Systematic Trader Index For October 2014 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Oct 2014 Min Inv Inception 270 Arcanum Asset Management Equity Index Option Program (Prop) -21.63 500k 7/1/2006 269 Kinkopf Capital Management KCM S&P (Proprietary) -21.07 100k 1/1/1999 268 Revolution Capital Management Mosaic Program -17.08 10,000k 10/1/2006 267 Global Vista Advisors, LLC Global Vista Options ("GVO") -15.52 50k 10/1/2010 266 Tactical Investment Management Tactical Institutional Commodity Program -12.78 10,000k 4/1/1993 265 Dreiss Research Corporation Diversified Program -10.92 1,000k 5/1/1991 264 White Indian Trading Co. STAIRS - Futures Program (Client) -10.66 250k 10/1/2008 263 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -9.65 100k 7/1/2011 262 Qbasis Invest Futures Fund A -9.56 100k 4/1/2008 261 Qbasis Invest Futures Fund B -9.43 100k 3/1/2009 260 Superfund Group Superfund Blue SPC Class A (Gold) -9.41 50k 12/1/2007 259 Double Helix Capital Management Double Helix -9.26 50k 1/1/2012 258 White Indian Trading Co. STAIRS (Client) -8.04 250k 5/1/2009 257 FTC Capital GmbH FTC Global Diversified -7.77 0k 3/1/2012 256 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -7.59 100k 10/1/2010 255 Somers Brothers Capital Diversified Futures Program #1 -7.59 100k 1/1/2005 254 Camkay Capital Management LLC Stock Indices Short-Term -7.57 100k 3/1/2012 253 Quantum Leap Capital Management Managed Account Program -7.55 300k 8/1/2006 252 Revolution Capital Management Mosaic Institutional Program -7.54 25,000k 9/1/2009 251 HASAFUMA FX Momentum -7.19 20k 7/1/2012 250 Vantage Capital Management VCM Growth Program -7.08 100k 1/1/2011 249 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund -6.95 350k 8/1/2011 248 IMC Asset Management IMC Quantitative Indicator Fund (QIF) -6.95 100k 1/1/2012 247 Estlander & Partners Alpha Trend II - Class P -6.86 100k 12/1/2008 246 HB Capital Management Inc. Diversified Program -6.78 50k 3/1/2008 245 Superfund Group Superfund Blue SPC Class A (EUR) -6.68 50k 4/1/2005 244 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -6.43 50k 7/1/2011 243 Superfund Group Superfund Green Gold L.P. Series B-1 -6.20 5k 4/1/2009 242 JLC Futures Management Company JLC Managed Futures Fund I, LP. -6.16 100k 8/1/2009 241 Superfund Group Superfund Green Gold C (SPC) -5.87 100k 10/1/2005 240 Structured Markets Inc. Structured Markets Inc. -5.84 2,000k 8/1/2012 239 Rotella Capital Management Rotella Orion (Short-Term) Program -5.54 10,000k 3/1/2006 238 Mobius Asset Management Custom Trading Program -5.50 100k 1/1/2002 237 Sequoia Hill Capital Management SHCM British Pound AP -5.26 50k 8/1/2011 236 Non Correlated Capital Positive Theta Program -5.14 250k 10/1/2007 235 Garraway Capital Management LLP Garraway Financial Trends -5.12 100k 9/1/2012 234 Diamond Peak Capital LLC Northstar (2x) program -5.00 250k 10/1/2008 233 White Indian Trading Co. SCS Program (Client) -4.97 250k 2/1/2011 232 Superfund Group Superfund Green Gold L.P. Series A-1 -4.95 5k 4/1/2009 231 Superfund Group Superfund Green Gold A (SPC) -4.83 5k 10/1/2005 230 Systematic Alpha Management Systematic Alpha Futures Program -4.82 100k 6/1/2004 229 