Systematic Trader Index For August 2013

Monthly Rankings

Rank CTA/Program Aug 2013 Min Inv Inception
266 Estlander & Partners
Alpha Trend II - Class P
-18.21 100k 12/1/2008
265 Mulvaney Capital Management
The Mulvaney Global Markets Program
-10.90 100k 5/1/1999
264 Dreiss Research Corporation
Diversified Program
-9.84 1,000k 5/1/1991
263 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.09 50k 10/1/2010
262 Wraith Capital LLP
Wraith Dynamic Futures Fund
-7.67 100k 1/1/2011
261 Alee Capital Management, LLC
Poniente Program
-7.31 2,500k 1/1/1999
260 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-6.78 5,000k 1/1/2005
259 Drury Capital
Diversified Trend-Following Program
-6.48 5,000k 5/1/1997
258 GLOBIVEST LLC
Alpha Program
-6.35 50k 4/1/2009
257 HASAFUMA
FX Momentum
-6.11 30k 7/1/2012
256 Estlander & Partners
Alpha Trend
-5.95 30,000k 10/1/1991
255 Serac, LLC
Diversified Reversal Program
-5.80 200k 4/1/2011
254 Estlander & Partners
Freedom
-5.62 20,000k 8/1/2010
253 Briarwood Capital Management, Inc.
Diversified 2XL
-5.61 250k 11/1/2004
252 Pinstripe Trading, LLC
Standard
-5.59 125k 8/1/2009
251 Wavefront Global Asset Management
IMFC Global Concentrated
-5.36 500k 4/1/2009
250 Clarke Capital Management
Global Magnum
-5.33 100k 8/1/1997
249 Chesapeake Capital
Diversified (LV)
-5.32 100k 2/1/1988
248 Quality Capital Management
Alpha Financials Program
-5.28 10,000k 6/1/2012
247 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.18 100k 1/1/2005
246 Parizek Capital
Futures Trading Program
-5.09 500k 4/1/2000
245 Estlander & Partners
Global XL
-4.83 5,000k 8/1/1991
244 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.81 100k 11/1/1984
243 Quantica Capital AG
Quantica Diversified FX
-4.80 5,000k 3/1/2007
242 HASAFUMA
Börstjänaren Hedgehog
-4.79 100k 5/1/2012
241 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-4.59 75k 6/1/2007
240 Shield Plus LLC
Shield Plus Natural Gas
-4.48 50k 1/1/2004
239 Altradis Capital AG
AlphAlgo
-4.40 100k 5/1/2007
238 Rivoli Fund Management
Rivoli International Fund (MAP)
