CTA LIST | MONTHLY RETURN | RANKINGS | YTD RANKINGS | 12 MONTH RANKINGS | CALMAR RANKINGS | BROKERS ONLY
CTA Ranking Report
Current Monthly Performance - All CTAs In Alphabetical Order

For Traders Reporting Results as of Thursday, March 11, 2010
(click on column headings to sort)

Untitled Document

Rank ManagerLast Monthly ReturnYTD ReturnCurrent DrawdownMinimum Investment12 Month Return
1 2100 Xenon Group LLC
2100 Xenon Managed Futures (2x) Program		0.26%0.30%-17.65%5,000,000-16.39%
2 2100 Xenon Group LLC
Long/Short Global Fixed Income		1.69%2.97%-1.81%2,000,0000.98%
3 2100 Xenon Group LLC
Long/Short US Fixed Income		1.17%2.56%2,000,0003.76%
4 2100 Xenon Group LLC
2100 Xenon Managed Futures Program		0.72%0.88%-7.51%10,000,000-6.93%
5 AIS Futures Mgt LLC
MAAP (3X - 6X) Program		8.51%-22.25%-79.17%5,000,000101.70%
6 AIS Futures Mgt LLC
MAAP (2X - 4X) Program		5.47%-14.37%-58.02%5,000,00066.34%
7 Abel Capital Mgt, LLC
Conquistador Long/Short E-Mini Prg		0.61%-0.47%-0.72%50,000-0.72%
8 Abel Capital Mgt, LLC
Proprietary Trading		0.00%-0.88%-1.11%50,0001.41%
9 Abraham Trading Company
Diversified Program		-0.36%-1.22%-6.70%10,000,000-6.12%
10 Adalpha Asset Management, LLC
Diversified Short-Term (P)		-3.60%-3.67%-8.63%1,000,000-1.62%
11 Alder Capital
Alder Capital 20		0.60%2.51%1,000,0008.35%
12 Alder Capital
Alder Capital 10		0.30%1.10%2,000,0004.69%
13 Altis Partners (Jersey) Limited
Altis Global Futures Portfolio - Composite		1.16%-1.37%-9.73%10,000,000-6.91%
14 American Companies, LLC
American System		-4.94%-4.24%-37.11%400,000-31.97%
15 Aperion
Aperion FX		-0.60%-0.73%-5.48%50,0003.67%
16 Applied Capital Systems
ACS Systematic Diversified Portfolio 1X		5.04%-1.83%-4.64%500,000-2.02%
17 Arch Capital Mgt, Inc.
1X Program		-0.20%-0.59%-5.04%100,0001.85%
18 Arctic Asset Mgt, LLC
Stock Index Option I		1.43%2.99%-52.49%10,00025.83%
19 Atkins Trading, LLC
Atkins Trading Program 		-1.58%-2.78%-3.35%100,0002.62%
20 Aurora Futures Corp
Foreign Exchange Asset Mgt Prg		0.81%1.27%-3.18%100,000-0.93%
21 Auspice Capital Advisors
Diversified Commodity (Standard)		0.45%-2.82%-10.95%2,000,000-10.95%
22 BG Amethyst Capital LLC
Managed Account Program		-0.26%0.29%-13.00%1,000,000-10.41%
23 Bayside Pacific Advisors
Global Managed Futures Aggressive		1.18%6.60%75,0009.83%
24 Bayside Pacific Advisors
Global Managed Futures		-5.23%-5.83%-26.21%250,000-26.21%
25 Beach Horizon LLP
MAP 		-0.15%-4.22%-9.95%5,000,000-9.95%
26 Becker Asset Mgt, LLC
Program 1 (Client)		0.00%-17.27%200,000
27 Becker Asset Mgt, LLC
Program 1 (Proprietary)		1.13%6.45%200,00046.62%
28 Briarwood Capital Mgt, Inc
Diversified Trading Program		-2.78%-4.71%-10.28%2,000,0003.94%
29 Campbell & Company
Financial, Metals & Energy Large		1.55%-5.68%-28.27%10,000,000-13.46%
30 Carter Road LLC
Options Overlay		-1.80%14.45%-37.75%250,00082.92%
31 Censura Futures Mgt, LLC
Technical Entry Option Writing Program		3.10%5.21%-24.28%100,00027.52%
32 Cervino Capital Management LLC
