Stock Index Trader Index For December 2005

Monthly Rankings

Rank CTA/Program Dec 2005 Min Inv Inception
10 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.40 100k 1/1/1999
9 Witter & Lester, Inc.
-0.18 500k 9/1/1994
8 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.04 10,000k 4/1/2003
7 Systematic Alpha Management
Systematic Alpha Futures Program
0.15 100k 6/1/2004
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.53 400k 1/1/1988
5 Warrington Asset Management
Warrington Strategic Program
0.71 50k 1/1/1997
4 Ansbacher Investment Management
Market Neutral Put Skew Program
1.55 150k 1/1/1996
3 Strategic Capital Advisors LLC
Contrarian 500
2.44 250k 12/1/2003
2 LJM Partners
LJM Moderately Aggressive Strategy
5.36 500k 4/1/2003
1 LJM Partners
LJM Aggressive Strategy
5.97 500k 7/1/1998

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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