Stock Index Trader Index For October 2008

Monthly Rankings

Rank CTA/Program Oct 2008 Min Inv Inception
21 LJM Partners
LJM Aggressive Strategy
-57.15 500k 7/1/1998
20 Arcanum Asset Management
Equity Index Option Program (Prop)
-47.17 500k 7/1/2006
19 LJM Partners
LJM Moderately Aggressive Strategy
-33.69 500k 4/1/2003
18 Ansbacher Investment Management
Market Neutral Put Skew Program
-11.85 250k 1/1/1996
17 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-7.04 200k 1/1/2007
16 LJM Partners
LJM Preservation & Growth Strategy
-6.45 250k 5/1/2006
15 Warrington Asset Management
Warrington Strategic Program
-6.40 50k 1/1/1997
14 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-3.90 1,000k 1/1/2006
13 Witter & Lester, Inc.
Redstone
-3.69 500k 9/1/1994
12 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.71 500k 12/1/2003
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.50 400k 1/1/1988
10 Pacific Capital Advisors
Vanguard Program
-1.42 100k 4/1/2007
9 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
8 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
7 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
6 Diamond Peak Capital LLC
Northstar (2x) program
0.00 250k 10/1/2008
5 Systematic Alpha Management
Systematic Alpha Futures Program
1.75 100k 6/1/2004
4 Esulep LLC MAX
Esulep LLC MAX
3.13 500k 5/1/2008
3 Quantmetrics Capital Management LLP
Premier 12V Strategy
3.66 10,000k 4/1/2003
2 Kinkopf Capital Management
KCM S&P (Proprietary)
4.20 100k 1/1/1999
1 HiProb Trading Technology LLC
HiProb-I
7.40 5,000k 7/1/2008

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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