Stock Index Trader Index For May 2004

Monthly Rankings

Rank CTA/Program May 2004 Min Inv Inception
9 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.75 500k 12/1/2003
8 Witter & Lester, Inc.
0.06 500k 9/1/1994
7 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.32 400k 1/1/1988
6 Ansbacher Investment Management
Market Neutral Put Skew Program
1.07 250k 1/1/1996
5 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.64 10,000k 4/1/2003
4 Warrington Asset Management
Warrington Strategic Program
2.18 50k 1/1/1997
3 LJM Partners
LJM Moderately Aggressive Strategy
3.83 500k 4/1/2003
2 Kinkopf Capital Management
KCM S&P (Proprietary)
3.86 100k 1/1/1999
1 LJM Partners
LJM Aggressive Strategy
4.85 500k 7/1/1998

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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