Systematic Trader Index For July 2013

Monthly Rankings

Rank CTA/Program Jul 2013 Min Inv Inception
266 Altradis Capital AG
AlphAlgo
-13.87 100k 5/1/2007
265 Clarke Capital Management
Jupiter
-12.94 3,000k 5/1/2005
264 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-12.22 100k 7/1/2011
263 Dendrich Ltd
QEP
-12.06 50k 12/1/2005
262 Dreiss Research Corporation
Diversified Program
-11.71 1,000k 5/1/1991
261 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-10.68 50k 10/1/2010
260 Clarke Capital Management
Worldwide
-10.34 250k 1/1/1996
259 White Indian Trading Co.
STAIRS - Futures Program (Client)
-9.97 250k 10/1/2008
258 Parizek Capital
Futures Trading Program
-9.29 500k 4/1/2000
257 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-9.11 500k 12/1/2003
256 Quantum Leap Capital Management
Managed Account Program
-9.07 300k 8/1/2006
255 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-8.50 25k 4/1/2010
254 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.45 200k 11/1/1999
253 Tyche Capital Advisors LLC
TCA Energy Spreads
-8.38 100k 8/1/2008
252 Romanesco Capital Management B.V
Persistence Program
-8.08 5,000k 9/1/2005
251 Purple Valley Capital, Inc.
Diversified Trend 1
-8.00 100k 8/1/2008
250 White Indian Trading Co.
STAIRS (Client)
-7.19 250k 5/1/2009
249 Somers Brothers Capital
Diversified Futures Program #1
-7.11 100k 1/1/2005
248 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-6.46 4,000k 2/1/2011
247 Emil van Essen
Spread Trading Program
-6.30 5,000k 12/1/2006
246 Kelly Angle Inc.
Genesis Program
-5.58 2,000k 4/1/2000
245 Quantis Asset Management
PFM Systematic
-5.57 15k 5/1/2010
244 RAM Management Group
MRTP Aggressive
-5.42 1,000k 2/1/1998
243 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-5.41 250k 10/1/2009
242 Revolution Capital Management
Mosaic Program
-5.25 10,000k 10/1/2006
241 Hawksbill Capital Management
Global Diversified
-5.24 5,000k 11/1/1988
240 Clarke Capital Management
FX Plus
-5.08 1,000k 5/1/2004
239 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.98 100k 1/1/1999
238 Clarke Capital Management
Millennium
-4.96 1,000k 1/1/1998
237 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.91 10,000k 3/1/2006
236 Mark J. Walsh Company
Standard Program
-4.45 2,000k 9/1/1985
235 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.44 250k 5/1/2011
234 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.34 0k 11/1/1996
233 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-4.31 500k 4/1/2009
232 Beach Horizon LLP
Managed Account
-4.28 5,000k 5/1/2005
231 Estlander & Partners
Alpha Trend II - Class P
-4.12 100k 12/1/2008
230 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.03 100k 5/1/1999
229 ALFAKRAFT
ALFA Commodity Fund
-4.03 16k 6/1/2010
228 Claughton Capital
Auto-Reactive Positioning
-3.98 1,000k 10/1/2005
227 Non Correlated Capital
Positive Theta Fund
-3.95 50k 10/1/2007
226 EMC Capital Advisors, LLC
Classic
-3.94 5,000k 1/1/1985
225 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.92 100k 5/1/1989
224 Ion Asset Architecture
Ion Fund Program
-3.86 10,000k 11/1/2007
223 Ion Asset Architecture (Fund Program)
Ion Fund
-3.86 100k 11/1/2007
222 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-3.82 750k 1/1/2009
221 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.80 5,000k 10/1/1996
220 W.G. Wealth Guardian Ltd.
SAFI2 Program
-3.72 1,000k 9/1/1997
219 Wraith Capital LLP
Wraith Dynamic Futures Fund
-3.69 100k 1/1/2011
218 Bifrost Quest Capital LLC
IndexQuest (Client)
