Stock Index Trader Index For January 2009

Monthly Rankings

Rank CTA/Program Jan 2009 Min Inv Inception
23 Systematic Alpha Management
Systematic Alpha Futures Program
-2.38 100k 6/1/2004
22 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
21 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.00 5,000k 1/1/2009
20 Pacific Capital Advisors
Vanguard Program
0.02 100k 4/1/2007
19 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.11 10,000k 4/1/2003
18 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
17 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.85 1,000k 1/1/2006
16 Esulep LLC MAX
Esulep LLC MAX
1.13 500k 5/1/2008
15 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.31 200k 1/1/2007
14 LJM Partners
LJM Preservation & Growth Strategy
1.35 250k 5/1/2006
13 White River Group
Stock Index Option Writing Strategy
2.06 10k 11/1/2008
12 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.25 500k 12/1/2003
11 Bluenose Capital Management, LLC
BNC BI
2.26 30k 10/1/2008
10 Warrington Asset Management
Warrington Strategic Program
2.34 50k 1/1/1997
9 Ansbacher Investment Management
Market Neutral Put Skew Program
2.35 250k 1/1/1996
8 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.88 400k 1/1/1988
7 LJM Partners
LJM Moderately Aggressive Strategy
2.93 500k 4/1/2003
6 LJM Partners
LJM Aggressive Strategy
4.14 500k 7/1/1998
5 Kinkopf Capital Management
KCM S&P (Proprietary)
4.23 100k 1/1/1999
4 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
3 Bluenose Capital Management, LLC
BNC EI
7.07 15k 7/1/2010
2 HiProb Trading Technology LLC
HiProb-I
7.90 5,000k 7/1/2008
1 Diamond Peak Capital LLC
Northstar (2x) program
10.05 250k 10/1/2008

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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