Stock Index Trader Index For November 2010

Monthly Rankings

Rank CTA/Program Nov 2010 Min Inv Inception
31 Systematic Alpha Management
Systematic Alpha Futures Program
-2.54 100k 6/1/2004
30 Quantis Asset Management
Ulysses Futures
-1.83 1,000k 7/1/2009
29 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.32 250k 10/1/2009
28 Pinstripe Trading, LLC
Standard
-1.31 125k 8/1/2009
27 Arcanum Asset Management
Equity Index Option Program (Prop)
-0.92 500k 7/1/2006
26 QQFund.com
Investment Program 1
-0.81 300k 9/1/2008
25 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.53 10,000k 4/1/2003
24 Quantis Asset Management
Intraday Futures
-0.46 250k 1/1/2010
23 Pacific Capital Advisors
Vanguard Program
-0.42 100k 4/1/2007
22 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.36 250k 1/1/1996
21 Diamond Peak Capital LLC
Northstar (2x) program
-0.34 250k 10/1/2008
20 Esulep LLC MAX
Esulep LLC MAX
0.44 500k 5/1/2008
19 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.55 500k 12/1/2003
18 Witter & Lester, Inc.
Redstone
0.83 500k 9/1/1994
17 Diamond Capital Management
Enhanced S&P Program
1.12 100k 10/1/2009
16 Cauldron Investments, LLC
Stock Index Plus
1.14 1,000k 10/1/2009
15 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.24 1,000k 1/1/2006
14 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.44 200k 1/1/2007
13 LJM Partners
LJM Preservation & Growth Strategy
1.63 250k 5/1/2006
12 Global Sigma Group, LLC
Global Sigma Plus
1.81 3,000k 11/1/2009
11 Bluenose Capital Management, LLC
BNC EI
2.08 15k 7/1/2010
10 Warrington Asset Management
Warrington Strategic Program
2.12 50k 1/1/1997
9 Bluenose Capital Management, LLC
BNC BI
2.21 30k 10/1/2008
8 White River Group
Stock Index Option Writing Strategy
2.24 10k 11/1/2008
7 ITB Capital Advisors LLC
ITB Time Value Trading Program
2.41 5,000k 1/1/2009
6 LJM Partners
LJM Moderately Aggressive Strategy
2.55 500k 4/1/2003
5 LJM Partners
LJM Aggressive Strategy
2.89 500k 7/1/1998
4 Kinkopf Capital Management
KCM S&P (Proprietary)
2.99 100k 1/1/1999
3 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.25 400k 1/1/1988
2 HiProb Trading Technology LLC
HiProb-I
6.40 5,000k 7/1/2008
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
11.91 25k 4/1/2010

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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