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

For Traders Reporting Results as of Saturday, July 31, 2010
(click on column headings to sort)


Untitled Document

Rank ManagerLast Monthly ReturnYTD ReturnCurrent DrawdownMinimum Investment12 Month Return
1 2100 Xenon Group LLC
Long/Short Global Fixed Income
0.54%4.73%-0.13%2,000,0007.47%
2 2100 Xenon Group LLC
2100 Xenon Managed Futures (2x) Program
-1.44%2.85%-15.56%3,000,0002.87%
3 21st Financial, Inc.
Index Option Program
-1.26%-9.58%-10.31%25,000-0.19%
4 AFB LLC
FortyEighters Gold Options Program
1.21%33.93%50,00032.27%
5 AIS Futures Mgt LLC
MAAP (2X - 4X) Program
-0.92%-17.98%-59.79%5,000,0007.89%
6 AIS Futures Mgt LLC
MAAP (3X - 6X) Program
-1.30%-27.05%-80.45%5,000,0007.48%
7 Abel Capital Mgt, LLC
Proprietary Trading
0.00%0.52%50,0000.52%
8 Abel Capital Mgt, LLC
Conquistador Long/Short E-Mini Prg
0.00%-1.67%-1.92%50,000-1.65%
9 Abraham Trading Company
Diversified Program
-1.70%-7.78%-12.90%10,000,000-11.77%
10 Ace Investment Strategists
ASIPC Regular
4.74%-5.19%-45.56%100,0004.97%
11 Ace Investment Strategists
Stock Index Hybrid Approach
6.47%-6.36%-12.81%100,0008.64%
12 Ace Investment Strategists
SIPC Institutional
5.81%-10.62%-52.40%180,0002.15%
13 Ace Investment Strategists
DCP Regular
17.57%-2.27%-7.60%25,00027.84%
14 Ace Investment Strategists
DPC Regular
15.10%-8.64%-59.58%75,00029.54%
15 Ace Investment Strategists
SIPC Regular
5.77%-13.13%-61.14%75,000-3.09%
16 Ace Investment Strategists
ASIPC Institutional
5.14%-2.91%-38.96%250,0008.52%
17 Adalpha Asset Management, LLC
Diversified Short-Term (P)
-0.44%1.48%-3.74%1,000,0000.60%
18 Alder Capital
Alder Capital 20
0.20%4.05%1,000,0008.34%
19 Alder Capital
Alder Capital 10
0.30%3.93%2,000,0006.48%
20 Altis Partners (Jersey) Limited
Altis Global Futures Portfolio - Composite
-3.58%-4.12%-12.25%20,000,000-4.94%
21 American Companies, LLC
American System
-2.74%-26.46%-54.15%400,000-54.15%
22 Ancile Capital Mgt, LLC
Global Markets Program
1.25%-4.03%-7.22%1,000,0004.14%
23 Angle Capital Management, LLC
AIP Program
5.63%10.48%3,200,00010.48%
24 Arborvitae Capital Management (ACM)
Options Program (Proprietary)
1.06%4.04%50,0007.95%
25 Arborvitae Capital Management (ACM)
Options Program (Client)
