| Investment Name |
Annualized
Compound
Return
12/05-11/08 |
| Edge Investment Management Ltd. (Global Diversified) |
181.50% |
| Elk River Trading |
108.49% |
| Livestock CTA |
87.78% |
| NDX Capital Management (Shadrach) |
83.28% |
| Pere Trading Group, LLC (Pere Trading Program) |
61.05% |
| HighStreet Group, LLC (Day Trading Model (DTM)) |
60.32% |
| Pixley Capital Mgmt. LLC (Short Term Contrarian) |
58.83% |
| Dighton (Aggressive SP (SFT2X)) |
57.11% |
| Quantitative Investment Management (3X) |
54.99% |
| Vegasoul Capital Management Co. Ltd. (Vegasoul Fund) |
51.34% |
| Friedberg Commodity Management, Inc. (Diversified) |
50.80% |
| DEC Capital, Inc. (Commodity Alternatives) |
50.40% |
| Barbashop LLC (3% Program) |
48.75% |
| Global Wealth Analytics, Inc. (Global Wealth Class B) |
48.29% |
| Calatrava Capital Management (Calatrava Grain Fund) |
47.64% |
| Dighton Capital USA (Swiss Futures Trading) |
43.03% |
| Commodity Futures Services (IPATS) |
42.62% |
| Dreiss Research Corporation |
42.48% |
| Beechdale Capital Mgmt, LLC (Gamma Traders - I LLC) |
40.80% |
| Tulip Trend Fund C (USD) |
38.51% |
| Scully Capital Management, LLC (Mistral) |
37.97% |
| Parizek Capital (Futures Program) |
37.16% |
| RAM Management Group (MRTP Aggressive) |
36.85% |
| Aisling Analytics Pte Ltd (Merchant Commodity Fund) |
36.57% |
| Pardo Capital Limited (XT99 Diversified) |
35.76% |
| Paskewitz Asset Management |
35.71% |
| Paskewitz Asset Management (Contrarian 3X St. Index) |
35.71% |
| Quality Capital Management, Ltd. (Global Diversified) |
34.19% |
| Scully Capital Management, LLC (Poniente) |
34.11% |
| District Capital Management (Diversified) |
33.85% |
| MAD Group Investments, LLC (Aggressive Growth) |
33.35% |
| Clarke Capital Management (Millennium) |
33.23% |
| Sophia Hedge Access LLC (Global Commodities Fund) |
32.73% |
| Metro Forex Inc. (Tri Global FX Managed Accounts) |
32.70% |
| TriGlobal FX (Metro Forex) |
32.70% |
| EuroCapital Management LLC (Eurofin (Proprietary)) |
32.62% |
| White Indian Trading Company Limited (STAIRS) |
31.82% |
| R. G. Niederhoffer Capital Management (Diversified) |
31.61% |
| FTC Capital GmbH (FTC Dynamic) |
31.06% |
| Futures Trading Concepts (Dynamic) |
31.06% |
| Saxon Investment Corporation (Aggressive Diversified) |
30.82% |
| Somers Brothers Capital, LLC (Diversified Futures #1) |
30.65% |
| Heyden & Steindl GmbH (TOMAC2) |
30.51% |
| Clarke Capital Management (Jupiter) |
29.89% |
| Altis Global Futures Portfolio - Composite |
29.88% |
| Altis Global Futures Portfolio $ Lead Series - AMF ICC |
29.86% |
| Cranwood Capital Management, LLC (Fixed Income Arb.) |
29.65% |
| Quest Partners, LLC (AlphaQuest Original) |
28.66% |
| Villano Capital Management, Inc. (Global Diversified) |
28.65% |
| Di Tomasso Group Inc. (Equilibrium Program) |
28.50% |
| Hawksbill Capital Management (Global Diversified) |
28.20% |
| Tactical Investment Management (Institutional Commodity) |
28.13% |
| Parrot Trading Partners, LLC |
27.92% |
| Accela Capital Management (Global 2X) |
27.91% |
| AAA Capital Management |
27.67% |
| AAA Capital Management Advisor, Ltd (Energy) |
27.59% |
| Quality Capital Management, Ltd. (Gl. Nat.) |
27.36% |
| Keck Capital Management, LLC |
27.29% |
| Poseidon Advisors Ltd. |
27.29% |
| Fall River Capital, LLC (Fall River Fund, LP) |
27.28% |
| Ashley Capital Management, Inc. |
26.72% |
| Clarke Capital Management (Worldwide) |
26.61% |
| Quest Partners, LLC (AlphaQuest-Original) |
26.60% |
| 24FX Management Ltd. |
26.52% |
| Mulvaney Capital Mgmt., Ltd. (Global Markets Fund) |
26.29% |
| Mulvaney Capital Management Ltd. |
26.27% |
| Quicksilver Trading, Inc. |
26.27% |
| GIC, LLC (Global Diversified) |
26.01% |
| EMC Capital Management (Classic) |
25.98% |
| Quest Partners, LLC (AlphaQuest Short Term) |
25.94% |
| DeSoto Capital Management (E-Mini Program) |
25.76% |
| Beach Horizon LLP (Horizon) |
25.34% |
| Blackwater Capital Management (Composite) |
24.89% |
| Fall River Capital, LLC (Global Strategies HL) |
24.87% |
| Conquest Capital Group LLC (Conquest Macro) |
24.86% |
| Blackwater Capital Management (Global Program) |
24.82% |
| Dorset Futures Corporation (E-Mini) |
24.72% |
| Amplitude Capital LLP (Amplitude Dynamic Trad. Fund C) |
24.09% |
| Trading Concept MF GmbH (TC Emporio) |
24.04% |
| Rochester Capital, Ltd. (RC Managed Futures Fund) |
24.03% |
| Granat Fund, LLC (Granat Fund - Class B) |
23.76% |
| Marchese Capital Management LLC |
23.58% |
| Willowbridge Associates, Inc. (Vulcan) |
23.43% |
| MIGFX, Inc (Retail Growth) |
23.24% |
| Clarke Capital Management (Global Basic) |
23.21% |
| D"Best Futures Fund L.P. |
23.19% |
| Attain Portfolio Advisors (Strategic Diversification) |
22.98% |
| NDX Capital Management (Abednego) |
22.89% |
| GA Trading (Infinity Investment Fund, LLC) |
22.76% |
| R.G. Niederhoffer Negative Correlation Fund, Ltd. |
22.51% |
| Futures Trading Concepts (Alpha) |
22.40% |
| Red Oak Commodity Advisors |
22.20% |
| FTC Capital GmbH (FTC Comm. Fund Alpha) |
21.95% |
| Efficient Diversified Fund, SPC - Class S |
21.84% |
| SMN Diversified Futures Fund |
21.82% |
| John W. Henry & Company, Inc. (GlobalAnalytics) |
21.81% |
| Briarwood Capital Management Inc. (Fund 1, LP 2XL) |
21.41% |
| Eagle Trading Systems Inc. (Momentum) |
21.38% |
| John W. Henry & Company (Global Analytics) |
21.38% |
| Waypoint Capital Management, LLC (Diversified) |
21.37% |
| Waypoint Capital Management (Diversified) |
21.35% |
| Briarwood Capital Management Inc. (2XL) |
21.33% |
| Hyman Beck & Company, Inc. (Global) |
21.16% |
| Tactical Multistrategy Commodity Fund, LP |
21.15% |
| Blenheim Capital Management, LLC |
20.95% |
| FTC Capital GmbH (FTC Futures Fund Classic) |
20.69% |
| Futures Trading Concepts (Classic) |
20.67% |
| Conquest Capital Group LLC (Conquest Select) |
20.32% |
| Pukula & Co. (Oblique Options T-Bonds) |
20.16% |
| NuWave Investment Corp. (Combined Futures Port. (2X)) |
20.12% |
| Crabel Capital Mgmt. (Hill Crabel Futures) |
20.11% |
| Quality Capital Management, Ltd. (Enhanced Comm. Beta) |
20.08% |
| H3 Global Advisors PTY LTD (Currency) |
20.07% |
| H3 Global Advisors Pty Ltd (Global Currency) |
20.07% |
| Kelly Angle Inc. (Genesis) |
19.97% |
| Red Rock Capital Management, Inc. |
19.93% |
| Fort Orange Capital Management |
19.76% |
| Haar Capital Management, LLC. (Discretionary Commodity Trading) |
19.76% |
| Willowbridge Associates, Inc. (Argo) |
19.75% |
| Clarke Capital Management (Orion) |
19.62% |
| Peninsula LP (Tactical Macro) |
19.49% |
| Tremont Trading Fund Ltd Class A1 (USD) |
19.43% |
| Transtrend B.V. (Enhanced Leverage) |
19.38% |
| ACL Alternative Fund Limited |
19.36% |
| Crabel Capital Management (Two Plus) |
19.36% |
| Global Advisors LP (Global Commodity Systematic) |
19.33% |
| Eagle Trading Systems Inc. (Eagle Global) |
19.25% |
| Finaltis S.A. (Quantisquare Fund USD) |
19.23% |
| Global Advisors Limited (Global Commodity Program) |
19.16% |
| PAM Universal Fund Series SPC: Managed Futures SP(A) |
19.06% |
| Goldman Sachs Asset Management (GS Fundamental Currency Fund (USD)) |
18.95% |
| FRM Sigma Fund Limited - Class A |
18.93% |
| Transtrend, B.V. (DTP/Enhanced Risk - USD) |
18.93% |
| Abraham Trading Company |
18.81% |
| James River Capital Corp. (Navigator Fund Ltd (A)) |
18.72% |
| Coe Capital Advisors LLC (Managed FX) |
18.63% |
| Future Gate Consultants Limited (Aggressive Growth) |
18.58% |
| Aquila Capital - Pharos Fund |
18.57% |
| Millburn Ridgefield Corp. (Multi-Market Fund L.P) |
18.54% |
| Invesco |
18.44% |
| Triad Trading Fund, LP |
18.39% |
| Atlas Futures Fund, LP |
18.37% |
| Molinero Capital Management LLP (Global Markets) |
18.06% |
| Brummer & Partners (Lynx) |
17.73% |
| Eckhardt Trading Company (Higher Leverage) |
17.67% |
| K4 Capital Management LLC (MVS) |
17.58% |
| Granat Fund, LLC (Granat Fund - Class A) |
17.52% |
| Tucson Asset Management (TAMI Macro) |
17.49% |
| Centennial Global Macro Fund LP |
17.42% |
| R.G. Niederhoffer Optimal Alpha Fund Ltd (Class B) |
17.38% |
| Willowbridge Associates, Inc. (Primary) |
17.29% |
| FX Concepts, Inc. (Global Financial Markets (Offshore)) |
17.23% |
| FX Concepts, Inc. (Global Financial Markets) |
17.20% |
| Mark J. Walsh & Company (Standard) |
17.16% |
| Golden West Commodity Trading Advisor |
17.14% |
| PAM Universal Fund Series SPC: Managed Futures SP(B) |
17.04% |
| Claughton Capital, LLC (Institutional Program) |
17.03% |
