Systematic Trader Index For July 2015

Monthly Rankings

Rank CTA/Program Jul 2015 Min Inv Inception
252 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-20.36 100k 7/1/2011
251 Superfund Group
Superfund Blue SPC Class A (Gold)
-11.96 50k 12/1/2007
250 JKI-Futures, LLC
ETIRON Large 2x (Client)
-11.47 1,000k 8/1/2012
249 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-10.06 50k 10/1/2010
248 Covenant Capital Management
Aggressive Program
-9.66 3,000k 2/1/2004
247 RAM Management Group
MRTP Aggressive
-8.71 1,000k 2/1/1998
246 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-8.40 1,000k 5/1/2010
245 Covenant Capital Management
Original Program
-7.95 5,000k 9/1/1999
244 County Cork LLC
County Cork Fusion Equity
-7.86 1,000k 10/1/2013
243 Superfund Group
Superfund Blue SPC Class A (EUR)
-7.25 50k 4/1/2005
242 White Indian Trading Co.
SCS Program (Client)
-7.01 250k 2/1/2011
241 W.G. Wealth Guardian Ltd.
SAFI2 Program
-6.42 1,000k 9/1/1997
240 HB Capital Management Inc.
Diversified Program
-5.93 50k 3/1/2008
239 Emil van Essen
Long-Short Commodity Program
-5.30 1,000k 6/1/2013
238 Zoi Capital, LLC
Telio Program (Client)
-5.29 200k 4/1/2010
237 Auspice Capital Advisors Ltd
Auspice Diversified Program
-4.36 1,500k 4/1/2006
236 Robust Methods LLC
Macro Managed Account
-4.30 5,000k 1/1/2005
235 Manning & Napier
MN Xenon Futures Alpha Program
-4.27 7,500k 6/1/2013
234 Parizek Capital
Futures Trading Program
-4.22 500k 4/1/2000
233 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.84 10,000k 3/1/2006
232 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.79 5,000k 12/1/2010
231 John Locke Investments
JL Commodity Long Flat Program
-3.76 5,000k 12/1/2007
230 Manning & Napier
MN Xenon Global Fixed Income Program
-3.75 2,000k 8/1/2004
229 Saxon Investment Corporation
Aggressive Diversified Program
-3.32 2,000k 11/1/1993
228 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.29 200k 11/1/1999
227 Somers Brothers Capital
Diversified Futures Program #1
-3.06 100k 1/1/2005
226 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.04 5,000k 8/1/2000
225 Revolution Capital Management
Mosaic Institutional Program
-3.01 25,000k 9/1/2009
224 RAM Management Group
RAM MRTP 1X-Conservative
-2.94 1,000k 9/1/1993
223 Qbasis Invest
Futures Fund A
-2.92 100k 4/1/2008
222 ALFAKRAFT
ALFA Edge Fund
-2.92 16k 12/1/2011
221 Urban Tree Capital, LLC
UTC Plus (Client)
-2.75 100k 3/1/2013
220 Qbasis Invest
Futures Fund B
-2.73 100k 3/1/2009
219 Aquantum
Aquantum Global Systematic UCITS Fund (I)
-2.58 500k 3/1/2013
218 ALFAKRAFT
ALFA Rubicon Fund
-2.58 16k 8/1/2011
217 AI1 CTA Euro Invest
AI1 CTA Euro Invest
-2.57 125k 5/1/2010
216 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-2.57 1,000k 1/1/2013
215 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
214 Soaring Pelican, LLC
Diversified S&P Program
-2.57 100k 1/1/2011
213 Aquantum
Aquantum Global Systematic Program (AGS)