1.06%3.51%50,0005.96%
26 Arch Capital Mgt, Inc.
1X Program
-0.63%-4.01%-8.31%100,000-7.94%
27 Arctic Asset Mgt, LLC
Stock Index Option I
4.49%10.57%-49.00%10,00025.99%
28 Atkins Trading, LLC
Atkins Trading Program
0.00%-8.98%-9.52%100,000-6.95%
29 Attain Portfolio Advisors LLC
Strategic Diversified Program
-1.67%-7.54%-24.39%1,000,000-15.53%
30 Attain Portfolio Advisors LLC
Modified Program
0.50%-19.71%-56.02%250,000-46.13%
31 Aurora Futures Corp
Foreign Exchange Asset Mgt Prg
-0.04%4.16%-0.43%100,0003.93%
32 Auspice Capital Advisors
Diversified Commodity (Standard)
0.61%-0.70%-8.99%2,000,000-3.27%
33 BG Amethyst Capital LLC
Managed Account Program
0.13%3.61%-10.12%1,000,000-3.01%
34 Bayside Pacific Advisors
Global Managed Futures Aggressive
8.85%24.35%75,00028.11%
35 Bayside Pacific Advisors
Global Managed Futures
2.96%0.38%-21.34%250,000-1.25%
36 Beach Horizon LLP
MAP
0.26%-5.79%-11.42%5,000,000-1.34%
37 Becker Asset Mgt, LLC
Program 1 (Proprietary)
10.95%24.98%200,00037.47%
38 Becker Asset Mgt, LLC
Program 1 (Client)
10.39%16.00%-4.03%200,00016.00%
39 Belair Capital Asset Mgt, LLC
Managed Account Program
1.99%2.25%-6.33%50,0009.78%
40 Briarwood Capital Mgt, Inc
Diversified Trading Program
3.13%0.05%-5.79%2,000,0003.82%
41 Campbell & Company
Financial, Metals & Energy Large
-0.60%-4.88%-27.66%10,000,000-3.83%
42 Carter Road LLC
Options Overlay
7.05%8.01%-41.25%250,00031.50%
43 Censura Futures Mgt, LLC
Technical Entry Option Writing Program
3.84%-26.84%-47.34%100,000-20.85%
44 Cervino Capital Management LLC
Gold Covered Call Writing
1.35%13.53%50,00015.22%
45 Cervino Capital Management LLC
Diversified Options Strategy 2X
2.36%3.27%-0.31%25,0004.54%
46 Cervino Capital Management LLC
Diversified Options Strategy 1X
1.27%1.67%-0.31%50,0002.65%
47 Chadwick Investment Group, Inc
Global Trend Following Small Account
-10.47%-8.61%-30.89%50,000-26.02%
48 Chadwick Investment Group, Inc
Global Trend Following Large Account
-7.50%-3.04%-19.69%250,000-12.96%
49 Chesapeake Capital Corporation
Diversified Program
-3.04%-15.70%-21.72%5,000,000-7.24%
50 Clarke Capital Mgt, Inc.
Jupiter Program
17.27%-8.04%-35.24%3,000,000-10.76%
51 Clarke Capital Mgt, Inc.
Orion Program
-1.61%-0.44%-19.52%200,000-13.03%
52 Clarke Capital Mgt, Inc.
FX-plus Program
12.15%15.83%-11.91%1,000,00012.66%
53 Clarke Capital Mgt, Inc.
Omega Program
-1.48%-20.09%-44.57%250,000-40.51%
54 Clarke Capital Mgt, Inc.
Global Basic Program
2.57%-9.10%-36.87%50,000-28.58%
55 Clarke Capital Mgt, Inc.
Worldwide Program
3.16%15.82%-0.10%250,0004.76%
56 Clarke Capital Mgt, Inc.
Global Magnum Program
2.45%9.09%-26.59%100,000-20.86%
57 Clarke Capital Mgt, Inc.
Millennium Program
16.08%-12.31%-54.65%1,000,000-32.02%
58 Claughton Capital
Institutional Program
-3.64%-5.88%-17.31%1,000,000-15.98%
59 Clinamen Financial Group LLC
Volatility Arbitrage Program
8.32%-4.57%-6.15%100,000-6.15%
60 Commodity Capital Inc
Agricultural Commodities Trading Program (ACTP)
0.51%5.14%-2.64%100,0004.23%
61 Commodity Capital Inc
Inflation Protector Trading Program (P)