| Graham Capital Mgmt., L.P. (K4) |
17.00% |
| Transtrend, B.V. (DTP/Enhanced Risk JPY) |
16.98% |
| MAD Group Investments, LLC (Standard Growth) |
16.96% |
| MLM Macro |
16.94% |
| Saxon Investment Corporation |
16.93% |
| Claughton Capital, LLC |
16.90% |
| Hawksbill Capital Management (GDP Low Vol) |
16.83% |
| Futuresone Diversified Fund, Ltd. |
16.67% |
| PARADIGM Futures Fund I, LLC |
16.65% |
| Dunn Capital Management (World Monetary Assets) |
16.61% |
| Saxon Investment Corporation (Diversified) |
16.46% |
| KMJ Capital, LLC (Currency) |
16.45% |
| Finaltis S.A. (Quantimix Fund USD) |
16.39% |
| JPD Enterprises, Inc. (Perigord Partners TGV, L.P.) |
16.39% |
| Winton Capital Management, Ltd. (Diversified) |
16.36% |
| Rosetta Capital Management, LLC |
16.35% |
| Winton Capital Management (Diversified) |
16.30% |
| Eckhardt Trading Company |
16.29% |
| Sunrise Capital Partners (Davco Fund, LP) |
16.14% |
| Sharpe Investments (Gibraltar) Ltd (Futures) |
16.12% |
| Cipher Investment Management |
16.11% |
| Armajaro Asset Management LLP (Armajaro Comm. Fund) |
16.02% |
| Rivoli Fund Management (Managed Accounts USD) |
15.96% |
| Eckhardt Trading Company (Standard) |
15.92% |
| GLC Ltd (GLC Directional Fund) |
15.91% |
| Hyde Park Associates, LLC (Hyde Park Composite) |
15.83% |
| Welton Investment Corporation (Global Directional) |
15.81% |
| Welton Investment Corporation |
15.75% |
| Quantitative Investment Management |
15.69% |
| Quantitative Investment Management (Global Program) |
15.69% |
| Argus Capital Management Pty Ltd (Dynamic MS) |
15.62% |
| Eckhardt Futures (Cayman) Limited (Class A) |
15.59% |
| Hamer Trading, Inc. (Diversified Systematic) |
15.58% |
| Ancile Capital Management, LLC (Global Markets) |
15.57% |
| Rivoli Fund Management (Rivoli International Fund V9) |
15.40% |
| Eckhardt Trading Company (Eckhardt Futures LP) |
15.38% |
| Hawksbill Capital Management (Global Diversified Half Leverage) |
15.19% |
| Crabel Capital Management (Multi-Product) |
15.16% |
| Persistent Capital Management |
15.16% |
| Crabel Capital Mgmt. (Crabel Multi-Product) |
15.15% |
| Chelkowski, Marek D. (Spot Currency) |
15.07% |
| Invesco , Inc. (Financial) |
15.02% |
| Clarke Capital Management (Global Magnum) |
14.97% |
| Millburn Ridgefield Corp. (Millburn Int"l (Cayman) Ltd) |
14.92% |
| Kottke Associates, LLC (Kottke-Willis Enhanced) |
14.86% |
| Newton Capital Partners |
14.85% |
| Eclipse Capital Management (Global Monetary) |
14.76% |
| Graham Capital Management, L.P. (K4) |
14.75% |
| Tremont Trading Fund LLC |
14.51% |
| Nantucket Hedge Fund (CTA Program) |
14.46% |
| SSARIS Advisors, LLC (Diversified) |
14.46% |
| Clarke Capital Management (FXF) |
14.45% |
| Clarke Capital Management, Inc. (FX-Plus) |
14.45% |
| Eclipse Capital Management, Inc. (Global Monetary) |
14.40% |
| Lane Capital Management, LLC |
14.26% |
| Man Investments (Man AHL Diversified Markets EU) |
14.24% |
| William L Crowley & Associates, Inc (Flag Trading) |
14.22% |
| Man Investments (Man AHL Currency) |
14.20% |
| Sunrise Capital Management (Expanded Diversified) |
14.06% |
| Paprika Multi Strategy Fund SP USD |
13.98% |
| Financial Commodity Investments |
13.96% |
| Altruid Systems Limted (Altruid A) |
13.95% |
| Stonehenge Capital Management (CM1) |
13.93% |
| Hathersage Capital Management (Long Term Growth) |
13.80% |
| Hathersage Capital Mgmt LLC (Long Term Currency) |
13.78% |
| Aspect Capital Limited (Diversified Fund (USD)) |
13.69% |
| Vaca Capital Management LLC (Diversified) |
13.62% |
| Mapleridge Capital Corporation (Diversified 2.5X) |
13.55% |
| Mapleridge Fund Limited - Class B |
13.53% |
| QFS Asset Management (QFS Global Macro Program) |
13.40% |
| Vail Trading and Research (Mosaic) |
13.39% |
| Tamarkin Managed Futures LLC |
13.36% |
| John Locke Investments S.A. (Cyril Systematic) |
13.34% |
| John Locke Investments SA |
13.34% |
| Covenant Capital Management (Aggressive) |
13.28% |
| Northfield Trading, L.P. |
13.22% |
| TYL Trading, LLC ( Blended) |
13.20% |
| Spot Forex Management (Zurich) |
13.18% |
| The Frontier Fund - Winton/Graham Series 2 |
13.17% |
| Transtrend B.V. (Standard) |
13.15% |
| Drury Capital, Inc. (Diversified Trendfollowing Program) |
