Stock Index Trader Index For May 2011

Monthly Rankings

Rank CTA/Program May 2011 Min Inv Inception
34 QQFund.com
Investment Program 1
-2.76 300k 9/1/2008
33 Systematic Alpha Management
Systematic Alpha Futures Program
-1.30 100k 6/1/2004
32 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.22 400k 1/1/1988
31 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.15 10,000k 4/1/2003
30 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
29 Diamond Capital Management
Enhanced S&P Program
0.05 100k 10/1/2009
28 Blake Capital Management, Inc.
SRD Short Equities
0.05 100k 1/1/2011
27 Cauldron Investments, LLC
Stock Index Plus
0.20 1,000k 10/1/2009
26 Witter & Lester, Inc.
Redstone
0.72 500k 9/1/1994
25 Esulep LLC MAX
Esulep LLC MAX
0.98 500k 5/1/2008
24 Ansbacher Investment Management
Market Neutral Put Skew Program
1.06 250k 1/1/1996
23 Pacific Capital Advisors
Vanguard Program
1.18 100k 4/1/2007
22 Diamond Peak Capital LLC
Northstar (2x) program
1.57 250k 10/1/2008
21 White River Group
Stock Index Option Writing Strategy
1.96 10k 11/1/2008
20 Soaring Pelican, LLC
Diversified S&P Program
1.97 100k 1/1/2011
19 Global Sigma Group, LLC
Global Sigma Plus
1.99 3,000k 11/1/2009
18 Quantis Asset Management
Intraday Futures
2.06 250k 1/1/2010
17 Bluenose Capital Management, LLC
BNC EI
2.07 15k 7/1/2010
16 Warrington Asset Management
Warrington Strategic Program
2.32 50k 1/1/1997
15 Bluenose Capital Management, LLC
BNC BI
2.66 30k 10/1/2008
14 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.69 250k 10/1/2009
13 LJM Partners
LJM Preservation & Growth Strategy
2.85 250k 5/1/2006
12 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
11 Vantage Capital Management
VCM Growth Program
3.16 100k 1/1/2011
10 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.37 1,000k 1/1/2006
9 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.42 200k 1/1/2007
8 Pinstripe Trading, LLC
Standard
4.24 125k 8/1/2009
7 Quantis Asset Management
Ulysses Futures
4.36 1,000k 7/1/2009
6 LJM Partners
LJM Moderately Aggressive Strategy
4.68 500k 4/1/2003
5 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
5.54 500k 12/1/2003
4 LJM Partners
LJM Aggressive Strategy
6.71 500k 7/1/1998
3 ITB Capital Advisors LLC
ITB Time Value Trading Program
6.74 5,000k 1/1/2009
2 Kinkopf Capital Management
KCM S&P (Proprietary)
7.45 100k 1/1/1999
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
13.03 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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