0.12%-2.24%-3.55%500,0002.86%
62 Covenant Capital Mgt of Tennessee
Optimal Prg
3.42%22.11%250,00065.99%
63 Covenant Capital Mgt of Tennessee
Aggressive Program
0.40%-2.47%-4.62%250,00015.55%
64 Covenant Capital Mgt of Tennessee
Original Program
1.14%2.60%500,00014.12%
65 Covenant Capital Mgt of Tennessee
Long Commodity Program
-0.67%-6.48%-9.05%1,000,000-3.15%
66 Crescent Bay Capital Management, Inc.
Balanced Volatility Program
10.78%19.00%-11.11%25,00022.98%
67 Crescent Bay Capital Management, Inc.
Premium Stock Index Program
2.06%1.95%-17.90%25,0006.65%
68 Cypress Capital Management, LLC
Classic Program (P)
1.77%-1.52%-4.84%250,000-1.51%
69 DAT Capital Advisors, LLC
Gold Star E-Mini Trading Program
23.21%44.60%25,00046.83%
70 DUNN Capital Management
World Monetary and Agriculture (WMA)
5.02%8.25%-10.44%10,000,00019.11%
71 DeSoto Capital Mgt
E-Mini Program
-0.29%-2.03%-15.11%100,000-6.44%
72 Delta Capital,, LLC
Delta Hybrid (C)
-8.03%-11.32%-16.53%50,000-11.32%
73 Delta Capital,, LLC
Delta Hybrid (P)
-8.30%-13.38%-20.42%100,000-13.38%
74 Delta Capital,, LLC
Delta FX Blue (P)
1.42%-0.39%-2.82%50,0000.48%
75 Diamond Capital Mgt
Stock Index Options Program (P)
-0.66%-0.01%-10.33%100,0007.45%
76 Diamond Capital Mgt
Enhanced S&P Program
-3.66%-2.91%-10.74%70,00021.18%
77 Diamond Peak Capital, LLC
Northstar Aggressive (2x)
-5.02%-9.09%-9.09%250,000-1.78%
78 District Capital Mgt
Diversified Program
1.16%-10.23%-17.60%150,0008.65%
79 District Capital Mgt
Select Program
2.80%0.83%-5.53%250,0006.16%
80 Dominion Capital Mgt, Inc.
Sapphire Program
-2.41%-1.57%-3.44%3,000,0003.62%
81 Dreiss Research Corp
Diversified Program
1.41%-21.33%-27.49%500,000-20.13%
82 Drury Capital, Inc.
Diversified Trend-Following
0.16%-8.85%-8.85%100,0004.16%
83 EMC Capital Mgt, Inc.
EMC Classic Program
-1.70%-11.14%-23.85%2,000,000-9.94%
84 Eastern Capital Mgt, LLC
Alpha Absolute Return Prg (Client)
-1.26%-0.20%-4.75%250,000-4.55%
85 Eckhardt Trading Company
Standard HL Program
6.53%3.33%-7.22%10,000,0002.79%
86 Eckhardt Trading Company
Standard Program
5.60%2.93%-5.64%10,000,0002.74%
87 Eclipse Capital Mgt, Inc.
Global Monetary Program
-1.54%4.31%-9.63%5,000,0006.07%
88 Eickelberg & Associates, Inc.
Phoenix Program
-0.27%0.34%-11.09%1,000,000-2.52%
89 Eickelberg & Associates, Inc.
Stock Index Option Program
0.64%-1.60%-2.85%1,000,0001.73%
90 Emil Van Essen
Spread Trading Low Minimum
-2.77%8.52%-2.77%500,00010.27%
91 Emil Van Essen
Spread Trading High Minimum
-2.44%11.69%-2.44%2,000,00020.29%
92 Emil Van Essen
Spread Index Trading Prg
-2.81%-0.28%-5.41%1,000,000-4.49%
93 Fall River Capital LLC
Global Strategies High Leverage Prg
-4.59%-8.09%-23.28%1,000,000-19.50%
94 Fall River Capital LLC
Global Strategies STD Program
-2.55%-3.72%-10.98%1,000,000-9.60%
95 Fall River Capital LLC
Global Opportunities
0.64%6.02%-1.68%1,000,00013.60%
96 Faulkner Capital Inc.
Money & Metals Program (P)
-1.32%1.93%-1.32%250,0001.93%
97 Financial Commodity Investments (FCI)
Option Selling Strategy
4.52%21.57%50,00043.15%
98 Financial Commodity Investments (FCI)
Credit Premium Program
2.51%9.37%50,00014.44%
99 Futures Truth Co
MS4
2.36%7.33%500,0000.90%
100 Futures Truth Co
MS4 Institutional
0.87%2.60%1,000,0000.56%
101 Futures Truth Co
SAM 101
2.67%10.40%-0.86%200,000-0.86%
102 Futures Truth Co
SAM AA5
5.57%10.92%200,00010.37%
103 GLOBIVEST, LLC
Alpha Program
0.96%2.46%-4.63%10,00021.63%
104 GT Consulting Inc
GT Dynamic Trading (P)