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -4.43 4,000k 2/1/2011 228 DUNN Capital Management D'Best Futures Fund, L.P. -4.37 100k 6/1/1994 227 Clarke Capital Management FX Plus -4.35 1,000k 5/1/2004 226 Non Correlated Capital Positive Theta Fund -4.29 50k 10/1/2007 225 Alee Capital Management, LLC Poniente Program -4.14 2,500k 1/1/1999 224 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.85 250k 5/1/2011 223 Serac, LLC Diversified Reversal Program -3.73 200k 4/1/2011 222 QCM Global Diversified Programme -3.72 500k 12/1/1995 221 Futures Truth Company, FTC-CTA 200K Options Strategy -3.71 200k 12/1/2009 220 Manning & Napier MN Xenon Managed Futures (2x) Program -3.61 5,000k 6/1/2006 219 Witter & Lester, Inc. Stock Index Futures Trading Program -3.45 400k 1/1/1988 218 Pinstripe Trading, LLC Standard -3.41 125k 8/1/2009 217 Superfund Group Superfund Green Gold B (SPC) -3.30 50k 10/1/2005 216 Abraham Investment Management Formula 72 H -3.29 150k 8/1/2012 215 Robinson-Langley Capital Management, LLC Managed Account Program -3.28 200k 1/1/2007 214 Revolution Capital Management Alpha Fund -3.20 50k 1/1/2005 213 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -3.20 6/1/2012 212 Blackwater Capital Management Global Program -3.12 5,000k 7/1/2005 211 Liberty Funds Group, Inc Liberty Diversified Option Strategy -3.08 750k 1/1/2009 210 Galaxy Asset Management (HK) Ltd Galaxy Quantitative Fund -3.07 100k 5/1/2011 209 Revolution Capital Management Alpha Program -3.06 5,000k 6/1/2007 208 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.02 1,000k 10/1/2006 207 Bifrost Quest Capital LLC IndexQuest (Client) -3.01 500k 11/1/2011 206 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -3.01 500k 4/1/2009 205 Robust Methods LLC Macro Managed Account -2.95 5,000k 1/1/2005 204 GIC Trading LLC Global Diversified Trading Program -2.92 500k 11/1/1998 203 Quantitative Investment Management Quantitative Global Program -2.88 20,000k 10/1/2003 202 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) -2.85 10,000k 8/1/2009 201 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -2.79 75k 6/1/2007 200 Ancile Capital Management Global Markets Program -2.78 2,000k 4/1/2005 199 Trigon Investment Advisors, LLC Foreign Exchange Program -2.73 5,000k 8/1/2000 198 Sequoia Hill Capital Management SHCM Gold AP -2.69 140k 5/1/2012 197 HASAFUMA Börstjänaren Hedgehog -2.63 60k 5/1/2012 196 Emil van Essen EvE Systematic Global Opportunities -2.55 1,000k 9/1/2007 195 JKI-Futures, LLC ETIRON Large 2x (Client) -2.54 1,000k 8/1/2012 194 Heyden & Steindl GmbH TOMAC2 -2.41 5,000k 3/1/2003 193 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.27 10,000k 8/1/2004 192 Paskewitz Asset Management LLC Contrarian S&P Stock Index -2.20 500k 12/1/2003 191 Rotella Capital Management Rotella Polaris Program (Diversified) -2.09 10,000k 1/1/1991 190 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.07 250k 10/1/2009 189 Transtrend B.V. DTP – Enhanced Risk (USD) -2.06 10,000k 1/1/1995 188 Estlander & Partners Alpha Trend -2.05 30,000k 10/1/1991 187 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.96 10,000k 8/1/1999 186 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.92 100k 10/1/2011 185 Superfund