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-- Capricorn fxST (Aggressive) outperforms on Stark Database  ZURICH, Switzerland, January 15, 2010 (www.starkresearch.com) In the Stark database for Top 20 CTAs, the Capricorn fxST (Aggressive) strategy is ranked 1st by Risk Adjusted Returns since January 1999.      Sharpe Ratio  1. Capricorn fxST (Aggressive) 0.76  2. Quicksilver Trading Inc. (Diversified) 0.73  3. Saxon Investment Corp (Aggressive Diversified) 0.65  4. Transtrend B.V. (Enhanced Leverage) 0.61  5. Mount Lucas Management (MLM Macro) 0.59  6. Saxon Investment Corporation (Diversified) 0.56  7. Graham Capital Management, LP (Discretionary) 0.54  8. LJM Partners, Ltd (Managed Account) 0.52  9. Graham Capital Management, LP (K4D-15) 0.49  10. Tactical Investment Mgmt (Institutional Commodity) 0.48  11. DEC Capital, Inc. (Dicken Commodities Diversified) 0.45  12. Abraham Trading Company (Diversified) 0.44  13. Graham Capital Management, LP (Proprietary Matrix) 0.41  14. Transtrend B.V. (Standard Risk Profile) 0.41  15. Digloq Capital LLC (Full Portfolio) 0.38  16. Quality Capital Management Ltd (Global Diversified) 0.37  17. Graham Capital Management, LP (K4D-10) 0.37  18. District Capital Management (Diversified) 0.35  19. Clarke Capital Management, Inc (Global Basic) 0.33  20. RAM Management Group (Managed Risk Aggressive) 0.32 Source: Stark research (http://www.starkresearch.com). Based on estimates of the composite of all accounts or the fully funded subset method. Does not reflect the performance of any single account. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE.

 

Award Recognition

Capricorn Asset Management was voted 'Best Managed Futures/CTA' in the 2011 Hedgeweek Awards.