Systematic Trader Index For July 2014

Monthly Rankings

Rank CTA/Program Jul 2014 Min Inv Inception
272 Tyche Capital Advisors LLC
TCA Energy Spreads
-30.23 100k 8/1/2008
271 Arcanum Asset Management
Equity Index Option Program (Prop)
-16.50 500k 7/1/2006
270 Future Trade AG
Thales Swing Trading Programme
-10.08 250k 6/1/2007
269 GLOBIVEST LLC
Alpha Program
-9.42 50k 4/1/2009
268 Camkay Capital Management LLC
Stock Indices Short-Term
-8.39 100k 3/1/2012
267 Revolution Capital Management
Mosaic Program
-7.80 10,000k 10/1/2006
266 Purple Valley Capital, Inc.
Diversified Trend 1
-7.52 100k 8/1/2008
265 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-7.07 5,000k 6/1/2010
264 Briarwood Capital Management, Inc.
Diversified 2XL
-6.85 250k 11/1/2004
263 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.43 100k 5/1/1989
262 Huygens Capital LLC
Navigator
-6.08 1,000k 2/1/2012
261 Superfund Group
Superfund Green Gold C (SPC)
-6.05 100k 10/1/2005
260 Melissinos Trading
Eupatrid Program
-5.94 50k 1/1/2011
259 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.83 1,000k 3/1/2003
258 Superfund Group
Superfund Green Gold B (SPC)
-5.47 50k 10/1/2005
257 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-5.35 100k 7/1/2011
256 Dendrich Ltd
QEP
-5.07 50k 12/1/2005
255 Superfund Group
Superfund Green Gold A (SPC)
-4.83 5k 10/1/2005
254 Keck Capital Management LLC
The Keck Program
-4.78 2,000k 12/1/2003
253 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.75 10,000k 10/1/1991
252 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-4.43 750k 1/1/2009
251 Eckhardt Trading Company
Evolution Strategies
-4.36 20,000k 8/1/1991
250 Saxon Investment Corporation
Aggressive Diversified Program
-3.92 2,000k 11/1/1993
249 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.88 10,000k 1/1/1991
248 Superfund Group
Superfund Green Gold L.P. Series A-1
-3.85 5k 4/1/2009
247 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.76 100k 6/1/1994
246 Superfund Group
Superfund Green Gold L.P. Series B-1
-3.69 5k 4/1/2009
245 Welton Investment Partners
Welton Global
-3.59 10,000k 6/1/2004
244 Deep Field Capital AG
SINGULARITY Fund
-3.58 100k 9/1/2011
243 ALFAKRAFT
ALFA Rubicon Fund
-3.48 16k 8/1/2011
242 Ion Asset Architecture
Ion Pherium Program
-3.44 10,000k 9/1/2012
241 White Indian Trading Co.
SCS Interest Rate Program (Client)
-3.20 250k 8/1/2011
240 Amplitude Capital International Limited
Dynamic Strategy
-3.18 6/1/2005
239 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.18 200k 1/1/2007
238 Quality Capital Management
Alpha Financials Program
-3.17 10,000k 6/1/2012
237 Quality Capital Management
Global Diversified Programme
-3.07 10,000k 12/1/1995
236 Revolution Capital Management
Mosaic Institutional Program
-3.07 25,000k 9/1/2009
235 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.06 5,000k 11/1/2012
234 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.03 100k 1/1/1999
233 Alder Capital DAC
Alder Global 10
-3.00 2,500k 10/1/2000
232 Rho Asset Management
Rho Altius 1XL Program
-3.00 5,000k 11/1/2007
231 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.99 10,000k 3/1/2006
230 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-2.98 500k 4/1/2009
229 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.93 3,000k 7/1/2001
228 Superfund Group
Superfund Green Master
-2.92 2,000k 5/1/2001
227 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.82 1,000k 9/1/2009
226 Structured Markets Inc.
Structured Markets Inc.