-3.60 500k 11/1/2011
217 Conquest Capital Group
Conquest Select
-3.57 250k 6/1/2004
216 Estlander & Partners
Global XL
-3.46 5,000k 8/1/1991
215 Quantis Asset Management
Ulysses Futures
-3.46 1,000k 7/1/2009
214 Emil van Essen
EvE Systematic Global Opportunities
-3.44 1,000k 9/1/2007
213 NuWave Investment Management, LLC
Combined Futures Portfolio
-3.42 5,000k 6/1/2001
212 IStar Capital B.V.
IStar Systematic Fund
-3.41 1,000k 9/1/2011
211 Crescent Bay Capital Management
Premium Stock Index Program
-3.40 10k 10/1/2005
210 NuWave Investment Management, LLC
NuWave Investment Partners LP
-3.39 250k 6/1/2001
209 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.30 100k 1/1/2000
208 Northfield Trading
Diversified
-3.27 2,000k 7/1/1989
207 Deep Field Capital AG
SINGULARITY Fund
-3.23 100k 9/1/2011
206 Altus Trading, LLC
Managed Forex Program A
-3.15 50k 8/1/2011
205 John Locke Investments
Cyril Systematic Program
-3.11 8,000k 7/1/2000
204 Welton Investment Partners
Welton Global
-3.08 10,000k 6/1/2004
203 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.05 5,000k 12/1/2010
202 Southwest Managed Investments, LLC
Global Diversified
-2.99 200k 1/1/2002
201 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.89 10,000k 4/1/2004
200 Non Correlated Capital
Positive Theta Program
-2.89 250k 10/1/2007
199 Crabel Capital Management
Crabel Multi-Product
-2.89 1,000k 3/1/1998
198 Wavefront Global Asset Management
IMFC Global Investment Program
-2.87 2,000k 2/1/2007
197 Clarke Capital Management
Global Basic
-2.78 50k 2/1/1996
196 Wavefront Global Asset Management
IMFC Global Concentrated
-2.71 500k 4/1/2009
195 Shield Plus LLC
Shield Plus Natural Gas
-2.67 50k 1/1/2004
194 ISAM
ISAM Systematic Trend Fund
-2.65 1,000k 6/1/2001
193 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.58 5,000k 8/1/2000
192 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.55 100k 6/1/1994
191 Hyman Beck and Company
Global Portfolio
-2.48 1,000k 3/1/1991
190 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
-2.48 500k 1/1/2006
189 Angle Capital Management LLC
AIP Program
-2.47 100k 1/1/2010
188 Clarke Capital Management
Global Magnum
-2.46 100k 8/1/1997
187 FTC Capital GmbH
FTC Global Diversified
-2.42 0k 3/1/2012
186 FRP CAPITAL LLC
FRP125+
-2.40 125k 1/1/2010
185 Rivoli Fund Management
Rivoli International Fund (V9)
