Stock Index Trader Index For October 2009

Monthly Rankings

Rank CTA/Program Oct 2009 Min Inv Inception
28 QQFund.com
Investment Program 1
-7.83 300k 9/1/2008
27 Esulep LLC MAX
Esulep LLC MAX
-7.75 500k 5/1/2008
26 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.23 400k 1/1/1988
25 Quantis Asset Management
Ulysses Futures
-2.07 1,000k 7/1/2009
24 ITB Capital Advisors LLC
ITB Time Value Trading Program
-1.81 5,000k 1/1/2009
23 Pacific Capital Advisors
Vanguard Program
-1.36 100k 4/1/2007
22 Witter & Lester, Inc.
Redstone
-0.78 500k 9/1/1994
21 Warrington Asset Management
Warrington Strategic Program
-0.63 50k 1/1/1997
20 Diamond Peak Capital LLC
Northstar (2x) program
-0.53 250k 10/1/2008
19 LJM Partners
LJM Aggressive Strategy
-0.52 500k 7/1/1998
18 Pinstripe Trading, LLC
Standard
-0.47 125k 8/1/2009
17 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-0.45 200k 1/1/2007
16 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.37 250k 1/1/1996
15 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-0.26 1,000k 1/1/2006
14 LJM Partners
LJM Moderately Aggressive Strategy
-0.11 500k 4/1/2003
12 Diamond Capital Management
Enhanced S&P Program
0.00 100k 10/1/2009
13 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
11 Bluenose Capital Management, LLC
BNC BI
0.06 30k 10/1/2008
10 Cauldron Investments, LLC
Stock Index Plus
0.40 1,000k 10/1/2009
9 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.41 500k 12/1/2003
8 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.42 10,000k 4/1/2003
7 LJM Partners
LJM Preservation & Growth Strategy
0.71 250k 5/1/2006
6 Systematic Alpha Management
Systematic Alpha Futures Program
0.77 100k 6/1/2004
5 White River Group
Stock Index Option Writing Strategy
1.85 10k 11/1/2008
4 HiProb Trading Technology LLC
HiProb-I
3.50 5,000k 7/1/2008
3 Kinkopf Capital Management
KCM S&P (Proprietary)
3.71 100k 1/1/1999
2 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
1 Bluenose Capital Management, LLC
BNC EI
6.48 15k 7/1/2010

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan