CTA Ranking Report
Current Monthly Performance - All CTAs In Alphabetical Order

For Traders Reporting Results as of Wednesday, November 19, 2008
(click on column headings to sort)


Untitled Document

Rank ManagerLast Monthly ReturnYTD ReturnCurrent DrawdownMinimum Investment12 Month Return
1 2100 Xenon Group LLC
Managed Futures Program (2X)
19.29%33.83%1,500,00041.52%
2 2100 Xenon Group LLC
2100 Xenon Diversified Program
9.30%14.22%3,000,00017.16%
3 2100 Xenon Group LLC
2100 Xenon Fixed Income Program
5.17%8.44%-0.83%1,000,00012.31%
4 Abraham Trading Company
Diversified Program
4.81%21.78%10,000,00031.17%
5 Alder Capital
Alder Capital 20
3.70%4.00%-10.95%1,000,0002.82%
6 Alder Capital
Alder Capital 10
2.40%4.74%-3.76%2,000,0004.63%
7 Altis Partners (Jersey) Limited
Altis Global Futures Portfolio - Composite
22.95%37.58%10,000,00037.55%
8 Arctic Asset Management, LLC
Stock Index Option Program II
-70.93%-79.41%-82.62%400,000-79.41%
9 Arctic Asset Management, LLC
Stock Index Option Program I
-58.80%-65.47%-68.23%10,000-62.03%
10 Attain Portfolio Advisors LLC
Strategic Diversified Program
7.66%26.43%1,000,00031.02%
11 Attain Portfolio Advisors LLC
Modified Program
16.02%63.93%250,00069.37%
12 BG Amethyst Capital LLC
Managed Account Program
0.64%7.37%1,000,0007.37%
13 Bayside Pacific Advisors
Global Managed Futures
30.29%71.25%-6.46%250,00076.39%
14 Becker Asset Mgt, LLC
Program 1
6.94%-0.18%-2.75%100,0001.17%
15 Briarwood Capital Mgt, Inc
Diversified Trading Program
-0.20%0.64%-5.50%2,000,0002.24%
16 Campbell & Company
Financial, Metals & Energy Large
-1.00%0.24%-17.57%10,000,000-7.97%
17 Campbell & Company
Composite Performance
-0.95%0.43%-17.38%0-7.75%
18 Campbell & Company
Global Diversified Large Portfolio
-0.60%1.93%-15.75%10,000,000-6.00%
19 Carter Road LLC
Options Overlay
-72.10%-69.21%-73.36%250,000-67.72%
20 Cervino Capital Management LLC
Commodity Options Program
-2.32%-9.76%-11.02%50,000-8.28%
21 Cervino Capital Management LLC
Diversified Options Strategy 1X
-5.48%2.56%-5.93%50,0007.88%
22 Cervino Capital Management LLC
Diversified Options Strategy 2X
-9.31%6.70%-10.24%25,0006.70%
23 Chadwick Investment Group, Inc
Diversified Trend Following Program
21.05%70.52%250,00070.73%
24 Chesapeake Capital Corporation
Diversified Program
7.38%4.18%-16.48%5,000,0002.58%
25 Clarke Capital Mgt, Inc.
Omega Program
13.25%58.15%900,00065.08%
26 Clarke Capital Mgt, Inc.
Millennium Program
10.80%82.65%1,000,00090.48%
27 Clarke Capital Mgt, Inc.
Global Magnum Program
0.00%40.67%100,00066.14%
28 Clarke Capital Mgt, Inc.
Jupiter Program
22.09%59.60%3,000,00052.85%
29 Clarke Capital Mgt, Inc.
Worldwide Program
11.53%39.20%250,00042.66%
30 Clarke Capital Mgt, Inc.
Global Basic Program
-0.26%70.38%-0.26%100,000139.33%
31 Clarke Capital Mgt, Inc.
Orion Program
2.50%30.24%1,000,00039.77%
32 Clarke Capital Mgt, Inc.
FX-plus Program
26.30%24.62%-4.34%1,000,0008.41%
33 Covenant Capital Mgt of Tennessee
Original Program
3.02%19.27%-5.28%500,00017.41%
34 Crescent Bay Capital Management, Inc.
Balanced Volatility Program
-6.29%-7.75%-21.91%25,000-0.93%
35 Crescent Bay Capital Management, Inc.
Premium Stock Index Program
-9.73%-3.74%-20.06%25,0004.39%
36 DeSoto Capital Mgt
E-Mini Program
15.80%21.87%100,00056.33%
37 Diamond Capital Mgt
Option Trading
-13.87%-20.63%-21.08%100,000-18.98%
38 District Capital Mgt
Select Program
32.64%28.59%250,00037.79%
39 District Capital Mgt
Diversified Program
53.69%59.17%150,00075.68%
40 Dubia Capital
SP500 Futures Hedge (Short Only)
5.44%12.14%100,00015.09%
41 Dubia Capital
Stock Index Program (S&P 500)
1.29%2.00%-8.78%100,0004.16%
42 EMC Capital Mgt, Inc.
EMC Classic Program
11.90%41.69%2,000,00043.10%
43 EMC Capital Mgt, Inc.
Currency Program
0.80%2.25%-1.22%500,000-1.22%
44 Eastern Capital Mgt, LLC
Alpha Absolute Return Prg
-1.79%7.65%-1.79%250,0007.07%
45 Eckhardt Trading Company
Global Financial HL Program
0.72%3.06%-0.95%10,000,0003.06%
