Systematic Trader Index For March 2015 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 Mar 2015 Min Inv Inception 263 Structured Markets Inc. Structured Markets Inc. -15.97 2,000k 8/1/2012 262 RAM Management Group MRTP Aggressive -14.41 1,000k 2/1/1998 261 Revolution Capital Management Mosaic Program -13.94 10,000k 10/1/2006 260 Zoi Capital, LLC Telio Program (Client) -13.44 200k 4/1/2010 259 White Indian Trading Co. STAIRS - Futures Program (Client) -9.15 250k 10/1/2008 258 White Indian Trading Co. STAIRS (Client) -8.81 250k 5/1/2009 257 White Indian Trading Co. SCS Interest Rate Program (Client) -8.24 250k 8/1/2011 256 Pacific Capital Advisors Agilis Program -7.98 100k 12/1/2012 255 HASAFUMA Börstjänaren Hedgehog -7.23 60k 5/1/2012 254 Pacific Capital Advisors Vanguard Program -6.30 100k 4/1/2007 253 Revolution Capital Management Mosaic Institutional Program -5.76 25,000k 9/1/2009 252 GaveKal Investments S.A. GaveKal Dynamic Futures Fund -5.67 20k 2/1/2013 251 Kinkopf Capital Management KCM S&P (Proprietary) -5.54 100k 1/1/1999 250 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -5.47 100k 10/1/2010 249 Adamah Capital LLC Asset Allocator Program -5.40 50k 3/1/2011 248 Clarke Capital Management Global Basic -5.36 50k 2/1/1996 247 RAM Management Group RAM MRTP 1X-Conservative -5.10 1,000k 9/1/1993 246 Abraham Investment Management Formula 72 H -4.84 150k 8/1/2012 245 Revolution Capital Management Alpha Fund -4.18 50k 1/1/2005 244 GIC Trading LLC Global Diversified Trading Program -4.12 500k 11/1/1998 243 Revolution Capital Management Alpha Program -4.09 5,000k 6/1/2007 242 Alee Capital Management, LLC Mistral Program -3.92 2,500k 1/1/1999 241 Bifrost Quest Capital LLC IndexQuest (Client) -3.68 500k 11/1/2011 240 John Locke Investments JL Commodity Long Flat Program -3.62 5,000k 12/1/2007 239 Alee Capital Management, LLC Poniente Program -3.28 2,500k 1/1/1999 238 Estlander & Partners Alpha Trend II - Class P -3.06 100k 12/1/2008 237 W.G. Wealth Guardian Ltd. SAFI2 Program -3.05 1,000k 9/1/1997 236 Sona Trading Strategies LLC. Diversified Program -3.05 1,000k 9/1/2006 235 Claughton Capital Institutional Program -3.02 1,000k 10/1/2005 234 Saxon Investment Corporation Aggressive Diversified Program -2.93 2,000k 11/1/1993 233 ALFAKRAFT ALFA Commodity Fund -2.55 16k 6/1/2010 232 Superfund Group Superfund Red EUR SICAV -2.54 10k 3/1/2013 231 Clarke Capital Management Worldwide -2.49 250k 1/1/1996 230 Manning & Napier MN Xenon Global Fixed Income (2x) Program -2.28 1,000k 5/1/2010 229 Covenant Capital Management Aggressive Program -2.27 3,000k 2/1/2004 228 Superfund Group Superfund Red USD SICAV -2.26 10k 3/1/2013 227 3D S&P Program (Client) -2.17 100k 11/1/2010 226 Brandywine Asset Management Brandywine Symphony Preferred Fund, LP -1.98 100k 7/1/2011 225 3D Bull Program (Client) -1.98 10k 11/1/2010 224 TMS Capital Limited Arktos Global Currency Program II -1.95 100k 2/1/2008 223 Rabar Market Research Diversified Program -1.91 2,000k 1/1/1989 222 White Indian Trading Co. SCS Program (Client) -1.83 250k 2/1/2011 221 Superfund Group Superfund Green Gold A (SPC) -1.76 5k 10/1/2005 220 Mark J. Walsh Company Standard Program -1.65 2,000k 9/1/1985 219 Clarke Capital Management Millennium -1.57 1,000k 1/1/1998 218 Clarke Capital Management Jupiter -1.56 3,000k 5/1/2005 217 Covenant Capital Management Original Program -1.56 5,000k 9/1/1999 216 ALFAKRAFT ALFA Edge Fund -1.53 16k 12/1/2011 215 UNISystems Research Inc. ODINET -1.47 10k 12/1/2012 214 Wavefront Global Asset Management IMFC Global Concentrated -1.45 500k 4/1/2009 213 Saxon Investment Corporation Diversified Program -1.45 3,000k 9/1/1988 212 Quantitative Investment Management Quantitative Global Program -1.42 20,000k 