Stock Index Trader Index For July 2011

Monthly Rankings

Rank CTA/Program Jul 2011 Min Inv Inception
34 ITB Capital Advisors LLC
ITB Time Value Trading Program
-14.14 5,000k 1/1/2009
33 Diamond Peak Capital LLC
Northstar (2x) program
-9.12 250k 10/1/2008
32 LJM Partners
LJM Aggressive Strategy
-8.18 500k 7/1/1998
31 Vantage Capital Management
VCM Growth Program
-8.16 100k 1/1/2011
30 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-7.80 200k 1/1/2007
29 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-7.49 1,000k 1/1/2006
28 Quantis Asset Management
Intraday Futures
-7.09 250k 1/1/2010
27 LJM Partners
LJM Moderately Aggressive Strategy
-5.38 500k 4/1/2003
26 Ansbacher Investment Management
Market Neutral Put Skew Program
-3.95 250k 1/1/1996
25 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.36 400k 1/1/1988
24 LJM Partners
LJM Preservation & Growth Strategy
-3.03 250k 5/1/2006
23 Quantis Asset Management
Ulysses Futures
-2.52 1,000k 7/1/2009
22 Cauldron Investments, LLC
Stock Index Plus
-2.40 1,000k 10/1/2009
21 Diamond Capital Management
Enhanced S&P Program
-2.34 100k 10/1/2009
20 Systematic Alpha Management
Systematic Alpha Futures Program
-2.12 100k 6/1/2004
19 Warrington Asset Management
Warrington Strategic Program
-1.58 50k 1/1/1997
18 Kinkopf Capital Management
KCM S&P (Proprietary)
-1.32 100k 1/1/1999
17 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.30 250k 10/1/2009
16 Pinstripe Trading, LLC
Standard
-0.80 125k 8/1/2009
15 Witter & Lester, Inc.
Redstone
-0.79 500k 9/1/1994
14 Pacific Capital Advisors
Vanguard Program
-0.69 100k 4/1/2007
13 Blake Capital Management, Inc.
SRD Short Equities
-0.45 100k 1/1/2011
12 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.35 25k 4/1/2010
11 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.07 500k 12/1/2003
10 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.01 10,000k 4/1/2003
9 White River Group
Stock Index Option Writing Strategy
0.12 10k 11/1/2008
8 Esulep LLC MAX
Esulep LLC MAX
0.38 500k 5/1/2008
7 Bluenose Capital Management, LLC
BNC EI
1.12 15k 7/1/2010
6 Bluenose Capital Management, LLC
BNC BI
1.46 30k 10/1/2008
5 Soaring Pelican, LLC
Diversified S&P Program
1.87 100k 1/1/2011
4 Global Sigma Group, LLC
Global Sigma Plus
2.42 3,000k 11/1/2009
3 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
2 QQFund.com
Investment Program 1
3.49 300k 9/1/2008
1 HiProb Trading Technology LLC
HiProb-I
4.00 5,000k 7/1/2008

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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