Diversified Options Strategy 2X		0.66%0.82%-2.67%25,0000.69%
33 Cervino Capital Management LLC
Gold Covered Call Writing		5.49%7.00%50,0008.60%
34 Cervino Capital Management LLC
Diversified Options Strategy 1X		0.33%0.42%-1.54%50,0000.63%
35 Chadwick Investment Group, Inc
Global Trend Following Small Account		1.49%-6.79%-29.51%50,000-23.51%
36 Chadwick Investment Group, Inc
Global Trend Following Large Account		-2.37%-9.04%-24.66%250,000-19.31%
37 Chesapeake Capital Corporation
Diversified Program		2.48%-3.57%-10.46%5,000,000-2.81%
38 Clarity Capital Management, LLC
The Clarity Program		4.79%5.06%10,0007.48%
39 Clarke Capital Mgt, Inc.
Global Basic Program		-3.84%-2.95%-32.60%50,000-30.58%
40 Clarke Capital Mgt, Inc.
Omega Program		-4.10%-15.18%-41.17%250,000-38.62%
41 Clarke Capital Mgt, Inc.
Millennium Program		-6.90%-24.55%-60.98%1,000,000-58.00%
42 Clarke Capital Mgt, Inc.
Orion Program		-4.32%-7.05%-24.86%200,000-22.28%
43 Clarke Capital Mgt, Inc.
FX-plus Program		1.76%-3.90%-26.91%1,000,000-25.34%
44 Clarke Capital Mgt, Inc.
Jupiter Program		-4.35%-20.86%-44.27%3,000,000-44.27%
45 Clarke Capital Mgt, Inc.
Global Magnum Program		-1.25%-5.28%-36.26%100,000-35.35%
46 Clarke Capital Mgt, Inc.
Worldwide Program		-4.63%0.99%-12.88%250,000-6.99%
47 Claughton Capital
Institutional Program		-5.31%-3.50%-15.22%1,000,000-8.89%
48 Commodity Capital Inc
Agricultural Commodities Trading Program (ACTP)		-0.70%0.36%-7.06%100,0002.09%
49 Commodity Capital Inc
Inflation Protector Trading Program (P)		-0.42%-0.93%-2.26%500,0008.57%
50 Crescent Bay Capital Management, Inc.
Balanced Volatility Program		5.25%0.62%-24.84%25,000-5.97%
51 Crescent Bay Capital Management, Inc.
Premium Stock Index Program		3.64%4.28%-16.02%25,0005.29%
52 Cypress Capital Management, LLC
Classic Program (P)		2.02%1.28%-2.14%250,0002.62%
53 DMH Futures Management, LLC
MAP (P)		-0.58%0.51%-9.37%100,000-6.58%
54 DMH Futures Management, LLC
MAP (C)		-0.58%0.51%-7.53%100,000-4.95%
55 DUNN Capital Management
World Monetary and Agriculture (WMA) 		3.97%-2.90%-19.66%10,000,000-7.16%
56 Diamond Capital Mgt
Enhanced S&P Program		0.17%0.23%70,00025.54%
57 Diamond Capital Mgt
Option Trading		-0.02%-0.04%-18.11%100,0001.45%
58 Diamond Peak Capital, LLC
Northstar Long-Short Aggressive Program		1.37%-0.89%-0.89%250,00015.82%
59 District Capital Mgt
Select Program		-0.92%-0.52%-6.79%250,000-2.13%
60 District Capital Mgt
Diversified Program		-4.06%-3.63%-11.54%150,0000.75%
61 Dominion Capital Mgt, Inc.
Sapphire Program		3.05%0.41%3,000,0004.85%
62 Dreiss Research Corp
Diversified Program		-1.44%-13.30%-20.09%500,000-14.32%
63 Drury Capital, Inc.
Diversified Trend-Following		-1.01%-7.22%-7.22%100,0000.93%
64 Dubia Capital
Stock Index Program (S&P 500)		0.43%-1.44%-24.88%100,000-24.88%
65 Dubia Capital
SP500 Futures Hedge (Short Only)		0.10%0.42%-20.08%100,000-20.08%
66 EMC Capital Mgt, Inc.
EMC Classic Program		-1.10%-11.98%-24.57%2,000,000-23.41%
67 Eastern Capital Mgt, LLC