-2.34 5,000k 1/1/2002
184 Tactical Investment Management
Tactical Institutional Commodity Program
-2.25 10,000k 4/1/1993
183 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.24 10,000k 1/1/2001
182 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.21 100k 8/1/2009
181 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-2.21 1,500k 1/1/2009
180 Covenant Capital Management
Aggressive Program
-2.19 3,000k 2/1/2004
179 M.S. Capital Management
Global Diversified Program
-2.16 2,000k 11/1/1998
178 Molinero Capital Management LLP
Global Markets Program
-2.16 2,000k 7/1/2005
177 Metolius Capital LLC
Metolius Diversified
-2.14 100k 6/1/2010
176 ALFAKRAFT
ALFA Edge Fund
-2.12 16k 12/1/2011
175 Revolution Capital Management
Mosaic Institutional Program
-2.05 25,000k 9/1/2009
174 Estlander & Partners
Freedom
-1.98 20,000k 8/1/2010
173 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-1.93 4,000k 11/1/2008
172 Futures Truth Company, FTC-CTA
MS4
-1.87 250k 10/1/2007
171 RAM Management Group
RAM MRTP 1X-Conservative
-1.82 1,000k 9/1/1993
170 Soaring Pelican, LLC
Diversified S&P Program
-1.77 100k 1/1/2011
169 Estlander & Partners
Global Markets
-1.73 10,000k 8/1/1999
168 ALFAKRAFT
ALFA Rubicon Fund
-1.68 16k 8/1/2011
167 Covenant Capital Management
Original Program
-1.65 5,000k 9/1/1999
166 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.65 10,000k 2/1/2008
165 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.63 250k 10/1/2009
164 Futures Truth Company, FTC-CTA
200K Options Strategy
-1.59 200k 12/1/2009
163 Revolution Capital Management
Alpha Program
-1.55 5,000k 6/1/2007
162 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.54 1,500k 4/1/2006
161 Rho Asset Management
Rho Altius 1XL Program
-1.50 5,000k 11/1/2007
160 AllMountain Capital AG
Mount Denali Global Trends
-1.47 160k 7/1/2007
159 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.44 5,000k 1/1/2005
158 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.41 250k 3/1/2010
157 Eclipse Capital Management
Global Monetary
-1.38 5,000k 8/1/1990
156 Endeavour Capital LLP
Endeavour Pembroke
-1.37 2,000k 7/1/2007
155 Quantica Capital AG
Quantica Diversified FX
-1.33 5,000k 3/1/2007
154 Quantis Asset Management
Intraday Futures
-1.24 250k 1/1/2010
153 Estlander & Partners
Alpha Trend
-1.23 30,000k 10/1/1991
152 Revolution Capital Management
Alpha Fund
-1.19 50k 1/1/2005
151 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.16 1k 10/1/2006
150 Xplor Capital Management, LLC
Global CTA Program
-1.01 1,500k 7/1/2004
149 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.00 10,000k 1/1/1991
148 White Indian Trading Co.
SCS Program (Client)
