Stock Index Trader Index For May 2008

Monthly Rankings

Rank CTA/Program May 2008 Min Inv Inception
16 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.33 400k 1/1/1988
15 Witter & Lester, Inc.
-0.47 500k 9/1/1994
14 Pacific Capital Advisors
Vanguard Program
-0.40 100k 4/1/2007
13 Esulep LLC MAX
Esulep LLC MAX
0.00 500k 5/1/2008
12 Systematic Alpha Management
Systematic Alpha Futures Program
0.60 100k 6/1/2004
11 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.64 10,000k 4/1/2003
10 Ansbacher Investment Management
Market Neutral Put Skew Program
1.05 150k 1/1/1996
9 LJM Partners
LJM Preservation & Growth Strategy
1.95 250k 5/1/2006
8 Warrington Asset Management
Warrington Strategic Program
3.00 50k 1/1/1997
7 Kinkopf Capital Management
KCM S&P (Proprietary)
3.37 100k 1/1/1999
6 Arcanum Asset Management
Equity Index Option Program (Prop)
4.00 500k 7/1/2006
5 Strategic Capital Advisors LLC
Contrarian 500
4.66 250k 12/1/2003
4 LJM Partners
LJM Moderately Aggressive Strategy
5.18 500k 4/1/2003
3 ITB Capital Management, LLC
ITB Premium Fund I, LTD
5.29 1,000k 1/1/2006
2 LJM Partners
LJM Aggressive Strategy
5.77 500k 7/1/1998
1 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
7.05 200k 1/1/2007

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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