Stock Index Trader Index For August 2006 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Aug 2006 Min Inv Inception 13 Quantmetrics Capital Management LLP Premier 12V Strategy 0.32 10,000k 4/1/2003 12 Systematic Alpha Management Systematic Alpha Futures Program 0.43 100k 6/1/2004 11 Witter & Lester, Inc. Redstone 0.50 500k 9/1/1994 10 Warrington Asset Management Warrington Strategic Program 1.00 50k 1/1/1997 9 LJM Partners LJM Preservation & Growth Strategy 1.35 250k 5/1/2006 8 Ansbacher Investment Management Market Neutral Put Skew Program 1.59 250k 1/1/1996 7 Witter & Lester, Inc. Stock Index Futures Trading Program 2.44 400k 1/1/1988 6 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.87 1,000k 1/1/2006 5 Strategic Capital Advisors LLC Contrarian 500 3.08 500k 12/1/2003 4 Arcanum Asset Management Equity Index Option Program (Prop) 3.67 500k 7/1/2006 3 LJM Partners LJM Moderately Aggressive Strategy 4.90 500k 4/1/2003 2 LJM Partners LJM Aggressive Strategy 5.27 500k 7/1/1998 1 Kinkopf Capital Management KCM S&P (Proprietary) 9.01 100k 1/1/1999 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.