Stock Index Trader Index For November 2012

Monthly Rankings

Rank CTA/Program Nov 2012 Min Inv Inception
43 UNISystems Research Inc.
Wall Street Program
-6.62 20k 8/1/2011
42 Camkay Capital Management LLC
Stock Indices Short-Term
-6.39 100k 3/1/2012
41 Huygens Capital LLC
Navigator
-4.33 1,000k 2/1/2012
40 Diamond Peak Capital LLC
Northstar (2x) program
-3.63 250k 10/1/2008
39 ALFAKRAFT
ALFA Rubicon Fund
-2.76 16k 8/1/2011
38 Bifrost Quest Capital LLC
IndexQuest (Client)
-2.32 500k 11/1/2011
37 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.03 100k 1/1/1999
36 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.57 400k 1/1/1988
35 Pacific Capital Advisors
Vanguard Program
-1.39 100k 4/1/2007
34 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.98 25k 4/1/2010
33 Systematic Alpha Management
Systematic Alpha Futures Program
-0.81 100k 6/1/2004
32 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.77 250k 1/1/1996
31 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.50 10,000k 4/1/2003
30 Blake Capital Management, Inc.
SRD Short Equities
-0.05 100k 1/1/2011
29 Quantis Asset Management
Ulysses Futures
0.01 1,000k 7/1/2009
28 LJM Partners
LJM Preservation & Growth Strategy
0.05 250k 5/1/2006
27 White River Group
Stock Index Option Writing Strategy
0.09 10k 11/1/2008
26 Warrington Asset Management
Warrington Strategic Program
0.12 50k 1/1/1997
25 Goldman Management, Inc
Stock Index Futures
0.20 450k 1/1/2012
24 LJM Partners
LJM Moderately Aggressive Strategy
0.29 500k 4/1/2003
23 LJM Partners
LJM Aggressive Strategy
0.35 500k 7/1/1998
22 Quantis Asset Management
Intraday Futures
0.64 250k 1/1/2010
21 Witter & Lester, Inc.
Redstone
0.72 500k 9/1/1994
20 Esulep LLC MAX
Esulep LLC MAX
0.72 500k 5/1/2008
19 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.74 500k 12/1/2003
18 HiProb Trading Technology LLC
HiProb-I
0.80 5,000k 7/1/2008
17 Double Helix Capital Management
Double Helix
0.82 50k 1/1/2012
16 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.27 250k 10/1/2009
15 Global Sigma Group, LLC
Global Sigma Plus
1.45 3,000k 11/1/2009
14 Diamond Capital Management
Enhanced S&P Program
1.46 100k 10/1/2009
13 Bluenose Capital Management, LLC
BNC BI
1.55 30k 10/1/2008
12 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.60 350k 8/1/2011
11 Cauldron Investments, LLC
Stock Index Plus
1.64 1,000k 10/1/2009
10 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.80 5,000k 1/1/2009
9 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.05 1,000k 1/1/2006
8 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.30 200k 1/1/2007
7 Bluenose Capital Management, LLC
BNC EI
2.57 15k 7/1/2010
6 Arcanum Asset Management
Equity Index Option Program (Prop)
2.93 500k 7/1/2006
5 QQFund.com
Investment Program 1
3.30 300k 9/1/2008
4 Pinstripe Trading, LLC
Standard
4.06 125k 8/1/2009
3 Turning Wheel Capital, Inc.
Pure Alpha
4.09 10,000k 1/1/2012
2 Vantage Capital Management
VCM Growth Program
4.70 100k 1/1/2011
1 Soaring Pelican, LLC
Diversified S&P Program
4.94 100k 1/1/2011

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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