-2.56 5,000k 7/1/2013
212 Clarke Capital Management
FX Plus
-2.56 1,000k 5/1/2004
211 Revolution Capital Management
Alpha Fund
-2.51 50k 1/1/2005
210 Revolution Capital Management
Alpha Program
-2.50 5,000k 6/1/2007
209 QTS Capital Management, LLC
FX Managed Account
-2.27 100k 1/1/2011
208 Romanesco Capital Management B.V
Persistence Program
-2.21 5,000k 9/1/2005
207 Manning & Napier
MN Xenon Managed Futures (2x) Program
-2.13 5,000k 6/1/2006
206 Non Correlated Capital
Positive Theta Fund
-1.60 50k 10/1/2007
205 Matic Capital Allocation, LLC
Matic Program
-1.58 250k 1/1/2013
204 Non Correlated Capital
Positive Theta Program
-1.56 250k 10/1/2007
203 Eagle Trading Systems Inc.
Eagle Global Financials
-1.55 10,000k 1/1/1996
202 Systematic Alpha Management
Systematic Alpha Futures Program
-1.52 100k 6/1/2004
201 Saxon Investment Corporation
Diversified Program
-1.52 3,000k 9/1/1988
200 Quantitative Investment Management
Quantitative Global Program
-1.46 20,000k 10/1/2003
199 TMS Capital Limited
Arktos Global Currency Program II
-1.35 100k 2/1/2008
198 Seven Capital Management
Seven Absolute Return
-1.34 100k 6/1/2009
197 Typhon Capital Management, LLC
Chiron Currency Program
-1.23 250k 2/1/2008
196 Mobius Asset Management
Custom Trading Program
-1.00 100k 1/1/2002
195 IKOS
IKOS Futures Fund
-0.99 1,000k 2/1/2010
194 Mobius Asset Management
Diversified Program
-0.95 250k 3/1/2004
193 Vision Capital Management
Global Futures
-0.82 500k 2/1/2012
192 Quantica Capital AG
Quantica Managed Futures
-0.80 5,000k 1/1/2005
191 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.78 100k 8/1/2009
190 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.75 3,000k 7/1/2001
189 Sona Trading Strategies LLC.
Diversified Program
-0.74 1,000k 9/1/2006
188 3D
S&P Program (Client)
-0.71 100k 11/1/2010
187 Alee Capital Management, LLC
Mistral Program
-0.66 2,500k 1/1/1999
186 Ritenour Investment Group, LLC
RIG_ES_Client
-0.64 25k 3/1/2013
185 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.63 1,000k 10/1/2006
184 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.62 1,000k 3/1/2003
183 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
-0.61 25k 4/1/1991
182 Futures Truth Company, FTC-CTA
MS4
-0.60 250k 10/1/2007
181 Emil van Essen
Spread Trading Program
-0.55 5,000k 12/1/2006
180 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.55 100k 1/1/2000
179 Gladius Asset Management
Fulham Program
-0.54 2,000k 1/1/2008
178 IStar Capital B.V.
IStar Systematic Fund
-0.49 1,000k 9/1/2011
177 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.37 100k 2/1/2010
176 Mobius Asset Management
Energy Weighted Program
-0.35 250k 1/1/2005
175 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.30 1,000k 3/1/1998
174 Glider Trading LLP
Glider Trading Strategy (Class C)
-0.29 500k 9/1/2013
173 Briarwood Capital Management, Inc.
Diversified 2XL
-0.25 250k 11/1/2004
172 Mark J. Walsh Company
Standard Program
-0.23 2,000k 9/1/1985
171 Clarke Capital Management
Global Basic
-0.23 50k 2/1/1996
170 Ancile Capital Management
Global Markets Program
-0.23 2,000k 4/1/2005
169 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
168 Emil van Essen
EvE Systematic Global Opportunities
-0.17 1,000k 9/1/2007
167 Blake Capital Management, Inc.
SRD Currencies
-0.15 100k 3/1/2013
166 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.14 10,000k 4/1/2003
165 3D
Bull Program (Client)
-0.13 10k 11/1/2010
164 Crescent Bay Capital Management
Premium Stock Index Program
-0.11 10k 10/1/2005
163 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.04 500k 4/1/2013
162 Jaguar Investments Ltd
Vario Capital Strategy
-0.03 1,000k 5/1/2016
161 Superfund Group
Superfund Green Gold B (SPC)
-0.03 50k 10/1/2005
160 Claughton Capital
Auto-Reactive Positioning
0.00 1,000k 10/1/2005
159 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.02 2,000k 7/1/2013
158 ROW Asset Managment
Row Currency Program
0.02 1,000k 11/1/2010
157 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.07 100k 8/1/2011
156 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.07 100k 3/1/2013
155 Rabar Market Research
Diversified Program
0.08 2,000k 1/1/1989
154 QERI LLC
QERI LLC Fundamental Commodity Strategy
0.13 2,000k 7/1/2012
153 Metolius Capital LLC
Metolius Diversified
0.14 100k 6/1/2010
152 Eckhardt Trading Company
Evolution Strategies
0.22 20,000k 8/1/1991
151 EMC Capital Advisors, LLC
EMC Alpha Program
0.33 5,000k 6/1/2013
150 Fenja Fund Multi Strategy Ltd.
Fenja Fund Multi Strategy Ltd.