-4.16 5,000k 10/1/1996
237 Clarke Capital Management
Jupiter
-3.89 3,000k 5/1/2005
236 Gladius Asset Management
Fulham Program
-3.88 2,000k 1/1/2008
235 Non Correlated Capital
Positive Theta Fund
-3.81 50k 10/1/2007
234 Winton Capital Management
Diversified
-3.80 50,000k 10/1/1997
233 Parizek Capital
Currency Program
-3.77 1,000k 4/1/2006
232 Wavefront Global Asset Management
IMFC Global Investment Program
-3.76 2,000k 2/1/2007
231 Heyden & Steindl GmbH
TOMAC2
-3.75 5,000k 3/1/2003
230 Alee Capital Management, LLC
Mistral Program
-3.72 2,500k 1/1/1999
229 Alder Capital DAC
Alder Global 20
-3.70 2,500k 2/1/2001
228 Quality Capital Management
Global Diversified Programme
-3.62 10,000k 12/1/1995
227 ISAM
ISAM Systematic Trend Fund
-3.28 1,000k 6/1/2001
226 IDS Capital
IDS F&F Systematic Trading
-3.10 50k 7/1/2013
225 Neural Capital Ltd
Sentinel Trading Program
-3.10 2,000k 1/1/2006
224 White Indian Trading Co.
STAIRS - Futures Program (Client)
-3.04 250k 10/1/2008
223 Superfund Group
Superfund Green L.P. Series B
-2.94 5k 10/1/2002
222 Non Correlated Capital
Positive Theta Program
-2.89 250k 10/1/2007
221 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-2.88 100k 10/1/2010
220 M.S. Capital Management
Global Diversified Program
-2.87 2,000k 11/1/1998
219 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.84 3,000k 7/1/2001
218 Lynx Asset Management AB
Lynx Program
-2.78 75k 5/1/2000
217 Superfund Group
Superfund Green Master
-2.77 2,000k 5/1/2001
216 Tactical Investment Management
Tactical Institutional Commodity Program
-2.77 10,000k 4/1/1993
215 FORT LP
Fort Global Diversified
-2.62 2,000k 10/1/1993
214 Superfund Group
Superfund Green L.P. Series A
-2.61 5k 10/1/2002
213 Seven Capital Management
Seven Absolute Return
-2.61 100k 6/1/2009
212 Amplitude Capital International Limited
Dynamic Strategy
-2.60 6/1/2005
211 Superfund Group
Superfund Green GCT USD
-2.57 15k 1/1/2000
210 Huygens Capital LLC
Navigator
-2.55 1,000k 2/1/2012
209 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.54 10,000k 2/1/2008
208 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.53 10,000k 1/1/1995
207 Rivoli Fund Management
Rivoli International Fund (V9)
-2.52 5,000k 1/1/2002
206 Southwest Managed Investments, LLC
Global Diversified
-2.51 200k 1/1/2002
205 IStar Capital B.V.
IStar Systematic Fund
-2.47 1,000k 9/1/2011
204 Estlander & Partners
Global Markets
-2.43 10,000k 8/1/1999
203 John Locke Investments
Cyril Systematic Program
-2.43 8,000k 7/1/2000
202 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.41 10,000k 8/1/2004
201 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.41 1,000k 10/1/2006
200 UNISystems Research Inc.
Wall Street Program
-2.41 20k 8/1/2011
199 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.40 10,000k 8/1/1999
198 HB Capital Management Inc.
Diversified Program
-2.39 50k 3/1/2008
197 FORT LP
Fort Global Contrarian
-2.38 2,000k 10/1/2002
196 Millburn Corporation
Multi-Markets Program
-2.37 25,000k 10/1/2004
195 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-2.36 50k 9/1/2009
194 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.36 0k 11/1/1996
193 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.33 250k 6/1/2001
192 Millburn Corporation
Diversified Program
-2.32 20,000k 2/1/1977
191 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.30 5,000k 6/1/2001
190 Eclipse Capital Management
Global Monetary
-2.29 5,000k 8/1/1990
189 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-2.28 100k 1/1/2012
188 Spectrum Asset Management LLC
Global Diversified
-2.24 2,000k 1/1/2001
187 EMC Capital Advisors, LLC
Classic
-2.21 5,000k 1/1/1985
186 Quantica Capital AG
Quantica Managed Futures
-2.20 5,000k 1/1/2005
185 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-2.19 100k 2/1/2010
184 Vantage Capital Management
VCM Growth Program
-2.17 100k 1/1/2011
183 Bifrost Quest Capital LLC
IndexQuest (Client)
-2.10 500k 11/1/2011
182 Mark J. Walsh Company
Standard Program
-2.10 2,000k 9/1/1985
181 Molinero Capital Management LLP
Global Markets Program
-2.07 2,000k 7/1/2005
180 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.04 5,000k 8/1/2000
179 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.03 250k 10/1/2011
178 Blackwater Capital Management
Global Program
-2.03 5,000k 7/1/2005
177 White Indian Trading Co.
STAIRS (Client)