10/1/2003 211 TRYCON G.C.M. AG Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV) -1.39 100k 2/1/2010 210 Eclipse Capital Management Global Monetary -1.34 5,000k 8/1/1990 209 Sequent Capital Sequent CTA - Fundamental Diversified (V12) -1.33 5,000k 1/1/2005 208 Mehnert Capital Management, LLC DTP (Client) -1.32 1,000k 3/1/2012 207 HB Capital Management Inc. Diversified Program -1.29 50k 3/1/2008 206 Ion Asset Architecture Ion Nivium Fund -1.28 100k 5/1/2013 205 Xplor Capital Management, LLC Global CTA Program -1.23 1,500k 7/1/2004 204 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.22 100k 8/1/2009 203 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -1.21 100k 1/1/2012 202 Superfund Group Superfund Green Gold B (SPC) -1.21 50k 10/1/2005 201 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund -1.13 1,000k 5/1/2006 200 Mondiale Asset Management Mondiale Trading Program -1.02 0k 9/1/1997 199 Parizek Capital Futures Trading Program -1.01 500k 4/1/2000 198 Cauldron Investments, LLC Stock Index Plus -1.00 1,000k 10/1/2009 197 Diversified Capital Management Diversified Strategies Investment Fund -0.98 100k 11/1/2012 196 Manning & Napier MN Xenon Global Fixed Income Program -0.97 2,000k 8/1/2004 195 Turning Wheel Capital, Inc. Pure Alpha -0.96 10,000k 1/1/2012 194 Typhon Capital Management, LLC Chiron Currency Program -0.93 250k 2/1/2008 193 Estlander & Partners Alpha Trend -0.90 30,000k 10/1/1991 192 Robust Methods LLC Macro Managed Account -0.89 5,000k 1/1/2005 191 Emil van Essen Long-Short Commodity Program -0.79 1,000k 6/1/2013 190 Eckhardt Trading Company Evolution Strategies 1.2X -0.77 10,000k 10/1/1991 189 Quantmetrics Capital Management LLP Directional 10V Strategy -0.73 10,000k 1/1/2007 188 Diamond Capital Management Enhanced S&P Program -0.71 100k 10/1/2009 187 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -0.71 1,000k 10/1/2006 186 Eckhardt Trading Company Evolution Strategies -0.66 20,000k 8/1/1991 185 Non Correlated Capital Positive Theta Fund -0.66 50k 10/1/2007 184 Garraway Capital Management LLP Garraway Financial Trends -0.62 100k 9/1/2012 183 Metolius Capital LLC Metolius Diversified -0.61 100k 6/1/2010 182 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.61 100k 3/1/2013 181 Non Correlated Capital Positive Theta Program -0.55 250k 10/1/2007 180 Superfund Group Superfund Green Gold C (SPC) -0.55 100k 10/1/2005 179 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.48 10,000k 8/1/2009 178 Rabar Market Research Short-Term Program -0.47 2,000k 11/1/2009 177 Futures Truth Company, FTC-CTA MS4 -0.45 250k 10/1/2007 176 Blake Capital Management, Inc. SRD Short Equities -0.44 100k 1/1/2011 175 Blake Capital Management, Inc. SRD Energies -0.38 100k 8/1/2011 174 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.36 1,000k 3/1/1998 173 Dominion Capital Sapphire Program -0.35 3,000k 5/1/2005 172 Seven Capital Management Seven Absolute Return -0.34 100k 6/1/2009 171 Eagle Trading Systems Inc. Eagle Quantitative Macro -0.30 10,000k 10/1/2006 170 Neural Capital Ltd Sentinel Trading Program -0.27 2,000k 1/1/2006 169 Superfund Group Superfund Green L.P. Series A -0.14 5k 10/1/2002 168 JKI-Futures, LLC ETIRON Large 2x (Client) -0.12 1,000k 8/1/2012 167 Emil van Essen EvE Systematic Global Opportunities -0.11 1,000k 9/1/2007 166 Jaguar Investments Ltd Vario Capital Strategy -0.07 1,000k 5/1/2016 165 Bluegrass Capital Management Cross Market Bias Model -0.04 3,000k 7/1/2014 164 Superfund Group Superfund Green L.P. Series B -0.03 5k 10/1/2002 163 1OAK Capital Limited ACORN Commodity 0.01 5,000k 5/1/2012 162 Heyden & Steindl GmbH TOMAC2 0.02 5,000k 3/1/2003 161 Ion Asset Architecture Ion Fund Program 0.02 10,000k 11/1/2007 160 Ion Asset Architecture (Fund