Systematic Trader Index For May 2014

Monthly Rankings

Rank CTA/Program May 2014 Min Inv Inception
268 Future Trade AG
Thales Swing Trading Programme
-12.83 250k 6/1/2007
267 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-11.08 200k 11/1/1999
266 Clarke Capital Management
Global Magnum
-10.31 100k 8/1/1997
265 Shield Plus LLC
Shield Plus Natural Gas
-8.42 50k 1/1/2004
264 Purple Valley Capital, Inc.
Diversified Trend 1
-8.18 100k 8/1/2008
263 Clarke Capital Management
Global Basic
-7.76 50k 2/1/1996
262 Clarke Capital Management
Millennium
-7.36 1,000k 1/1/1998
261 Clarke Capital Management
Worldwide
-6.46 250k 1/1/1996
260 Sequoia Hill Capital Management
SHCM British Pound AP
-5.86 50k 8/1/2011
259 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-5.64 50k 10/1/2010
258 HASAFUMA
FX Momentum
-5.24 30k 7/1/2012
257 Acorn Global Investments Inc.
Acorn Diversified Program
-5.07 10k 7/1/2005
256 Quantum Leap Capital Management
Managed Account Program
-4.80 300k 8/1/2006
255 Emil van Essen
EvE Systematic Global Opportunities
-4.74 1,000k 9/1/2007
254 Romanesco Capital Management B.V
Persistence Program
-4.73 5,000k 9/1/2005
253 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.52 250k 5/1/2011
252 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.47 100k 5/1/1999
251 Alder Capital DAC
Alder Global 20
-4.10 2,500k 2/1/2001
250 HASAFUMA
Börstjänaren Hedgehog
-4.04 100k 5/1/2012
249 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.97 5,000k 12/1/2010
248 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.57 100k 1/1/1999
247 Briarwood Capital Management, Inc.
Diversified 2XL
-3.25 250k 11/1/2004
246 Tyche Capital Advisors LLC
TCA Energy Spreads
-3.24 100k 8/1/2008
245 FRP CAPITAL LLC
FRP125+
-3.18 125k 1/1/2010
244 Tactical Investment Management
Tactical Institutional Commodity Program
-3.16 10,000k 4/1/1993
243 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.11 10,000k 3/1/2006
242 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.11 1,500k 4/1/2006
241 UNISystems Research Inc.
Wall Street Program
-3.08 20k 8/1/2011
240 Melissinos Trading
Eupatrid Program
-3.00 50k 1/1/2011
239 NuWave Investment Management, LLC
NuWave Investment Partners LP
-2.94 250k 6/1/2001
238 NuWave Investment Management, LLC
Combined Futures Portfolio
-2.94 5,000k 6/1/2001
237 ALFAKRAFT
ALFA Commodity Fund
-2.89 16k 6/1/2010
236 RAM Management Group
MRTP Aggressive
-2.70 1,000k 2/1/1998
235 Deep Field Capital AG
SINGULARITY Fund
-2.64 100k 9/1/2011
234 John Locke Investments
JL Commodity Long Flat Program
-2.61 5,000k 12/1/2007
233 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
232 Hyman Beck and Company
Global Portfolio
-2.39 1,000k 3/1/1991
231 Zoi Capital, LLC
Telio Program (Client)
-2.34 200k 4/1/2010
230 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.33 100k 11/1/1984
229 Superfund Group
Superfund Green Gold L.P. Series A-1
-2.24 5k 4/1/2009
228 MERIT Alternative Investments GmbH
Futures Portfolio
-2.21 2,000k 6/1/1998
227 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.17 50k 12/1/2007
226 Claughton Capital
Auto-Reactive Positioning
-2.13 1,000k 10/1/2005
225 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.01 100k 5/1/1989
224 Alder Capital DAC
Alder Global 10
-2.00 2,500k 10/1/2000
223 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.93 3,000k 5/1/2010
222 Emil van Essen
Spread Trading Program
-1.83 5,000k 12/1/2006
221 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.77 5,000k 8/1/2000
220 Southwest Managed Investments, LLC
Global Diversified
-1.71 200k 1/1/2002
219 Superfund Group
Superfund Green Gold B (SPC)
