Stock Index Trader Index For January 2012

Monthly Rankings

Rank CTA/Program Jan 2012 Min Inv Inception
41 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-17.82 25k 4/1/2010
40 Soaring Pelican, LLC
Diversified S&P Program
-3.23 100k 1/1/2011
39 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-2.91 500k 12/1/2003
38 Quantis Asset Management
Intraday Futures
-1.80 250k 1/1/2010
37 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.62 100k 1/1/1999
36 Blake Capital Management, Inc.
SRD Short Equities
-0.38 100k 1/1/2011
35 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.30 250k 10/1/2009
34 Pacific Capital Advisors
Vanguard Program
-0.28 100k 4/1/2007
33 Diamond Peak Capital LLC
Northstar (2x) program
-0.20 250k 10/1/2008
28 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
29 Double Helix Capital Management
Double Helix
0.00 50k 1/1/2012
30 Goldman Management, Inc
Stock Index Futures
0.00 450k 1/1/2012
31 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
32 HiProb Trading Technology LLC
HiProb-I
0.00 5,000k 7/1/2008
27 QQFund.com
Investment Program 1
0.03 300k 9/1/2008
26 Esulep LLC MAX
Esulep LLC MAX
0.06 500k 5/1/2008
25 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.10 10,000k 4/1/2003
24 Systematic Alpha Management
Systematic Alpha Futures Program
0.32 100k 6/1/2004
23 Bifrost Quest Capital LLC
IndexQuest (Client)
0.37 500k 11/1/2011
22 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.46 350k 8/1/2011
21 Warrington Asset Management
Warrington Strategic Program
0.49 50k 1/1/1997
20 Witter & Lester, Inc.
Redstone
0.78 500k 9/1/1994
19 Bluenose Capital Management, LLC
BNC BI
0.92 30k 10/1/2008
18 Global Sigma Group, LLC
Global Sigma Plus
1.27 3,000k 11/1/2009
17 LJM Partners
LJM Preservation & Growth Strategy
1.33 250k 5/1/2006
16 Bluenose Capital Management, LLC
BNC EI
1.39 15k 7/1/2010
15 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.95 400k 1/1/1988
14 UNISystems Research Inc.
Wall Street Program
2.10 20k 8/1/2011
13 Vantage Capital Management
VCM Growth Program
2.36 100k 1/1/2011
12 Cauldron Investments, LLC
Stock Index Plus
2.77 1,000k 10/1/2009
11 Diamond Capital Management
Enhanced S&P Program
2.80 100k 10/1/2009
10 ALFAKRAFT
ALFA Rubicon Fund
2.88 16k 8/1/2011
9 Quantis Asset Management
Ulysses Futures
2.89 1,000k 7/1/2009
8 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.78 200k 1/1/2007
7 White River Group
Stock Index Option Writing Strategy
3.79 10k 11/1/2008
6 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.92 1,000k 1/1/2006
5 LJM Partners
LJM Moderately Aggressive Strategy
4.19 500k 4/1/2003
4 Arcanum Asset Management
Equity Index Option Program (Prop)
5.06 500k 7/1/2006
3 LJM Partners
LJM Aggressive Strategy
5.56 500k 7/1/1998
2 Ansbacher Investment Management
Market Neutral Put Skew Program
6.18 250k 1/1/1996
1 ITB Capital Advisors LLC
ITB Time Value Trading Program
9.49 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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