Stock Index Trader Index For December 2009

Monthly Rankings

Rank CTA/Program Dec 2009 Min Inv Inception
29 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.74 250k 10/1/2009
28 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.22 10,000k 4/1/2003
27 Systematic Alpha Management
Systematic Alpha Futures Program
0.29 100k 6/1/2004
26 Witter & Lester, Inc.
Redstone
0.37 500k 9/1/1994
25 Quantis Asset Management
Ulysses Futures
0.44 1,000k 7/1/2009
24 Pinstripe Trading, LLC
Standard
0.50 125k 8/1/2009
23 Diamond Peak Capital LLC
Northstar (2x) program
0.53 250k 10/1/2008
22 White River Group
Stock Index Option Writing Strategy
0.88 10k 11/1/2008
21 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.00 400k 1/1/1988
20 Global Sigma Group, LLC
Global Sigma Plus
1.41 3,000k 11/1/2009
19 Esulep LLC MAX
Esulep LLC MAX
1.43 500k 5/1/2008
18 Warrington Asset Management
Warrington Strategic Program
1.51 50k 1/1/1997
17 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.59 500k 12/1/2003
16 LJM Partners
LJM Preservation & Growth Strategy
1.64 250k 5/1/2006
15 Diamond Capital Management
Enhanced S&P Program
1.77 100k 10/1/2009
14 Cauldron Investments, LLC
Stock Index Plus
1.86 1,000k 10/1/2009
13 Pacific Capital Advisors
Vanguard Program
2.20 100k 4/1/2007
12 Bluenose Capital Management, LLC
BNC BI
2.30 30k 10/1/2008
11 HiProb Trading Technology LLC
HiProb-I
3.30 5,000k 7/1/2008
10 Bluenose Capital Management, LLC
BNC EI
3.34 15k 7/1/2010
9 Ansbacher Investment Management
Market Neutral Put Skew Program
3.37 250k 1/1/1996
8 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.19 1,000k 1/1/2006
7 LJM Partners
LJM Moderately Aggressive Strategy
4.48 500k 4/1/2003
6 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
4.60 200k 1/1/2007
5 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
4 LJM Partners
LJM Aggressive Strategy
6.47 500k 7/1/1998
3 ITB Capital Advisors LLC
ITB Time Value Trading Program
6.93 5,000k 1/1/2009
2 Kinkopf Capital Management
KCM S&P (Proprietary)
8.48 100k 1/1/1999
1 QQFund.com
Investment Program 1
12.55 300k 9/1/2008

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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