Alpha Absolute Return Prg (Client)		0.24%0.71%-3.88%250,0001.52%
68 Eckhardt Trading Company
Standard Program		-1.13%-7.97%-15.64%10,000,000-10.67%
69 Eckhardt Trading Company
Standard HL Program		-1.25%-9.27%-18.53%10,000,000-12.67%
70 Eckhardt Trading Company
Global Financial Program		0.42%-5.21%-15.21%10,000,000-14.24%
71 Eclipse Capital Mgt, Inc.
Global Monetary Program		-0.10%-1.12%-14.33%5,000,000-9.50%
72 Eickelberg & Associates, Inc.
Phoenix Program		1.20%1.29%-10.24%1,000,000-3.80%
73 Eickelberg & Associates, Inc.
Stock Index Option Program		1.20%1.29%1,000,0008.90%
74 Emil Van Essen
Spread Trading High Minimum		4.70%0.93%2,000,00017.69%
75 Emil Van Essen
Spread Index Trading Prg		0.69%-0.92%-6.03%1,000,0003.33%
76 Emil Van Essen
Spread Trading Low Minimum		2.85%0.18%-0.43%500,0008.71%
77 Fall River Capital LLC
Global Opportunities		-0.23%-1.05%-8.24%1,000,000-4.52%
78 Fall River Capital LLC
Global Strategies STD Program		0.91%-2.90%-10.24%1,000,000-5.95%
79 Fall River Capital LLC
Global Strategies High Leverage Prg		1.69%-5.78%-21.36%1,000,000-14.43%
80 Financial Commodity Investments (FCI)
Option Selling Strategy		2.97%8.33%-1.64%50,00034.34%
81 Financial Commodity Investments (FCI)
Credit Premium Program 		0.87%2.41%50,00016.00%
82 FirstPoint Advisors
Equity Market Advisor		0.00%-3.65%-3.65%50,0004.69%
83 Future Gate Consultants Limited
Energetic State Analysis - 2% Daily Volatility Program		4.08%2.03%100,00019.94%
84 Futures Truth Co
SAM AA5		0.40%5.10%-3.67%200,0007.70%
85 Futures Truth Co
MS4 Institutional		-0.80%0.48%-1.52%1,000,0000.34%
86 Futures Truth Co
SAM 101		-2.70%4.65%-6.02%200,0002.17%
87 Futures Truth Co
MS4		-2.50%1.26%-4.80%500,0000.28%
88 GLOBIVEST, LLC
Alpha Program		2.01%4.87%10,00045.69%
89 GT Consulting Inc
GT Dynamic Trading		2.13%3.84%150,00019.76%
90 GT Consulting Inc
GT Dynamic Trading (P)		1.83%3.09%150,00020.47%
91 Global Advisors LP
Global Commodity Systematic Class		-1.74%-4.03%-4.75%8,000,000-2.57%
92 Global Advisors LP
Global Commodity Systematic B2		-3.73%-8.33%-9.85%250,000-5.95%
93 Global Sigma Group
Global Sigma Plus		1.67%4.03%250,0006.92%
94 GrowthPoint Investments LLC
Index Condor Program		1.92%-2.73%-2.73%100,00015.66%
95 Guarda Capital Mgt, Inc.
Low-Volatility Institutional Program		3.27%-5.23%-6.43%2,000,000-4.11%
96 HB Capital Management, Inc.
Diversified Program		1.58%3.11%200,00017.39%
97 Haar Capital Mgt LLC
Discretionary Commodity Trading Prg		-3.28%-3.22%-12.65%500,000-3.26%
98 Hamer Trading Inc
Diversified Program (Proprietary Trading)		0.00%-5.71%-14.06%1,000,0002.20%
99 Hansen Capital Mgt, Inc
Managed Account Program		-2.50%-2.58%-4.17%2,000,0007.74%
100 Hansen Capital Mgt, Inc
Comprehensive Program		-2.31%-2.40%-2.40%2,000,00012.11%
101 Hawksbill Capital Mgt
Global Diversified Program		4.44%5.56%-10.56%5,000,000-7.22%
102 House CTA, The
MAP		3.89%-5.67%-7.22%50,00062.51%
103 Hyman Beck & Company
Volatility Analytics Portfolio		0.40%0.87%-0.01%1,000,0000.85%