2.07%4.25%150,00011.86%
105 GT Consulting Inc
GT Dynamic Trading
2.48%4.23%150,00017.48%
106 Gap Partners LLC
Gap Partners
5.62%12.71%250,00016.09%
107 Geometrical Technical Analysis Group, LLC
FX Trading Program
7.26%21.01%50,00022.67%
108 Global Advisors LP
Global Commodity Systematic Class
-2.00%-8.66%-9.34%8,000,000-6.66%
109 Global Advisors LP
Global Commodity Systematic B2
-4.01%-17.43%-18.80%250,000-14.03%
110 Global Ag, LLC
Global Ag Program
4.58%17.23%-0.43%200,0005.03%
111 Global Wealth Analytics, Inc.
Class B Program (C)
-14.06%-36.61%-36.61%200,000-16.12%
112 Global Wealth Analytics, Inc.
STP Program
13.79%1.00%200,00019.76%
113 GrowthPoint Investments LLC
GEMS Diversified
1.29%1.29%25,0001.29%
114 GrowthPoint Investments LLC
Index Condor Program
3.21%-33.97%-33.97%100,000-25.74%
115 Guarda Capital Mgt, Inc.
Low-Volatility Institutional Program
-5.24%-12.96%-14.07%2,000,0007.13%
116 HB Capital Management, Inc.
Diversified Program
0.96%4.00%200,00013.54%
117 Haar Capital Mgt LLC
Discretionary Commodity Trading Prg
-2.89%-7.23%-16.27%500,000-10.23%
118 Hamer Trading Inc
Diversified Program (Proprietary Trading)
5.95%0.66%-8.09%1,000,0004.48%
119 Hanley Alternative Trade Group, LLC
HGC Agricommodity Program
0.14%-0.07%-1.15%250,0001.76%
120 Hansen Capital Mgt, Inc
Comprehensive Program
-0.31%1.96%-0.31%2,000,0004.66%
121 Hansen Capital Mgt, Inc
Managed Account Program
0.42%2.45%2,000,0002.60%
122 Hawksbill Capital Mgt
Global Diversified Program
4.77%17.42%-0.51%5,000,00022.19%
123 Hoffman Asset Mgt, Inc.
Modified Global Trend Program
-1.09%-5.11%-17.06%125,000-11.95%
124 House CTA, The
MAP
2.57%-26.82%-42.77%50,00024.97%
125 House CTA, The
Passive Theta Selling Program
0.20%47.25%25,000109.38%
126 Hyman Beck & Company
Global Portfolio
1.39%-6.72%-7.64%1,000,0000.04%
127 Hyman Beck & Company
Volatility Analytics Portfolio
-0.79%1.79%-0.79%1,000,0001.61%
128 Integrated Managed Futures
IMFC Global Concentrated Program
0.81%-3.44%-9.02%500,0007.88%
129 Integrated Managed Futures
IMFC Multi-Strategy Program
-0.77%-1.53%-8.17%500,0001.93%
130 Integrated Managed Futures
IMFC Global Investment Program
-0.62%-1.23%-5.17%2,000,0006.43%
131 Ion Asset Architecture Limited
High Frequency CTA
0.08%1.76%-1.36%10,000,0000.91%
132 J&M Trading, Inc.
Crossover Trend Trading (P)
14.00%74.76%15,00074.76%
133 JPD Enterprises, Inc.
Global Diversified Program
1.00%0.47%-2.10%3,000,0000.71%
134 Jaguar Investments Ltd
Systematic Metals Prg (SMP)
-1.62%-3.26%-12.85%3,000,000-7.17%
135 Jaguar Investments Ltd
Systematic Commodity Prg (SCP)
-1.50%-3.33%-13.26%3,000,000-7.02%
136 John LoSordo & Company
Global Diversified
-0.91%-5.33%-14.85%2,500,000-5.65%
137 John W. Henry & Company
Financial & Metals Portfolio
3.65%9.53%-10.23%2,000,0003.41%
138 John W. Henry & Company
International Forex
-0.70%-7.87%-31.22%1,000,000-15.16%
139 John W. Henry & Company
Diversified Plus (P)
-0.29%-5.56%-11.40%20,000,000-4.55%
140 John W. Henry & Company
World Commodity
-3.85%-14.91%-21.48%20,000,000-21.20%
141 John W. Henry & Company
Stock Index Portfolio (P)
-2.65%-7.52%-10.13%3,000,00012.30%
142 John W. Henry & Company
Financial Plus (P)
