Stock Index Trader Index For March 2009

Monthly Rankings

Rank CTA/Program Mar 2009 Min Inv Inception
23 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.49 250k 1/1/1996
22 ITB Capital Advisors LLC
ITB Time Value Trading Program
-3.96 5,000k 1/1/2009
21 LJM Partners
LJM Aggressive Strategy
-3.09 500k 7/1/1998
20 LJM Partners
LJM Preservation & Growth Strategy
-2.52 250k 5/1/2006
19 LJM Partners
LJM Moderately Aggressive Strategy
-2.44 500k 4/1/2003
18 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-1.10 200k 1/1/2007
17 Arcanum Asset Management
Equity Index Option Program (Prop)
-1.00 500k 7/1/2006
16 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-0.92 1,000k 1/1/2006
15 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.63 500k 12/1/2003
14 Diamond Peak Capital LLC
Northstar (2x) program
-0.44 250k 10/1/2008
13 QQFund.com
Investment Program 1
-0.21 300k 9/1/2008
12 Warrington Asset Management
Warrington Strategic Program
0.07 50k 1/1/1997
11 Systematic Alpha Management
Systematic Alpha Futures Program
0.21 100k 6/1/2004
10 White River Group
Stock Index Option Writing Strategy
0.46 10k 11/1/2008
9 Kinkopf Capital Management
KCM S&P (Proprietary)
0.51 100k 1/1/1999
8 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.53 10,000k 4/1/2003
7 Pacific Capital Advisors
Vanguard Program
0.54 100k 4/1/2007
6 Esulep LLC MAX
Esulep LLC MAX
1.65 500k 5/1/2008
5 Witter & Lester, Inc.
Redstone
2.06 500k 9/1/1994
4 Bluenose Capital Management, LLC
BNC BI
2.79 30k 10/1/2008
3 Bluenose Capital Management, LLC
BNC EI
2.92 15k 7/1/2010
2 HiProb Trading Technology LLC
HiProb-I
4.10 5,000k 7/1/2008
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
11.07 400k 1/1/1988

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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