46 Eckhardt Trading Company
Global Financial Program
0.48%8.49%-0.46%10,000,00013.02%
47 Eckhardt Trading Company
Standard HL Program
0.08%12.89%-6.46%10,000,00021.57%
48 Eckhardt Trading Company
Standard Program
0.01%11.51%-5.42%10,000,00019.59%
49 Eickelberg & Associates, Inc.
Phoenix Program
0.64%3.58%-7.61%1,000,0004.30%
50 Eickelberg & Associates, Inc.
Stock Index Option Program
0.88%7.17%-0.52%1,000,00013.95%
51 EuroCapital Management LLC
ECM Eurofin (Proprietary)
8.44%71.64%100,00070.04%
52 EuroCapital Management LLC
ECM Eurofin (Client)
8.44%54.46%100,00054.46%
53 Fall River Capital LLC
Global Strategies STD Program
4.56%13.50%1,000,00010.99%
54 Fall River Capital LLC
Global Opportunities
-0.50%4.24%-7.29%1,000,0007.13%
55 Fall River Capital LLC
Global Strategies High Leverage Prg
8.58%28.83%1,000,00023.79%
56 Faulkner Capital Inc.
Systematic Metals & Currency Prg (Proprietary)
14.34%28.73%500,00028.73%
57 Financial Commodity Investments (FCI)
Option Selling Strategy
-26.29%-17.96%-30.38%100,000-16.36%
58 Future Gate Consultants Limited
Aggressive Growth Program (USD)
16.35%11.78%-10.26%300,00023.86%
59 Futures Truth Co
SAM 101
3.00%18.01%200,00037.98%
60 Geometrical Technical Analysis Group, LLC
FX Trading Program
1.72%43.47%-5.88%50,00028.79%
61 Global Wealth Analytics, Inc.
Class B Program
27.06%160.01%200,000169.28%
62 GlobalReach Securities
GlobalReach Macro Program
0.70%-1.39%-2.12%1,000,000-0.59%
63 Golden West CTA, LLC
Options Program
-6.84%0.58%-13.58%100,0006.67%
64 GrowthPoint Investments LLC
Index Condor Program
0.84%33.38%-1.48%100,00040.86%
65 Haar Capital Mgt LLC
Discretionary Ag Trading Prg
-0.63%2.92%-4.89%500,0008.75%
66 Haar Capital Mgt LLC
Discretionary Commodity Trading Prg
-1.99%1.74%-6.48%500,00017.12%
67 Harbor Financial, LLC
Managed Account Program
19.10%42.18%25,00049.06%
68 Hawksbill Capital Mgt
Global Diversified Half Leverage
7.87%39.53%1,000,00045.81%
69 Hawksbill Capital Mgt
Global Diversified Program
15.88%86.77%2,000,000103.62%
70 Hyman Beck & Company
Global Portfolio
16.04%46.52%1,000,00040.33%
71 Hyman Beck & Company
Volatility Analytics Portfolio
1.74%5.22%1,000,0009.69%
72 Integrated Managed Futures
IMFC Global Investment Program
19.66%41.14%500,00042.54%
73 Integrated Managed Futures
IMFC Multi-Strategy Program
16.69%36.74%500,00036.74%
74 Integrated Managed Futures
IMFC Fx Vol Prg
-4.61%-8.72%-8.88%2,500,000-8.72%
75 JPD Enterprises, Inc.
Global Diversified Program
3.70%10.28%-2.86%3,000,00010.83%
76 John W. Henry & Company
Financial & Metals Portfolio
27.21%29.49%-12.94%2,000,00027.44%
77 John W. Henry & Company
Global Analytics
16.72%72.32%20,000,00090.47%
78 John W. Henry & Company
International Forex
32.70%68.86%-20.53%1,000,00044.56%
79 John W. Henry & Company
Diversified Plus
30.94%32.44%20,000,00042.52%
80 John W. Henry & Company
World Commodity
38.47%62.18%20,000,00075.72%
81 Kinkopf Capital Mgt, LLC
S&P Program (Proprietary Trading)
4.20%-0.88%-31.14%100,000-18.60%
82 LCA Capital
S&P Program (Proprietary Trading)
1.47%6.67%100,00010.34%
83 LEVEX Capital Mgt Inc.
Index Premium Collection & Balance Volatility
13.47%14.93%25,00014.93%
84 LJM Partners, Ltd
Aggressive Premium Writing Prg
-59.23%-52.93%-65.58%500,000-46.93%
85 Lambay Capital Limited
Short Term FX
5.00%5.30%500,0003.41%
86 Livestock CTA, LLC
MAP
-0.54%19.31%-16.67%25,00013.49%
87 MSLO Asset Management
Managed Account Prg
2.35%253.07%100,000456.56%
88 Madgroup Investments LLC
Aggressive Growth
38.00%57.52%-5.03%100,00041.21%
89 Madgroup Investments LLC
Standard Growth Program
9.25%12.08%-13.82%25,00021.39%
90 Marathon Capital Growth Partners L.L.C.
System FX Portfolio
1.37%5.07%1,000,0005.27%
91 Marathon Capital Growth Partners L.L.C.
Plus Portfolio
-1.58%2.13%-6.92%1,000,0007.19%
92 Marathon Capital Growth Partners L.L.C.
System Diversified Portfolio (Proprietary)
4.20%18.69%1,000,00026.15%
93 Marathon Capital Growth Partners L.L.C.
System Financial Portfolio