-1.63 50k 10/1/2005
218 Camkay Capital Management LLC
Stock Indices Short-Term
-1.62 100k 3/1/2012
217 Altus Trading, LLC
Managed Forex Program A
-1.45 50k 8/1/2011
216 Briarwood Capital Management, Inc.
Diversified Trading Program
-1.43 3,000k 7/1/2001
215 Mehnert Capital Management, LLC
DTP (Client)
-1.33 1,000k 3/1/2012
214 Gladius Asset Management
Fulham Program
-1.33 2,000k 1/1/2008
213 Systematic Alpha Management
Systematic Alpha Futures Program
-1.30 100k 6/1/2004
212 Clarke Capital Management
Jupiter
-1.29 3,000k 5/1/2005
211 Robust Methods LLC
Macro Managed Account
-1.20 5,000k 1/1/2005
210 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.10 5k 4/1/2009
209 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-1.02 100k 5/1/2011
208 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-1.01 1,000k 5/1/2010
207 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.95 0k 11/1/1996
206 White Indian Trading Co.
SCS Interest Rate Program (Client)
-0.94 250k 8/1/2011
205 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.94 100k 8/1/2009
204 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
-0.90 350k 8/1/2011
203 Dominion Capital
Sapphire Program
-0.86 3,000k 5/1/2005
202 Lembros Commodity Advisors LLC
LCA 30
-0.86 30k 7/1/2011
201 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.85 5,000k 1/1/2005
200 RAM Management Group
RAM MRTP 1X-Conservative
-0.84 1,000k 9/1/1993
199 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.81 50k 9/1/2009
198 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-0.76 5,000k 5/1/2011
197 Ancile Capital Management
Global Markets Program
-0.71 2,000k 4/1/2005
196 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.68 1,000k 9/1/1997
195 Alee Capital Management, LLC
Poniente Program
-0.66 2,500k 1/1/1999
194 Superfund Group
Superfund Green Gold C (SPC)
