Stock Index Trader Index For June 2003

Monthly Rankings

Rank CTA/Program Jun 2003 Min Inv Inception
8 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.24 100k 1/1/1999
7 Witter & Lester, Inc.
0.10 500k 9/1/1994
6 Ansbacher Investment Management
Market Neutral Put Skew Program
0.79 150k 1/1/1996
5 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.86 400k 1/1/1988
4 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.59 10,000k 4/1/2003
3 Warrington Asset Management
Warrington Strategic Program
1.71 50k 1/1/1997
2 LJM Partners
LJM Aggressive Strategy
1.93 500k 7/1/1998
1 LJM Partners
LJM Moderately Aggressive Strategy
2.84 500k 4/1/2003

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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