13.11% |
| Kanetsu Asset Management Co., Ltd. (DragonHorse) |
13.10% |
| Strategic Investments (Commodity Program) |
13.05% |
| James H. Jones (Diversified Portfolio) |
13.04% |
| Northfield Trading, L.P. (Diversified) |
13.03% |
| Transtrend, B.V. (DTP/Standard Risk - USD) |
12.99% |
| HSBC Trading AdventageEdge USD |
12.97% |
| District Capital Management (SELECT) |
12.92% |
| Man Investments (AHL Alpha plc) |
12.91% |
| PRIM" Alternative Investment SA (PRIM"CommodOr) |
12.88% |
| Rabar Market Research |
12.88% |
| Eckhardt Trading Company (Gl. Financial) |
12.86% |
| Grant Park Futures Fund, L.P. Class A |
12.86% |
| Spackenkill Trading Corporation (Diversified) |
12.86% |
| FX Concepts, Inc. (Concepts GCP Fund (Offshore)) |
12.85% |
| Digilog Capital L.L.C. (Full Portfolio) |
12.83% |
| FX Concepts, Inc. (Master Trust GCP Series (Onshore)) |
12.77% |
| MIGFX, Inc (Institutional) |
12.75% |
| RAM Management Group (MRTP Conservative) |
12.64% |
| Strategic Ag Trading (Grains) |
12.56% |
| NetBlack Capital |
12.52% |
| Thor Optima Fund Ltd Class A |
12.44% |
| Boronia Capital (Boronia Diversified Fund) |
12.22% |
| James H. Jones (Inflationary) |
12.21% |
| Boronia Capital (Diversified) |
12.20% |
| Graham Capital Management, L.P. (Proprietary Matrix) |
12.15% |
| Quantica Capital AG (Allocation Overlay (USD)) |
12.04% |
| Absolute Plus Mgmt., LLC (Hedged Global Commodity) |
12.03% |
| Grant Park Futures Fund, L.P. Class B |
11.99% |
| Mobius Asset Management (Energy Weighted) |
11.94% |
| Richmond Group Fund Co., Ltd. (Global Diversified) |
11.94% |
| Kottke Associates, LLC (Swinford) |
11.89% |
| Richmond Group Fund Co. Ltd. (Global Diversified) |
11.84% |
| Strategic Ag Trading (Balanced Program) |
11.83% |
| Commodity Strategies Ltd (Active Long Only Fund) |
11.81% |
| Hudson Capital Group, LLC. |
11.77% |
| Graham Capital Management, L.P. (Diversified) |
11.73% |
| Graham Capital Mgmt., L.P. (K4D-10) |
11.71% |
| Fall River Capital, LLC (Global Strategies) |
11.52% |
| Future Gate Consultants Limited (AGP) |
11.48% |
| Abundance Fund, LLC |
11.46% |
| IPM Informed Portfolio Mgmt. (Gl. Currency Fund (C)) |
11.46% |
| Range Wise, Inc. |
11.42% |
| Eclipse Global Partners, L.P. |
11.39% |
| Mobius Asset Management, Inc. (Energy Weighted) |
11.38% |
| Eagle Trading Systems Inc. (Eagle Risk Allocation) |
11.31% |
| Spectrum Asset Management LLC (Global Diversified) |
11.24% |
| Shinnecock Futures Fund LP |
11.20% |
| CL Diversified Fund, LLC |
11.15% |
| Scalae Management, LLC (CL Diversified Fund, LLC) |
11.15% |
| Tzanetatos Capital Management LLC |
11.05% |
| Briarwood Capital Management Inc. (Diversified) |
10.94% |
| Guarda Capital Management, Inc (Low-Volatility) |
10.91% |
| Rhicon Currency Management Ltd (Strategic Program) |
10.77% |
| Valu-Trac Strategic 2.5xUS$ |
10.72% |
| Millburn Ridgefield Corporation (Diversified) |
10.71% |
| Strategic Investments (Equity Hedge Program) |
10.67% |
| Tripod Asset Management LLC (Provantage Index Fund LP) |
10.60% |
| Reliance-Xerof FX Fund Ltd (USD) |
10.58% |
| Broadmark Asset Management, LLC (Futures Strategy) |
10.57% |
| LJM Fund, L.P |
10.51% |
| Smith Point Investments, Ltd. (Aggressive Program) |
10.27% |
| IPM Informed Portfolio Mgmt. (Gl. Currency Fund (A)) |
10.14% |
| Trident Asset Mgmt., LLC (Global Diversified) |
10.03% |
| Capricorn Advisory Management (fxMT Growth) |
9.88% |
| Crabel Capital Mgmt. (Crabel Div. Futures 4X Fund LP (G)) |
9.81% |
| Graham Capital Management, L.P. (Multi-Trend) |
9.75% |
| Reynoso Asset Management LLC (Options Arbitrage) |
9.73% |
| Kaiser Trading Group Pty Ltd.(Global Diversified) |
9.71% |
| Pearlman CTA (Grains Plus and Financial Hedge) |
9.69% |
| Roger M. Pearlman CTA (Comm. Growth & Hedge Fin.) |
9.69% |
| Marek D. Chelkowski (Forex) |
9.66% |
| Graham Capital Mgmt., L.P. (Multi-Trend) |
9.64% |
| Roy Funds (Systematic Equity Indices Large-Cap) |
9.64% |
| Becker Asset Management, LLC (Program 1 (Proprietary)) |
9.62% |
| Mobius Asset Management, Inc. (Diversified) |
9.60% |
| Mobius Asset Management (Diversified) |
9.59% |
| UFG Alteram Strategie Futures |
9.57% |
| JET S.A. (Concorde Diversified Futures) |
9.55% |
| Bohemia Capital Investments LLC |
9.51% |