-2.00 250k 5/1/2009
176 White Indian Trading Co.
SCS Interest Rate Program (Client)
-1.99 250k 8/1/2011
175 Superfund Group
Superfund Green Q-AG
-1.92 2k 3/1/1996
174 Double Helix Capital Management
Double Helix
-1.91 50k 1/1/2012
173 Alder Capital DAC
Alder Global 10
-1.90 2,500k 10/1/2000
172 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.89 10,000k 4/1/2004
171 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.83 10,000k 2/1/1999
170 Dendrich Ltd
QEP
-1.77 50k 12/1/2005
169 Conquest Capital Group
Conquest Select
-1.75 250k 6/1/2004
168 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.70 10,000k 8/1/2009
167 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.59 1,000k 3/1/2003
166 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-1.55 10,000k 1/1/2001
165 Clarke Capital Management
Global Basic
-1.54 50k 2/1/1996
164 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.51 1,000k 9/1/2009
163 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.50 500k 12/1/2003
162 Diamond Capital Management
Enhanced S&P Program
-1.43 100k 10/1/2009
161 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-1.41 750k 1/1/2009
160 Hyman Beck and Company
Global Portfolio
-1.40 1,000k 3/1/1991
159 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.40 100k 8/1/2009
158 Soaring Pelican, LLC
Diversified S&P Program
-1.39 100k 1/1/2011
157 Melissinos Trading
Eupatrid Program
-1.39 50k 1/1/2011
156 Tyche Capital Advisors LLC
TCA Energy Spreads
-1.38 100k 8/1/2008
155 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.33 1,500k 4/1/2006
154 Cranwood Capital Management
Fixed Income Arbitrage Fund
-1.30 250k 4/1/2008
153 Cranwood Capital Management
Cranwood International Fund
-1.30 250k 4/1/2008
152 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.28 250k 10/1/2009
151 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.28 3,000k 1/1/2004
150 Abraham Trading Company
Diversified Program
-1.28 10,000k 1/1/1988
149 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-1.27 25,000k 3/1/2010
148 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.27 1,000k 3/1/1998
147 Rabar Market Research
Diversified Program
-1.25 2,000k 1/1/1989
146 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.18 400k 1/1/1988
145 Quantis Asset Management
Ulysses Futures
-1.16 1,000k 7/1/2009
144 Endeavour Capital LLP
Endeavour Pembroke
-1.13 2,000k 7/1/2007
143 Welton Investment Partners
Welton Global
-1.10 10,000k 6/1/2004
142 Angle Capital Management LLC
AIP Program
-1.09 100k 1/1/2010
141 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-1.03 100k 5/1/2011
140 Turning Wheel Capital, Inc.
Pure Alpha
-0.99 10,000k 1/1/2012
139 IKOS
IKOS FX Fund
-0.99 1,000k 3/1/2008
138 Crabel Capital Management
WPD Crabel Futures Program
-0.99 1,000k 7/1/2008
137 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.98 1,000k 9/1/1997
136 Amplitude Capital International Limited
Klassik Strategy
-0.97 1,000k 9/1/2009
135 Claughton Capital
Auto-Reactive Positioning
-0.96 1,000k 10/1/2005
134 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.96 5,000k 12/1/2010
133 MERIT Alternative Investments GmbH
Futures Portfolio
-0.94 2,000k 6/1/1998
132 Keck Capital Management LLC
The Keck Program
-0.89 2,000k 12/1/2003
131 Futures Truth Company, FTC-CTA
200K Options Strategy
-0.87 200k 12/1/2009
130 Quantum Leap Capital Management
Managed Account Program
-0.87 300k 8/1/2006
129 QQFund.com
Investment Program 1
-0.85 300k 9/1/2008
128 Camkay Capital Management LLC
Stock Indices Short-Term
-0.84 100k 3/1/2012
127 Xplor Capital Management, LLC
Global CTA Program
-0.82 1,500k 7/1/2004
126 Ancile Capital Management
Global Markets Program
-0.81 2,000k 4/1/2005
125 ALFAKRAFT
ALFA Commodity Fund
-0.79 16k 6/1/2010
124 Metolius Capital LLC
Metolius Diversified
-0.79 100k 6/1/2010
123 Beach Horizon LLP
Managed Account
-0.74 5,000k 5/1/2005
122 Clarke Capital Management
Millennium
-0.70 1,000k 1/1/1998
121 Saxon Investment Corporation
Aggressive Diversified Program
-0.70 2,000k 11/1/1993
120 Red Rock Capital, LLC
Systematic Global Macro
-0.70 500k 9/1/2003
119 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.67 250k 5/1/2011
118 Commodity Strategies AG
CSAG Active Long Short Commodity Program
-0.66 5,000k 10/1/2007
117 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.65 150k 1/1/2011
116 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.64 1,500k 1/1/2009
115 Millburn Corporation
Commodity Program
-0.60 25,000k 3/1/2005
114 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.58 100k 1/1/2000
113 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.57 200k 1/1/2007
112 Mobius Asset Management
Diversified Program
-0.57 250k 3/1/2004
111 Futures Truth Company, FTC-CTA
MS4
-0.57 250k 10/1/2007
110 Adamah Capital LLC
Asset Allocator Program
-0.50 50k 3/1/2011
109 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
-0.49 350k 8/1/2011
108 Clarke Capital Management
FX Plus
-0.46 1,000k 5/1/2004
107 ROW Asset Managment
Row Diversified Fund, L.P.