0.34 50k 10/1/2010
149 Cambridge Capital Management UK LLP
CCM Program
0.35 2,000k 11/1/2012
148 Witter & Lester, Inc.
Redstone
0.37 500k 9/1/1994
147 IKOS
IKOS FX Fund
0.40 1,000k 3/1/2008
146 Eckhardt Trading Company
Evolution Strategies 1.2X
0.41 10,000k 10/1/1991
145 Red Rock Capital, LLC
Systematic Global Macro
0.45 500k 9/1/2003
144 Auctos Capital Management
Auctos Global Diversified
0.46 3,000k 11/1/2007
143 1OAK Capital Limited
ACORN Commodity
0.47 5,000k 5/1/2012
142 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
0.47 1,000k 9/1/2011
141 Melissinos Trading
Eupatrid Program
0.49 50k 1/1/2011
140 Eagle Trading Systems Inc.
Eagle Quantitative Macro
0.50 10,000k 10/1/2006
139 Crabel Capital Management
WPD Crabel Futures Program
0.51 1,000k 7/1/2008
138 Conquest Capital Group
Conquest Select
0.64 250k 6/1/2004
137 Dominion Capital
Sapphire Program
0.64 3,000k 5/1/2005
136 Turning Wheel Capital, Inc.
Pure Alpha
0.67 10,000k 1/1/2012
135 Future Trade AG
Thales Swing Trading Programme
0.70 250k 6/1/2007
134 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.77 400k 1/1/1988
133 White Indian Trading Co.
STAIRS (Client)
0.90 250k 5/1/2009
132 3D
Intraday Program (Client)
0.97 100k 2/1/2012
131 FORT LP
Fort Global Diversified
1.00 2,000k 10/1/1993
130 Certeza Asset Management
Macro Vega
1.01 200k 1/1/2012
129 Crabel Capital Management
Crabel Multi-Product
1.03 1,000k 3/1/1998
128 Global Sigma Group, LLC
Global Sigma Plus
1.03 1,000k 11/1/2009
127 GIC Trading LLC
Global Diversified Trading Program
1.07 500k 11/1/1998
126 Garraway Capital Management LLP
Garraway Financial Trends
1.11 100k 9/1/2012
125 Camkay Capital Management LLC
Stock Indices Short-Term
1.13 100k 3/1/2012
124 Diversified Capital Management
Alpha Index
1.14 50k 8/1/2013
123 Mehnert Capital Management, LLC
DTP (Client)
1.22 1,000k 3/1/2012
122 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
1.23 20k 2/1/2013
121 Abraham Trading Company
Diversified Program
1.26 10,000k 1/1/1988
120 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.26 4,000k 11/1/2008
119 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.30 250k 5/1/2013
118 Amplitude Capital International Limited
Klassik Strategy
1.31 1,000k 9/1/2009
117 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
1.32 20k 9/1/2013
116 MERIT Alternative Investments GmbH
Futures Portfolio
1.35 2,000k 6/1/1998
115 FORT LP
Fort Global Contrarian
1.35 2,000k 10/1/2002
114 Blackwater Capital Management
Tactical Equity
1.43 500k 12/1/2013
113 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.45 1k 10/1/2006
112 Kinkopf Capital Management
KCM S&P (Proprietary)
1.46 100k 1/1/1999
111 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
1.48 1,000k 5/1/2006
110 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.58 5,000k 6/1/2010
109 Wavefront Global Asset Management
IMFC Global Concentrated
1.61 500k 4/1/2009
108 Alee Capital Management, LLC
Poniente Program
1.61 2,500k 1/1/1999
107 Quantmetrics Capital Management LLP
Directional 10V Strategy
1.64 10,000k 1/1/2007
106 Paradox Capital Management
Sentiment Program (1X)
1.66 1,000k 1/1/2013
105 ROW Asset Managment
Row Diversified Fund, L.P.