| P/E Investments (FX Strategy - Aggressive) |
9.38% |
| A2CT2 Ltd. (Commodities Absolute Return US$ Fund) |
9.16% |
| Rotella Capital Management, Inc. (Polaris Fund LLC) |
9.15% |
| Sunrise Capital Management (CIMCO) |
9.10% |
| Rhicon Currency Management (UK) Ltd (Strategic) |
9.09% |
| Sequent Capital, LLC (Fundamental-Diversified) |
9.08% |
| Sunrise Capital Partners (CIMCO) |
9.04% |
| Emory Capital Management, LLC (Emory Partners, L.P.) |
8.97% |
| Geo Economic Management System Ltd. |
8.93% |
| Sona Trading (Sona Trading Strategies) |
8.93% |
| Sunrise Capital Partners (Currency Fund, LP) |
8.86% |
| Lamson Capital Management, Inc (Diversified Growth) |
8.79% |
| Chesapeake Capital Corp. |
8.76% |
| Trendline Diversified Fund |
8.73% |
| Richmond Group Fund Co., Ltd. (Global Currency) |
8.68% |
| TG Capital Management, LLC (TG Capital Fund LP) |
8.65% |
| H3 Global Advisors Pty Ltd (Global Commodities Fund) |
8.62% |
| Richmond Group Fund Co. Ltd. (Global Currency) |
8.62% |
| Hoffman Asset Management, Inc. (Global Trend) |
8.58% |
| Valu-Trac Strategic Composite |
8.54% |
| Winton Capital Management (Evolution) |
8.52% |
| Kenmar Global Managed Futures Fund SPC Limited |
8.48% |
| Lone Wolf Investments LLC (Diversified Proprietary) |
8.48% |
| Denali Asset Management, Ltd. |
8.46% |
| Rotella Capital Management, Inc. (Polaris Program) |
8.44% |
| Mobius Asset Management (Combo) |
8.41% |
| Raithel Investments, Inc (Target Volatility) |
8.37% |
| Mobius Asset Management, Inc. (Combo) |
8.27% |
| Traderight Limited (Global Resources) |
8.23% |
| NBC Atrium Total Return Banking Product |
8.21% |
| Currency Insight Ltd (Diversified Systematic) |
8.16% |
| The Frontier Fund - Balanced Series 2 |
8.11% |
| Beardown Partners, LLC (Vertical Equity) |
8.10% |
| PRIM" Alternative Investment SA (PRIM" Futures) |
8.09% |
| FX Concepts, Inc. (Multi-Strategy Fund (Offshore)) |
8.08% |
| Marathon Capital Growth Ptnrs., LLC (Diversified) |
8.03% |
| EAM Partners, L.P. (S&P Diversified Trends Indicator Fund LP) |
7.96% |
| Marathon Capital Growth Partners (Diversified) |
7.96% |
| FX Concepts Trading Advisor (Multi-Strategy Fund) |
7.94% |
| Blackthorn Multi-Advisor Fund, LP |
7.90% |
| Dominion Capital Management (Sapphire Program) |
7.86% |
| Dominion Capital Management, Inc. (Sapphire Program) |
7.86% |
| Lone Wolf Investments, LLC (Diversified) |
7.84% |
| Mobius Asset Management, Inc. (Custom Trading) |
7.80% |
| Plimsoll Capital, LLC (Headwind) |
7.78% |
| Trigon Investment Advisors (FX Fund) |
7.65% |
| Ketch Capital Management, LLC (Tack Fund, LP) |
7.64% |
| Dexia AM (Systemat) |
7.63% |
| DKR Capital Inc. (DKR Quantitative Strategies) |
7.54% |
| Merit Alternative Investments GmbH (Cristl) |
7.54% |
| Mobius Asset Management (Horizon Custom) |
7.53% |
| QFS Asset Management (QFS Fixed Income Program) |
7.45% |
| DB Absolute Return Strat. (DB Radix Global Trading) |
7.44% |
| Crescent Bay Capital Management (Premium Stock Index) |
7.42% |
| Equation Risk & Asset Mgmt. AG (Mayon Ltd. (USD)) |
7.35% |
| Eclipse Capital Management (Strategic Opportunity) |
7.34% |
| Merit Alternative Investments GmbH (Merit Futures) |
7.34% |
| Wooster Asset Management |
7.33% |
| Optima Futures Fund Limited |
7.27% |
| Absolute Plus Mgmt., LLC (Fixed Income) |
7.26% |
| P/E Investments (FX Strategy - Standard) |
7.26% |
| Conservative Concept AG (CC Athena (Institutional EUR)) |
7.24% |
| QuantMetrics Capital Management (QM Premier) |
7.22% |
| APM-Valhalla Resources Fund, LLC |
7.17% |
| Dix Hills Partners (Alternative Treasury Strategy, LLC) |
7.16% |
| Fjord Capital Management inc. (Sherpa FX) |
7.15% |
| Appleton Capital Management (Global Opportunity) |
7.12% |
| John Locke Investments SA (Cyril High Frequency) |
7.11% |
| Liberty Commodity Partners LP |
7.07% |
| arsago Global Hedge AG (Global Macro Opportunities) |
7.05% |
| Mapleridge Fund Limited - Class A |
6.98% |
| Bridgewater Associates, Inc. (Pure Alpha Fund I) |
6.90% |
| Mapleridge Capital Corporation (Diversified) |
6.90% |
| Becker Asset Management, LLC |
6.80% |
| EAM Partners, L.P (ESP Fund L.P.) |
6.77% |
| Covenant Capital Management (Original) |
6.75% |
| Fort, L.P. (Global Trend L.P.) |
6.72% |