-0.99 250k 2/1/2011
147 Quality Capital Management
Global Diversified Programme
-0.99 10,000k 12/1/1995
146 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
-0.97 100k 1/1/2012
145 Mobius Asset Management
Diversified Program
-0.97 250k 3/1/2004
144 MERIT Alternative Investments GmbH
Futures Portfolio
-0.86 2,000k 6/1/1998
143 Mobius Asset Management
Energy Weighted Program
-0.84 250k 1/1/2005
142 Parizek Capital
Currency Program
-0.79 1,000k 4/1/2006
141 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.75 10,000k 10/1/1991
140 Superfund Group
Superfund Green L.P. Series A
-0.73 5k 10/1/2002
139 Eckhardt Trading Company
Evolution Strategies
-0.73 20,000k 8/1/1991
138 Alee Capital Management, LLC
Poniente Program
-0.69 2,500k 1/1/1999
137 Winton Capital Management
Diversified
-0.63 50,000k 10/1/1997
136 Millburn Corporation
Commodity Program
-0.62 25,000k 3/1/2005
135 Gladius Asset Management
Fulham Program
-0.55 2,000k 1/1/2008
134 Mobius Asset Management
Custom Trading Program
-0.52 100k 1/1/2002
133 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.49 10,000k 8/1/2009
132 Gap Partners LLC
Gap
-0.49 250k 11/1/2009
131 Abraham Trading Company
Diversified Program
-0.47 10,000k 1/1/1988
130 IKOS
IKOS Futures Fund
-0.45 1,000k 2/1/2010
129 Turning Wheel Capital, Inc.
Pure Alpha
-0.45 10,000k 1/1/2012
128 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.45 100k 11/1/1984
127 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.45 3,000k 5/1/2010
126 IKOS
IKOS FX Fund
-0.42 1,000k 3/1/2008
125 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-0.42 1,000k 5/1/2010
124 Melissinos Trading
Eupatrid Program
-0.40 50k 1/1/2011
123 ROW Asset Managment
Row Currency Program
-0.39 1,000k 11/1/2010
122 Conquest Capital Group
Conquest Macro
-0.38 250k 5/1/1999
121 Manning & Napier
MN Xenon Global Fixed Income Program
-0.36 2,000k 8/1/2004
120 Millburn Corporation
Multi-Markets Program
-0.34 25,000k 10/1/2004
119 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.34 100k 1/1/2005
118 Adamah Capital LLC
Asset Allocator Program
-0.30 50k 3/1/2011
117 Rabar Market Research
Diversified Program
-0.29 2,000k 1/1/1989
116 Spectrum Asset Management LLC
Global Diversified
-0.28 2,000k 1/1/2001
115 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.26 5,000k 6/1/2010
114 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.19 10,000k 1/1/2007
113 Heyden & Steindl GmbH
TOMAC2
-0.18 5,000k 3/1/2003
112 Quality Capital Management
Alpha Financials Program
-0.18 10,000k 6/1/2012
111 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.12 100k 10/1/2010
110 IDS Capital
IDS F&F Systematic Trading
-0.10 50k 7/1/2013
109 Diamond Peak Capital LLC
Northstar (2x) program
-0.06 250k 10/1/2008
108 Acorn Global Investments Inc.
Acorn Diversified Program
-0.02 10k 7/1/2005
106 Transtrend B.V.
DTP – Standard Risk (EUR)
0.00 10,000k 2/1/1999
107 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.00 5,000k 5/1/2011
105 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.02 5,000k 10/1/2007
104 Blake Capital Management, Inc.
SRD Short Equities
0.04 100k 1/1/2011
103 Millburn Corporation
Diversified Program
0.08 20,000k 2/1/1977
102 Superfund Group
Superfund Green L.P. Series B
0.10 5k 10/1/2002
101 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
0.12 10,000k 8/1/2009
100 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.13 10,000k 8/1/1999
99 Pacific Capital Advisors
Vanguard Program
0.17 100k 4/1/2007
98 Rhicon Currency Management
Rhicon Systematic Currency Program
0.18 3,000k 1/1/2004
97 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
96 Auctos Capital Management
Auctos Global Diversified
0.20 3,000k 11/1/2007
95 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.21 10,000k 8/1/2004
94 Jaguar Investments Ltd
Vario Capital Strategy
0.22 1,000k 5/1/2016
93 Blackwater Capital Management
Global Program
0.23 5,000k 7/1/2005
92 Ion Asset Architecture
Ion Volium Fund
0.24 0k 4/1/2011
91 Mondiale Asset Management
Mondiale Trading Program
0.30 0k 9/1/1997
90 Alder Capital DAC
Alder Global 20
0.30 2,500k 2/1/2001
89 Huygens Capital LLC
Navigator
0.31 1,000k 2/1/2012
88 Superfund Group
Superfund Green GCT USD
0.32 15k 1/1/2000
87 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.33 1,000k 3/1/1998
86 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.35 250k 4/1/2008
85 Cranwood Capital Management
Cranwood International Fund
0.35 250k 4/1/2008
84 Superfund Group
Superfund Green Q-AG
0.37 2k 3/1/1996
83 Esulep LLC MAX
Esulep LLC MAX
0.40 500k 5/1/2008
82 Quantitative Investment Management
Quantitative Global Program
0.43 20,000k 10/1/2003
81 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.43 100k 2/1/2010
80 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.44 10,000k 1/1/1995
79 UNISystems Research Inc.
Wall Street Program
0.49 20k 8/1/2011
78 Witter & Lester, Inc.
Redstone
0.53 500k 9/1/1994
77 Lynx Asset Management AB
Lynx Program
0.56 75k 5/1/2000
76 HiProb Trading Technology LLC
HiProb-I
0.62 5,000k 7/1/2008
75 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
0.65 1,000k 10/1/2006
74 Blake Capital Management, Inc.
SRD Energies
0.68 100k 8/1/2011
73 ROW Asset Managment
Row Diversified Fund, L.P.
0.70 1,000k 11/1/2011
72 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.70 5,000k 6/1/2006
71 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.73 100k 1/1/2012
70 Dominion Capital
Sapphire Program
0.74 3,000k 5/1/2005
69 HB Capital Management Inc.
Diversified Program
0.75 50k 3/1/2008
68 1OAK Capital Limited
ACORN Commodity
0.76 5,000k 5/1/2012
67 Camkay Capital Management LLC
Stock Indices Short-Term
0.77 100k 3/1/2012
66 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.80 100k 8/1/2011
65 Superfund Group
Superfund Blue SPC Class A (EUR)
0.81 50k 4/1/2005
64 Rabar Market Research
Short-Term Program
0.86 2,000k 11/1/2009
63 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.89 350k 8/1/2011
62 Global Sigma Group, LLC
Global Sigma Plus
0.95 3,000k 11/1/2009
61 Drury Capital
Diversified Trend-Following Program
1.04 5,000k 5/1/1997
60 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.04 10,000k 4/1/2003
59 Saxon Investment Corporation
Diversified Program
1.06 3,000k 9/1/1988
58 FORT LP
Fort Global Diversified
1.13 2,000k 10/1/1993
57 Superfund Group
Superfund Green Master
1.18 2,000k 5/1/2001
56 John Locke Investments
JL Commodity Long Flat Program
1.18 5,000k 12/1/2007
55 Mehnert Capital Management, LLC
DTP (Client)