2.74%3.03%-0.77%20,000,00010.76%
143 John W. Henry & Company
Global Analytics
1.42%0.36%-23.78%20,000,000-14.43%
144 K4 Capital Mgt, LLC
MVS Lite
0.03%1.10%75,0003.16%
145 K4 Capital Mgt, LLC
MVS Program
0.14%-2.08%-3.37%50,0002.15%
146 KMJ Capital LLC
KMJ Currency Program
0.46%0.61%-5.67%1,000,000-2.74%
147 Keck Capital Mgt, LLC
Keck Program
6.59%18.01%-9.98%2,000,0008.42%
148 Kelly Angle Inc.
Genesis Program
5.84%13.57%-10.82%2,000,0006.91%
149 Kingsview Management LLC
CTA Retail Prg
-0.93%-11.59%-24.53%25,000-24.53%
150 Kinkopf Capital Mgt, LLC
S&P (Proprietary)
-3.86%6.98%-12.83%100,00041.28%
151 LJM Partners, Ltd
Preservation & Growth Program
3.21%5.28%250,0008.44%
152 LJM Partners, Ltd
Moderately Aggressive Strategy
7.03%6.23%-15.52%1,000,00017.00%
153 LJM Partners, Ltd
Aggressive Strategy
7.25%9.69%-38.00%500,00029.54%
154 Lafayette Trading, LLC
U.S. Equity Index Program
1.33%4.38%-11.69%500,000-6.40%
155 Lambay Capital Limited
Short Term FX
-0.42%-1.57%-7.32%500,000-6.35%
156 Lane Capital Mgt, LLC
Global Macro
-0.96%-2.04%-5.91%350,0007.00%
157 Liberty Funds Group, Inc.
Diversified Options Strategy
-3.65%1.11%-3.65%750,00022.30%
158 Liberty Funds Group, Inc.
Commodity Strategy
-2.47%-7.37%-13.97%1,500,0000.38%
159 Linn Hare & Huckabay
Apex Trading Prg (P)
-1.36%-4.73%-24.87%100,000-21.14%
160 Linn Hare & Huckabay
Apex Trading Prg (C)
-1.36%-4.73%-24.48%100,000-21.27%
161 Livestock CTA, LLC
Livestock Trading Program
-1.04%-8.19%-23.62%25,000-6.28%
162 Lone Wolf Investments LLC
Emission Instrument Program
0.31%-2.51%-9.61%175,000-2.21%
163 M6 Capital Management, LLC
Standard Program
3.61%5.83%-2.66%300,000-2.66%
164 Madgroup Investments LLC
Standard Growth
-1.86%-24.08%-37.71%25,000-30.47%
165 Madgroup Investments LLC
Aggressive Growth
-1.75%-16.19%-38.76%100,000-28.97%
166 Malachi Capital Management
S&P (Proprietary Pro-Forma)
0.00%-24.07%50,000
167 Malachi Capital Management
S&P (Client)
0.44%3.86%-6.24%50,000-2.04%
168 Marathon Capital Growth Partners L.L.C.
Plus Portfolio
0.88%-2.44%-5.96%1,000,000-3.63%
169 Marathon Capital Growth Partners L.L.C.
System FX Portfolio
-0.11%1.39%-0.68%1,000,0002.11%
170 Marathon Capital Growth Partners L.L.C.
The CFE Portfolio
0.35%-1.32%-6.10%1,000,000-4.52%
171 Marathon Capital Growth Partners L.L.C.
System Diversified Portfolio (Proprietary)