104 Hyman Beck & Company
FastTrac Portfolio		-0.85%-1.04%-7.05%1,000,0002.02%
105 Hyman Beck & Company
Global Portfolio		-3.01%-5.35%-6.28%1,000,000-0.79%
106 Integrated Managed Futures
IMFC Fx Vol Prg		0.00%-0.17%-21.48%2,500,000-9.90%
107 Integrated Managed Futures
IMFC Global Investment Program		2.31%-1.13%-5.07%2,000,000-1.92%
108 Integrated Managed Futures
IMFC Multi-Strategy Program		2.39%-1.20%-7.87%500,000-6.55%
109 Integrated Managed Futures
IMFC Global Concentrated Program		0.35%-2.04%-7.70%500,00011.44%
110 Ion Asset Architecture Limited
High Frequency CTA		-0.51%1.30%-1.80%10,000,0003.83%
111 Jaguar Investments Ltd
Systematic Metals Prg (SMP)		-0.98%1.16%-8.86%3,000,000-7.22%
112 Jaguar Investments Ltd
Systematic Commodity Prg (SCP)		-0.15%0.41%-9.91%3,000,000-7.20%
113 John W. Henry & Company
International Forex		-1.33%-3.34%-27.84%1,000,000-10.90%
114 John W. Henry & Company
Global Analytics		-3.41%-6.73%-29.16%20,000,000-27.89%
115 John W. Henry & Company
Financial & Metals Portfolio		0.62%-1.46%-19.23%2,000,000-12.91%
116 John W. Henry & Company
World Commodity 		-2.42%-7.68%-14.80%20,000,000-14.50%
117 John W. Henry & Company
Diversified Plus (P)		-0.74%-6.42%-12.21%20,000,000-12.11%
118 John W. Henry & Company
Financial Plus (P)		-0.17%-4.63%-8.15%20,000,000-4.68%
119 KMJ Capital LLC
KMJ Currency Program		0.71%0.82%-5.48%1,000,000-3.87%
120 Kingsview Management LLC
CTA Retail Prg		8.71%12.63%-3.86%25,00022.16%
121 Kinkopf Capital Mgt, LLC
S&P (Proprietary)		21.48%17.17%100,00057.45%
122 LJM Partners, Ltd
Moderately Aggressive Strategy		3.70%5.74%-15.91%1,000,00028.87%
123 LJM Partners, Ltd
Aggressive Strategy		5.77%9.55%-38.08%500,00054.06%
124 Lambay Capital Limited
Short Term FX		-0.64%-1.59%-7.35%500,000-4.53%
125 Lane Capital Mgt, LLC
Global Macro		0.61%-4.66%-7.12%350,0003.41%
126 Liberty Funds Group, Inc.
Diversified Options Strategy		-0.37%1.58%-0.37%750,00019.85%
127 Liberty Funds Group, Inc.
Commodity Strategy		0.38%-2.32%-9.17%1,500,00013.77%
128 MQ Capital Investment Advisors, LP
Sherpa Everest Program		1.70%15.69%250,00020.68%
129 Marathon Capital Growth Partners L.L.C.
System Diversified Portfolio (Proprietary)		1.95%0.35%-0.13%1,000,0005.31%
130 Marathon Capital Growth Partners L.L.C.
The CFE Portfolio		1.93%1.63%-3.29%1,000,0000.23%
131 Marathon Capital Growth Partners L.L.C.
System Financial Portfolio		1.37%0.71%-12.20%500,000-1.39%
132 Marathon Capital Growth Partners L.L.C.
Plus Portfolio		1.50%0.45%-3.17%1,000,0003.61%
133 Marathon Capital Growth Partners L.L.C.
System FX Portfolio		0.29%-0.29%-0.29%1,000,0001.31%
134 Mobius Asset Mgt
Energy Weighted Program		0.65%-0.86%-0.86%250,0006.00%
135 Mobius Asset Mgt
Custom Program		1.75%0.78%75,0004.67%
136 Mobius Asset Mgt
Diversified Program		0.15%-2.25%-2.25%300,0003.78%
137 Molinero Capital Mgt LLP
Global Markets Program		-1.58%-4.43%-15.39%3,000,000-15.39%
138 NDX Capital Mgmt
Methuselah Program		-0.15%-1.08%-20.63%40,000-2.21%