-2.68 2,000k 8/1/2012
225 HASAFUMA
Börstjänaren Hedgehog
-2.61 100k 5/1/2012
224 Winton Capital Management
Diversified
-2.61 50,000k 10/1/1997
223 Vantage Capital Management
VCM Growth Program
-2.60 100k 1/1/2011
222 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.57 250k 10/1/2009
221 Amplitude Capital International Limited
Klassik Strategy
-2.54 1,000k 9/1/2009
220 Superfund Group
Superfund Green GCT USD
-2.53 15k 1/1/2000
219 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
218 Abraham Investment Management
Formula 72 H
-2.45 150k 8/1/2012
217 Futures Truth Company, FTC-CTA
200K Options Strategy
-2.41 200k 12/1/2009
216 Saxon Investment Corporation
Diversified Program
-2.38 3,000k 9/1/1988
215 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.31 1k 6/1/2009
214 Superfund Group
Superfund Green L.P. Series B
-2.16 5k 10/1/2002
213 IKOS
The IKOS Hedge Fund
-2.09 10,000k 7/1/1998
212 Double Helix Capital Management
Double Helix
-1.93 50k 1/1/2012
211 NuWave Investment Management, LLC
NuWave Investment Partners LP
-1.88 250k 6/1/2001
210 NuWave Investment Management, LLC
Combined Futures Portfolio
-1.85 5,000k 6/1/2001
209 Superfund Group
Superfund Green Q-AG
-1.83 2k 3/1/1996
208 ROW Asset Managment
Row Currency Program
-1.83 1,000k 11/1/2010
207 IKOS
IKOS Futures Fund
-1.80 1,000k 2/1/2010
206 White Indian Trading Co.
SCS Program (Client)
-1.78 250k 2/1/2011
205 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.76 10,000k 8/1/2004
204 Drury Capital
Diversified Trend-Following Program
-1.74 5,000k 5/1/1997
203 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-1.64 10,000k 8/1/2009
202 Rabar Market Research
Short-Term Program
-1.61 2,000k 11/1/2009
201 Hawksbill Capital Management
Global Diversified
-1.58 5,000k 11/1/1988
200 Revolution Capital Management
Alpha Program
-1.52 5,000k 6/1/2007
199 Estlander & Partners
Global XL
-1.49 5,000k 8/1/1991
198 Rabar Market Research
Diversified Program
-1.47 2,000k 1/1/1989
197 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.47 10,000k 8/1/1999
196 Diamond Capital Management
Enhanced S&P Program
-1.43 100k 10/1/2009
195 Revolution Capital Management
Alpha Fund
-1.43 50k 1/1/2005
194 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.41 10,000k 1/1/1995
193 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.41 100k 10/1/2011
192 Adamah Capital LLC
Asset Allocator Program
-1.40 50k 3/1/2011
191 Diamond Peak Capital LLC
Northstar (2x) program
-1.34 250k 10/1/2008
190 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.30 1,000k 10/1/2006
189 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.29 1,500k 1/1/2009
188 Superfund Group
Superfund Green L.P. Series A
-1.28 5k 10/1/2002
187 Eclipse Capital Management
Global Monetary
-1.27 5,000k 8/1/1990
186 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
185 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-1.18 25k 4/1/2010
184 QQFund.com
Investment Program 1
-1.17 300k 9/1/2008
183 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.12 100k 11/1/1984
182 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
-1.06 350k 8/1/2011
181 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.05 1k 10/1/2006
180 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.03 250k 10/1/2009
179 Rhicon Currency Management
Rhicon Systematic Currency Program
-1.03 3,000k 1/1/2004
178 Systematic Alpha Management
Systematic Alpha Futures Program
-1.02 100k 6/1/2004
177 Non Correlated Capital
Positive Theta Program
-0.99 250k 10/1/2007
176 Millburn Corporation
Diversified Program
-0.99 20,000k 2/1/1977
175 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.94 10,000k 2/1/1999
174 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.89 10,000k 8/1/2009
173 Chesapeake Capital
Diversified (LV)