-0.39 1,000k 11/1/2011
106 Saxon Investment Corporation
Diversified Program
-0.39 3,000k 9/1/1988
105 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.35 250k 10/1/2009
104 ROW Asset Managment
Row Currency Program
-0.33 1,000k 11/1/2010
103 Altus Trading, LLC
Managed Forex Program A
-0.28 50k 8/1/2011
102 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.27 10,000k 4/1/2003
101 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.27 5,000k 6/1/2010
100 IKOS
IKOS Futures Fund
-0.27 1,000k 2/1/2010
99 Hawksbill Capital Management
Global Diversified
-0.26 5,000k 11/1/1988
98 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.24 10,000k 1/1/1991
97 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.19 200k 11/1/1999
96 Blake Capital Management, Inc.
SRD Short Equities
-0.18 100k 1/1/2011
95 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.15 1k 10/1/2006
94 Blake Capital Management, Inc.
SRD Energies
-0.15 100k 8/1/2011
93 AllMountain Capital AG
Mount Denali Global Trends
-0.09 160k 7/1/2007
91 Ion Asset Architecture (Fund Program)
Ion Fund
0.00 100k 11/1/2007
92 Ion Asset Architecture
Ion Fund Program
0.00 10,000k 11/1/2007
90 Jaguar Investments Ltd
Vario Capital Strategy
0.01 1,000k 5/1/2016
89 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.06 4,000k 11/1/2008
88 Acorn Global Investments Inc.
Acorn Diversified Program
0.07 10k 7/1/2005
87 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.09 3,000k 5/1/2010
86 Auctos Capital Management
Auctos Global Diversified
0.10 3,000k 11/1/2007
85 Mobius Asset Management
Energy Weighted Program
0.22 250k 1/1/2005
84 Witter & Lester, Inc.
Redstone
0.25 500k 9/1/1994
83 Northfield Trading
Diversified
0.27 2,000k 7/1/1989
82 Cauldron Investments, LLC
Stock Index Plus
0.27 1,000k 10/1/2009
81 Quantis Asset Management
PFM Systematic
0.28 15k 5/1/2010
80 Mobius Asset Management
Custom Trading Program
0.31 100k 1/1/2002
79 Ion Asset Architecture
Ion Volium Fund
0.34 0k 4/1/2011
78 Rabar Market Research
Short-Term Program
0.37 2,000k 11/1/2009
77 Crabel Capital Management
Crabel Multi-Product
0.46 1,000k 3/1/1998
76 Kelly Angle Inc.
Genesis Program
0.46 2,000k 4/1/2000
75 ALFAKRAFT
ALFA Edge Fund
0.47 16k 12/1/2011
74 Revolution Capital Management
Alpha Program
0.53 5,000k 6/1/2007
73 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.56 100k 8/1/2011
72 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
0.57 100k 7/1/2011
71 Covenant Capital Management
Original Program
0.57 5,000k 9/1/1999
70 HiProb Trading Technology LLC
HiProb-I
0.58 5,000k 7/1/2008
69 Eckhardt Trading Company
Evolution Strategies
0.66 20,000k 8/1/1991
68 Eckhardt Trading Company
Evolution Strategies 1.2X
0.66 10,000k 10/1/1991
67 Covenant Capital Management
Aggressive Program
0.68 3,000k 2/1/2004
66 Systematic Alpha Management
Systematic Alpha Futures Program
0.69 100k 6/1/2004
65 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.69 10,000k 1/1/2007
64 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.69 1,000k 5/1/2006
63 Gap Partners LLC
Gap
0.71 250k 11/1/2009
62 John Locke Investments
JL Commodity Long Flat Program
0.72 5,000k 12/1/2007
61 Mehnert Capital Management, LLC
DTP (Client)
0.72 1,000k 3/1/2012
60 Clarke Capital Management
Worldwide
0.74 250k 1/1/1996
59 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.80 500k 1/1/2006
58 Esulep LLC MAX
Esulep LLC MAX
0.81 500k 5/1/2008
57 DUNN Capital Management
D'Best Futures Fund, L.P.