0.14%-2.04%-5.04%1,000,000-2.51%
172 Marathon Capital Growth Partners L.L.C.
System Financial Portfolio
-0.62%-2.79%-15.25%500,000-5.63%
173 Mark J. Walsh & Company
Standard Program
2.73%2.91%-17.64%2,000,000-11.59%
174 Millburn Ridgefield Corp
Millburn Diversified Program
1.29%2.38%-7.56%250,0006.70%
175 Mobius Asset Mgt
Diversified Program
2.65%1.89%300,0007.50%
176 Mobius Asset Mgt
Energy Weighted Program
1.55%2.77%250,00010.59%
177 Mobius Asset Mgt
Custom Program
3.80%4.06%75,00010.05%
178 Molinero Capital Mgt LLP
Global Markets Program
-3.08%-4.20%-15.18%3,000,000-4.39%
179 Mulvaney Capital Mgt
Managed Futures Program
0.53%-20.76%-26.60%5,000,000-12.59%
180 NDX Capital Mgmt
Shadrach Program
-0.90%1.67%-10.85%100,000-10.85%
181 NDX Capital Mgmt
Methuselah Program
-0.15%-11.22%-28.76%40,000-13.78%
182 NDX Capital Mgmt
Abednego Program
-0.48%-0.77%-6.53%100,000-6.53%
183 Northfield Trading L.P.
Diversified Program
0.00%0.69%-5.25%2,000,0000.30%
184 NuWave Investment Management, LLC
Combined Futures Portfolio (2x)
0.12%5.44%-3.22%20,000,0007.10%
185 Optimal Models & Decisions
Active Beta
1.06%-11.97%-17.87%125,000-13.17%
186 Pacific Capital Advisors Inc.
Vanguard
0.35%10.00%300,00011.29%
187 Pardo Capital
XT-99 Program
2.06%12.30%-42.76%1,000,000-28.20%
188 Parizek Capital Inc.
Futures Trading Program
-3.66%-5.29%-14.44%1,000,000-0.89%
189 Parizek Capital Inc.
Currency Program
-0.44%4.30%-23.35%1,000,0003.14%
190 Paskewitz Asset Mgt
Contrarian 3X S&P Prg
0.00%-5.12%-7.31%1,000,000-6.05%
191 Paskewitz Asset Mgt
Diversified Program
-2.21%-0.58%-2.21%1,000,000-0.58%
192 Quality Capital Management
Enhanced Commodity Beta Prg (ECBP)
-0.42%-21.10%-59.20%5,000,000-13.60%
193 Quality Capital Management
Global Diversified Prg (GDP)
-0.54%-8.88%-19.77%10,000,000-6.53%
194 Quality Capital Management
Global Natural Resources Prg (GNRP)
-0.34%-23.13%-58.01%5,000,000-24.60%
195 Quantitative Investment Mgt LLC
Global Program
0.42%-6.61%-10.46%20,000,000-6.83%
196 Quiddity LLC
QED Program
1.98%0.67%-0.71%500,0006.55%
197 REW Capital Mgt, LLC
REW Discretionary Trading Program
0.16%-1.40%-5.61%1,000,000-3.05%
198 Randolph Read Trading Group, LLC
Flexible Option Strategy 1
1.93%4.08%-18.33%100,00072.28%
199 Range Wise, Inc.
Range Wise
0.34%-3.38%-18.36%1,000,000-17.21%
200 Red Oak Advisors, Inc.
Fundamental Program
-0.70%-0.99%-2.61%5,000,00010.95%
201 Red Rock Capital Mgt, Inc.
Diversified Program
-0.93%-3.09%-7.04%500,0003.30%
202 Revolution Capital Mgt LLC
Revolution Capital Mgt Alpha Program
1.43%10.36%5,000,0009.49%
203 Revolution Capital Mgt LLC
Mosaic Institutional Program
-2.88%1.81%-6.14%10,000,000-3.03%
204 Revolution Capital Mgt LLC
Mosaic Program
-8.90%4.10%-15.62%10,000,000-8.44%
205 Reynoso Asset Mgt, LLC
ROA Small Accounts Program
-3.01%-6.32%-16.05%100,00016.79%
206 Reynoso Asset Mgt, LLC
Options Arbitrage Program
-1.01%-1.27%-5.80%1,000,0009.49%
207 Rhicon Currency Mgt (UK) Ltd
4XiM CMP (Currency Momentum Program)
-1.89%-7.57%-7.72%1,000,000-5.70%
208 Rhicon Currency Mgt (UK) Ltd
Rhicon Strategic Program
-0.10%0.55%-3.87%5,000,000-2.22%
209 Rhone Investments LLC
Aggressive Growth II (Proprietary)
4.07%-6.17%-31.17%25,000-31.17%
210 Rhone Investments LLC
Enhanced Income (Proprietary)
3.68%-12.22%-34.84%10,000-34.84%
211 Rhone Investments LLC
Aggressive Growth II (Client)
3.02%-6.53%-30.08%25,000-30.08%
212 Rhone Investments LLC
Balanced Growth I (Client)
-0.19%-10.58%-20.96%25,000-20.96%
213 Rhone Investments LLC
Balanced Growth I (Proprietary)
-0.18%-10.63%-20.99%25,000-20.06%
214 Rhone Investments LLC
Enhanced Income (Client)
