Performance

1. Comparing index returns
May YTD
S&P 500 Total Return Index -2.88% +2.57%
Lehman Brothers Treasury Index -0.02% -6.70%
Morgan Stanley EAFE Index -4.37% +8.73%
Futures Public Funds (May) -2.21% +7.11%
May’s top CTAs
May YTD
Barclay CTA Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .-0.73% . . .+4.08%
Barclay Sub-Indexes:
Agricultural Traders . . . . . . . . . . . . . . . . . . . . . . . . . . . . .+0.90% . . .+3.64%
Currency Traders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .+0.28% . . . .-0.53%
Diversified Traders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .-0.60% . . .+7.48%
Financials and Metals Traders . . . . . . . . . . . . . . . . . . . . .-1.34% . . .+0.62%
Discretionary Traders . . . . . . . . . . . . . . . . . . . . . . . . . . .+0.11% . . .+4.31%
Systematic Traders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .-0.90% . . .+4.23%
More than $10 million under management
1. Quantitative Invest. Mgmt (Gl 3X) . . . . . . . . . . . . .+14.92% . .+19.83%
2. R.G. Neiderhoffer (Negative Corr.) . . . . . . . . . . . . . .+13.01% . . .+6.29%
3. John W. Henry & Co. (Dollar) . . . . . . . . . . . . . . . . . .+10.99% . . .+0.62%
4. Jaguar Investments (Commodity) . . . . . . . . . . . . . . .+10.22% . .+14.88%
5. R.G. Neiderhoffer Capital (Divers.) . . . . . . . . . . . . . .+10.20% . .+12.26%
Less than $10 million under management
1. Potential Unlimited (Gl Macro) . . . . . . . . . . . . . . . .+20.82% . .+20.95%
2. Cytrade Financial (Diversified) . . . . . . . . . . . . . . . . .+18.99% . . .-13.78%
3. Jonathan Winter . . . . . . . . . . . . . . . . . . . . . . . . . . . +18.10% . . .-10.99%
4. Stewart Capital Mgmt. (ACRE) . . . . . . . . . . . . . . . . .+12.84% . .+37.45%
5. Strategic Ag Trading (Adjusted) . . . . . . . . . . . . . . . .+12.77% . .+11.66%
Based on estimates of the composite of all accounts under management;
does not reflect the performance of any single account.
Source: Barclay Trading Group Ltd., Fairfield, Iowa; (641) 472-3456
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