Stock Index Trader Index For June 2008

Monthly Rankings

Rank CTA/Program Jun 2008 Min Inv Inception
16 Strategic Capital Advisors LLC
Contrarian 500
-6.12 500k 12/1/2003
15 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.36 100k 1/1/1999
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.27 400k 1/1/1988
13 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.64 250k 1/1/1996
12 Pacific Capital Advisors
Vanguard Program
-0.55 100k 4/1/2007
11 Witter & Lester, Inc.
-0.46 500k 9/1/1994
10 Systematic Alpha Management
Systematic Alpha Futures Program
-0.30 100k 6/1/2004
9 Esulep LLC MAX
Esulep LLC MAX
0.83 500k 5/1/2008
8 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.09 10,000k 4/1/2003
7 Warrington Asset Management
Warrington Strategic Program
1.89 50k 1/1/1997
6 LJM Partners
LJM Preservation & Growth Strategy
2.16 250k 5/1/2006
5 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.22 1,000k 1/1/2006
4 LJM Partners
LJM Moderately Aggressive Strategy
4.71 500k 4/1/2003
3 LJM Partners
LJM Aggressive Strategy
4.94 500k 7/1/1998
2 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
1 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
8.58 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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