-0.66 100k 10/1/2005
193 Metolius Capital LLC
Metolius Diversified
-0.65 100k 6/1/2010
192 Quantis Asset Management
Intraday Futures
-0.63 250k 1/1/2010
191 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.60 400k 1/1/1988
190 Amplitude Capital International Limited
Dynamic Strategy
-0.60 6/1/2005
189 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.60 10,000k 4/1/2004
188 Mondiale Asset Management
Mondiale Trading Program
-0.54 0k 9/1/1997
187 Mark J. Walsh Company
Standard Program
-0.53 2,000k 9/1/1985
186 Wavefront Global Asset Management
IMFC Global Concentrated
-0.50 500k 4/1/2009
185 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.47 10,000k 4/1/2003
184 Revolution Capital Management
Mosaic Program
-0.46 10,000k 10/1/2006
183 IKOS
IKOS FX Fund
-0.45 1,000k 3/1/2008
182 Rabar Market Research
Short-Term Program
-0.43 2,000k 11/1/2009
181 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.43 150k 1/1/2011
180 Mobius Asset Management
Energy Weighted Program
-0.40 250k 1/1/2005
179 Hawksbill Capital Management
Global Diversified
-0.39 5,000k 11/1/1988
178 FCI Capital Management
TSFX2
-0.38 20k 1/1/2012
177 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.37 100k 1/1/2012
176 Covenant Capital Management
Aggressive Program
-0.37 3,000k 2/1/2004
175 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.37 75k 6/1/2007
174 Quantitative Investment Management
Quantitative Global Program
-0.36 20,000k 10/1/2003
173 ALFAKRAFT
ALFA Rubicon Fund
-0.34 16k 8/1/2011
172 Abraham Trading Company
Diversified Program
-0.34 10,000k 1/1/1988
171 Covenant Capital Management
Original Program
-0.33 5,000k 9/1/1999
170 Quantis Asset Management
Ulysses Futures
-0.27 1,000k 7/1/2009
169 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.19 100k 1/1/2005
168 Vantage Capital Management
VCM Growth Program
-0.17 100k 1/1/2011
167 Blake Capital Management, Inc.
SRD Energies
-0.15 100k 8/1/2011
166 Manning & Napier
MN Xenon Global Fixed Income Program
-0.13 2,000k 8/1/2004
165 Revolution Capital Management
Mosaic Institutional Program
-0.12 25,000k 9/1/2009
164 Mobius Asset Management
Diversified Program
-0.08 250k 3/1/2004
163 Jaguar Investments Ltd
Vario Capital Strategy
-0.07 1,000k 5/1/2016
162 Saxon Investment Corporation
Aggressive Diversified Program
-0.04 2,000k 11/1/1993
161 Quantis Asset Management
PFM Systematic
-0.01 15k 5/1/2010
160 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.01 250k 10/1/2009
149 Rivoli Fund Management
Rivoli International Fund (MAP)
0.00 5,000k 10/1/1996
150 Rivoli Fund Management
Rivoli International Fund (V9)
0.00 5,000k 1/1/2002
151 Commodity Strategies AG
CSAG Active Long Short Commodity Program
0.00 5,000k 10/1/2007
152 Cranwood Capital Management
Cranwood International Fund
0.00 250k 4/1/2008
153 Arcanum Asset Management
Equity Index Option Program (Prop)
0.00 500k 7/1/2006
154 ACE Investment Strategists
Energy Sector Hybrid Approach (ESHA)
0.00 20k 4/1/2011
155 ACE Investment Strategists
Multi-Market Hybrid Approach (MMHA)
0.00 100k 1/1/2011
156 Cranwood Capital Management
Fixed Income Arbitrage Fund
0.00 250k 4/1/2008
157 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.00 100k 1/1/2000
158 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
0.00 500k 1/1/2006
159 Gap Partners LLC
Gap
0.00 250k 11/1/2009
148 Ion Asset Architecture
Ion Fund Program
0.01 10,000k 11/1/2007
147 Ion Asset Architecture (Fund Program)
Ion Fund
0.01 100k 11/1/2007
146 Saxon Investment Corporation
Diversified Program
0.02 3,000k 9/1/1988
145 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.04 100k 8/1/2011
144 M.S. Capital Management
Global Diversified Program
0.05 2,000k 11/1/1998
143 Diamond Peak Capital LLC
Northstar (2x) program
0.07 250k 10/1/2008
142 Parizek Capital
Currency Program
0.08 1,000k 4/1/2006
141 Alee Capital Management, LLC
Mistral Program
0.08 2,500k 1/1/1999
140 Revolution Capital Management
Alpha Program
0.09 5,000k 6/1/2007
139 Mobius Asset Management
Custom Trading Program
0.10 100k 1/1/2002
138 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
0.10 10,000k 1/1/2001
137 Blake Capital Management, Inc.
SRD Short Equities
0.11 100k 1/1/2011
136 Superfund Group
Superfund Blue SPC Class A (EUR)
0.13 50k 4/1/2005
135 Molinero Capital Management LLP
Global Markets Program
0.14 2,000k 7/1/2005
134 Manning & Napier
MN Xenon Managed Futures (2x) Program
0.16 5,000k 6/1/2006
133 Rhicon Currency Management
Rhicon Systematic Currency Program
0.16 3,000k 1/1/2004
132 Wavefront Global Asset Management
IMFC Global Investment Program
0.18 2,000k 2/1/2007
131 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
0.25 100k 1/1/2012
130 IKOS
IKOS Futures Fund
0.29 1,000k 2/1/2010
129 Revolution Capital Management
Alpha Fund
0.30 50k 1/1/2005
128 Endeavour Capital LLP
Endeavour Pembroke
0.31 2,000k 7/1/2007
127 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.35 500k 12/1/2003
126 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.35 250k 10/1/2011
125 Esulep LLC MAX
Esulep LLC MAX
0.35 500k 5/1/2008
124 FCI Capital Management
TSFX1
0.36 20k 11/1/2010
123 ALFAKRAFT
ALFA Edge Fund
0.44 16k 12/1/2011
122 Ion Asset Architecture
Ion Volium Fund
0.46 0k 4/1/2011
121 DUNN Capital Management
D'Best Futures Fund, L.P.
