Stock Index Trader Index For March 2004

Monthly Rankings

Rank CTA/Program Mar 2004 Min Inv Inception
9 Ansbacher Investment Management
Market Neutral Put Skew Program
0.65 250k 1/1/1996
8 Witter & Lester, Inc.
0.91 500k 9/1/1994
7 Kinkopf Capital Management
KCM S&P (Proprietary)
2.01 100k 1/1/1999
6 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.58 10,000k 4/1/2003
5 LJM Partners
LJM Moderately Aggressive Strategy
2.65 500k 4/1/2003
4 Strategic Capital Advisors LLC
Contrarian 500
2.66 500k 12/1/2003
3 Warrington Asset Management
Warrington Strategic Program
3.22 50k 1/1/1997
2 LJM Partners
LJM Aggressive Strategy
3.63 500k 7/1/1998
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.15 400k 1/1/1988

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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