139 NDX Capital Mgmt
Shadrach Program		0.57%2.28%-10.32%100,000-7.90%
140 NDX Capital Mgmt
Abednego Program 		0.05%-0.13%-5.92%100,000-5.36%
141 Northfield Trading L.P.
Diversified Program		0.70%-0.81%-6.66%2,000,000-5.76%
142 NuWave Investment Management, LLC
Combined Futures Portfolio (2x)		0.36%0.22%-8.01%20,000,000-7.82%
143 Optimal Models & Decisions
Active Beta		1.15%-2.68%-9.21%125,000-6.42%
144 Pacific Capital Advisors Inc.
Vanguard		2.00%5.13%100,0008.62%
145 Paskewitz Asset Mgt
Contrarian 3X S&P Prg		4.47%2.36%1,000,0005.04%
146 Pearlman CTA
Silver Conservative Program		0.00%-75.34%500,00037.69%
147 QQFund.com LLC
QQFund.com Trend Program (QTP)		-0.16%-11.58%-11.58%100,00063.25%
148 Quality Capital Management
Global Diversified Prg (GDP)		-0.12%-10.31%-21.03%10,000,000-13.14%
149 Quality Capital Management
Enhanced Commodity Beta Prg (ECBP)		-3.49%-12.97%-55.00%5,000,000-5.12%
150 Quality Capital Management
Global Natural Resources Prg (GNRP)		-11.10%-18.07%-55.24%5,000,000-30.59%
151 Quantitative Investment Mgt LLC
Ultra Program		0.41%0.01%-17.92%1,000,000-5.16%
152 Quantitative Investment Mgt LLC
Global Program		-0.46%-4.77%-8.70%20,000,000-0.32%
153 Randolph Read Trading Group, LLC
Flexible Option Strategy 1		12.82%21.58%100,000101.25%
154 Range Wise, Inc.
Range Wise		-5.16%-0.92%-16.28%1,000,000-12.72%
155 Red Oak Advisors, Inc.
Fundamental Program		0.60%-3.52%-3.52%5,000,00019.31%
156 Red Rock Capital Mgt, Inc.
Diversified Program		0.74%-0.27%-2.97%500,000-0.11%
157 Reynoso Asset Mgt, LLC
ROA Small Accounts Program		4.23%9.96%100,00037.09%
158 Reynoso Asset Mgt, LLC
Options Arbitrage Program		1.69%3.57%1,000,00014.27%
159 Rhicon Currency Mgt (UK) Ltd
Rhicon Strategic Program		0.34%0.36%-4.04%5,000,000-2.42%
160 Rhicon Currency Mgt (UK) Ltd
4XiM CMP (Currency Momentum Program)		0.58%0.10%-0.06%1,000,0004.15%
161 Rivercast Capital LLC
Managed Account Program		1.38%2.67%1,000,00017.80%
162 Robinson-Langley Capital Mgt, LLC
RL Capital MAP		-4.10%-9.85%-16.35%200,000-10.65%
163 Robust Methods LLC
Managed Account Program		-1.23%-2.06%-6.06%100,0000.58%
164 Roe Capital Mgt, Inc.
Jefferson Index Program		5.72%6.81%50,00032.41%
165 Roe Capital Mgt, Inc.
Monticello Equity Spreads Portfolio		6.57%7.67%100,00035.53%
166 SMI Management & Research
S&P 500 Futures Trading Prg		4.16%7.39%250,00050.92%
167 SSARIS Advisors, LLC
Diversified Trading Program		-0.66%-2.13%-12.26%5,000,000-10.46%
168 SSARIS Advisors, LLC
Active Commodity Strategy		1.46%-7.45%-31.29%5,000,000-6.37%
169 SSARIS Advisors, LLC
Short Term Momentum Strategy		0.10%2.51%5,000,0000.75%
170 Saxon Investment Corp
Diversified Program		0.54%-0.43%-0.60%2,000,0009.05%
171 Saxon Investment Corp
Aggressive Diversified Program		0.93%-0.78%-1.10%2,000,00017.58%
172 Scully Capital Mgt, LLC
Mistral Program		-7.54%-7.36%-12.85%2,500,0007.87%
173 Scully Capital Mgt, LLC
Poniente Program		-9.88%-11.70%-19.76%2,500,000-12.45%
174 Somers Brothers Capital, LLC
