Stock Index Trader Index For August 2009

Monthly Rankings

Rank CTA/Program Aug 2009 Min Inv Inception
26 Pacific Capital Advisors
Vanguard Program
-2.79 100k 4/1/2007
25 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.31 400k 1/1/1988
24 Witter & Lester, Inc.
Redstone
-0.47 500k 9/1/1994
23 Diamond Peak Capital LLC
Northstar (2x) program
-0.36 250k 10/1/2008
22 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
21 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.15 10,000k 4/1/2003
20 Warrington Asset Management
Warrington Strategic Program
0.42 50k 1/1/1997
19 Esulep LLC MAX
Esulep LLC MAX
0.67 500k 5/1/2008
18 Systematic Alpha Management
Systematic Alpha Futures Program
0.89 100k 6/1/2004
17 Quantis Asset Management
Ulysses Futures
1.30 1,000k 7/1/2009
16 White River Group
Stock Index Option Writing Strategy
1.42 10k 11/1/2008
15 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.69 1,000k 1/1/2006
14 LJM Partners
LJM Preservation & Growth Strategy
1.91 250k 5/1/2006
13 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.57 200k 1/1/2007
12 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.67 500k 12/1/2003
11 Ansbacher Investment Management
Market Neutral Put Skew Program
2.73 250k 1/1/1996
10 LJM Partners
LJM Moderately Aggressive Strategy
2.76 500k 4/1/2003
9 QQFund.com
Investment Program 1
3.87 300k 9/1/2008
8 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.18 5,000k 1/1/2009
7 Arcanum Asset Management
Equity Index Option Program (Prop)
5.00 500k 7/1/2006
6 Cauldron Investments, LLC
Stock Index Plus
5.51 1,000k 10/1/2009
5 LJM Partners
LJM Aggressive Strategy
5.62 500k 7/1/1998
4 Kinkopf Capital Management
KCM S&P (Proprietary)
5.98 100k 1/1/1999
3 Bluenose Capital Management, LLC
BNC BI
6.39 30k 10/1/2008
2 HiProb Trading Technology LLC
HiProb-I
9.20 5,000k 7/1/2008
1 Bluenose Capital Management, LLC
BNC EI
15.63 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.

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