1.73 1,000k 11/1/2011
104 Superfund Group
Superfund Green L.P. Series A
1.75 5k 10/1/2002
103 Diamond Capital Management
Enhanced S&P Program
1.76 100k 10/1/2009
102 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
1.79 6/1/2012
101 Estlander & Partners
Freedom
1.81 20,000k 8/1/2010
100 Conquest Capital Group
Conquest Macro
1.82 250k 5/1/1999
99 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.82 100k 1/1/2005
98 Turning Wheel Capital, Inc.
Pure Alpha Aggressive
1.90 5,000k 1/1/2012
97 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.97 3,000k 5/1/2010
96 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.00 250k 10/1/2011
95 Pacific Capital Advisors
Vanguard Program
2.03 100k 4/1/2007
94 M.S. Capital Management
Global Diversified Program
2.07 2,000k 11/1/1998
93 Vivienne Investissement
OUESSANT UCITS FUND
2.11 100k 5/1/2012
92 Esulep LLC MAX
Esulep LLC MAX
2.12 500k 5/1/2008
91 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
2.21 1,500k 7/1/2005
90 Jaguar Investments Ltd
Aegir Capital Strategy
2.25 1,000k 1/1/2012
89 Diversified Capital Management
Diversified Strategies Investment Fund
2.28 100k 11/1/2012
88 Kontra Asset Management Ltd
Pure Currency
2.31 100k 10/1/2013
87 Superfund Group
Superfund Green Gold C (SPC)
2.32 100k 10/1/2005
86 Quality Capital Management
Global Diversified Programme
2.35 10,000k 12/1/1995
85 Intex Capital
Covered Options Program
2.46 50k 1/1/2012
84 Candriam Investor Group
Alternative Return Systemat
2.46 125k 1/1/2007
83 Eclipse Capital Management
Global Monetary
2.49 5,000k 8/1/1990
82 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
2.49 10,000k 2/1/2008
81 Alder Capital DAC
Alder Global 20
2.50 2,500k 2/1/2001
80 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
2.60 50k 7/1/2011
79 Double Helix Capital Management
Double Helix
2.60 50k 1/1/2012
78 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
2.62 10,000k 4/1/2004
77 Endeavour Capital LLP
Endeavour Pembroke
2.63 2,000k 7/1/2007
76 R Best LLC
R Best Private Client Program
2.82 50k 2/1/2010
75 Hehmeyer Capital Management, LLC
R Best - Intraday Program
2.82 250k 3/1/2010
74 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.85 10,000k 1/1/1991
73 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.86 1k 6/1/2009
72 Quality Capital Management
Alpha Financials Program
2.91 10,000k 6/1/2012
71 Acorn Global Investments Inc.
Acorn Diversified Program
2.96 10k 7/1/2005
70 IDS Capital
IDS F&F Systematic Trading
3.01 50k 7/1/2013
69 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
3.09 50,000k 4/1/1983
68 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.15 500k 12/1/2003
67 Mondiale Asset Management
Mondiale Trading Program
3.22 0k 9/1/1997
66 John Locke Investments
Cyril Systematic Program
3.23 8,000k 7/1/2000
65 Estlander & Partners
Alpha Trend
3.33 30,000k 10/1/1991
64 Clarke Capital Management
Millennium
3.33 1,000k 1/1/1998
63 Cauldron Investments, LLC
Stock Index Plus
3.39 1,000k 10/1/2009
62 Adamah Capital LLC
Asset Allocator Program
3.50 50k 3/1/2011
61 Clarke Capital Management
Jupiter
3.68 3,000k 5/1/2005
60 Superfund Group
Superfund Green L.P. Series B
3.69 5k 10/1/2002
59 Pinstripe Trading, LLC
Standard
3.87 125k 8/1/2009
58 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
3.93 4,000k 2/1/2011
57 ALFAKRAFT
ALFA Commodity Fund
3.94 16k 6/1/2010
56 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.95 250k 5/1/2011
55 Chesapeake Capital
Diversified (LV)
4.00 100k 2/1/1988
54 Aquantum
Aquantum Commodity Spread Program (ACS)
