Option Strategy Index For March 2008

Monthly Rankings

Rank CTA/Program Mar 2008 Min Inv Inception
9 LJM Partners
LJM Preservation & Growth Strategy
1.33 250k 5/1/2006
8 Warrington Asset Management
Warrington Strategic Program
2.04 50k 1/1/1997
7 ITB Capital Management, LLC
ITB Premium Fund I, LTD
5.78 1,000k 1/1/2006
6 Non Correlated Capital
Positive Theta Program
5.96 250k 10/1/2007
5 Non Correlated Capital
Positive Theta Fund
6.12 50k 10/1/2007
4 LJM Partners
LJM Moderately Aggressive Strategy
6.97 500k 4/1/2003
3 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
7.10 200k 1/1/2007
2 LJM Partners
LJM Aggressive Strategy
7.13 500k 7/1/1998
1 Arcanum Asset Management
Equity Index Option Program (Prop)
8.00 500k 7/1/2006

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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