7.95%-18.25%-40.06%10,000-40.06%
215 Rivercast Capital LLC
Managed Account Program
0.01%-2.43%-4.97%1,000,0002.19%
216 Robinson-Langley Capital Mgt, LLC
RL Capital MAP
-3.25%-11.43%-17.82%200,000-11.78%
217 Robust Methods LLC
Managed Account Program
-0.56%-7.55%-11.33%100,000-9.93%
218 Roe Capital Mgt, Inc.
Jefferson Index Program
3.48%2.02%-5.68%50,00016.03%
219 Roe Capital Mgt, Inc.
Monticello Equity Spreads Portfolio
7.57%3.89%-4.26%100,00018.38%
220 Rohrs & Company LLC
Seasonal Commodities Program
-0.68%-3.57%-18.12%200,000-4.99%
221 Rosetta Capital Mgt, L.L.C.
Rosetta Trading Program
-2.20%3.62%-9.06%50,0004.55%
222 SMI Management & Research
S&P 500 Futures Trading Prg
0.01%1.71%-5.28%250,00011.60%
223 SSARIS Advisors, LLC
Active Commodity Strategy
0.20%-6.40%-30.51%5,000,000-12.27%
224 SSARIS Advisors, LLC
Diversified Trading Program
0.26%2.54%-8.02%5,000,000-4.29%
225 SSARIS Advisors, LLC
Short Term Momentum Strategy
2.20%6.19%5,000,00014.48%
226 Saxon Investment Corp
Diversified Program
0.05%-1.21%-3.47%2,000,0005.72%
227 Saxon Investment Corp
Aggressive Diversified Program
0.03%-2.00%-6.01%2,000,00011.05%
228 Scully Capital Mgt, LLC
Mistral Program
5.26%-6.30%-11.85%2,500,000-0.34%
229 Scully Capital Mgt, LLC
Poniente Program
5.33%-10.96%-19.09%2,500,000-11.53%
230 Shield Plus LLC
Natural Gas
-1.74%-11.98%-33.52%50,000-15.18%
231 Snowbridge Asset Management LLC
Projective Trend Program
-1.45%-3.57%-4.13%5,000,000-3.57%
232 Somers Brothers Capital, LLC
Diversified Futures Program #1
1.37%-16.05%-26.37%1,000,000-12.67%
233 Sona Trading Strategies, LLC
Futures Trading Program
0.36%-6.74%-12.27%1,000,000-8.41%
234 Spectrum Asset Mgt, LLC
Global Diversified Program
1.65%-6.53%-9.12%2,000,0003.44%
235 Stein Investment Mgt LLC
Trading Edge LT
2.09%2.90%-25.30%300,000-5.23%
236 Stein Investment Mgt LLC
Trading Edge ST
5.34%10.53%-14.85%100,000-1.99%
237 Stein Investment Mgt LLC
Trading Edge
10.83%16.58%-70.53%75,000-5.49%
238 Sunrise Capital Mgt, Inc
Expanded Diversified Program
-1.00%-16.44%-17.86%10,000,000-9.96%
239 Sunrise Capital Mgt, Inc
CIMCO - Diversified Financial Program
-1.10%-22.82%-26.53%10,000,000-21.20%
240 Sunrise Capital Mgt, Inc
Currency Program
-3.00%-5.45%-20.95%10,000,000-9.31%
241 Swing Capital
Swing FX
-0.80%-0.58%-3.23%1,000,000-0.98%
242 Systematic Alpha Management, LLC
Futures MAP 2X
-3.78%-3.20%-4.67%5,000,0001.79%
243 Systematic Alpha Management, LLC
Futures MAP
-1.92%-1.75%-2.41%5,000,0000.57%
244 TKC Investment Services
MAP (P)