| JPD Enterprises, Inc. |
6.72% |
| King"s Crossing Capital Inc. (Sequential Risk Allocation) |
6.72% |
| Covenant Capital Management |
6.71% |
| JPD Enterprises, Inc. (Global Diversified) |
6.68% |
| Cambridge Strategy (Asset Mgmt Ltd) (Extended Mkts) |
6.67% |
| DUNN Capital Management, Inc. (DUNN Combined Fund, LLC) |
6.56% |
| Zenith Resources (Index Options) |
6.55% |
| Hasenbichler Futures Diversified Fund SPC |
6.44% |
| Stat Arb Pte. Ltd (Stat Arb Diversified Fund) |
6.44% |
| Spot Forex Management (Geneva) |
6.41% |
| Quantam SA (Global Statistical Arbitrage) |
6.40% |
| DB Absolute Return Strat. (DB Noetic Gl. Div. Trading) |
6.32% |
| Washington Asset Advisors, LLC (Magic Capital Fund, LP) |
6.30% |
| The Frontier Fund - Campbell/Graham/Tiverton Series 2 |
6.28% |
| Fort, LP (Global Diversified LP) |
6.21% |
| 2100 Capital Group LLC (Diversified) |
6.11% |
| 2100 Xenon Group LLC (Xenon Diversified) |
6.10% |
| BTOP50 Gl Managed Futures Funds Ltd (A2) |
6.01% |
| Bullfrog Capital Management LLC (Fundamental Ag) |
5.99% |
| Tahoe Partners Fund, LP |
5.94% |
| Jaguar Investments Ltd (Commodity) |
5.89% |
| Hansen Capital Management, Inc. |
5.88% |
| Hansen Capital Management, Inc. (Managed Account) |
5.88% |
| Cunningham Asset Management, L.L.C. (Alexys Partners) |
5.85% |
| Crabel Capital Management (Buethe) |
5.75% |
| Bullfrog Capital Management (Agricultural Futures) |
5.74% |
| Viguerie Investments, LLC |
5.74% |
| Smith Point Investments, Ltd. (Regular Program) |
5.72% |
| Floyd Capital Management LLC (Currency Trading) |
5.69% |
| C-View Limited (3X Leveraged) |
5.67% |
| Dominion Capital Management (Foreign Exchange) |
5.64% |
| Dominion Capital Management, Inc. (Forex Program) |
5.64% |
| Alder Capital (Alder Global 20) |
5.58% |
| Thayer Brook Partners LLP (Thayer Brook Fund) |
5.58% |
| Crabel Capital Mgmt. (Buethe Crabel Div. Futures 1X) |
5.48% |
| TrendConcept Fund (Multi Asset Allocator) |
5.48% |
| Conservative Concept AG (CC Athena (Retail EUR)) |
5.35% |
| Rohrs & Co., LLC |
5.35% |
| Kybrant Capital Management |
5.33% |
| Kybrant Capital Management (Select Strategies) |
5.33% |
| MMC Capital P/L (Global Investment) |
5.32% |
| First Quadrant L.P. (Managed Currency) |
5.28% |
| Trigon Investment Advisors (Macro Fund) |
5.28% |
| Eagle Trading Systems Inc. (Eagle Yield) |
5.23% |
| M6 Capital Management, LLC (Standard) |
5.18% |
| arsago Currency Advisors AG (Premium Currencies) |
5.06% |
| Global Commodities Ltd (Active Global Comm. Fund-USD) |
4.97% |
| P/E Investments (FX Strategy - Conservative) |
4.97% |
| Quiddity LLC (Earnings Diversification) |
4.94% |
| Meyer Capital Management |
4.90% |
| BTOP50 Gl Managed Futures Funds LP (B) |
4.82% |
| 2100 Capital Group LLC (Fixed Income) |
4.71% |
| 2100 Xenon Group LLC (Xenon Fixed Income) |
4.71% |
| Alder Capital (Alder Global 10) |
4.66% |
| Overlay Asset Management (OAM Short Term) |
4.43% |
| Midwest Trading Partners, LLC (Micro-Arbitrage) |
4.37% |
| Mississippi River Investments |
4.36% |
| Tradex Capital Markets, LLC |
4.26% |
| Tradex Currency Fund USD |
4.26% |
| Be Free Investments (Income Strategy Prop) |
4.24% |
| Graham Capital Management, L.P. (Fed Policy) |
4.17% |
| Strategic Investments (Currency Program) |
4.12% |
| MLM Index Leveraged Replication |
4.09% |
| MLM Index Replication |
4.09% |
| Sunrise Capital Management (Currency) |
3.96% |
| Blue Fin Capital Pty Ltd (Managed Currency Program) |
3.91% |
| Crow Trading, Inc. |
3.89% |
| Castlestone Management LLC (Aliquot Prec. Met. (D)) |
3.83% |
| Stonebrook Capital Management, LLC (Currency) |
3.81% |
| Fort, L.P. (Global Contrarian LP) |
3.79% |
| FORT, LP (Contrarian) |
3.78% |
| KBD Capital Partners, LP |
3.78% |
| Neural Capital Trading (Pty) Ltd (FX and Interest Rate) |
3.76% |
| Chicago Capital Management (Spread Arbitrage) |
3.75% |
| Michael J. Frischmeyer, CTA |
3.75% |
| Arch Capital Management, Inc. |
3.65% |
| Frischmeyer, Michael J. |
3.63% |
| Doherty Advisors (KBD Capital Partners LP (A)) |
3.56% |
| Muirlands Capital Management LLC (Diversified) |
3.50% |
| Belmont Trading Ltd. Class B |
3.43% |
| Marathon Capital Growth Partners (CFE) |
3.41% |
| Marathon Capital Growth Ptnrs., LLC (Curr., Fin., Energy) |