Group Superfund Green L.P. Series B -1.91 5k 10/1/2002 184 Adamah Capital LLC Asset Allocator Program -1.90 50k 3/1/2011 183 Parizek Capital Futures Trading Program -1.89 500k 4/1/2000 182 Mobius Asset Management Diversified Program -1.85 250k 3/1/2004 181 Transtrend B.V. DTP – Standard Risk (EUR) -1.82 10,000k 2/1/1999 180 ROW Asset Managment Row Diversified Fund, L.P. -1.82 1,000k 11/1/2011 179 Southwest Managed Investments, LLC Global Diversified -1.80 200k 1/1/2002 178 Mesirow Financial Investment Management, Inc. Emerging Markets Alpha Programme -1.73 10,000k 2/1/2008 177 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.67 100k 5/1/1999 176 Diamond Capital Management Enhanced S&P Program -1.65 100k 10/1/2009 175 Superfund Group Superfund Green L.P. Series A -1.59 5k 10/1/2002 174 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.54 4,000k 11/1/2008 173 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.53 1,000k 3/1/1998 172 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 171 ALFAKRAFT ALFA Edge Fund -1.41 16k 12/1/2011 170 Superfund Group Superfund Green GCT USD -1.38 15k 1/1/2000 169 QCM Alpha Financials Program -1.36 10,000k 6/1/2012 168 Estlander & Partners Freedom -1.27 20,000k 8/1/2010 167 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.27 1k 6/1/2009 166 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.24 100k 1/1/2000 165 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.23 250k 10/1/2009 164 GOLDENWATER CAPITAL LTD GOLDENWATER FUND LTD -1.22 150k 1/1/2011 163 Altus Trading, LLC Managed Forex Program A -1.20 50k 8/1/2011 162 Zoi Capital, LLC Telio Program (Client) -1.13 200k 4/1/2010 161 Paskewitz Asset Management LLC Multi-strategy Futures Program -1.04 3,000k 5/1/2010 160 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite -0.99 25,000k 3/1/2010 159 Superfund Group Superfund Green Master -0.98 2,000k 5/1/2001 158 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.98 10,000k 4/1/2004 157 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool -0.97 25k 4/1/2010 156 Superfund Group Superfund Green Q-AG -0.90 2k 3/1/1996 155 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.90 100k 1/1/2005 154 Witter & Lester, Inc. Redstone -0.89 500k 9/1/1994 153 ISAM ISAM Systematic Trend Fund -0.89 1,000k 6/1/2001 152 W.G. Wealth Guardian Ltd. SAFI2 Program -0.86 1,000k 9/1/1997 151 RAM Management Group MRTP Aggressive -0.83 1,000k 2/1/1998 150 Auspice Capital Advisors Ltd Auspice Diversified Program -0.78 1,500k 4/1/2006 149 Wavefront Global Asset Management IMFC Global Concentrated -0.77 500k 4/1/2009 148 John Locke Investments JL Commodity Long Flat Program -0.77 5,000k 12/1/2007 147 Pacific Capital Advisors Vanguard Program -0.77 100k 4/1/2007 146 Briarwood Capital Management, Inc. Diversified 2XL -0.76 250k 11/1/2004 145 Quantmetrics Capital Management LLP Premier 12V Strategy -0.73 10,000k 4/1/2003 144 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -0.62 1,500k 1/1/2009 143 Keck Capital Management LLC The Keck Program -0.59 2,000k 12/1/2003 142 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -0.55 5,000k 1/1/2005 141 Amplitude Capital International Limited Dynamic Strategy -0.55 6/1/2005 140 Estlander & Partners Global XL -0.51 5,000k 8/1/1991 139 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.49 10k 7/1/2005 138 Red Rock Capital, LLC Systematic Global Macro -0.47 500k 9/1/2003 137 Crabel Capital Management Crabel Multi-Product -0.47 1,000k 3/1/1998 136 Huygens Capital LLC Navigator -0.44 1,000k 2/1/2012 135 RAM Management Group RAM MRTP 1X-Conservative -0.34 1,000k 9/1/1993 134 Blake Capital Management, Inc. SRD Short Equities -0.32 100k 1/1/2011 133 Wavefront Global Asset Management IMFC Global Investment Program -0.31 2,000k 2/1/2007 132 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.30 1k 10/1/2006 131 Manning & Napier MN Xenon Global Fixed Income (2x) Program -0.28 1,000k 5/1/2010 130 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) -0.26 100k 2/1/2010 129 Clarke Capital Management Jupiter -0.26 3,000k 5/1/2005 128 Auctos Capital Management Auctos Global Diversified -0.26 3,000k 11/1/2007 127 Mobius Asset Management Energy Weighted Program -0.25 250k 1/1/2005 126 3D Bull Program (Client) -0.24 10k 11/1/2010 125 Estlander & Partners Global Markets -0.23 10,000k 8/1/1999 124 Manning & Napier MN Xenon Global Fixed Income Program -0.22 2,000k 8/1/2004 123 Briarwood Capital Management, Inc. Diversified Trading Program -0.22 3,000k 7/1/2001 122 Saxon Investment Corporation Aggressive Diversified Program -0.20 2,000k 11/1/1993 121 ALFAKRAFT ALFA Rubicon Fund -0.14 16k 8/1/2011 120 Old Park Capital Aegir -0.13 500k 7/1/2008 119 Global Sigma Group, LLC Global Sigma Plus -0.12 3,000k 11/1/2009 118 Jaguar Investments Ltd Vario Capital Strategy -0.11 1,000k 5/1/2016 117 Seven Capital Management Seven Absolute Return -0.10 100k 6/1/2009 116 MERIT Alternative Investments GmbH Futures Portfolio -0.10 2,000k 6/1/1998 115 Saxon Investment Corporation Diversified Program -0.09 3,000k 9/1/1988 100 Wraith Capital LLP Wraith Dynamic Futures Fund 0.00 100k 1/1/2011 101 Ion Asset Architecture Ion Pherium Program 0.00 10,000k 9/1/2012 102 1OAK Capital Limited ACORN Commodity 0.00 5,000k 5/1/2012 103 Gladius Asset Management Fulham Program 0.00 2,000k 1/1/2008 104 Quantis Asset Management Ulysses Futures 0.00 1,000k 7/1/2009 105 Quantis Asset Management Intraday Futures 0.00 250k 1/1/2010 106 Quantis Asset Management PFM Systematic 0.00 15k 5/1/2010 107 Ion Asset Architecture (Fund Program) Ion Fund 0.00 100k 11/1/2007 108 Ion Asset Architecture Ion Fund Program 0.00 10,000k 11/1/2007 109 Eckhardt Trading Company Evolution Strategies 1.2X 0.00 10,000k 10/1/1991 110 Eckhardt Trading Company Evolution Strategies 0.00 20,000k 8/1/1991 111 Drury Capital Diversified Trend-Following Program 0.00 5,000k 5/1/1997 112 Dendrich Ltd QEP 0.00 50k 12/1/2005 113 Hawksbill Capital Management Global Diversified 0.00 5,000k 11/1/1988 114 Argus Capital Management Pty Ltd Dynamic Multi-strategy Program 0.00 1,000k 10/1/1996 99 FRP CAPITAL LLC FRP125+ 0.01 125k 1/1/2010 98 Cauldron Investments, LLC Stock Index Plus 0.02 1,000k 10/1/2009 97 Blake Capital Management, Inc. SRD Energies 0.03 100k 8/1/2011 96 Altradis Capital AG AlphAlgo 0.21 100k 5/1/2007 95 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.22 100k 11/1/1984 94 Romanesco Capital Management B.V Persistence