Stock Index Trader Index For August 2008

Monthly Rankings

Rank CTA/Program Aug 2008 Min Inv Inception
17 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.59 100k 1/1/1999
16 Systematic Alpha Management
Systematic Alpha Futures Program
-0.81 100k 6/1/2004
15 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.28 10,000k 4/1/2003
14 HiProb Trading Technology LLC
0.00 5,000k 7/1/2008
13 Warrington Asset Management
Warrington Strategic Program
0.01 50k 1/1/1997
12 Witter & Lester, Inc.
0.79 500k 9/1/1994
11 LJM Partners
LJM Preservation & Growth Strategy
1.02 250k 5/1/2006
10 Pacific Capital Advisors
Vanguard Program
1.38 100k 4/1/2007
9 Ansbacher Investment Management
Market Neutral Put Skew Program
1.39 150k 1/1/1996
8 Esulep LLC MAX
Esulep LLC MAX
1.56 500k 5/1/2008
7 Strategic Capital Advisors LLC
Contrarian 500
1.93 250k 12/1/2003
6 LJM Partners
LJM Moderately Aggressive Strategy
4.25 500k 4/1/2003
5 LJM Partners
LJM Aggressive Strategy
4.39 500k 7/1/1998
4 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.50 1,000k 1/1/2006
3 Arcanum Asset Management
Equity Index Option Program (Prop)
5.33 500k 7/1/2006
2 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
6.10 200k 1/1/2007
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
9.62 400k 1/1/1988

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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