Stock Index Trader Index For September 2008

Monthly Rankings

Rank CTA/Program Sep 2008 Min Inv Inception
18 Ansbacher Investment Management
Market Neutral Put Skew Program
-27.95 250k 1/1/1996
17 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-21.48 200k 1/1/2007
16 LJM Partners
LJM Aggressive Strategy
-15.58 500k 7/1/1998
15 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-15.44 1,000k 1/1/2006
14 Warrington Asset Management
Warrington Strategic Program
-14.10 50k 1/1/1997
13 LJM Partners
LJM Moderately Aggressive Strategy
-12.93 500k 4/1/2003
12 Witter & Lester, Inc.
Stock Index Futures Trading Program
-7.50 400k 1/1/1988
11 Arcanum Asset Management
Equity Index Option Program (Prop)
-5.50 500k 7/1/2006
10 Witter & Lester, Inc.
-3.20 500k 9/1/1994
9 LJM Partners
LJM Preservation & Growth Strategy
-0.56 250k 5/1/2006
8 Alpha Beta Program
0.00 100k 9/1/2008
7 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.70 10,000k 4/1/2003
6 Esulep LLC MAX
Esulep LLC MAX
1.72 500k 5/1/2008
5 HiProb Trading Technology LLC
2.00 5,000k 7/1/2008
4 Systematic Alpha Management
Systematic Alpha Futures Program
3.50 100k 6/1/2004
3 Pacific Capital Advisors
Vanguard Program
3.83 100k 4/1/2007
2 Kinkopf Capital Management
KCM S&P (Proprietary)
4.31 100k 1/1/1999
1 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
9.99 500k 12/1/2003

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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