Diversified Futures Program #1		-3.01%-11.17%-22.09%1,000,000-18.37%
175 Spectrum Asset Mgt, LLC
Global Diversified Program		0.84%-1.83%-4.55%2,000,0007.91%
176 Stein Investment Mgt LLC
Trading Edge LT		0.18%3.85%-24.61%300,000-8.93%
177 Stein Investment Mgt LLC
Trading Edge ST		0.53%6.46%-17.99%100,000-11.13%
178 Stein Investment Mgt LLC
Trading Edge		1.17%11.80%-71.73%75,000-19.27%
179 Sunrise Capital Mgt, Inc
CIMCO - Diversified Financial Program		-0.20%-7.29%-11.74%10,000,000-7.94%
180 Sunrise Capital Mgt, Inc
Currency Program		-0.30%-1.90%-17.98%10,000,000-7.91%
181 Sunrise Capital Mgt, Inc
Expanded Diversified Program		-0.70%-5.47%-7.07%10,000,0000.54%
182 Swing Capital
Swing FX		2.11%1.47%-1.24%1,000,000-1.24%
183 Systematic Alpha Management, LLC
Futures MAP		0.74%0.51%5,000,0006.66%
184 Systematic Alpha Management, LLC
Futures MAP 2X		1.50%1.10%5,000,00014.46%
185 TYL Trading, LLC
Blend Diversified Program		1.34%0.63%-2.06%100,0009.90%
186 Tactical Investment Mgt Corp
Institutional Commodity Program		-3.21%-4.79%-6.67%2,000,00015.22%
187 Tamarkin Managed Futures LLC
Managed Account Program (P)		22.44%14.25%-5.82%1,000,00010.84%
188 Taylor Growth Co
Harvest		-3.40%-3.79%-14.75%10,0005.24%
189 Taylor Growth Co
Treasure Managed Accounts		-2.30%-35.91%-35.91%50,000-8.52%
190 Taylor Growth Co
Harvest+		-6.60%-6.88%-18.10%10,00019.97%
191 Transtrend B.V.
DTP - Standard Risk (EUR)		0.73%-2.06%-9.94%10,000,000-9.94%
192 Transtrend B.V.
DTP - Enhanced Risk (JPY)		1.21%-2.60%-14.28%10,000,000-14.28%
193 Transtrend B.V.
DTP - Standard Risk (USD)		0.73%-1.92%-10.27%10,000,000-10.27%
194 Transtrend B.V.
DTP - Enhanced Risk (EUR)		1.35%-2.68%-13.81%10,000,000-13.81%
195 Transtrend B.V.
DTP - Enhanced Risk (USD)		1.18%-2.77%-14.15%10,000,000-14.15%
196 Transworld Capital Management Limited
High Liquidity Program (P)		-0.47%2.06%-0.47%50,00023.13%
197 Turning Wheel Capital, Inc.
Max Alpha		0.40%-0.50%-13.41%250,0005.29%
198 Vaca Capital Mgt, LLC
Global Diversified Program		1.48%-7.89%-8.60%1,000,000-0.66%
199 Valu-Trac Investment Mgt Ltd
Strategic 2.5x US$		5.32%-12.01%-14.12%1,000,00037.56%
200 Valu-Trac Investment Mgt Ltd
Strategic US$		2.12%-4.50%-5.32%1,000,00015.74%
201 Waypoint Capital Management
FX Global Yield		-2.13%-5.54%-8.70%500,00022.73%
202 Waypoint Capital Management
Diversified Futures		-2.86%-8.66%-16.40%1,500,000-2.23%
203 Waypoint Capital Management
Diversified Futures 2XL		0.00%1,500,000
204 White River Group
Stock Index Option Writing		1.10%2.35%10,00018.08%
205 White River Group
Diversified Option Writing		0.94%3.81%20,00048.26%
206 WholeCapital LLC
Global Opportunities Program		0.85%0.82%-10.80%250,000-10.80%
207 Winton Capital Mgt Ltd
Diversified Programme		2.34%-0.36%-5.90%10,000,000-5.71%
208 Wizard Trading, Inc.
Systematic Program		0.24%-1.09%-8.57%1,000,000-8.33%
209 YaoSun Strategic Investments, LLC
E-Mini S&P 500 Program		3.12%3.67%-1.61%100,0005.87%

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.