Stock Index Trader Index For November 2011

Monthly Rankings

Rank CTA/Program Nov 2011 Min Inv Inception
38 Ansbacher Investment Management
Market Neutral Put Skew Program
-6.96 250k 1/1/1996
37 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.36 100k 1/1/1999
36 UNISystems Research Inc.
Wall Street Program
-2.22 20k 8/1/2011
35 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.66 400k 1/1/1988
34 ALFAKRAFT
ALFA Rubicon Fund
-0.43 16k 8/1/2011
33 Cauldron Investments, LLC
Stock Index Plus
-0.40 1,000k 10/1/2009
32 Diamond Capital Management
Enhanced S&P Program
-0.40 100k 10/1/2009
31 QQFund.com
Investment Program 1
-0.17 300k 9/1/2008
30 Diamond Peak Capital LLC
Northstar (2x) program
-0.16 250k 10/1/2008
24 Vantage Capital Management
VCM Growth Program
0.00 100k 1/1/2011
25 Pacific Capital Advisors
Vanguard Program
0.00 100k 4/1/2007
26 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.00 1,000k 1/1/2006
27 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
0.00 200k 1/1/2007
28 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
29 Bifrost Quest Capital LLC
IndexQuest (Client)
0.00 500k 11/1/2011
23 Blake Capital Management, Inc.
SRD Short Equities
0.27 100k 1/1/2011
22 Quantis Asset Management
Ulysses Futures
0.28 1,000k 7/1/2009
21 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.52 250k 10/1/2009
20 Witter & Lester, Inc.
Redstone
0.72 500k 9/1/1994
19 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.88 10,000k 4/1/2003
18 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.26 500k 12/1/2003
17 Esulep LLC MAX
Esulep LLC MAX
1.64 500k 5/1/2008
16 Global Sigma Group, LLC
Global Sigma Plus
1.92 3,000k 11/1/2009
15 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
2.00 350k 8/1/2011
14 Quantis Asset Management
Intraday Futures
2.34 250k 1/1/2010
13 Bluenose Capital Management, LLC
BNC EI
2.43 15k 7/1/2010
12 Bluenose Capital Management, LLC
BNC BI
2.77 30k 10/1/2008
11 Systematic Alpha Management
Systematic Alpha Futures Program
3.64 100k 6/1/2004
10 HiProb Trading Technology LLC
HiProb-I
4.00 5,000k 7/1/2008
9 Warrington Asset Management
Warrington Strategic Program
4.39 50k 1/1/1997
8 White River Group
Stock Index Option Writing Strategy
4.77 10k 11/1/2008
7 LJM Partners
LJM Preservation & Growth Strategy
5.44 250k 5/1/2006
6 Soaring Pelican, LLC
Diversified S&P Program
5.50 100k 1/1/2011
5 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
4 LJM Partners
LJM Moderately Aggressive Strategy
8.09 500k 4/1/2003
3 LJM Partners
LJM Aggressive Strategy
9.72 500k 7/1/1998
2 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
19.55 25k 4/1/2010
1 ITB Capital Advisors LLC
ITB Time Value Trading Program
20.74 5,000k 1/1/2009

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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