Stock Index Trader Index For August 2011

Monthly Rankings

Rank CTA/Program Aug 2011 Min Inv Inception
37 LJM Partners
LJM Aggressive Strategy
-34.30 500k 7/1/1998
36 ITB Capital Advisors LLC
ITB Time Value Trading Program
-30.22 5,000k 1/1/2009
35 LJM Partners
LJM Moderately Aggressive Strategy
-28.00 500k 4/1/2003
34 Vantage Capital Management
VCM Growth Program
-25.28 100k 1/1/2011
33 QQFund.com
Investment Program 1
-21.34 300k 9/1/2008
32 White River Group
Stock Index Option Writing Strategy
-16.26 10k 11/1/2008
31 Ansbacher Investment Management
Market Neutral Put Skew Program
-16.17 250k 1/1/1996
30 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-15.01 200k 1/1/2007
29 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-14.79 500k 12/1/2003
28 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-14.29 1,000k 1/1/2006
27 Pinstripe Trading, LLC
Standard
-10.79 125k 8/1/2009
26 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-10.79 25k 4/1/2010
25 Diamond Peak Capital LLC
Northstar (2x) program
-9.20 250k 10/1/2008
24 LJM Partners
LJM Preservation & Growth Strategy
-8.31 250k 5/1/2006
23 Bluenose Capital Management, LLC
BNC EI
-5.65 15k 7/1/2010
22 Warrington Asset Management
Warrington Strategic Program
-4.49 50k 1/1/1997
21 Diamond Capital Management
Enhanced S&P Program
-3.90 100k 10/1/2009
20 Cauldron Investments, LLC
Stock Index Plus
-3.82 1,000k 10/1/2009
19 Systematic Alpha Management
Systematic Alpha Futures Program
-3.48 100k 6/1/2004
18 Global Sigma Group, LLC
Global Sigma Plus
-1.55 3,000k 11/1/2009
17 Quantis Asset Management
Ulysses Futures
-1.48 1,000k 7/1/2009
16 Pacific Capital Advisors
Vanguard Program
-0.86 100k 4/1/2007
15 Blake Capital Management, Inc.
SRD Short Equities
-0.29 100k 1/1/2011
12 ALFAKRAFT
ALFA Rubicon Fund
0.00 16k 8/1/2011
13 UNISystems Research Inc.
Wall Street Program
0.00 20k 8/1/2011
14 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.00 350k 8/1/2011
11 Witter & Lester, Inc.
Redstone
0.15 500k 9/1/1994
10 Bluenose Capital Management, LLC
BNC BI
0.53 30k 10/1/2008
9 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.11 400k 1/1/1988
8 Arcanum Asset Management
Equity Index Option Program (Prop)
1.36 500k 7/1/2006
7 Quantmetrics Capital Management LLP
Premier 12V Strategy
2.13 10,000k 4/1/2003
6 Esulep LLC MAX
Esulep LLC MAX
3.48 500k 5/1/2008
5 Soaring Pelican, LLC
Diversified S&P Program
11.86 100k 1/1/2011
4 Quantis Asset Management
Intraday Futures
16.14 250k 1/1/2010
3 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
17.06 250k 10/1/2009
2 Kinkopf Capital Management
KCM S&P (Proprietary)
17.83 100k 1/1/1999
1 HiProb Trading Technology LLC
HiProb-I
31.00 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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