Stock Index Trader Index For March 2010

Monthly Rankings

Rank CTA/Program Mar 2010 Min Inv Inception
30 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-12.18 500k 12/1/2003
29 Quantis Asset Management
Intraday Futures
-2.61 250k 1/1/2010
28 HiProb Trading Technology LLC
HiProb-I
-1.40 5,000k 7/1/2008
27 Arcanum Asset Management
Equity Index Option Program (Prop)
-1.17 500k 7/1/2006
26 Quantis Asset Management
Ulysses Futures
-0.85 1,000k 7/1/2009
25 Bluenose Capital Management, LLC
BNC EI
-0.77 15k 7/1/2010
24 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.51 250k 10/1/2009
23 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.46 400k 1/1/1988
22 LJM Partners
LJM Preservation & Growth Strategy
-0.43 250k 5/1/2006
21 Bluenose Capital Management, LLC
BNC BI
-0.43 30k 10/1/2008
20 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.12 10,000k 4/1/2003
19 Pinstripe Trading, LLC
Standard
-0.10 125k 8/1/2009
18 Warrington Asset Management
Warrington Strategic Program
0.01 50k 1/1/1997
17 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
0.17 200k 1/1/2007
16 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
15 Systematic Alpha Management
Systematic Alpha Futures Program
0.18 100k 6/1/2004
14 LJM Partners
LJM Aggressive Strategy
0.56 500k 7/1/1998
13 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.56 1,000k 1/1/2006
12 LJM Partners
LJM Moderately Aggressive Strategy
0.62 500k 4/1/2003
11 White River Group
Stock Index Option Writing Strategy
0.85 10k 11/1/2008
10 Diamond Peak Capital LLC
Northstar (2x) program
1.21 250k 10/1/2008
9 Global Sigma Group, LLC
Global Sigma Plus
1.24 3,000k 11/1/2009
8 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.44 5,000k 1/1/2009
7 Esulep LLC MAX
Esulep LLC MAX
1.95 500k 5/1/2008
6 Pacific Capital Advisors
Vanguard Program
2.13 100k 4/1/2007
5 Ansbacher Investment Management
Market Neutral Put Skew Program
2.36 250k 1/1/1996
4 Kinkopf Capital Management
KCM S&P (Proprietary)
4.33 100k 1/1/1999
3 Diamond Capital Management
Enhanced S&P Program
7.40 100k 10/1/2009
2 Cauldron Investments, LLC
Stock Index Plus
7.52 1,000k 10/1/2009
1 QQFund.com
Investment Program 1
17.63 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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