Program) Ion Fund 0.02 100k 11/1/2007 159 Quantmetrics Capital Management LLP Premier 12V Strategy 0.04 10,000k 4/1/2003 158 Estlander & Partners Freedom 0.04 20,000k 8/1/2010 157 Hawksbill Capital Management Global Diversified 0.05 5,000k 11/1/1988 156 City Fund Management BH 0.05 500k 1/1/2010 155 Mobius Asset Management Energy Weighted Program 0.06 250k 1/1/2005 154 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.07 250k 10/1/2011 153 Eagle Trading Systems Inc. Eagle Global Financials 0.08 10,000k 1/1/1996 152 Gladius Asset Management Fulham Program 0.09 2,000k 1/1/2008 151 Ritenour Investment Group, LLC RIG_ES_Client 0.11 25k 3/1/2013 150 AIS Capital Management, L.P. Frontera Global Opportunity Program (futures only) 0.14 10,000k 8/1/2009 149 Systematic Alpha Management Systematic Alpha Futures Program 0.15 100k 6/1/2004 148 Blake Capital Management, Inc. SRD Currencies 0.17 100k 3/1/2013 147 ROW Asset Managment Row Currency Program 0.18 1,000k 11/1/2010 146 QERI LLC QERI LLC Fundamental Commodity Strategy 0.18 2,000k 7/1/2012 145 Mobius Asset Management Custom Trading Program 0.20 100k 1/1/2002 144 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.21 6/1/2012 143 Witter & Lester, Inc. Redstone 0.28 500k 9/1/1994 142 ALFAKRAFT ALFA Rubicon Fund 0.28 16k 8/1/2011 141 MERIT Alternative Investments GmbH Futures Portfolio 0.29 2,000k 6/1/1998 140 Quantica Capital AG Quantica Diversified FX 0.30 5,000k 3/1/2007 139 Ion Asset Architecture Ion Volium Fund 0.32 0k 4/1/2011 138 Amplitude Capital International Limited Dynamic Strategy 0.33 6/1/2005 137 EMC Capital Advisors, LLC EMC Alpha Program 0.35 5,000k 6/1/2013 136 Mobius Asset Management Diversified Program 0.41 250k 3/1/2004 135 Clarke Capital Management Global Magnum 0.45 100k 8/1/1997 134 Auspice Capital Advisors Ltd Auspice Diversified Program 0.47 1,500k 4/1/2006 133 Vivienne Investissement OUESSANT UCITS FUND 0.50 100k 5/1/2012 132 Tactical Investment Management Tactical Institutional Commodity Program 0.56 10,000k 4/1/1993 131 EMC Capital Advisors, LLC Classic 0.57 5,000k 1/1/1985 130 Cambridge Strategy Asset Management LTD Emerging Markets Alpha Programme 0.58 10,000k 2/1/2008 129 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.58 100k 8/1/2011 128 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.58 1,000k 9/1/2009 127 Esulep LLC MAX Esulep LLC MAX 0.62 500k 5/1/2008 126 Estlander & Partners Global Markets 0.63 10,000k 8/1/1999 125 3D Intraday Program (Client) 0.69 100k 2/1/2012 124 FORT LP Fort Global Contrarian 0.70 2,000k 10/1/2002 123 John Locke Investments Cyril Systematic Program 0.75 8,000k 7/1/2000 122 Wavefront Global Asset Management IMFC Global Investment Program 0.76 2,000k 2/1/2007 121 Witter & Lester, Inc. Stock Index Futures Trading Program 0.76 400k 1/1/1988 120 Wimmer Horizon LLP Managed Account 0.80 5,000k 5/1/2005 119 Daksh Asset Management Limited Visorr 0.83 60k 3/1/2013 118 Superfund Group Superfund Green Q-AG 0.83 2k 3/1/1996 117 Amplitude Capital International Limited Klassik Strategy 0.84 1,000k 9/1/2009 116 ROW Asset Managment Row Diversified Fund, L.P. 1.00 1,000k 11/1/2011 115 Aquantum Aquantum Global Systematic UCITS Fund (I) 1.10 500k 3/1/2013 114 Briarwood Capital Management, Inc. Diversified Trading Program 1.12 3,000k 7/1/2001 113 Pinstripe Trading, LLC Standard 1.14 125k 8/1/2009 112 Global Sigma Group, LLC Global Sigma Plus 1.15 3,000k 11/1/2009 111 Crescent Bay Capital Management Premium Stock Index Program 1.19 10k 10/1/2005 110 Drury Capital Diversified Trend-Following Program 1.20 5,000k 5/1/1997 109 Quantica Capital AG Quantica Managed Futures 1.20 5,000k 1/1/2005 108 Abraham Trading Company Diversified Program 1.21 10,000k 1/1/1988 107 Superfund Group