0.84 100k 6/1/1994
56 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
0.91 100k 1/1/2012
55 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.94 5,000k 5/1/2011
54 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.03 5,000k 11/1/2012
53 Revolution Capital Management
Alpha Fund
1.04 50k 1/1/2005
52 Conquest Capital Group
Conquest Macro
1.05 250k 5/1/1999
51 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
1.11 4,000k 2/1/2011
50 Mondiale Asset Management
Mondiale Trading Program
1.11 0k 9/1/1997
49 Global Sigma Group, LLC
Global Sigma Plus
1.11 3,000k 11/1/2009
48 Diamond Peak Capital LLC
Northstar (2x) program
1.12 250k 10/1/2008
47 RAM Management Group
RAM MRTP 1X-Conservative
1.21 1,000k 9/1/1993
46 Rho Asset Management
Rho Altius 1XL Program
1.27 5,000k 11/1/2007
45 Quantitative Investment Management
Quantitative Global Program
1.30 20,000k 10/1/2003
44 White Indian Trading Co.
SCS Program (Client)
1.36 250k 2/1/2011
43 Emil van Essen
Spread Trading Program
1.42 5,000k 12/1/2006
42 Manning & Napier
MN Xenon Managed Futures (2x) Program
1.42 5,000k 6/1/2006
41 Pacific Capital Advisors
Vanguard Program
1.43 100k 4/1/2007
40 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
1.70 10,000k 8/1/2009
39 FCI Capital Management
TSFX1
1.70 20k 11/1/2010
38 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.74 500k 4/1/2009
37 Superfund Group
Superfund Blue SPC Class A (EUR)
1.76 50k 4/1/2005
36 Robust Methods LLC
Macro Managed Account
1.77 5,000k 1/1/2005
35 FCI Capital Management
TSFX2
1.83 20k 1/1/2012
34 FRP CAPITAL LLC
FRP125+
1.83 125k 1/1/2010
33 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
1.88 25k 4/1/2010
32 Manning & Napier
MN Xenon Global Fixed Income Program
1.92 2,000k 8/1/2004
31 ALFAKRAFT
ALFA Rubicon Fund
1.95 16k 8/1/2011
30 Sequoia Hill Capital Management
SHCM British Pound AP
2.03 50k 8/1/2011
29 Crescent Bay Capital Management
Premium Stock Index Program
2.04 10k 10/1/2005
28 Hehmeyer Capital Management, LLC
R Best - Intraday Program
2.44 250k 3/1/2010
27 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.58 10,000k 3/1/2006
26 Superfund Group
Superfund Green Gold L.P. Series B-1
2.59 5k 4/1/2009
25 1OAK Capital Limited
ACORN Commodity
2.81 5,000k 5/1/2012
24 Somers Brothers Capital
Diversified Futures Program #1
2.85 100k 1/1/2005
23 Superfund Group
Superfund Green Gold C (SPC)
2.96 100k 10/1/2005
22 Deep Field Capital AG
SINGULARITY Fund
3.04 100k 9/1/2011
21 Superfund Group
Superfund Green Gold L.P. Series A-1
3.09 5k 4/1/2009
20 Romanesco Capital Management B.V
Persistence Program
3.16 5,000k 9/1/2005
19 Emil van Essen
EvE Systematic Global Opportunities
3.20 1,000k 9/1/2007
18 Purple Valley Capital, Inc.
Diversified Trend 1
3.25 100k 8/1/2008
17 FTC Capital GmbH
FTC Global Diversified
3.25 0k 3/1/2012
16 Arcanum Asset Management
Equity Index Option Program (Prop)
3.27 500k 7/1/2006
15 Sequoia Hill Capital Management
SHCM Gold AP
3.40 140k 5/1/2012
14 IKOS
The IKOS Hedge Fund
3.41 10,000k 7/1/1998
13 Superfund Group
Superfund Green Gold B (SPC)
3.69 50k 10/1/2005
12 RAM Management Group
MRTP Aggressive
3.72 1,000k 2/1/1998
11 Quantis Asset Management
Intraday Futures
3.83 250k 1/1/2010
10 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
3.88 1,000k 5/1/2010
9 Future Trade AG
Thales Swing Trading Programme
4.35 250k 6/1/2007
8 Superfund Group
Superfund Green Gold A (SPC)
4.50 5k 10/1/2005
7 Dominion Capital
Sapphire Program
4.54 3,000k 5/1/2005
6 Zoi Capital, LLC
Telio Program (Client)
4.59 200k 4/1/2010
5 Revolution Capital Management
Mosaic Institutional Program
5.86 25,000k 9/1/2009
4 DUNN Capital Management
DUNN Combined Fund (DCF)
6.86 100k 5/1/1989
3 Superfund Group
Superfund Blue SPC Class A (Gold)
9.13 50k 12/1/2007
2 Kinkopf Capital Management
KCM S&P (Proprietary)
10.17 100k 1/1/1999
1 Revolution Capital Management
Mosaic Program
15.13 10,000k 10/1/2006

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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