Stock Index Trader Index For November 2008

Monthly Rankings

Rank CTA/Program Nov 2008 Min Inv Inception
22 Diamond Peak Capital LLC
Northstar (2x) program
-4.37 250k 10/1/2008
21 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.31 100k 1/1/1999
20 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-3.13 200k 1/1/2007
19 Warrington Asset Management
Warrington Strategic Program
-2.30 50k 1/1/1997
18 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-1.17 1,000k 1/1/2006
17 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
16 Pacific Capital Advisors
Vanguard Program
-0.10 100k 4/1/2007
14 White River Group
Stock Index Option Writing Strategy
0.00 10k 11/1/2008
15 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
13 Witter & Lester, Inc.
Redstone
0.18 500k 9/1/1994
12 LJM Partners
LJM Aggressive Strategy
0.56 500k 7/1/1998
11 Ansbacher Investment Management
Market Neutral Put Skew Program
0.62 250k 1/1/1996
10 Bluenose Capital Management, LLC
BNC EI
0.83 15k 7/1/2010
9 LJM Partners
LJM Moderately Aggressive Strategy
0.89 500k 4/1/2003
8 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.02 10,000k 4/1/2003
7 HiProb Trading Technology LLC
HiProb-I
1.30 5,000k 7/1/2008
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.73 400k 1/1/1988
5 Esulep LLC MAX
Esulep LLC MAX
1.95 500k 5/1/2008
4 Systematic Alpha Management
Systematic Alpha Futures Program
2.61 100k 6/1/2004
3 LJM Partners
LJM Preservation & Growth Strategy
3.27 250k 5/1/2006
2 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.49 500k 12/1/2003
1 Arcanum Asset Management
Equity Index Option Program (Prop)
4.33 500k 7/1/2006

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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