Superfund Green GCT USD 1.21 15k 1/1/2000 106 Global Bayesian Dynamics, LLC Multi-Strategy Client Composite 1.25 25,000k 3/1/2010 105 Estlander & Partners Global XL 1.32 5,000k 8/1/1991 104 FORT LP Fort Global Diversified 1.32 2,000k 10/1/1993 103 Ring Capital Management LLC S&P E-Mini Select 1.34 100k 1/1/2012 102 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.36 10k 7/1/2005 101 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.36 100k 1/1/2005 100 Certeza Asset Management Macro Vega 1.44 200k 1/1/2012 99 Auctos Capital Management Auctos Global Diversified 1.44 3,000k 11/1/2007 98 Future Trade AG Thales Swing Trading Programme 1.46 250k 6/1/2007 97 Tianyou Asset Management, LLC Tianyou Fund LP 1.47 100k 10/1/2012 96 Double Helix Capital Management Double Helix 1.50 50k 1/1/2012 95 Matic Capital Allocation, LLC Matic Program 1.50 250k 1/1/2013 94 Southwest Managed Investments, LLC Global Diversified 1.51 200k 1/1/2002 93 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.51 4,000k 11/1/2008 92 Rotella Capital Management Rotella Orion (Short-Term) Program 1.52 10,000k 3/1/2006 91 Endeavour Capital LLP Endeavour Pembroke 1.54 2,000k 7/1/2007 90 HASAFUMA FX Momentum 1.54 20k 7/1/2012 89 Crabel Capital Management Crabel Multi-Product 1.56 1,000k 3/1/1998 88 Melissinos Trading Eupatrid Program 1.60 50k 1/1/2011 87 NuWave Investment Management, LLC NuWave Investment Partners LP 1.60 250k 6/1/2001 86 Transtrend B.V. DTP – Standard Risk (EUR) 1.63 10,000k 2/1/1999 85 Alpha Z Advisors LLC Managed Account Program 1.64 250k 11/1/2014 84 Chesapeake Capital Diversified (LV) 1.65 100k 2/1/1988 83 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.72 1,000k 3/1/2003 82 Huygens Capital LLC Navigator 1.72 1,000k 2/1/2012 81 Rotella Capital Management Rotella Polaris Program (Diversified) 1.79 10,000k 1/1/1991 80 NuWave Investment Management, LLC Combined Futures Portfolio 1.81 5,000k 6/1/2001 79 IStar Capital B.V. IStar Systematic Fund 1.81 1,000k 9/1/2011 78 QQFund.com Investment Program 1 1.82 0k 9/1/2008 77 IDS Capital IDS F&F Systematic Trading 1.83 50k 7/1/2013 76 Clarke Capital Management FX Plus 1.85 1,000k 5/1/2004 75 Conquest Capital Group Conquest Macro 1.88 250k 5/1/1999 74 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.89 5,000k 12/1/2010 73 Soaring Pelican, LLC Diversified S&P Program 1.97 100k 1/1/2011 72 Somers Brothers Capital Diversified Futures Program #1 2.01 100k 1/1/2005 71 Transtrend B.V. DTP – Enhanced Risk (USD) 2.03 10,000k 1/1/1995 70 Purple Valley Capital, Inc. Diversified Trend 1 2.08 100k 8/1/2008 69 Alder Capital DAC Alder Global 20 2.10 2,500k 2/1/2001 68 Paskewitz Asset Management LLC Multi-strategy Futures Program 2.26 3,000k 5/1/2010 67 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.26 10,000k 8/1/1999 66 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.29 0k 11/1/1996 65 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.36 10,000k 8/1/2004 64 Robinson-Langley Capital Management, LLC Managed Account Program 2.39 200k 1/1/2007 63 Molinero Capital Management LLP Global Markets Program 2.42 2,000k 7/1/2005 62 Sandpiper Asset Management Sandpiper Global Macro Program 2.43 1,000k 8/1/2012 61 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.50 1k 10/1/2006 60 Romanesco Capital Management B.V Persistence Program 2.52 5,000k 9/1/2005 59 Ancile Capital Management Global Markets Program 2.56 2,000k 4/1/2005 58 Red Rock Capital, LLC Systematic Global Macro 2.78 500k 9/1/2003 57 Urban Tree Capital, LLC UTC Plus (Client) 2.78 100k 3/1/2013 56 Manning & Napier MN Xenon Managed Futures (2x) Program 2.79 5,000k 6/1/2006 55 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 2.79 50,000k 4/1/1983 54 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.89 