Stock Index Trader Index For December 2011 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 Dec 2011 Min Inv Inception 38 Blake Capital Management, Inc. SRD Short Equities -0.84 100k 1/1/2011 37 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.81 250k 10/1/2009 36 Bifrost Quest Capital LLC IndexQuest (Client) -0.49 500k 11/1/2011 35 Cauldron Investments, LLC Stock Index Plus -0.31 1,000k 10/1/2009 34 Diamond Capital Management Enhanced S&P Program -0.31 100k 10/1/2009 33 Quantmetrics Capital Management LLP Premier 12V Strategy -0.27 10,000k 4/1/2003 32 Witter & Lester, Inc. Stock Index Futures Trading Program -0.27 400k 1/1/1988 31 QQFund.com QQFund.com Alpha Beta Program -0.17 100k 9/1/2008 28 Vantage Capital Management VCM Growth Program 0.00 100k 1/1/2011 27 Pacific Capital Advisors Vanguard Program 0.00 100k 4/1/2007 30 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 29 HiProb Trading Technology LLC HiProb-I 0.00 5,000k 7/1/2008 26 ALFAKRAFT ALFA Rubicon Fund 0.48 16k 8/1/2011 25 Bluenose Capital Management, LLC BNC BI 0.62 30k 10/1/2008 24 Witter & Lester, Inc. Redstone 0.64 500k 9/1/1994 23 Kinkopf Capital Management KCM S&P (Proprietary) 1.03 100k 1/1/1999 22 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 1.06 350k 8/1/2011 21 Esulep LLC MAX Esulep LLC MAX 1.33 500k 5/1/2008 20 Global Sigma Group, LLC AGSF 1.34 3,000k 4/1/2013 19 Systematic Alpha Management Systematic Alpha Futures Program 1.35 100k 6/1/2004 18 LJM Partners LJM Preservation & Growth Strategy 1.99 250k 5/1/2006 17 Bluenose Capital Management, LLC BNC EI 2.41 15k 7/1/2010 16 UNISystems Research Inc. Wall Street Program 2.71 20k 8/1/2011 15 Quantis Asset Management Intraday Futures 2.82 250k 1/1/2010 14 Diamond Peak Capital LLC Northstar (2x) program 3.49 250k 10/1/2008 13 Warrington Asset Management Warrington Strategic Program 3.63 50k 1/1/1997 12 White River Group Stock Index Option Writing Strategy 3.93 10k 11/1/2008 11 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 4.34 25k 4/1/2010 10 Soaring Pelican, LLC Diversified S&P Program 4.65 100k 1/1/2011 9 ITB Capital Management, LLC ITB Premium Fund I, LTD 5.04 1,000k 1/1/2006 8 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 5.39 200k 1/1/2007 7 Ansbacher Investment Management Market Neutral Put Skew Program 5.55 250k 1/1/1996 6 Quantis Asset Management Ulysses Futures 5.63 1,000k 7/1/2009 5 Strategic Capital Advisors LLC Contrarian 500 5.84 500k 12/1/2003 4 LJM Partners LJM Moderately Aggressive Strategy 6.79 500k 4/1/2003 3 Arcanum Asset Management Equity Index Option Program (Prop) 7.00 500k 7/1/2006 2 LJM Partners LJM Aggressive Strategy 8.72 500k 7/1/1998 1 ITB Capital Advisors LLC ITB Time Value Trading Program 12.50 5,000k 1/1/2009 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.