1.20 1,000k 3/1/2012
54 Briarwood Capital Management, Inc.
Diversified Trading Program
1.21 3,000k 7/1/2001
53 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
1.36 25,000k 3/1/2010
52 Keck Capital Management LLC
The Keck Program
1.38 2,000k 12/1/2003
51 Robust Methods LLC
Macro Managed Account
1.41 5,000k 1/1/2005
50 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.42 1,000k 5/1/2006
49 Red Rock Capital, LLC
Systematic Global Macro
1.56 500k 9/1/2003
48 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.67 250k 10/1/2011
47 Alee Capital Management, LLC
Mistral Program
1.79 2,500k 1/1/1999
46 Robinson-Langley Capital Management, LLC
Managed Account Program
1.89 200k 1/1/2007
45 Quantica Capital AG
Quantica Managed Futures
1.99 5,000k 1/1/2005
44 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
2.00 150k 1/1/2011
43 Double Helix Capital Management
Double Helix
2.06 50k 1/1/2012
42 Sequoia Hill Capital Management
SHCM British Pound AP
2.12 50k 8/1/2011
41 Saxon Investment Corporation
Aggressive Diversified Program
2.17 2,000k 11/1/1993
40 Briarwood Capital Management, Inc.
Diversified 2XL
2.17 250k 11/1/2004
39 Neural Capital Ltd
Sentinel Trading Program
2.29 2,000k 1/1/2006
38 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.30 250k 8/1/2011
37 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
2.32 100k 5/1/2011
36 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.39 75k 6/1/2007
35 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.40 400k 1/1/1988
34 FORT LP
Fort Global Contrarian
2.43 2,000k 10/1/2002
33 Seven Capital Management
Seven Absolute Return
2.46 100k 6/1/2009
32 Future Trade AG
Thales Swing Trading Programme
2.65 250k 6/1/2007
31 Vantage Capital Management
VCM Growth Program
2.66 100k 1/1/2011
30 Ancile Capital Management
Global Markets Program
3.05 2,000k 4/1/2005
29 Systematic Alpha Management
Systematic Alpha Futures Program
3.08 100k 6/1/2004
28 GLOBIVEST LLC
Alpha Program
3.12 50k 4/1/2009
27 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.21 50k 9/1/2009
26 IKOS
The IKOS Hedge Fund
3.23 10,000k 7/1/1998
25 FCI Capital Management
TSFX2
3.40 20k 1/1/2012
24 Chesapeake Capital
Diversified (LV)
3.60 100k 2/1/1988
23 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
3.88 1,000k 9/1/2009
22 Amplitude Capital International Limited
Klassik Strategy
3.93 1,000k 9/1/2009
21 HASAFUMA
FX Momentum
3.95 30k 7/1/2012
20 FCI Capital Management
TSFX1
3.98 20k 11/1/2010
19 Cauldron Investments, LLC
Stock Index Plus
4.25 1,000k 10/1/2009
18 Amplitude Capital International Limited
Dynamic Strategy
4.38 6/1/2005
17 Pinstripe Trading, LLC
Standard
4.61 125k 8/1/2009
16 Arcanum Asset Management
Equity Index Option Program (Prop)
4.93 500k 7/1/2006
15 Diamond Capital Management
Enhanced S&P Program
4.93 100k 10/1/2009
14 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.96 5,000k 11/1/2012
13 HASAFUMA
Börstjänaren Hedgehog
5.29 100k 5/1/2012
12 Superfund Group
Superfund Blue SPC Class A (Gold)
5.72 50k 12/1/2007
11 Sequoia Hill Capital Management
SHCM Gold AP
6.04 140k 5/1/2012
10 Crabel Capital Management
WPD Crabel Futures Program
6.65 1,000k 7/1/2008
9 Zoi Capital, LLC
Telio Program (Client)
6.90 200k 4/1/2010
8 Superfund Group
Superfund Green Gold L.P. Series A-1
6.93 5k 4/1/2009
7 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.07 1,000k 3/1/2003
6 Superfund Group
Superfund Green Gold L.P. Series B-1
7.18 5k 4/1/2009
5 Superfund Group
Superfund Green Gold A (SPC)
7.35 5k 10/1/2005
4 Superfund Group
Superfund Green Gold B (SPC)
7.45 50k 10/1/2005
3 Superfund Group
Superfund Green Gold C (SPC)
7.71 100k 10/1/2005
2 Serac, LLC
Diversified Reversal Program
8.30 200k 4/1/2011
1 QQFund.com
Investment Program 1
14.49 300k 9/1/2008

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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