250k 10/1/2009 53 Quality Capital Management Alpha Financials Program 2.91 10,000k 6/1/2012 52 Bridgeton Fund Management, LLC Bridgeton Tactical Advisors Fund 2.92 25k 4/1/1991 51 Paskewitz Asset Management LLC Contrarian S&P Stock Index 2.92 500k 12/1/2003 50 AI1 CTA Euro Invest AI1 CTA Euro Invest 2.96 125k 5/1/2010 49 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 2.96 10,000k 1/1/2001 48 Candriam Investor Group Alternative Return Systemat 3.01 125k 1/1/2007 47 Superfund Group Superfund Green Master 3.02 2,000k 5/1/2001 46 Kelly Angle Inc. Genesis Program 3.04 2,000k 4/1/2000 45 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 3.05 250k 3/1/2010 44 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.09 5,000k 6/1/2010 43 Quality Capital Management Global Diversified Programme 3.10 10,000k 12/1/1995 42 M.S. Capital Management Global Diversified Program 3.30 2,000k 11/1/1998 41 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.40 250k 5/1/2011 40 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.47 100k 10/1/2011 39 Welton Investment Partners Welton Global 3.68 10,000k 6/1/2004 38 ISAM ISAM Systematic Trend Fund 3.80 1,000k 6/1/2001 37 Mulvaney Capital Management The Mulvaney Global Markets Fund 3.84 100k 5/1/1999 36 Millburn Corporation Diversified Program 3.86 20,000k 2/1/1977 35 Millburn Corporation Commodity Program 3.89 25,000k 3/1/2005 34 Martin Fund Management LLC Martin Fund One 3.90 500k 1/1/2013 33 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.98 200k 11/1/1999 32 Crabel Capital Management WPD Crabel Futures Program 4.03 1,000k 7/1/2008 31 Cambridge Strategy Asset Management LTD Extended Markets Alpha Program 4.11 10,000k 4/1/2004 30 Millburn Corporation Multi-Markets Program 4.15 25,000k 10/1/2004 29 Trigon Investment Advisors, LLC Foreign Exchange Program 4.18 5,000k 8/1/2000 28 Angle Capital Management LLC AIP Program 4.19 100k 1/1/2010 27 QTS Capital Management, LLC FX Managed Account 4.29 100k 1/1/2011 26 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 4.32 1,000k 1/1/2013 25 Conquest Capital Group Conquest Select 4.35 250k 6/1/2004 24 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 4.48 4,000k 2/1/2011 23 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 4.65 1k 6/1/2009 22 Hyman Beck and Company Global Portfolio 5.15 1,000k 3/1/1991 21 IKOS IKOS Futures Fund 5.25 1,000k 2/1/2010 20 Index Mechanics BV Index Investments Program 5.70 1,000k 1/1/2016 19 Keck Capital Management LLC The Keck Program 5.79 2,000k 12/1/2003 18 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.93 100k 1/1/2000 17 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 6.01 50k 7/1/2011 16 Emil van Essen Spread Trading Program 6.03 5,000k 12/1/2006 15 Superfund Group Superfund Blue SPC Class A (EUR) 6.21 50k 4/1/2005 14 Vision Capital Management Global Futures 6.28 500k 2/1/2012 13 Deep Field Capital AG SINGULARITY Fund 6.37 100k 9/1/2011 12 Dreiss Research Corporation Diversified Program 6.52 1,000k 5/1/1991 11 dormouse Limited dormouse - Managed Account 6.79 10,000k 7/1/2011 10 DUNN Capital Management D'Best Futures Fund, L.P. 7.08 100k 6/1/1994 9 Dendrich Ltd QEP 7.41 50k 12/1/2005 8 Camkay Capital Management LLC Stock Indices Short-Term 7.61 100k 3/1/2012 7 Qbasis Invest Futures Fund B 7.87 100k 3/1/2009 6 Superfund Group Superfund Blue SPC Class A (Gold) 8.21 50k 12/1/2007 5 Qbasis Invest Futures Fund A 8.64 100k 4/1/2008 4 IKOS IKOS FX Fund 8.70 1,000k 3/1/2008 3 Vantage Capital Management VCM Growth Program 9.21 100k 1/1/2011 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.30 100k 11/1/1984 1 Golden Point Capital Global Diversified 9.96 250k 7/1/2012 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.