Stock Index Trader Index For September 2011 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Sep 2011 Min Inv Inception 37 Ansbacher Investment Management Market Neutral Put Skew Program -10.77 250k 1/1/1996 36 Diamond Peak Capital LLC Northstar (2x) program -10.66 250k 10/1/2008 35 Kinkopf Capital Management KCM S&P (Proprietary) -5.75 100k 1/1/1999 34 Soaring Pelican, LLC Diversified S&P Program -4.72 100k 1/1/2011 33 Quantis Asset Management Intraday Futures -3.23 250k 1/1/2010 32 UNISystems Research Inc. Wall Street Program -1.52 20k 8/1/2011 31 Quantis Asset Management Ulysses Futures -1.22 1,000k 7/1/2009 30 Quantmetrics Capital Management LLP Premier 12V Strategy -1.21 10,000k 4/1/2003 29 ITB Capital Advisors LLC ITB Time Value Trading Program -0.68 5,000k 1/1/2009 28 Blake Capital Management, Inc. SRD Short Equities -0.41 100k 1/1/2011 27 QQFund.com QQFund.com Alpha Beta Program -0.17 100k 9/1/2008 26 Pacific Capital Advisors Vanguard Program -0.05 100k 4/1/2007 25 Systematic Alpha Management Systematic Alpha Futures Program 0.02 100k 6/1/2004 24 Witter & Lester, Inc. Redstone 0.67 500k 9/1/1994 23 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 0.88 350k 8/1/2011 22 White River Group Stock Index Option Writing Strategy 1.16 10k 11/1/2008 21 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.23 1,000k 1/1/2006 20 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.34 200k 1/1/2007 19 Warrington Asset Management Warrington Strategic Program 1.59 50k 1/1/1997 18 ALFAKRAFT ALFA Rubicon Fund 1.63 16k 8/1/2011 17 Witter & Lester, Inc. Stock Index Futures Trading Program 1.82 400k 1/1/1988 16 Esulep LLC MAX Esulep LLC MAX 1.96 500k 5/1/2008 15 Diamond Capital Management Enhanced S&P Program 2.82 100k 10/1/2009 14 Cauldron Investments, LLC Stock Index Plus 2.82 1,000k 10/1/2009 13 Bluenose Capital Management, LLC BNC BI 2.85 30k 10/1/2008 12 Vantage Capital Management VCM Growth Program 2.86 100k 1/1/2011 11 Bluenose Capital Management, LLC BNC EI 3.36 15k 7/1/2010 10 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.52 250k 10/1/2009 9 Global Sigma Group, LLC AGSF 3.89 3,000k 4/1/2013 8 Pinstripe Trading, LLC Standard 5.82 125k 8/1/2009 7 LJM Partners LJM Preservation & Growth Strategy 6.69 250k 5/1/2006 6 LJM Partners LJM Aggressive Strategy 6.95 500k 7/1/1998 5 HiProb Trading Technology LLC HiProb-I 8.10 5,000k 7/1/2008 4 Arcanum Asset Management Equity Index Option Program (Prop) 8.17 500k 7/1/2006 3 Strategic Capital Advisors LLC Contrarian 500 10.04 500k 12/1/2003 2 LJM Partners LJM Moderately Aggressive Strategy 12.58 500k 4/1/2003 1 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 49.26 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.