Stock Index Trader Index For June 2009

Monthly Rankings

Rank CTA/Program Jun 2009 Min Inv Inception
23 QQFund.com
Investment Program 1
-0.14 300k 9/1/2008
22 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.03 400k 1/1/1988
21 Witter & Lester, Inc.
Redstone
0.04 500k 9/1/1994
20 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.22 500k 12/1/2003
19 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.25 10,000k 4/1/2003
18 HiProb Trading Technology LLC
HiProb-I
0.50 5,000k 7/1/2008
17 Systematic Alpha Management
Systematic Alpha Futures Program
0.58 100k 6/1/2004
16 Kinkopf Capital Management
KCM S&P (Proprietary)
0.71 100k 1/1/1999
15 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.81 1,000k 1/1/2006
14 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.03 200k 1/1/2007
13 Pacific Capital Advisors
Vanguard Program
1.30 100k 4/1/2007
12 Esulep LLC MAX
Esulep LLC MAX
1.49 500k 5/1/2008
11 LJM Partners
LJM Preservation & Growth Strategy
1.70 250k 5/1/2006
10 Diamond Peak Capital LLC
Northstar (2x) program
1.82 250k 10/1/2008
9 White River Group
Stock Index Option Writing Strategy
2.01 10k 11/1/2008
8 ITB Capital Advisors LLC
ITB Time Value Trading Program
2.27 5,000k 1/1/2009
7 Bluenose Capital Management, LLC
BNC EI
2.43 15k 7/1/2010
6 Ansbacher Investment Management
Market Neutral Put Skew Program
2.89 250k 1/1/1996
5 Warrington Asset Management
Warrington Strategic Program
3.04 50k 1/1/1997
4 Bluenose Capital Management, LLC
BNC BI
3.71 30k 10/1/2008
3 LJM Partners
LJM Moderately Aggressive Strategy
3.76 500k 4/1/2003
2 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
1 LJM Partners
LJM Aggressive Strategy
6.26 500k 7/1/1998

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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