3.40% |
| John W. Henry & Company, Inc. (Financial & Metals) |
3.35% |
| Graham Capital Management, L.P. (Discretionary) |
3.28% |
| Be Free Investments, Inc. (Income) |
3.19% |
| Be Free Investments (Income Strategy Client) |
3.16% |
| TradeCom CTA Pool XXL |
3.06% |
| Kulshan Capital Fund, LP |
3.01% |
| ACT Currency Partner AG |
2.98% |
| Welton Investment Corporation (Alpha Strategies) |
2.93% |
| Swiss-Systematic Short Trends Ltd |
2.91% |
| Putnam Investments (Putnam Currency Alpha) |
2.90% |
| Muirlands Capital Management (Diversified) |
2.85% |
| John W. Henry & Company (Financial & Metals) |
2.83% |
| Paragon Capital Management, LLC (Ultra S&P - Client) |
2.81% |
| Castlestone Management LLC (Aliquot Prec. Met. (C)) |
2.75% |
| Ramsey Quantitative Systems Inc. (RQSI Managed Futures) |
2.71% |
| Ramsey Quantitative Systems, Inc. (Leverage) |
2.70% |
| First Quadrant L.P. (Global Macro Fund) |
2.59% |
| Aspen Trading Group (FX Total Return) |
2.48% |
| Cambridge Strategy (Asset Mgmt Ltd) (Developed Mkts) |
2.48% |
| Price Fund I L.P. |
2.36% |
| Crabel Capital Management, LLC |
2.34% |
| The Frontier Fund - Currency Series 2 |
2.34% |
| John W. Henry & Company, Inc. (International FX) |
2.32% |
| Crabel Capital Mgmt. (Crabel Div. Futures 1X) |
2.30% |
| Hathersage Capital Mgmt LLC (Daily Currency) |
2.24% |
| John W. Henry & Company (Foreign Exchange) |
2.20% |
| Treasury Management Services, Inc. (TriFex) |
2.16% |
| Sharmac Capital Management (Managed Accounts) |
2.04% |
| Gain Capital Management (MAC 4X) |
2.03% |
| DWS Investment GmbH (DWS Hedge L/S Currency) |
1.98% |
| Impact Advisory Corp. (Managed Accounts) |
1.98% |
| NuWave Investment Corp. (Electronic Futures Portfolio) |
1.92% |
| Welton Investment Corporation (Alpha Strategies-Lev.) |
1.80% |
| Tradex Currency Fund CHF |
1.78% |
| IKOS CIF (Financial (USD)) |
1.66% |
| Marathon Capital Growth Partners (System FX) |
1.63% |
| Marathon Capital Growth Ptnrs., LLC (System FX) |
1.63% |
| Kinkopf Capital Management |
1.60% |
| Kinkopf Capital Management, LLC (Proprietary) |
1.60% |
| Full Cup, Inc. |
1.50% |
| Greenbriar Global Management Fund, Ltd (Currency) |
1.38% |
| Hyman Beck & Company, Inc. (FastTrac Portfolio) |
1.27% |
| Estlander & Ronnlund (Global Markets) |
1.17% |
| Estlander & Roennlund (Gl. Markets) |
1.12% |
| Trident Asset Mgmt., LLC (Global Currency 2X) |
1.11% |
| T4T S.r.l. (Gritti) |
1.07% |
| Sequent Capital, LLC (Fundamental-FX) |
0.92% |
| Forecast Trading Group |
0.78% |
| Commodity Capital, Inc. |
0.56% |
| Adobe Asset Management, LLC (FFDP) |
0.55% |
| Coral Rock Investments, Inc. (Emerald Coral) |
0.52% |
| ProFutures Strat. Allocation Trust |
0.52% |
| QFS Asset Management (QFS Currency Program) |
0.50% |
| Rhicon Currency Management (UK) Ltd (4XiM CMP) |
0.50% |
| John LoSordo & Company (Global Diversified) |
0.49% |
| Marathon Capital Growth Partners (PLUS) |
0.49% |
| Rhicon Currency Management Ltd (4XiM CMP) |
0.49% |
| Marathon Capital Growth Ptnrs., LLC (PLUS) |
0.46% |
| Estlander & Ronnlund (XL Program) |
0.42% |
| Estlander & Roennlund (Global XL) |
0.33% |
| Gain Capital Management (MAC 2X) |
0.14% |
| Coral Rock Investments, Inc. (White Coral) |
0.12% |
| Ramsey Quantitative Systems Inc. (RQSI FX Program) |
-0.03% |
| Coral Rock Investments, Inc (Institutional) |
-0.04% |
| Aspen Trading Group (Currency) |
-0.05% |
| AIS Futures Management (AIS Capital Growth Fund, LP) |
-0.15% |
| Campbell & Co., Inc. (Campbell Gl. Assets Fund Ltd. (A)) |
-0.17% |
| Eickelberg & Associates, Inc. (Phoenix) |
-0.50% |
| Drury Capital, Inc. (Financial Strategy Program) |
-0.61% |
| Mesirow Financial Investment Mgmt. (Currency Alpha) |
-0.68% |
| ACL Global Fund |
-0.70% |
| Millburn Ridgefield Corporation (Currency) |
-0.71% |
| Marathon Capital Growth Partners (Financial) |
-0.77% |
| Auriel Capital Management LLP (Auriel Currency 2X) |
-0.82% |
| Marathon Capital Growth Ptnrs., LLC (Financial) |
-0.82% |
| Witter & Lester, Inc. (Redstone) |
-0.86% |
| Gain Capital Management (MAC) |
-0.93% |
| Conservative Concept Inc. (Dax Trendfollowing System) |
-0.95% |
| FEM Currency Portfolio Ltd. |
-0.98% |
| Abbey Global LP |
-1.09% |
| Artos Currency Fund L.P. |
