Stock Index Trader Index For November 2006

Monthly Rankings

Rank CTA/Program Nov 2006 Min Inv Inception
13 Systematic Alpha Management
Systematic Alpha Futures Program
-1.01 100k 6/1/2004
12 Witter & Lester, Inc.
0.02 500k 9/1/1994
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.05 400k 1/1/1988
10 Ansbacher Investment Management
Market Neutral Put Skew Program
0.39 150k 1/1/1996
9 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.53 10,000k 4/1/2003
8 Warrington Asset Management
Warrington Strategic Program
0.71 50k 1/1/1997
7 Arcanum Asset Management
Equity Index Option Program (Prop)
2.33 500k 7/1/2006
6 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.37 1,000k 1/1/2006
5 LJM Partners
LJM Moderately Aggressive Strategy
2.44 500k 4/1/2003
4 LJM Partners
LJM Aggressive Strategy
2.81 500k 7/1/1998
3 LJM Partners
LJM Preservation & Growth Strategy
3.50 250k 5/1/2006
2 Kinkopf Capital Management
KCM S&P (Proprietary)
4.97 100k 1/1/1999
1 Strategic Capital Advisors LLC
Contrarian 500
9.92 250k 12/1/2003

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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