4.03 5,000k 7/1/2013
53 White Indian Trading Co.
STAIRS - Futures Program (Client)
4.11 250k 10/1/2008
52 The Tidal Group
M2 SP500 Emini Futures Program
4.24 50k 1/1/2013
51 Hyman Beck and Company
Global Portfolio
4.30 1,000k 3/1/1991
50 Hawksbill Capital Management
Global Diversified
4.30 5,000k 11/1/1988
49 Tactical Investment Management
Tactical Institutional Commodity Program
4.38 10,000k 4/1/1993
48 Welton Investment Partners
Welton Global
4.39 10,000k 6/1/2004
47 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
4.51 1,000k 7/1/2009
46 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.56 250k 6/1/2001
45 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
4.58 100k 10/1/2011
44 EMC Capital Advisors, LLC
Classic
4.66 5,000k 1/1/1985
43 Dendrich Ltd
QEP
4.69 50k 12/1/2005
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.77 100k 5/1/1999
41 Millburn Corporation
Commodity Program
4.84 25,000k 3/1/2005
40 NuWave Investment Management, LLC
Combined Futures Portfolio
4.89 5,000k 6/1/2001
39 Transtrend B.V.
DTP – Standard Risk (EUR)
4.90 10,000k 2/1/1999
38 Superfund Group
Superfund Green Q-AG
4.92 2k 3/1/1996
37 Superfund Group
Superfund Red EUR SICAV
5.16 10k 3/1/2013
36 Superfund Group
Superfund Red USD SICAV
5.21 10k 3/1/2013
35 Beach Horizon LLP
Managed Account
5.23 5,000k 5/1/2005
34 Wavefront Global Asset Management
IMFC Global Investment Program
5.30 2,000k 2/1/2007
33 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.38 0k 11/1/1996
32 Millburn Corporation
Diversified Program
5.43 20,000k 2/1/1977
31 Millburn Corporation
Multi-Markets Program
5.51 25,000k 10/1/2004
30 Keck Capital Management LLC
The Keck Program
5.65 2,000k 12/1/2003
29 Clarke Capital Management
Worldwide
5.86 250k 1/1/1996
28 Clarke Capital Management
Global Magnum
5.86 100k 8/1/1997
27 dormouse Limited
dormouse - Managed Account
5.86 10,000k 7/1/2011
26 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.98 1,000k 3/1/2003
25 Southwest Managed Investments, LLC
Global Diversified
5.99 200k 1/1/2002
24 Molinero Capital Management LLP
Global Markets Program
6.23 2,000k 7/1/2005
23 Deep Field Capital AG
SINGULARITY Fund
6.38 100k 9/1/2011
22 Drury Capital
Diversified Trend-Following Program
6.40 5,000k 5/1/1997
21 Sandpiper Asset Management
Sandpiper Global Macro Program
6.71 1,000k 8/1/2012
20 Angle Capital Management LLC
AIP Program
6.96 100k 1/1/2010
19 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
6.99 1,000k 10/1/1996
18 Neural Capital Ltd
Sentinel Trading Program
7.04 2,000k 1/1/2006
17 Abraham Investment Management
Formula 72 H
7.04 150k 8/1/2012
16 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.11 10,000k 8/1/2004
15 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.61 10,000k 8/1/1999
14 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.84 10,000k 1/1/1995
13 Dreiss Research Corporation
Diversified Program
8.04 1,000k 5/1/1991
12 Red Rock Capital, LLC
Commodity Long-Short
8.20 500k 9/1/2013
11 UNISystems Research Inc.
ODINET
8.50 10k 12/1/2012
10 ISAM
ISAM Systematic Trend Fund
8.80 1,000k 6/1/2001
9 Kelly Angle Inc.
Genesis Program
8.82 2,000k 4/1/2000
8 Estlander & Partners
Alpha Trend II - Class P
10.35 100k 12/1/2008
7 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
10.57 250k 10/1/2009
6 Pacific Capital Advisors
Agilis Program
10.64 100k 12/1/2012
5 Superfund Group
Superfund Green Master
11.09 2,000k 5/1/2001
4 Purple Valley Capital, Inc.
Diversified Trend 1
13.30 100k 8/1/2008
3 QQFund.com
Investment Program 1
15.56 300k 9/1/2008
2 DUNN Capital Management
D'Best Futures Fund, L.P.
15.93 100k 6/1/1994
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.60 100k 11/1/1984

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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