Stock Index Trader Index For March 2011

Monthly Rankings

Rank CTA/Program Mar 2011 Min Inv Inception
34 Arcanum Asset Management
Equity Index Option Program (Prop)
-23.17 500k 7/1/2006
33 Kinkopf Capital Management
KCM S&P (Proprietary)
-8.73 100k 1/1/1999
32 Systematic Alpha Management
Systematic Alpha Futures Program
-2.92 100k 6/1/2004
31 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.53 400k 1/1/1988
30 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-1.38 500k 12/1/2003
29 QQFund.com
Investment Program 1
-1.38 300k 9/1/2008
28 Pacific Capital Advisors
Vanguard Program
-0.99 100k 4/1/2007
27 Witter & Lester, Inc.
Redstone
-0.22 500k 9/1/1994
26 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.04 10,000k 4/1/2003
25 Blake Capital Management, Inc.
SRD Short Equities
0.02 100k 1/1/2011
24 Esulep LLC MAX
Esulep LLC MAX
0.24 500k 5/1/2008
23 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.49 250k 10/1/2009
22 White River Group
Stock Index Option Writing Strategy
0.69 10k 11/1/2008
21 Ansbacher Investment Management
Market Neutral Put Skew Program
1.36 250k 1/1/1996
20 LJM Partners
LJM Preservation & Growth Strategy
1.51 250k 5/1/2006
19 Global Sigma Group, LLC
Global Sigma Plus
1.63 3,000k 11/1/2009
18 HiProb Trading Technology LLC
HiProb-I
1.70 5,000k 7/1/2008
17 Diamond Peak Capital LLC
Northstar (2x) program
2.15 250k 10/1/2008
16 Bluenose Capital Management, LLC
BNC BI
2.20 30k 10/1/2008
15 Warrington Asset Management
Warrington Strategic Program
2.50 50k 1/1/1997
14 Diamond Capital Management
Enhanced S&P Program
2.76 100k 10/1/2009
13 Cauldron Investments, LLC
Stock Index Plus
2.79 1,000k 10/1/2009
12 Quantis Asset Management
Ulysses Futures
2.88 1,000k 7/1/2009
11 Bluenose Capital Management, LLC
BNC EI
2.98 15k 7/1/2010
10 Pinstripe Trading, LLC
Standard
2.99 125k 8/1/2009
9 LJM Partners
LJM Moderately Aggressive Strategy
3.21 500k 4/1/2003
8 Vantage Capital Management
VCM Growth Program
3.23 100k 1/1/2011
7 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.37 200k 1/1/2007
6 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.46 1,000k 1/1/2006
5 LJM Partners
LJM Aggressive Strategy
4.33 500k 7/1/1998
4 Quantis Asset Management
Intraday Futures
5.31 250k 1/1/2010
3 ITB Capital Advisors LLC
ITB Time Value Trading Program
5.68 5,000k 1/1/2009
2 Soaring Pelican, LLC
Diversified S&P Program
7.87 100k 1/1/2011
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
19.86 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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