Stock Index Trader Index For November 2010 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Nov 2010 Min Inv Inception 31 Systematic Alpha Management Systematic Alpha Futures Program -2.54 100k 6/1/2004 30 Quantis Asset Management Ulysses Futures -1.83 1,000k 7/1/2009 29 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.32 250k 10/1/2009 28 Pinstripe Trading, LLC Standard -1.31 125k 8/1/2009 27 Arcanum Asset Management Equity Index Option Program (Prop) -0.92 500k 7/1/2006 26 QQFund.com QQFund.com Alpha Beta Program -0.81 100k 9/1/2008 25 Quantmetrics Capital Management LLP Premier 12V Strategy -0.53 10,000k 4/1/2003 24 Quantis Asset Management Intraday Futures -0.46 250k 1/1/2010 23 Pacific Capital Advisors Vanguard Program -0.42 100k 4/1/2007 22 Ansbacher Investment Management Market Neutral Put Skew Program -0.36 250k 1/1/1996 21 Diamond Peak Capital LLC Northstar (2x) program -0.34 250k 10/1/2008 20 Esulep LLC MAX Esulep LLC MAX 0.44 500k 5/1/2008 19 Strategic Capital Advisors LLC Contrarian 500 0.55 500k 12/1/2003 18 Witter & Lester, Inc. Redstone 0.83 500k 9/1/1994 17 Diamond Capital Management Enhanced S&P Program 1.12 100k 10/1/2009 16 Cauldron Investments, LLC Stock Index Plus 1.14 1,000k 10/1/2009 15 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.24 1,000k 1/1/2006 14 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.44 200k 1/1/2007 13 LJM Partners LJM Preservation & Growth Strategy 1.63 250k 5/1/2006 12 Global Sigma Group, LLC AGSF 1.81 3,000k 4/1/2013 11 Bluenose Capital Management, LLC BNC EI 2.08 15k 7/1/2010 10 Warrington Asset Management Warrington Strategic Program 2.12 50k 1/1/1997 9 Bluenose Capital Management, LLC BNC BI 2.21 30k 10/1/2008 8 White River Group Stock Index Option Writing Strategy 2.24 10k 11/1/2008 7 ITB Capital Advisors LLC ITB Time Value Trading Program 2.41 5,000k 1/1/2009 6 LJM Partners LJM Moderately Aggressive Strategy 2.55 500k 4/1/2003 5 LJM Partners LJM Aggressive Strategy 2.89 500k 7/1/1998 4 Kinkopf Capital Management KCM S&P (Proprietary) 2.99 100k 1/1/1999 3 Witter & Lester, Inc. Stock Index Futures Trading Program 3.25 400k 1/1/1988 2 HiProb Trading Technology LLC HiProb-I 6.40 5,000k 7/1/2008 1 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 11.91 25k 4/1/2010 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.