0.48 100k 6/1/1994
120 HiProb Trading Technology LLC
HiProb-I
0.51 5,000k 7/1/2008
119 Witter & Lester, Inc.
Redstone
0.55 500k 9/1/1994
118 Rabar Market Research
Diversified Program
0.59 2,000k 1/1/1989
117 Huygens Capital LLC
Navigator
0.64 1,000k 2/1/2012
116 Pinstripe Trading, LLC
Standard
0.65 125k 8/1/2009
115 Xplor Capital Management, LLC
Global CTA Program
0.66 1,500k 7/1/2004
114 AllMountain Capital AG
Mount Denali Global Trends
0.66 160k 7/1/2007
113 EMC Capital Advisors, LLC
Classic
0.71 5,000k 1/1/1985
112 IKOS
The IKOS Hedge Fund
0.75 10,000k 7/1/1998
111 Red Rock Capital, LLC
Systematic Global Macro
0.76 500k 9/1/2003
110 Conquest Capital Group
Conquest Select
0.83 250k 6/1/2004
109 Bifrost Quest Capital LLC
IndexQuest (Client)
0.85 500k 11/1/2011
108 Chesapeake Capital
Diversified (LV)
0.88 100k 2/1/1988
107 Futures Truth Company, FTC-CTA
MS4
0.89 250k 10/1/2007
106 Global Sigma Group, LLC
Global Sigma Plus
0.89 3,000k 11/1/2009
105 Millburn Corporation
Commodity Program
0.90 25,000k 3/1/2005
104 Conquest Capital Group
Conquest Macro
1.22 250k 5/1/1999
103 Non Correlated Capital
Positive Theta Fund
1.28 50k 10/1/2007
102 Non Correlated Capital
Positive Theta Program
1.28 250k 10/1/2007
101 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.29 1,000k 3/1/1998
100 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
99 Cauldron Investments, LLC
Stock Index Plus
1.30 1,000k 10/1/2009
98 John Locke Investments
Cyril Systematic Program
1.33 8,000k 7/1/2000
97 Spectrum Asset Management LLC
Global Diversified
1.35 2,000k 1/1/2001
96 Turning Wheel Capital, Inc.
Pure Alpha
1.37 10,000k 1/1/2012
95 Superfund Group
Superfund Green Q-AG
1.41 2k 3/1/1996
94 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
1.42 1,500k 1/1/2009
93 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.43 100k 2/1/2010
92 Crescent Bay Capital Management
Premium Stock Index Program
1.45 10k 10/1/2005
91 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.51 250k 3/1/2010
90 Crabel Capital Management
Crabel Multi-Product
1.53 1,000k 3/1/1998
89 White Indian Trading Co.
SCS Program (Client)
1.55 250k 2/1/2011
88 Superfund Group
Superfund Green L.P. Series A
1.58 5k 10/1/2002
87 Crabel Capital Management
WPD Crabel Futures Program
1.59 1,000k 7/1/2008
86 Winton Capital Management
Diversified
1.68 50,000k 10/1/1997
85 Altradis Capital AG
AlphAlgo
1.73 100k 5/1/2007
84 Auctos Capital Management
Auctos Global Diversified
1.73 3,000k 11/1/2007
83 Northfield Trading
Diversified
1.76 2,000k 7/1/1989
82 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.77 250k 10/1/2008
81 Eckhardt Trading Company
Evolution Strategies
1.77 20,000k 8/1/1991
80 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.78 4,000k 11/1/2008
79 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.81 1,000k 5/1/2006
78 IStar Capital B.V.
IStar Systematic Fund
1.84 1,000k 9/1/2011
77 White Indian Trading Co.
STAIRS (Client)
