Stock Index Trader Index For June 2010

Monthly Rankings

Rank CTA/Program Jun 2010 Min Inv Inception
31 QQFund.com
Investment Program 1
-15.95 300k 9/1/2008
30 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-8.93 25k 4/1/2010
29 Diamond Peak Capital LLC
Northstar (2x) program
-4.85 250k 10/1/2008
28 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.86 100k 1/1/1999
27 Pinstripe Trading, LLC
Standard
-3.78 125k 8/1/2009
26 Diamond Capital Management
Enhanced S&P Program
-3.72 100k 10/1/2009
25 Cauldron Investments, LLC
Stock Index Plus
-3.61 1,000k 10/1/2009
24 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-3.05 250k 10/1/2009
23 HiProb Trading Technology LLC
HiProb-I
-2.60 5,000k 7/1/2008
22 Systematic Alpha Management
Systematic Alpha Futures Program
-1.92 100k 6/1/2004
21 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.38 400k 1/1/1988
20 Warrington Asset Management
Warrington Strategic Program
-0.23 50k 1/1/1997
19 Witter & Lester, Inc.
Redstone
-0.19 500k 9/1/1994
18 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.00 500k 12/1/2003
17 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.19 10,000k 4/1/2003
16 Pacific Capital Advisors
Vanguard Program
0.35 100k 4/1/2007
15 Esulep LLC MAX
Esulep LLC MAX
0.43 500k 5/1/2008
14 Ansbacher Investment Management
Market Neutral Put Skew Program
0.85 250k 1/1/1996
13 Quantis Asset Management
Intraday Futures
1.69 250k 1/1/2010
12 Bluenose Capital Management, LLC
BNC BI
1.81 30k 10/1/2008
11 Global Sigma Group, LLC
Global Sigma Plus
2.13 3,000k 11/1/2009
10 White River Group
Stock Index Option Writing Strategy
3.16 10k 11/1/2008
9 Bluenose Capital Management, LLC
BNC EI
3.22 15k 7/1/2010
8 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.31 1,000k 1/1/2006
7 LJM Partners
LJM Preservation & Growth Strategy
3.90 250k 5/1/2006
6 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
4.41 200k 1/1/2007
5 ITB Capital Advisors LLC
ITB Time Value Trading Program
5.03 5,000k 1/1/2009
4 Quantis Asset Management
Ulysses Futures
5.26 1,000k 7/1/2009
3 Arcanum Asset Management
Equity Index Option Program (Prop)
6.33 500k 7/1/2006
2 LJM Partners
LJM Aggressive Strategy
6.61 500k 7/1/1998
1 LJM Partners
LJM Moderately Aggressive Strategy
7.04 500k 4/1/2003

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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