-2.92%160.63%-5.73%25,000148.36%
245 TYL Trading, LLC
Blend Diversified Program
-3.30%-1.79%-5.28%100,000-2.27%
246 Tactical Investment Mgt Corp
Institutional Commodity Program
3.23%2.86%2,000,00024.92%
247 Tanyard Creek Capital, LLC
Livestock Program
6.13%14.95%50,0008.26%
248 Taylor Growth Co
Harvest
-25.90%-28.67%-36.80%10,000-32.56%
249 Taylor Growth Co
Harvest+
-19.20%-13.98%-24.27%10,000-17.98%
250 Taylor Growth Co
Treasure Managed Accounts
-10.10%-40.18%-40.18%50,000-14.62%
251 Transtrend B.V.
DTP - Enhanced Risk (USD)
-0.22%1.97%-9.97%10,000,000-7.18%
252 Transtrend B.V.
DTP - Standard Risk (USD)
-0.18%1.17%-7.44%10,000,000-5.18%
253 Transtrend B.V.
DTP - Standard Risk (EUR)
-0.17%1.06%-7.07%10,000,000-5.14%
254 Transtrend B.V.
DTP - Standard Risk (JPY)
-0.31%1.22%-11.04%10,000,000-7.08%
255 Transtrend B.V.
DTP - Enhanced Risk (EUR)
-0.18%2.35%-9.36%10,000,000-6.51%
256 Transtrend B.V.
DTP - Enhanced Risk (JPY)
-0.25%2.18%-10.08%10,000,000-6.93%
257 Transworld Capital Management Limited
High Liquidity Program (P)
4.31%13.38%50,00028.82%
258 Turning Wheel Capital, Inc.
Max Alpha
2.49%-27.84%-37.20%250,000-21.72%
259 Tyche Capital Advisors LLC
Capital Appreciation
-3.16%4.77%-3.16%20,0004.48%
260 Typhon Capital Management
Aetos NASDAQ Strategy
0.06%-0.73%-0.73%1,000,0006.48%
261 Typhon Capital Management
Options Probability Program
1.98%0.66%-0.72%25,0006.54%
262 Typhon Capital Management
Low Levered FX Strategy
-0.61%-2.14%-3.80%500,000-2.51%
263 Typhon Capital Management
Thousand-Mile Horse Program
2.13%12.05%250,00016.05%
264 Typhon Capital Management
Treasury Inflection Program
0.04%0.86%-0.38%500,0004.51%
265 Typhon Capital Management
Drakon Yield Curve Strategy
0.63%-1.12%-7.72%500,000-4.48%
266 Tzanetatos Capital Management LLC
Global Titan Original Program
-1.17%4.34%-1.17%500,0006.53%
267 Vaca Capital Mgt, LLC
Global Diversified Program
0.86%-9.79%-10.48%1,000,0009.55%
268 Valu-Trac Investment Mgt Ltd
Strategic US$
0.54%4.22%1,000,00026.36%
269 Valu-Trac Investment Mgt Ltd
Strategic 2.5x US$
0.92%8.67%1,000,00075.63%
270 Vergho Asset Mgt, LLC
Kinematics
2.80%14.51%1,000,00036.76%
271 Villano Capital Mgt, Inc.
Global Diversified
-6.26%-8.78%-39.29%500,000-24.11%
272 Waypoint Capital Management
FX Global Yield
-0.16%-9.73%-12.75%500,000-1.91%
273 Waypoint Capital Management
Diversified Futures
-2.04%3.44%-5.33%1,500,0000.39%
274 Waypoint Capital Management
Diversified Futures 2XL
0.00%1,500,000
275 Westport Capital Mgt, LLC
AMT Program
4.04%-13.42%-13.49%25,000-12.68%
276 Whistler Trading Company
Program 2
0.13%0.13%1,000,0000.19%
277 White Indian Trading Company Ltd
STAIRS Program (Proprietary)
15.47%4.22%30,00016.75%
278 White Indian Trading Company Ltd
STAIRS Program (Client)
12.47%0.23%-5.29%30,00014.00%
279 White River Group
Stock Index Option Writing
3.16%-0.06%-3.78%10,0008.54%
280 White River Group
Diversified Option Writing
6.98%5.10%-5.03%20,00027.14%
281 Wichler Group, Inc.
Reversal Program (P)
-2.24%8.95%-4.21%50,0007.77%
282 Wichler Group, Inc.
Reversal Program (C)
-1.74%8.27%-2.97%50,0007.98%
283 Winton Capital Mgt Ltd
Diversified Programme
1.46%6.80%10,000,0009.52%
284 Wizard Trading, Inc.
Systematic Program
1.39%5.82%-2.18%1,000,0005.88%
285 Xplor Capital Management, LLC
Global CTA Program
-0.50%1.90%-20.11%1,500,0004.74%
286 YaoSun Strategic Investments, LLC
E-Mini S&P 500 Program
0.44%-30.13%-34.51%100,000-25.21%

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.