Stock Index Trader Index For February 2008

Monthly Rankings

Rank CTA/Program Feb 2008 Min Inv Inception
15 Ansbacher Investment Management
Market Neutral Put Skew Program
-1.71 150k 1/1/1996
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.64 400k 1/1/1988
13 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.54 10,000k 4/1/2003
12 Pacific Capital Advisors
Vanguard Program
0.70 100k 4/1/2007
11 Warrington Asset Management
Warrington Strategic Program
1.12 50k 1/1/1997
10 Witter & Lester, Inc.
1.43 500k 9/1/1994
9 Kinkopf Capital Management
KCM S&P (Proprietary)
3.12 100k 1/1/1999
8 LJM Partners
LJM Preservation & Growth Strategy
3.88 250k 5/1/2006
7 Systematic Alpha Management
Systematic Alpha Futures Program
6.14 100k 6/1/2004
6 Arcanum Asset Management
Equity Index Option Program (Prop)
7.00 500k 7/1/2006
5 Strategic Capital Advisors LLC
Contrarian 500
7.34 250k 12/1/2003
4 ITB Capital Management, LLC
ITB Premium Fund I, LTD
8.27 1,000k 1/1/2006
3 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
13.30 200k 1/1/2007
2 LJM Partners
LJM Moderately Aggressive Strategy
14.61 500k 4/1/2003
1 LJM Partners
LJM Aggressive Strategy
14.99 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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