Program 0.23 5,000k 9/1/2005 93 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.27 10,000k 8/1/2009 92 Altitude Principle Advisory Limited Noho Capital - Managed Futures on Asian Equity Indices - Intraday 0.29 5,000k 5/1/2011 91 Ion Asset Architecture Ion Volium Fund 0.30 0k 4/1/2011 90 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 0.31 10,000k 1/1/2001 89 HiProb Trading Technology LLC HiProb-I 0.36 5,000k 7/1/2008 88 Conquest Capital Group Conquest Select 0.39 250k 6/1/2004 87 Welton Investment Partners Welton Global 0.45 10,000k 6/1/2004 86 NuWave Investment Management, LLC NuWave Investment Partners LP 0.46 250k 6/1/2001 85 Purple Valley Capital, Inc. Diversified Trend 1 0.57 100k 8/1/2008 84 Clarke Capital Management Global Magnum 0.58 100k 8/1/1997 83 NuWave Investment Management, LLC Combined Futures Portfolio 0.62 5,000k 6/1/2001 82 Turning Wheel Capital, Inc. Pure Alpha 0.64 10,000k 1/1/2012 81 EMC Capital Advisors, LLC Classic 0.66 5,000k 1/1/1985 80 Hyman Beck and Company Global Portfolio 0.69 1,000k 3/1/1991 79 IDS Capital IDS F&F Systematic Trading 0.80 50k 7/1/2013 78 Endeavour Capital LLP Endeavour Pembroke 0.90 2,000k 7/1/2007 77 Quantica Capital AG Quantica Managed Futures 0.90 5,000k 1/1/2005 76 Angle Capital Management LLC AIP Program 0.92 100k 1/1/2010 75 John Locke Investments Cyril Systematic Program 0.94 8,000k 7/1/2000 74 3D S&P Program (Client) 0.96 100k 11/1/2010 73 Clarke Capital Management Global Basic 0.98 50k 2/1/1996 72 Mehnert Capital Management, LLC DTP (Client) 0.98 1,000k 3/1/2012 71 Melissinos Trading Eupatrid Program 0.99 50k 1/1/2011 70 Vivienne Investissement OUESSANT UCITS FUND (A) 1.01 100k 5/1/2012 69 City Fund Management BH 1.03 500k 1/1/2010 68 IKOS IKOS Futures Fund 1.07 1,000k 2/1/2010 67 Xplor Capital Management, LLC Global CTA Program 1.09 1,500k 7/1/2004 66 White Indian Trading Co. SCS Interest Rate Program (Client) 1.09 250k 8/1/2011 65 Alpha Z Advisors LLC Managed Account Program 1.12 250k 11/1/2014 64 Chesapeake Capital Diversified (LV) 1.19 100k 2/1/1988 63 Esulep LLC MAX Esulep LLC MAX 1.20 500k 5/1/2008 62 Molinero Capital Management LLP Global Markets Program 1.23 2,000k 7/1/2005 61 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.24 1,000k 5/1/2006 60 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.26 5,000k 12/1/2010 59 ALFAKRAFT ALFA Commodity Fund 1.39 16k 6/1/2010 58 Millburn Ridgefield Corporation Commodity Program 1.42 25,000k 3/1/2005 57 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.45 5,000k 6/1/2010 56 Rabar Market Research Diversified Program 1.50 2,000k 1/1/1989 55 FORT LP Fort Global Diversified 1.56 2,000k 10/1/1993 54 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 1.56 50,000k 4/1/1983 53 M.S. Capital Management Global Diversified Program 1.57 2,000k 11/1/1998 52 Sandpiper Asset Management Sandpiper Global Macro Program 1.75 1,000k 8/1/2012 51 Emil van Essen Spread Trading Program 1.75 5,000k 12/1/2006 50 Quantmetrics Capital Management LLP Directional 10V Strategy 1.77 10,000k 1/1/2007 49 TMS Capital Limited Arktos Global Currency Program II 1.89 100k 2/1/2008 48 Abraham Trading Company Diversified Program 1.91 10,000k 1/1/1988 47 Futures