-0.86 100k 2/1/1988
172 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.84 50k 12/1/2007
171 Northfield Trading
Diversified
-0.80 2,000k 7/1/1989
170 Serac, LLC
Diversified Reversal Program
-0.76 200k 4/1/2011
169 Quantitative Investment Management
Quantitative Global Program
-0.75 20,000k 10/1/2003
168 Robust Methods LLC
Macro Managed Account
-0.74 5,000k 1/1/2005
167 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.73 1,000k 8/1/2012
166 Estlander & Partners
Global Markets
-0.72 10,000k 8/1/1999
165 Blake Capital Management, Inc.
SRD Energies
-0.71 100k 8/1/2011
164 3D
Bull Program (Client)
-0.70 10k 11/1/2010
163 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.69 3,000k 5/1/2010
162 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.66 400k 1/1/1988
161 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.64 150k 1/1/2011
160 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.63 1,000k 3/1/1998
159 Millburn Corporation
Multi-Markets Program
-0.63 25,000k 10/1/2004
158 ALFAKRAFT
ALFA Edge Fund
-0.57 16k 12/1/2011
157 HASAFUMA
FX Momentum
-0.57 30k 7/1/2012
156 Non Correlated Capital
Positive Theta Fund
-0.54 50k 10/1/2007
155 Quantica Capital AG
Quantica Managed Futures
-0.50 5,000k 1/1/2005
154 QERI LLC
QERI LLC Fundamental Commodity Strategy
-0.48 2,000k 7/1/2012
153 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.47 500k 12/1/2003
152 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.47 100k 10/1/2010
151 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-0.46 50k 10/1/2010
150 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.45 1,000k 9/1/1997
149 Global Sigma Group, LLC
Global Sigma Plus
-0.44 3,000k 11/1/2009
148 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.43 1,500k 4/1/2006
147 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-0.43 100k 5/1/2011
146 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-0.43 5,000k 1/1/2005
145 Mark J. Walsh Company
Standard Program
-0.42 2,000k 9/1/1985
144 Witter & Lester, Inc.
Redstone
-0.42 500k 9/1/1994
143 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.38 100k 1/1/2012
142 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.37 100k 1/1/2000
141 FORT LP
Fort Global Diversified
-0.37 2,000k 10/1/1993
140 Covenant Capital Management
Aggressive Program
-0.37 3,000k 2/1/2004
139 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.37 100k 1/1/2005
138 Altus Trading, LLC
Managed Forex Program A
-0.36 50k 8/1/2011
137 Mobius Asset Management
Energy Weighted Program
-0.35 250k 1/1/2005
136 Crescent Bay Capital Management
Premium Stock Index Program
-0.34 10k 10/1/2005
135 FORT LP
Fort Global Contrarian
-0.34 2,000k 10/1/2002
134 3D
S&P Program (Client)
-0.28 100k 11/1/2010
133 Endeavour Capital LLP
Endeavour Pembroke
-0.26 2,000k 7/1/2007
132 ROW Asset Managment
Row Diversified Fund, L.P.
-0.21 1,000k 11/1/2011
131 FTC Capital GmbH
FTC Global Diversified
-0.21 0k 3/1/2012
130 Angle Capital Management LLC
AIP Program
-0.21 100k 1/1/2010
129 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.20 10,000k 4/1/2003
128 Estlander & Partners
Freedom
-0.15 20,000k 8/1/2010
127 Wraith Capital LLP
Wraith Dynamic Futures Fund
-0.13 100k 1/1/2011
126 Covenant Capital Management
Original Program
-0.13 5,000k 9/1/1999
125 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.10 50,000k 4/1/1983
124 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-0.09 25,000k 3/1/2010
123 Jaguar Investments Ltd
Vario Capital Strategy
-0.08 1,000k 5/1/2016
122 Blake Capital Management, Inc.
SRD Short Equities
-0.03 100k 1/1/2011
121 Pacific Capital Advisors
Vanguard Program
-0.02 100k 4/1/2007
120 Crabel Capital Management
WPD Crabel Futures Program
-0.01 1,000k 7/1/2008
119 Ion Asset Architecture (Fund Program)
Ion Fund
-0.01 100k 11/1/2007
118 Ion Asset Architecture
Ion Fund Program
-0.01 10,000k 11/1/2007
117 Clarke Capital Management
Millennium
0.02 1,000k 1/1/1998
116 MERIT Alternative Investments GmbH
Futures Portfolio
0.02 2,000k 6/1/1998
115 Superfund Group
Superfund Blue SPC Class A (EUR)