-2.83%-1.42%-11.95%500,0002.44%
94 Marathon Capital Growth Partners L.L.C.
The CFE Portfolio
-1.93%2.93%-2.30%1,000,0006.70%
95 Meyer Capital Mgt, Inc.
Diversified Program
14.09%23.76%-1.63%3,000,00018.90%
96 Mobius Asset Mgt
Energy Weighted Program
-2.95%6.13%-3.09%250,00010.96%
97 Mobius Asset Mgt
Combo Program
-0.45%7.95%-3.53%100,00016.86%
98 Mobius Asset Mgt
Custom Program
-1.70%3.53%-9.14%75,00016.35%
99 Mobius Asset Mgt
New Diversified Program
-2.75%-0.64%-4.27%300,0003.70%
100 Mullaney Investment Mgt, LLC
Moderate Program
-0.58%12.57%-4.75%50,00012.00%
101 Mulvaney Capital Mgt
Managed Futures Program
45.49%85.43%5,000,00083.86%
102 Northfield Trading L.P.
Diversified Program
3.50%16.06%2,000,00016.09%
103 NuWave Investment Corp
Combined Futures Portfolio (2x)
17.26%47.88%20,000,00056.30%
104 Pacific Capital Advisors Inc.
Vanguard
-1.42%14.41%-1.42%50,00015.86%
105 Parizek Capital Inc.
Diversified Program
34.13%95.46%1,000,000104.18%
106 Parizek Capital Inc.
Currency Program
11.49%-30.02%-37.30%1,000,000-31.22%
107 Postrock Capital Management
Ag Spread Program
3.46%26.25%50,00026.25%
108 ROE Capital Management, Inc.
Monticello Equity Spreads Portfolio
1.54%7.37%100,0007.37%
109 Raithel Investments, Inc.
Target Volatility
-9.92%-4.54%-17.04%50,0000.48%
110 Range Wise, Inc.
Range Wise
3.15%7.51%-5.27%1,000,00013.23%
111 Revolution Capital Mgt LLC
Revolution Capital Mgt Alpha Program
5.20%19.67%5,000,00022.02%
112 Revolution Capital Mgt LLC
Mosaic Program
10.40%64.56%10,000,00049.83%
113 Robinson-Langley Capital Mgt, LLC
RL Capital Managed Account Program
12.19%29.00%-0.35%200,00034.19%
114 Rohrs & Company LLC
Seasonal Commodities Program
0.83%8.67%-3.49%200,000-3.49%
115 Rosetta Capital Mgt, L.L.C.
Rosetta Trading Program
-2.84%19.97%-4.71%50,00027.36%
116 Roy Funds, The
Systematic Equity Indices Large-Cap
18.77%12.15%100,0005.21%
117 Russell A. Rhoads
Managed Account Program (Proprietary)
-4.25%-6.89%-8.35%100,00016.15%
118 Russell A. Rhoads
Managed Account Program (Client)
-6.99%-1.84%-6.99%100,000-1.84%
119 SSARIS Advisors, LLC
Short Term Momentum Strategy
16.41%24.48%5,000,00018.76%
120 Scalae Management, LLC
Diversified Program
10.30%31.88%1,000,00032.29%
121 Shield Plus LLC
Alternative Energy & Inflation
0.77%8.07%-12.13%250,0003.13%
122 Somers Brothers Capital, LLC
Diversified Futures Program #1
11.48%70.22%1,000,00079.27%
123 Stewart Capital Mgt
Acre Program
0.46%-19.13%-39.74%50,000-18.69%
124 Strategic Investments
Currency Program
9.71%29.66%200,00027.74%
125 Strategic Investments
Equity Hedge Program
10.07%21.94%350,00017.50%
126 Strategic Investments
Commodity Program
4.28%6.17%-9.59%200,00014.45%
127 Sunrise Capital Mgt, Inc
Expanded Diversified Program
12.60%25.03%10,000,00029.83%
128 Sunrise Capital Mgt, Inc
CIMCO - Diversified Financial Program
15.20%25.90%10,000,00030.35%
129 Sunrise Capital Mgt, Inc
Currency Program
9.60%10.84%-9.45%10,000,0009.39%
130 TYL Trading, LLC
Blend Diversified Program
8.95%21.74%100,00023.26%
131 Tactical Investment Mgt Corp
Institutional Commodity Program
26.65%43.52%2,000,00035.26%
132 Tamarkin Managed Futures LLC
Managed Account Program
-2.85%9.21%-13.13%1,000,00015.73%
133 Tanyard Creek Capital, LLC
Livestock Program
17.39%155.63%50,000155.63%
134 Transtrend B.V.
Standard Risk (USD)
4.93%15.40%10,000,00014.88%
135 Transtrend B.V.
Standard Risk (EUR)
5.49%15.32%10,000,00014.49%
136 Transtrend B.V.
DTP - Enhanced Risk (EUR)
7.90%24.67%10,000,00023.35%
137 Transtrend B.V.
DTP - Enhanced Risk (USD)
7.12%23.31%10,000,00022.24%
138 Transtrend B.V.
DTP - Enhanced Risk (JPY)
6.77%21.64%10,000,00019.51%
139 Villano Capital Mgt, Inc.
Global Diversified
37.00%37.95%500,00050.72%
140 Vision Capital Mgt, LLC
VCM-Global Futures 2X Program
49.62%67.32%250,00067.32%
141 YaoSun Strategic Investments, LLC
E-Mini S&P 500 Program
76.47%342.36%100,000342.36%
142 Zenith Resources
Index Option
-10.28%-4.89%-10.28%50,000-3.64%

