3.36 100k 8/1/1997
39 Ancile Capital Management
Global Markets Program
3.60 2,000k 4/1/2005
38 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.63 5,000k 6/1/2006
37 1OAK Capital Limited
ACORN Commodity
3.66 5,000k 5/1/2012
36 Rivoli Fund Management
Rivoli International Fund (MAP)
3.72 5,000k 10/1/1996
35 Eckhardt Trading Company
Evolution Strategies
3.89 20,000k 8/1/1991
34 EMC Capital Advisors, LLC
Classic
3.90 5,000k 1/1/1985
33 John Locke Investments
Cyril Systematic Program
4.13 8,000k 7/1/2000
32 Dendrich Ltd
QEP
4.19 50k 12/1/2005
31 Alder Capital DAC
Alder Global 10
4.20 2,500k 10/1/2000
30 Eckhardt Trading Company
Evolution Strategies 1.2X
4.20 10,000k 10/1/1991
29 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
4.34 25k 4/1/2010
28 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
4.38 100k 5/1/2011
27 Kelly Angle Inc.
Genesis Program
4.63 2,000k 4/1/2000
26 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
4.70 10,000k 2/1/2008
25 Welton Investment Partners
Welton Global
4.71 10,000k 6/1/2004
24 FCI Capital Management
TSFX2
4.73 20k 1/1/2012
23 IDS Capital
IDS F&F Systematic Trading
4.80 50k 7/1/2013
22 Lynx Asset Management AB
Lynx Program
5.32 75k 5/1/2000
21 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.39 0k 11/1/1996
20 Eclipse Capital Management
Global Monetary
5.51 5,000k 8/1/1990
19 Clarke Capital Management
Jupiter
5.84 3,000k 5/1/2005
18 Sequoia Hill Capital Management
SHCM British Pound AP
5.97 50k 8/1/2011
17 Hyman Beck and Company
Global Portfolio
6.32 1,000k 3/1/1991
16 QQFund.com
Investment Program 1
6.80 300k 9/1/2008
15 Revolution Capital Management
Mosaic Program
7.03 10,000k 10/1/2006
14 HASAFUMA
FX Momentum
7.32 30k 7/1/2012
13 Alder Capital DAC
Alder Global 20
7.60 2,500k 2/1/2001
12 HB Capital Management Inc.
Diversified Program
7.79 50k 3/1/2008
11 Chesapeake Capital
Diversified (LV)
7.96 100k 2/1/1988
10 Shield Plus LLC
Shield Plus Natural Gas
8.06 50k 1/1/2004
9 QMS Capital Management LP
QMS Diversified Global Macro Strategy
8.13 5,000k 6/1/2010
8 FCI Capital Management
TSFX1
8.33 20k 11/1/2010
7 Angle Capital Management LLC
AIP Program
9.51 100k 1/1/2010
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.00 100k 11/1/1984
5 Keck Capital Management LLC
The Keck Program
10.01 2,000k 12/1/2003
4 Dreiss Research Corporation
Diversified Program
10.29 1,000k 5/1/1991
3 DUNN Capital Management
D'Best Futures Fund, L.P.
11.25 100k 6/1/1994
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.58 100k 5/1/1999
1 DUNN Capital Management
DUNN Combined Fund (DCF)
11.61 100k 5/1/1989

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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