0.02 50k 4/1/2005
114 Garraway Capital Management LLP
Garraway Financial Trends
0.04 100k 9/1/2012
113 Turning Wheel Capital, Inc.
Pure Alpha
0.07 10,000k 1/1/2012
112 IKOS
IKOS FX Fund
0.07 1,000k 3/1/2008
111 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.09 5,000k 5/1/2011
110 Auctos Capital Management
Auctos Global Diversified
0.09 3,000k 11/1/2007
109 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
0.10 1,000k 5/1/2006
108 IDS Capital
IDS F&F Systematic Trading
0.10 50k 7/1/2013
107 Molinero Capital Management LLP
Global Markets Program
0.18 2,000k 7/1/2005
106 Lynx Asset Management AB
Lynx Program
0.18 75k 5/1/2000
105 Estlander & Partners
Alpha Trend
0.19 30,000k 10/1/1991
104 Conquest Capital Group
Conquest Macro
0.23 250k 5/1/1999
103 Quantmetrics Capital Management LLP
Directional 10V Strategy
0.27 10,000k 1/1/2007
102 Ion Asset Architecture
Ion Volium Fund
0.29 0k 4/1/2011
101 Red Rock Capital, LLC
Systematic Global Macro
0.30 500k 9/1/2003
100 Mondiale Asset Management
Mondiale Trading Program
0.31 0k 9/1/1997
99 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.33 250k 10/1/2011
98 Neural Capital Ltd
Sentinel Trading Program
0.35 2,000k 1/1/2006
97 Manning & Napier
MN Xenon Global Fixed Income Program
0.37 2,000k 8/1/2004
96 UNISystems Research Inc.
Wall Street Program
0.40 20k 8/1/2011
95 Estlander & Partners
Alpha Trend II - Class P
0.43 100k 12/1/2008
94 Cauldron Investments, LLC
Stock Index Plus
0.44 1,000k 10/1/2009
93 Metolius Capital LLC
Metolius Diversified
0.44 100k 6/1/2010
92 Xplor Capital Management, LLC
Global CTA Program
0.45 1,500k 7/1/2004
91 Esulep LLC MAX
Esulep LLC MAX
0.46 500k 5/1/2008
90 Crabel Capital Management
Crabel Multi-Product
0.47 1,000k 3/1/1998
89 Zoi Capital, LLC
Telio Program (Client)
0.54 200k 4/1/2010
88 AllMountain Capital AG
Mount Denali Global Trends
0.54 160k 7/1/2007
87 1OAK Capital Limited
ACORN Commodity
0.55 5,000k 5/1/2012
86 Mobius Asset Management
Diversified Program
0.58 250k 3/1/2004
85 Blackwater Capital Management
Global Program
0.62 5,000k 7/1/2005
84 Sequoia Hill Capital Management
SHCM Gold AP
0.67 140k 5/1/2012
83 Quantis Asset Management
Ulysses Futures
0.70 1,000k 7/1/2009
82 3D
Intraday Program (Client)
0.70 100k 2/1/2012
81 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.74 100k 8/1/2011
80 Pinstripe Trading, LLC
Standard
0.76 125k 8/1/2009
79 Quantis Asset Management
PFM Systematic
0.77 15k 5/1/2010
78 Conquest Capital Group
Conquest Select
0.80 250k 6/1/2004
77 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
0.81 1,000k 5/1/2010
76 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.82 5,000k 8/1/2000
75 Somers Brothers Capital
Diversified Futures Program #1
0.82 100k 1/1/2005
74 John Locke Investments
Cyril Systematic Program
0.84 8,000k 7/1/2000
73 Quantica Capital AG
Quantica Diversified FX
0.90 5,000k 3/1/2007
72 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.96 5,000k 12/1/2010
71 TMS Capital Limited
Arktos Global Currency Program II
0.97 100k 2/1/2008
70 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.98 250k 3/1/2010
69 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.01 0k 11/1/1996
68 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.09 10,000k 1/1/2001
67 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.21 250k 5/1/2011
66 Futures Truth Company, FTC-CTA
MS4
1.31 250k 10/1/2007
65 Altradis Capital AG
AlphAlgo
1.38 100k 5/1/2007
64 Gladius Asset Management
Fulham Program
1.41 2,000k 1/1/2008
63 Southwest Managed Investments, LLC
Global Diversified
1.45 200k 1/1/2002
62 City Fund Management
BH
1.49 500k 1/1/2010
61 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
1.49 100k 8/1/2009
60 Ancile Capital Management
Global Markets Program
1.53 2,000k 4/1/2005
59 Old Park Capital
Aegir
1.55 500k 7/1/2008
58 Claughton Capital
Auto-Reactive Positioning
1.60 1,000k 10/1/2005
57 Quantis Asset Management
Intraday Futures
1.60 250k 1/1/2010
56 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.61 4,000k 11/1/2008
55 Emil van Essen
EvE Systematic Global Opportunities
1.85 1,000k 9/1/2007
54 RAM Management Group
RAM MRTP 1X-Conservative
1.92 1,000k 9/1/1993
53 Millburn Corporation
Commodity Program
1.94 25,000k 3/1/2005
52 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
2.00 10,000k 4/1/2004
51 Soaring Pelican, LLC
Diversified S&P Program
2.03 100k 1/1/2011
50 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
2.04 10,000k 2/1/2008
49 Seven Capital Management
Seven Absolute Return
2.21 100k 6/1/2009
48 Alpha Z Advisors LLC
Managed Account Program
2.23 250k 11/1/2014
47 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.25 100k 5/1/1999
46 Dominion Capital
Sapphire Program
2.26 3,000k 5/1/2005
45 Manning & Napier
MN Xenon Managed Futures (2x) Program
2.35 5,000k 6/1/2006
44 Clarke Capital Management
FX Plus
2.39 1,000k 5/1/2004
43 Clarke Capital Management
Worldwide
2.47 250k 1/1/1996
42 Clarke Capital Management
Jupiter
2.53 3,000k 5/1/2005
41 JKI-Futures, LLC
ETIRON Large 2x (Client)
2.80 1,000k 8/1/2012
40 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
2.87 75k 6/1/2007
39 IMC Asset Management
IMC Quantitative Indicator Fund (QIF)
