Stock Index Trader Index For December 2011

Monthly Rankings

Rank CTA/Program Dec 2011 Min Inv Inception
38 Blake Capital Management, Inc.
SRD Short Equities
-0.84 100k 1/1/2011
37 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.81 250k 10/1/2009
36 Bifrost Quest Capital LLC
IndexQuest (Client)
-0.49 500k 11/1/2011
35 Cauldron Investments, LLC
Stock Index Plus
-0.31 1,000k 10/1/2009
34 Diamond Capital Management
Enhanced S&P Program
-0.31 100k 10/1/2009
33 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.27 10,000k 4/1/2003
32 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.27 400k 1/1/1988
31 QQFund.com
Investment Program 1
-0.17 300k 9/1/2008
28 Pacific Capital Advisors
Vanguard Program
0.00 100k 4/1/2007
29 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
30 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
27 Vantage Capital Management
VCM Growth Program
0.00 100k 1/1/2011
26 ALFAKRAFT
ALFA Rubicon Fund
0.48 16k 8/1/2011
25 Bluenose Capital Management, LLC
BNC BI
0.62 30k 10/1/2008
24 Witter & Lester, Inc.
Redstone
0.64 500k 9/1/1994
23 Kinkopf Capital Management
KCM S&P (Proprietary)
1.03 100k 1/1/1999
22 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.06 350k 8/1/2011
21 Esulep LLC MAX
Esulep LLC MAX
1.33 500k 5/1/2008
20 Global Sigma Group, LLC
Global Sigma Plus
1.34 3,000k 11/1/2009
19 Systematic Alpha Management
Systematic Alpha Futures Program
1.35 100k 6/1/2004
18 LJM Partners
LJM Preservation & Growth Strategy
1.99 250k 5/1/2006
17 Bluenose Capital Management, LLC
BNC EI
2.41 15k 7/1/2010
16 UNISystems Research Inc.
Wall Street Program
2.71 20k 8/1/2011
15 Quantis Asset Management
Intraday Futures
2.82 250k 1/1/2010
14 Diamond Peak Capital LLC
Northstar (2x) program
3.49 250k 10/1/2008
13 Warrington Asset Management
Warrington Strategic Program
3.63 50k 1/1/1997
12 White River Group
Stock Index Option Writing Strategy
3.93 10k 11/1/2008
11 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
4.34 25k 4/1/2010
10 Soaring Pelican, LLC
Diversified S&P Program
4.65 100k 1/1/2011
9 ITB Capital Management, LLC
ITB Premium Fund I, LTD
5.04 1,000k 1/1/2006
8 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
5.39 200k 1/1/2007
7 Ansbacher Investment Management
Market Neutral Put Skew Program
5.55 250k 1/1/1996
6 Quantis Asset Management
Ulysses Futures
5.63 1,000k 7/1/2009
5 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
5.84 500k 12/1/2003
4 LJM Partners
LJM Moderately Aggressive Strategy
6.79 500k 4/1/2003
3 Arcanum Asset Management
Equity Index Option Program (Prop)
7.00 500k 7/1/2006
2 LJM Partners
LJM Aggressive Strategy
8.72 500k 7/1/1998
1 ITB Capital Advisors LLC
ITB Time Value Trading Program
12.50 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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