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

For Traders Reporting Results as of Friday, February 3, 2012
(click on column headings to sort)

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Rank ManagerLast Monthly ReturnYTD ReturnCurrent DrawdownMinimum Investment12 Month Return
1 2100 Xenon Group LLC
2100 Xenon Managed Futures (2x) Program		2.63%2.63%-5.92%5,000,00014.73%
2 Alder Capital
Alder Capital 20		0.80%0.80%-8.71%1,000,0001.46%
3 Alder Capital
Alder Capital 10		1.50%1.50%-2.52%2,000,0002.98%
4 Altis Partners (Jersey) Limited
Global Futures Portfolio - Composite		-1.03%-1.03%-28.45%20,000,000-23.48%
5 BG Amethyst Capital LLC
Managed Account Program		-0.13%-0.13%-15.15%1,000,000-7.70%
6 Briarwood Capital Mgt, Inc
Diversified Trading Program		-0.84%-0.84%-8.82%3,000,000-2.64%
7 Chesapeake Capital Corporation
Diversified Program		-2.16%-2.16%-24.68%5,000,000-15.03%
8 Clarity Capital Management, LLC
The Clarity Program		-0.57%-0.57%-28.09%10,000-22.00%
9 Drury Capital, Inc.
Diversified Trend-Following		0.98%0.98%-23.00%100,000-18.21%
10 EMC Capital Mgt, Inc.
EMC Classic Program		1.00%1.00%-17.78%2,000,000-10.56%
11 Eckhardt Trading Company
Standard Program		1.53%1.53%-20.00%10,000,000-11.41%
12 Eckhardt Trading Company
Standard HL Program		1.68%1.68%-23.52%10,000,000-13.62%
13 Eclipse Capital Mgt, Inc.
Global Monetary Program		2.63%2.63%-13.08%5,000,000-7.46%
14 Financial Commodity Investments (FCI)
FX Premium Prg (FXPP) (Client)		-0.33%-0.33%-4.58%50,000-4.58%
15 Financial Commodity Investments (FCI)
FX Premium Prg (FXPP) (Prop)		-0.33%-0.33%-0.95%50,000-0.21%
16 Futures Truth Co
MS4 Institutional		-0.10%-0.10%-2.59%1,000,000-1.67%
17 Futures Truth Co
SAM 101		0.35%0.35%-10.10%200,0000.51%
18 Futures Truth Co
MS4		-0.28%-0.28%-7.76%500,000-5.37%
19 Global Advisors Jersey Ltd
Global Commodity Systematic B2		-5.54%-5.54%-24.84%250,000-21.24%
20 Global Advisors Jersey Ltd
Global Commodity Systematic		-2.85%-2.85%-13.24%8,000,000-11.30%
21 HB Capital Management, Inc.
Diversified Program		2.63%2.63%-7.94%100,0001.39%
22 Haar Capital Mgt LLC
Discretionary Commodity Trading Prg		-1.37%-1.37%-5.05%500,0000.33%
23 Hawksbill Capital Mgt
Global Diversified Program		0.16%0.16%-17.30%5,000,000-4.74%
24 Hyman Beck & Company
Volatility Analytics Portfolio		0.05%0.05%-8.43%1,000,000-4.58%
25 Hyman Beck & Company
Global Portfolio		-4.41%-4.41%-16.54%1,000,000-14.14%
26 JPD Enterprises, Inc.
Global Diversified Program		-0.28%-0.28%-4.03%3,000,000-1.18%
27 KMJ Capital LLC
KMJ Currency Program		0.11%0.11%-8.09%1,000,0001.62%
28 Kinkopf Capital Mgt, LLC
S&P (Proprietary)		-0.62%-0.62%-15.14%100,000-4.68%
29 Lane Asset Advisors
Global Macro		7.54%7.54%-24.40%350,000-8.87%
30 Liberty Funds Group, Inc.
Diversified Options Strategy		-1.10%-1.10%-24.92%750,000-14.54%
31 Liberty Funds Group, Inc.
Commodity Strategy		-3.29%-3.29%-25.95%1,500,000-23.43%
32 Marathon Capital Growth Partners L.L.C.
Plus Select Portfolio		0.14%0.14%-9.80%1,000,000-8.39%
33 Marathon Capital Growth Partners L.L.C.
Plus Portfolio		-0.16%-0.16%-12.83%500,000-10.28%
34 Marathon Capital Growth Partners L.L.C.
The CFE Portfolio		-0.23%-0.23%-17.49%1,000,000-11.32%
35 Marathon Capital Growth Partners L.L.C.
System Diversified Portfolio 		-0.27%-0.27%-12.92%1,000,000-11.33%
36 Marathon Capital Growth Partners L.L.C.
System Financial Portfolio		0.01%0.01%-26.41%500,000-9.18%
37 Northfield Trading L.P.
Diversified Program		2.30%2.30%-6.16%2,000,0000.98%
38 QQFund.com LLC
QQFund.com Stock Index Trend Program (QSITP)		0.03%0.03%-24.89%50,000-15.92%
39 Quality Capital Management
Global Natural Resources Prg (GNRP)		3.17%3.17%-59.57%5,000,000-23.39%
40 Quality Capital Management
Enhanced Commodity Beta Prg (ECBP)		4.41%4.41%-61.22%5,000,000-37.50%
41 Quality Capital Management
Global Diversified Prg (GDP)		2.58%2.58%-21.76%10,000,000-18.49%
42 Red Oak Advisors, Inc.
Fundamental Program		3.80%3.80%-7.67%5,000,000-3.87%
43 Rivercast Capital LLC
Managed Account Program		0.42%0.42%-1.06%1,000,0005.31%
44 Robinson-Langley Capital Mgt, LLC
RL Capital MAP		-1.52%-1.52%-23.79%200,000-21.44%
45 Robust Methods LLC
Managed Account Program
(FOR INTERNAL USE ONLY DO NOT DISTRIBUTE)		1.76%1.76%-8.90%100,0000.99%
46 Saxon Investment Corp
Aggressive Diversified Program		0.00%-3.19%2,000,0003.64%
47 Spectrum Asset Mgt, LLC
Global Diversified Program		0.61%0.61%-3.81%2,000,000-0.76%
48 Strat Asset Management, LLC
Global Diversified Program		-1.73%-1.73%-6.10%250,000-1.37%
49 Transtrend B.V.
DTP - Standard Risk (JPY)		0.94%0.94%-10.38%10,000,000-8.05%
50 Transtrend B.V.
DTP - Enhanced Risk (JPY)		0.88%0.88%-9.72%10,000,000-7.08%
51 Transtrend B.V.
DTP - Enhanced Risk (USD)		1.09%1.09%-9.14%10,000,000-6.94%
52 Transtrend B.V.
DTP - Enhanced Risk (EUR)		1.16%1.16%-9.40%10,000,000-7.19%
53 Transtrend B.V.
DTP - Standard Risk (USD)		0.57%0.57%-6.60%10,000,000-5.58%
54 Transtrend B.V.
DTP - Standard Risk (EUR)		0.56%0.56%-6.37%10,000,000-5.36%
55 Tucson Asset Mgt, Inc.
Macro Program		-2.03%-2.03%-19.85%5,000,000-17.52%
56 Valu-Trac Investment Mgt Ltd
Strategic 2.5x US$		-4.09%-4.09%-26.51%1,000,000-18.00%
57 Westphal Trading
MAP (P)		0.05%0.05%-3.74%1,000,000-2.42%

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.