CTA Ranking Report
Discretionary Traders Apr-2012 Performance
For traders reporting as of as of Saturday, March 31, 2012
| Rank | Program | Annual ROR |
Assets under Mgt (millions) |
Sharpe Ratio (Annualized) |
Correlation to Autumn Gold Index |
Standard Deviation (Annualized) |
MaxDD (From Inception) |
| Last 5 Years | |||||||
| 1 | Schindler Capital Management, LLC - Dairy Advantage | 39.66% | $3.92 | 0.78 | 0.18 | 58.60% | -41.49% |
| 2 | MIGFX - Institutional Program | 17.29% | $60.00 | 1.89 | 0.07 | 7.31% | -8.72% |
| 3 | LJM Partners, Ltd - Moderately Aggressive | 16.45% | $105.00 | 0.64 | 0.36 | 26.40% | -42.26% |
| 4 | Rosetta Capital Mgt, L.L.C. - Rosetta Trading Program | 12.76% | $102.00 | 0.62 | 0.08 | 17.90% | -39.67% |
| 5 | Red Oak Advisors, Inc. - Fundamental Program | 10.92% | $120.10 | 0.66 | 0.18 | 13.38% | -37.32% |
| 6 | Quiddity LLC - QED Program | 10.56% | $21.00 | 0.95 | 0.32 | 8.44% | -17.53% |
| 7 | AIS Futures Mgt LLC - MAAP (2X - 4X) Program | 10.41% | $151.03 | 0.39 | 0.57 | 43.08% | -74.76% |
| 8 | LJM Partners, Ltd - Aggressive Strategy | 10.00% | $39.00 | 0.45 | 0.44 | 36.10% | -63.83% |
| 9 | Swing Capital - Swing FX | 8.97% | $67.00 | 1.20 | -0.17 | 5.27% | -6.83% |
| 10 | AIS Futures Mgt LLC - MAAP (3X - 6X) Program | 7.97% | $98.12 | 0.42 | 0.57 | 65.72% | -89.67% |
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| Last 3 Years | |||||||
| 1 | AIS Futures Mgt LLC - MAAP (3X - 6X) Program | 50.32% | $98.12 | 0.92 | 0.65 | 62.80% | -89.67% |
| 2 | Global Ag, LLC - Global Ag Program | 44.28% | $310.90 | 1.28 | -0.05 | 30.18% | -17.58% |
| 3 | AIS Futures Mgt LLC - MAAP (2X - 4X) Program | 33.88% | $151.03 | 0.86 | 0.65 | 40.83% | -74.76% |
| 4 | Opthedge Advisors LLC - Diversified O & P | 28.76% | $8.50 | 2.71 | 0.31 | 8.54% | -4.08% |
| 5 | White River Group - Diversified Option Writer | 27.65% | $22.91 | 1.32 | 0.35 | 17.88% | -15.08% |
| 6 | LJM Partners, Ltd - Aggressive Strategy | 27.17% | $39.00 | 0.99 | 0.21 | 25.84% | -63.83% |
| 7 | Bluenose Capital Management, LLC - BNC EI Program | 27.08% | $2.93 | 1.72 | -0.21 | 12.96% | -9.98% |
| 8 | Insignia Futures & Options, Inc. - Medallion | 23.45% | $0.71 | 0.70 | 0.01 | 35.89% | -30.78% |
| 9 | MIGFX - Institutional Program | 19.91% | $60.00 | 2.12 | -0.05 | 7.52% | -8.72% |
| 10 | LJM Partners, Ltd - Moderately Aggressive | 19.50% | $105.00 | 0.85 | 0.12 | 21.08% | -42.26% |
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| Last Year | |||||||
| 1 | Ditsch Trading LLC - Discretionary (Client) | 76.67% | $13.64 | 1.58 | 0.07 | 37.58% | -22.00% |
| 2 | Protec Energy Partners LLC - ET1 | 35.35% | $3.62 | 2.11 | 0.38 | 13.21% | -3.76% |
| 3 | Global Ag, LLC - Global Ag Program | 33.48% | $310.90 | 1.18 | 0.03 | 23.91% | -17.58% |
| 4 | Icarus Capital - MAP | 28.34% | $1.02 | 0.85 | 0.09 | 31.26% | -25.40% |
| 5 | Schindler Capital Management, LLC - Dairy Advantage | 27.74% | $3.92 | 0.70 | 0.16 | 40.85% | -41.49% |
| 6 | Opthedge Advisors LLC - Diversified O & P | 25.77% | $8.50 | 2.28 | 0.24 | 8.86% | -4.08% |
| 7 | White River Group - Diversified Option Writer | 23.16% | $22.91 | 0.84 | 0.31 | 24.87% | -15.08% |
| 8 | Bluenose Capital Management, LLC - BNC BI Program | 22.66% | $4.67 | 4.28 | -0.07 | 4.09% | -5.77% |
| 9 | GT Capital CTA - GT Dynamic Trading | 20.94% | $12.00 | 0.94 | -0.22 | 18.58% | -11.78% |
| 10 | Insignia Futures & Options, Inc. - Medallion | 19.93% | $0.71 | 0.85 | 0.64 | 20.15% | -30.78% |
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For statistical definitions and additional data please visit www.autumngold.com.
THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND FOREX IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS.