Stock Index Trader Index For May 2010

Monthly Rankings

Rank CTA/Program May 2010 Min Inv Inception
31 Warrington Asset Management
Warrington Strategic Program
-14.74 50k 1/1/1997
30 QQFund.com
Investment Program 1
-11.89 300k 9/1/2008
29 ITB Capital Advisors LLC
ITB Time Value Trading Program
-10.26 5,000k 1/1/2009
28 Kinkopf Capital Management
KCM S&P (Proprietary)
-9.33 100k 1/1/1999
27 Cauldron Investments, LLC
Stock Index Plus
-7.46 1,000k 10/1/2009
26 Diamond Capital Management
Enhanced S&P Program
-7.37 100k 10/1/2009
25 White River Group
Stock Index Option Writing Strategy
-6.73 10k 11/1/2008
24 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-6.59 200k 1/1/2007
23 LJM Partners
LJM Aggressive Strategy
-6.32 500k 7/1/1998
22 Ansbacher Investment Management
Market Neutral Put Skew Program
-6.08 250k 1/1/1996
21 Witter & Lester, Inc.
Redstone
-5.69 500k 9/1/1994
20 LJM Partners
LJM Moderately Aggressive Strategy
-5.46 500k 4/1/2003
19 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-5.06 1,000k 1/1/2006
18 Quantis Asset Management
Ulysses Futures
-4.70 1,000k 7/1/2009
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.62 400k 1/1/1988
16 Pinstripe Trading, LLC
Standard
-2.75 125k 8/1/2009
15 Diamond Peak Capital LLC
Northstar (2x) program
-1.07 250k 10/1/2008
14 Pacific Capital Advisors
Vanguard Program
0.78 100k 4/1/2007
13 Systematic Alpha Management
Systematic Alpha Futures Program
0.81 100k 6/1/2004
12 LJM Partners
LJM Preservation & Growth Strategy
1.74 250k 5/1/2006
11 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.11 10,000k 4/1/2003
10 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.13 500k 12/1/2003
9 Quantis Asset Management
Intraday Futures
3.01 250k 1/1/2010
8 Global Sigma Group, LLC
Global Sigma Plus
3.04 3,000k 11/1/2009
7 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
3.30 25k 4/1/2010
6 Bluenose Capital Management, LLC
BNC BI
3.36 30k 10/1/2008
5 HiProb Trading Technology LLC
HiProb-I
4.20 5,000k 7/1/2008
4 Bluenose Capital Management, LLC
BNC EI
4.72 15k 7/1/2010
3 Esulep LLC MAX
Esulep LLC MAX
5.00 500k 5/1/2008
2 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
5.17 250k 10/1/2009
1 Arcanum Asset Management
Equity Index Option Program (Prop)
8.33 500k 7/1/2006

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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