1.85 250k 5/1/2009
76 1OAK Capital Limited
ACORN Commodity
1.89 5,000k 5/1/2012
75 Eckhardt Trading Company
Evolution Strategies 1.2X
1.90 10,000k 10/1/1991
74 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
1.93 25k 4/1/2010
73 Double Helix Capital Management
Double Helix
2.03 50k 1/1/2012
72 Adamah Capital LLC
Asset Allocator Program
2.10 50k 3/1/2011
71 Transtrend B.V.
DTP – Standard Risk (EUR)
2.23 10,000k 2/1/1999
70 Superfund Group
Superfund Green GCT USD
2.28 15k 1/1/2000
69 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.32 10,000k 8/1/2009
68 Superfund Group
Superfund Green L.P. Series B
2.38 5k 10/1/2002
67 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.40 5,000k 6/1/2010
66 Estlander & Partners
Alpha Trend
2.43 30,000k 10/1/1991
65 Quantmetrics Capital Management LLP
Directional 10V Strategy
2.46 10,000k 1/1/2007
64 Quantica Capital AG
Quantica Diversified FX
2.50 5,000k 3/1/2007
63 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.54 1,000k 3/1/2003
62 Diamond Capital Management
Enhanced S&P Program
2.57 100k 10/1/2009
61 Sequoia Hill Capital Management
SHCM Gold AP
2.63 140k 5/1/2012
60 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.64 1,000k 10/1/2006
59 Clarke Capital Management
FX Plus
2.66 1,000k 5/1/2004
58 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.68 500k 4/1/2009
57 Futures Truth Company, FTC-CTA
200K Options Strategy
2.68 200k 12/1/2009
56 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
2.69 10,000k 2/1/2008
55 Parizek Capital
Futures Trading Program
2.74 500k 4/1/2000
54 Millburn Corporation
Multi-Markets Program
2.77 25,000k 10/1/2004
53 Blackwater Capital Management
Global Program
2.78 5,000k 7/1/2005
52 Beach Horizon LLP
Managed Account
2.78 5,000k 5/1/2005
51 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.79 1,000k 9/1/2009
50 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.81 250k 10/1/2009
49 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
2.82 100k 10/1/2010
48 IDS Capital
IDS F&F Systematic Trading
2.83 50k 7/1/2013
47 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.86 10,000k 1/1/1991
46 Somers Brothers Capital
Diversified Futures Program #1
2.97 100k 1/1/2005
45 FORT LP
Fort Global Contrarian
3.05 2,000k 10/1/2002
44 Lynx Asset Management AB
Lynx Program
3.09 75k 5/1/2000
43 Estlander & Partners
Global Markets
3.16 10,000k 8/1/1999
42 Millburn Corporation
Diversified Program
3.21 20,000k 2/1/1977
41 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
3.22 100k 7/1/2011
40 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.33 10,000k 1/1/1995
39 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.39 1k 10/1/2006
38 Heyden & Steindl GmbH
TOMAC2
3.44 5,000k 3/1/2003
37 Superfund Group
Superfund Green Master
3.49 2,000k 5/1/2001
36 Neural Capital Ltd
Sentinel Trading Program
3.50 2,000k 1/1/2006
35 GLOBIVEST LLC
Alpha Program
3.50 50k 4/1/2009
34 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.51 10,000k 8/1/2004
33 Soaring Pelican, LLC
Diversified S&P Program
3.54 100k 1/1/2011
32 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
3.62 25,000k 3/1/2010
31 ROW Asset Managment
Row Currency Program
3.66 1,000k 11/1/2010
30 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.78 100k 1/1/2011
29 ISAM
ISAM Systematic Trend Fund
3.86 1,000k 6/1/2001
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.88 10,000k 8/1/1999
27 Estlander & Partners
Freedom
3.97 20,000k 8/1/2010
26 FTC Capital GmbH
FTC Global Diversified
4.11 0k 3/1/2012
25 ROW Asset Managment
Row Diversified Fund, L.P.
4.12 1,000k 11/1/2011
24 Robinson-Langley Capital Management, LLC
Managed Account Program
4.20 200k 1/1/2007
23 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.20 750k 1/1/2009
22 Eclipse Capital Management
Global Monetary
4.36 5,000k 8/1/1990
21 Keck Capital Management LLC
The Keck Program
4.40 2,000k 12/1/2003
20 FORT LP
Fort Global Diversified
4.41 2,000k 10/1/1993
19 Dendrich Ltd
QEP
4.42 50k 12/1/2005
18 Pacific Capital Advisors
Vanguard Program
4.47 100k 4/1/2007
17 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
4.53 10,000k 8/1/2009
16 Seven Capital Management
Seven Absolute Return
4.58 100k 6/1/2009
15 Angle Capital Management LLC
AIP Program
4.67 100k 1/1/2010
14 Quality Capital Management
Global Diversified Programme
4.92 10,000k 12/1/1995
13 Welton Investment Partners
Welton Global
5.17 10,000k 6/1/2004
12 HB Capital Management Inc.
Diversified Program
5.25 50k 3/1/2008
11 Drury Capital
Diversified Trend-Following Program
5.72 5,000k 5/1/1997
10 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.77 5,000k 11/1/2012
9 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
5.78 4,000k 2/1/2011
8 Rho Asset Management
Rho Altius 1XL Program
6.00 5,000k 11/1/2007
7 Quality Capital Management
Alpha Financials Program
6.24 10,000k 6/1/2012
6 Estlander & Partners
Global XL
6.34 5,000k 8/1/1991
5 Serac, LLC
Diversified Reversal Program
6.67 200k 4/1/2011
4 Kelly Angle Inc.
Genesis Program
6.98 2,000k 4/1/2000
3 Dreiss Research Corporation
Diversified Program
6.98 1,000k 5/1/1991
2 Estlander & Partners
Alpha Trend II - Class P
7.90 100k 12/1/2008
1 QQFund.com
Investment Program 1
21.89 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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