Stock Index Trader Index For November 2007

Monthly Rankings

Rank CTA/Program Nov 2007 Min Inv Inception
15 Kinkopf Capital Management
KCM S&P (Proprietary)
-18.51 100k 1/1/1999
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
-8.92 400k 1/1/1988
13 Systematic Alpha Management
Systematic Alpha Futures Program
-1.74 100k 6/1/2004
12 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.61 10,000k 4/1/2003
11 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.58 150k 1/1/1996
10 Witter & Lester, Inc.
-0.17 500k 9/1/1994
9 LJM Partners
LJM Preservation & Growth Strategy
1.87 250k 5/1/2006
8 Pacific Capital Advisors
Vanguard Program
2.32 100k 4/1/2007
7 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.66 200k 1/1/2007
6 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.63 1,000k 1/1/2006
5 Warrington Asset Management
Warrington Strategic Program
5.57 50k 1/1/1997
4 LJM Partners
LJM Moderately Aggressive Strategy
5.59 500k 4/1/2003
3 LJM Partners
LJM Aggressive Strategy
5.65 500k 7/1/1998
2 Strategic Capital Advisors LLC
Contrarian 500
7.17 250k 12/1/2003
1 Arcanum Asset Management
Equity Index Option Program (Prop)
8.00 500k 7/1/2006

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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