Truth Company, FTC-CTA MS4 1.92 250k 10/1/2007 46 Metolius Capital LLC Metolius Diversified 1.97 100k 6/1/2010 45 Crescent Bay Capital Management Premium Stock Index Program 1.98 10k 10/1/2005 44 Kelly Angle Inc. Genesis Program 1.99 2,000k 4/1/2000 43 Rabar Market Research Short-Term Program 2.02 2,000k 11/1/2009 42 QERI LLC QERI LLC Fundamental Commodity Strategy 2.04 2,000k 7/1/2012 41 Future Trade AG Thales Swing Trading Programme 2.04 250k 6/1/2007 40 Rhicon Currency Management Rhicon Systematic Currency Program 2.05 3,000k 1/1/2004 39 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.07 250k 10/1/2011 38 Hoss Capital Management, LLC Hoss Agricultural Futures Program 2.11 100k 8/1/2011 37 Conquest Capital Group Conquest Macro 2.14 250k 5/1/1999 36 Soaring Pelican, LLC Diversified S&P Program 2.23 100k 1/1/2011 35 Dominion Capital Sapphire Program 2.24 3,000k 5/1/2005 34 Millburn Ridgefield Corporation Multi-Markets Program 2.25 25,000k 10/1/2004 33 Mondiale Asset Management Mondiale Trading Program 2.29 0k 9/1/1997 32 Rho Asset Management Rho Altius 1XL Program 2.31 5,000k 11/1/2007 31 FORT LP Fort Global Contrarian 2.33 2,000k 10/1/2002 30 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.38 0k 11/1/1996 29 ROW Asset Managment Row Currency Program 2.43 1,000k 11/1/2010 28 Golden Point Capital Management, LLC Global Systematic 2.54 250k 7/1/2012 27 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.65 1,000k 3/1/2003 26 Millburn Ridgefield Corporation Diversified Program 2.75 20,000k 2/1/1977 25 Wimmer Horizon LLP Managed Account 3.04 5,000k 5/1/2005 24 IKOS The IKOS Hedge Fund 3.23 10,000k 7/1/1998 23 Crabel Capital Management WPD Crabel Futures Program 3.33 1,000k 7/1/2008 22 Eclipse Capital Management Global Monetary 3.34 5,000k 8/1/1990 21 IStar Capital B.V. IStar Systematic Fund 3.50 1,000k 9/1/2011 20 3D Intraday Program (Client) 3.50 100k 2/1/2012 19 Mark J. Walsh Company Standard Program 3.65 2,000k 9/1/1985 18 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.71 200k 11/1/1999 17 Alee Capital Management, LLC Mistral Program 3.74 2,500k 1/1/1999 16 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 4.08 100k 1/1/2012 15 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 4.23 250k 3/1/2010 14 IKOS IKOS FX Fund 4.69 1,000k 3/1/2008 13 Quantica Capital AG Quantica Diversified FX 4.70 5,000k 3/1/2007 12 Covenant Capital Management Aggressive Program 4.77 3,000k 2/1/2004 11 Claughton Capital Institutional Program 5.04 1,000k 10/1/2005 10 Covenant Capital Management Original Program 5.17 5,000k 9/1/1999 9 Tyche Capital Advisors LLC TCA Energy Spreads 5.24 100k 8/1/2008 8 Alder Capital DAC Alder Global 20 6.50 250k 2/1/2001 7 Clarke Capital Management Millennium 7.23 1,000k 1/1/1998 6 Deep Field Capital AG SINGULARITY Fund 7.52 100k 9/1/2011 5 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 7.74 1,000k 9/1/2009 4 Neural Capital Ltd Sentinel Trading Program 10.60 2,000k 1/1/2006 3 Amplitude Capital International Limited Klassik Strategy 11.33 1,000k 9/1/2009 2 Pacific Capital Advisors Agilis Program 12.18 100k 12/1/2012 1 QQFund.com QQFund.com Alpha Beta Program 19.86 100k 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.