Excerpts from "Building Wealth with Managed Futures"

Annualized Compound Rate of Return: "...the higher the Rate of Return, the great the historical annual rate of performance."
Annualized Standard Deviation: "indicates variance of return from the mean return.."
Annualized Sharpe Ratio: "a rusk-adjusted return statistic calcuated using a 5.0% Risk-Free Rate of Return."
Downside Deviation: "Measures downside volatility by only including monthly performance less than a 7.5% Minimal Acceptable Rate of Return."
Annualized Sortino Ratio "considers excess return over Minimum Acceptable Rate of Return (7.50%) and divides it by Downside Deviation."
Sterling Ratio "a rusk-adjusted return statistic calcuated using the last 36 months of data."
Calmar Ratio -"...represents the historical amount gained for each dollar risked � it is calculated over the last 36 month period."
 

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE SUCCESS

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. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS.

PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY.

THE ABOVE PERFORMANCE NUMBERS HAVE BEEN SUPPLIED BY THE CTAS. CAPITAL TRADING GROUP, IN NO WAY GUARANTEES THE ACCURACY OF THESE NUMBERS AND HAS SUPPLIED THEM TO YOU FOR INFORMATIONAL PURPOSES ONLY. THIS DOES NOT CONSTITUTE A SOLICITATION TO BUY OR AN OFFER TO SELL. NO INVESTMENT SHOULD BE MADE WITHOUT FULLY REVIEWING THE ASSOCIATED RISK FACTORS, FEES AND CONFLICTS OF INTEREST AS OUTLINED IN EACH CTA'S RISK DISCLOSURE DOCUMENT. THERE MAY BE CTAS WHO HAVE CHOSEN NOT TO PARTICIPATE THAT MAY HAVE BETTER OR WORSE PERFORMANCE THAN THOSE LISTED HERE.

PLEASE NOTE THAT THERE IS AN INHERENT RISK OF LOSS ASSOCIATED WITH TRADING FUTURES AND OPTIONS CONTRACTS. PLEASE CAREFULLY CONSIDER YOUR FINANCIAL CONDITION BEFORE INVESTING IN FUTURES AND OPTIONS CONTRACTS. FUTURES TRADING IS NOT SUITABLE FOR ALL INVESTORS.