Stock Index Trader Index For August 2010

Monthly Rankings

Rank CTA/Program Aug 2010 Min Inv Inception
31 QQFund.com
Investment Program 1
-17.93 300k 9/1/2008
30 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.10 400k 1/1/1988
29 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.31 250k 10/1/2009
28 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.42 100k 1/1/1999
27 Witter & Lester, Inc.
Redstone
-0.31 500k 9/1/1994
26 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.28 500k 12/1/2003
25 Pinstripe Trading, LLC
Standard
-0.13 125k 8/1/2009
24 Diamond Capital Management
Enhanced S&P Program
-0.04 100k 10/1/2009
23 Cauldron Investments, LLC
Stock Index Plus
-0.02 1,000k 10/1/2009
22 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.20 10,000k 4/1/2003
21 Quantis Asset Management
Intraday Futures
0.36 250k 1/1/2010
20 Esulep LLC MAX
Esulep LLC MAX
0.87 500k 5/1/2008
19 Global Sigma Group, LLC
Global Sigma Plus
0.98 3,000k 11/1/2009
18 Pacific Capital Advisors
Vanguard Program
1.52 100k 4/1/2007
17 Diamond Peak Capital LLC
Northstar (2x) program
1.56 250k 10/1/2008
16 Systematic Alpha Management
Systematic Alpha Futures Program
1.58 100k 6/1/2004
15 Quantis Asset Management
Ulysses Futures
1.72 1,000k 7/1/2009
14 White River Group
Stock Index Option Writing Strategy
2.05 10k 11/1/2008
13 Ansbacher Investment Management
Market Neutral Put Skew Program
2.15 250k 1/1/1996
12 LJM Partners
LJM Preservation & Growth Strategy
2.30 250k 5/1/2006
11 Bluenose Capital Management, LLC
BNC BI
2.33 30k 10/1/2008
10 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.81 1,000k 1/1/2006
9 Bluenose Capital Management, LLC
BNC EI
3.11 15k 7/1/2010
8 Warrington Asset Management
Warrington Strategic Program
3.28 50k 1/1/1997
7 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.77 200k 1/1/2007
6 LJM Partners
LJM Moderately Aggressive Strategy
4.62 500k 4/1/2003
5 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
4 ITB Capital Advisors LLC
ITB Time Value Trading Program
6.12 5,000k 1/1/2009
3 LJM Partners
LJM Aggressive Strategy
8.19 500k 7/1/1998
2 HiProb Trading Technology LLC
HiProb-I
14.90 5,000k 7/1/2008
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
26.44 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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