Stock Index Trader Index For January 2011

Monthly Rankings

Rank CTA/Program Jan 2011 Min Inv Inception
34 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.81 400k 1/1/1988
33 Quantis Asset Management
Intraday Futures
-0.90 250k 1/1/2010
32 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.46 10,000k 4/1/2003
31 Witter & Lester, Inc.
Redstone
-0.44 500k 9/1/1994
30 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.37 100k 1/1/1999
29 Pacific Capital Advisors
Vanguard Program
-0.05 100k 4/1/2007
26 Vantage Capital Management
VCM Growth Program
0.00 100k 1/1/2011
27 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
28 Soaring Pelican, LLC
Diversified S&P Program
0.00 100k 1/1/2011
25 Esulep LLC MAX
Esulep LLC MAX
0.04 500k 5/1/2008
24 Warrington Asset Management
Warrington Strategic Program
0.19 50k 1/1/1997
23 Systematic Alpha Management
Systematic Alpha Futures Program
0.62 100k 6/1/2004
22 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.81 250k 10/1/2009
21 Ansbacher Investment Management
Market Neutral Put Skew Program
1.21 250k 1/1/1996
20 LJM Partners
LJM Preservation & Growth Strategy
1.25 250k 5/1/2006
19 Bluenose Capital Management, LLC
BNC BI
1.33 30k 10/1/2008
18 Diamond Capital Management
Enhanced S&P Program
1.43 100k 10/1/2009
17 Cauldron Investments, LLC
Stock Index Plus
1.46 1,000k 10/1/2009
16 Global Sigma Group, LLC
Global Sigma Plus
1.48 3,000k 11/1/2009
15 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.54 500k 12/1/2003
14 Quantis Asset Management
Ulysses Futures
1.75 1,000k 7/1/2009
13 Pinstripe Trading, LLC
Standard
2.00 125k 8/1/2009
12 White River Group
Stock Index Option Writing Strategy
2.11 10k 11/1/2008
11 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.17 1,000k 1/1/2006
10 Bluenose Capital Management, LLC
BNC EI
2.43 15k 7/1/2010
9 LJM Partners
LJM Moderately Aggressive Strategy
2.53 500k 4/1/2003
8 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.72 200k 1/1/2007
7 Diamond Peak Capital LLC
Northstar (2x) program
3.07 250k 10/1/2008
6 Arcanum Asset Management
Equity Index Option Program (Prop)
3.67 500k 7/1/2006
5 LJM Partners
LJM Aggressive Strategy
3.94 500k 7/1/1998
4 HiProb Trading Technology LLC
HiProb-I
4.20 5,000k 7/1/2008
3 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.69 5,000k 1/1/2009
2 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
5.07 25k 4/1/2010
1 QQFund.com
Investment Program 1
6.92 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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