2.93 100k 1/1/2012
38 Abraham Trading Company
Diversified Program
2.95 10,000k 1/1/1988
37 HB Capital Management Inc.
Diversified Program
3.07 50k 3/1/2008
36 HiProb Trading Technology LLC
HiProb-I
3.26 5,000k 7/1/2008
35 Wavefront Global Asset Management
IMFC Global Concentrated
3.35 500k 4/1/2009
34 M.S. Capital Management
Global Diversified Program
3.38 2,000k 11/1/1998
33 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
3.51 100k 2/1/2010
32 Hyman Beck and Company
Global Portfolio
3.53 1,000k 3/1/1991
31 ISAM
ISAM Systematic Trend Fund
3.64 1,000k 6/1/2001
30 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.79 50k 7/1/2011
29 Romanesco Capital Management B.V
Persistence Program
3.92 5,000k 9/1/2005
28 Kelly Angle Inc.
Genesis Program
4.04 2,000k 4/1/2000
27 Beach Horizon LLP
Managed Account
4.21 5,000k 5/1/2005
26 FRP CAPITAL LLC
FRP125+
4.38 125k 1/1/2010
25 IStar Capital B.V.
IStar Systematic Fund
4.65 1,000k 9/1/2011
24 Bifrost Quest Capital LLC
IndexQuest (Client)
4.93 500k 11/1/2011
23 Wavefront Global Asset Management
IMFC Global Investment Program
5.19 2,000k 2/1/2007
22 ALFAKRAFT
ALFA Commodity Fund
5.35 16k 6/1/2010
21 RAM Management Group
MRTP Aggressive
5.70 1,000k 2/1/1998
20 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
5.80 4,000k 2/1/2011
19 Emil van Essen
Spread Trading Program
6.00 5,000k 12/1/2006
18 Acorn Global Investments Inc.
Acorn Diversified Program
6.01 10k 7/1/2005
17 Mehnert Capital Management, LLC
DTP (Client)
6.23 1,000k 3/1/2012
16 EMC Capital Advisors, LLC
Classic
7.32 5,000k 1/1/1985
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.38 200k 11/1/1999
14 Quantum Leap Capital Management
Managed Account Program
7.43 300k 8/1/2006
13 Alee Capital Management, LLC
Poniente Program
7.85 2,500k 1/1/1999
12 Clarke Capital Management
Global Magnum
8.13 100k 8/1/1997
11 GIC Trading LLC
Global Diversified Trading Program
8.48 500k 11/1/1998
10 White Indian Trading Co.
STAIRS (Client)
8.80 250k 5/1/2009
9 Alee Capital Management, LLC
Mistral Program
9.14 2,500k 1/1/1999
8 Dreiss Research Corporation
Diversified Program
9.32 1,000k 5/1/1991
7 Parizek Capital
Futures Trading Program
9.61 500k 4/1/2000
6 Heyden & Steindl GmbH
TOMAC2
10.22 5,000k 3/1/2003
5 White Indian Trading Co.
STAIRS - Futures Program (Client)
10.85 250k 10/1/2008
4 Qbasis Invest
Futures Fund B
11.85 100k 3/1/2009
3 Qbasis Invest
Futures Fund A
11.94 100k 4/1/2008
2 Clarke Capital Management
Global Basic
14.03 50k 2/1/1996
1 Tactical Investment Management
Tactical Institutional Commodity Program
14.42 10,000k 4/1/1993

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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