-1.19% |
| Trafalgar Group (I/T) |
-1.27% |
| Pacific Futures Limited (Rates Medium) |
-1.50% |
| Derivative Systems Management Company |
-1.64% |
| Pacific Futures Limited (PFL Rates Medium) |
-1.80% |
| Friedberg Commodity Management, Inc. (Currency) |
-1.83% |
| Capricorn Advisory Management (fxST (Growth)) |
-1.90% |
| Capricorn Advisory Management (fxST Growth) |
-1.90% |
| L2S Capital (L2S Global Macro) |
-2.00% |
| The ECU Group plc (ECU Original Currency Program) |
-2.40% |
| CRG Partners, Ltd |
-2.50% |
| Paragon Capital Management, LLC (Ultra S&P - Prop.) |
-2.72% |
| Fortis Investment Management UK Ltd (FLF Absolute Return Currency (EUR)) |
-2.76% |
| Witter & Lester, Inc. (Redstone Institutional) |
-2.77% |
| Fortis Investment Management UK Ltd (FLF Absolute Currency (USD)) |
-2.78% |
| AIS Futures Fund II LP |
-2.84% |
| Diamond Capital Management (Options) |
-3.01% |
| Censura Futures Management (TEOW) |
-3.03% |
| Capricorn Advisory Management (fxST (Aggressive)) |
-3.06% |
| Capricorn Advisory Management (fxST Aggressive) |
-3.07% |
| Campbell & Co., Inc. (Global Diversified (Large)) |
-3.16% |
| Appleton Capital Management (10% Risk) |
-3.22% |
| Conservative Concept AG (DTS) |
-3.22% |
| Campbell & Company (Diversified) |
-3.29% |
| Lindakivi Capital Management AS (Theseus) |
-3.33% |
| Dexter Global Asset Management |
-3.36% |
| EAM Partners, L.P. (E-Alpha Fund, L.P.) |
-3.56% |
| Bank Sal. Oppenheim Figaro Currency Fund |
-3.79% |
| Dynex Corporation (Tetra 3) |
-3.82% |
| LJM Partners, Ltd. (Aggressive Premium Writing) |
-3.90% |
| Shield Plus LLC (Shield Plus 90, LP) |
-3.90% |
| AIS Futures Management (MAAP 2X - 4X) |
-3.98% |
| First Quadrant (Managed Futures) |
-4.05% |
| First Quadrant L.P. (Managed Futures) |
-4.08% |
| Treasury Management Services, Inc. (Managed Futures) |
-4.14% |
| Campbell & Company (Financial, Metals & Energy) |
-4.25% |
| International Trading Advisors, B.V.B.A. (Rates) |
-4.25% |
| Campbell & Co., Inc. (Fin., Metals & Energy (Large)) |
-4.28% |
| Mangin Capital Management (DSM1) |
-4.57% |
| Bell Fundamental Futures, LLC |
-5.29% |
| Stewart Capital Management (ACRE) |
-5.39% |
| Peskin, A.S. & Company, Ltd. |
-5.48% |
| Bell Fundamental Futures, L.L.C. (Standard) |
-5.61% |
| Advanced Risk Management (D&R Prop. (Richard Wolf)) |
-5.63% |
| A. S. Peskin and Company, Inc. |
-5.66% |
| Advanced Risk Management (D&R Prop. (Dennis Little)) |
-5.93% |
| James H. Jones (Seasonal Trading) |
-6.07% |
| Allis Capital Management |
-6.09% |
| Stewart Capital Management |
-6.21% |
| B.C. Futures, Ltd. |
-6.75% |
| Kawaller Fund |
-6.81% |
| Rogers Raw Materials Fund, L.P. |
-7.11% |
| AgTech Trading Company |
-7.23% |
| PRIM" Alternative Investment SA (PRIM" EssenCiel) |
-7.35% |
| Pacific Futures Limited (PFL Short Term USD) |
-8.08% |
| Pacific Futures Limited (Short USD) |
-8.08% |
| Mellon Capital Management Corp. (Curr. Opport. Fund) |
-8.52% |
| TradeCom Currency Trader |
-8.55% |
| Be Free Investments (Stocks Plus Strategy) |
-9.73% |
| International Trading Advisors, B.V.B.A. (Index) |
-11.31% |
| International Trading Advisors, B.V.B.A. (Sh. Term-Euro) |
-11.86% |
| Appleton Capital Management (25% Risk) |
-12.27% |
| Ansbacher Investment Mgmt, Inc. (Elizaville Partners) |
-12.45% |
| Kanetsu Asset Management Co., Ltd. (Spread Discr.) |
-12.60% |
| AIS Futures Management (MAAP 3X - 6X) |
-13.64% |
| AIS Futures Fund 3X-6X LP |
-13.84% |
| Ace Investment Strategists (ASIPC Institutional) |
-14.61% |
| Baryon Momentum Switzerland Fund Ltd |
-15.46% |
| Ascendant Asset Advisors, Inc. (Strategic1 Options) |
-15.54% |
| Wallwood Consultants Ltd. (Forex) |
-16.72% |
| AIS Futures Management (AIS Gold Fund, LP) |
-17.23% |
| Mellon Capital Management Corp. (Offsh. AlphaAccess) |
-17.82% |
| Ascendant Asset Advisors, Inc. (Strategic2 Options) |
-19.95% |
| Ace Investment Strategists (ASIPC) |
-21.89% |
| Ace Investment Strategists (SIPC Institutional) |
-22.33% |
| Ace Investment Strategists (SIPC) |
-26.75% |
| Corcoran Partners LLC (CP Stock Index) |
-26.85% |
| Corcoran Partners LLC (Stock Index Trading) |
-26.85% |
| Forbes Futures |
-28.82% |
| Forbes, Jim |
-29.52% |
| Ace Investment Strategists (DPC) |
-36.47% |