Stock Index Trader Index For March 2012

Monthly Rankings

Rank CTA/Program Mar 2012 Min Inv Inception
43 Systematic Alpha Management
Systematic Alpha Futures Program
-4.55 100k 6/1/2004
42 Quantis Asset Management
Ulysses Futures
-2.45 1,000k 7/1/2009
41 Bifrost Quest Capital LLC
IndexQuest (Client)
-2.01 500k 11/1/2011
40 Bluenose Capital Management, LLC
BNC BI
-0.53 30k 10/1/2008
39 Bluenose Capital Management, LLC
BNC EI
-0.21 15k 7/1/2010
38 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.19 10,000k 4/1/2003
37 Warrington Asset Management
Warrington Strategic Program
-0.02 50k 1/1/1997
36 Camkay Capital Management LLC
Stock Indices Short-Term
0.00 100k 3/1/2012
35 LJM Partners
LJM Preservation & Growth Strategy
0.16 250k 5/1/2006
34 HiProb Trading Technology LLC
HiProb-I
0.30 5,000k 7/1/2008
33 Witter & Lester, Inc.
Redstone
0.39 500k 9/1/1994
32 White River Group
Stock Index Option Writing Strategy
0.68 10k 11/1/2008
31 Blake Capital Management, Inc.
SRD Short Equities
0.76 100k 1/1/2011
30 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
0.80 25k 4/1/2010
29 Pacific Capital Advisors
Vanguard Program
0.96 100k 4/1/2007
28 UNISystems Research Inc.
Wall Street Program
1.02 20k 8/1/2011
27 Esulep LLC MAX
Esulep LLC MAX
1.02 500k 5/1/2008
26 Diamond Peak Capital LLC
Northstar (2x) program
1.19 250k 10/1/2008
25 LJM Partners
LJM Moderately Aggressive Strategy
1.35 500k 4/1/2003
24 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.49 250k 10/1/2009
23 LJM Partners
LJM Aggressive Strategy
1.68 500k 7/1/1998
22 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.74 350k 8/1/2011
21 Global Sigma Group, LLC
Global Sigma Plus
1.75 3,000k 11/1/2009
20 Ansbacher Investment Management
Market Neutral Put Skew Program
1.97 250k 1/1/1996
19 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.10 200k 1/1/2007
18 Goldman Management, Inc
Stock Index Futures
2.11 450k 1/1/2012
17 Vantage Capital Management
VCM Growth Program
2.25 100k 1/1/2011
16 Huygens Capital LLC
Navigator
2.40 1,000k 2/1/2012
15 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.47 1,000k 1/1/2006
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.75 400k 1/1/1988
13 Turning Wheel Capital, Inc.
Pure Alpha
2.76 10,000k 1/1/2012
12 Double Helix Capital Management
Double Helix
2.76 50k 1/1/2012
11 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.83 500k 12/1/2003
10 ALFAKRAFT
ALFA Rubicon Fund
2.85 16k 8/1/2011
9 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
8 ITB Capital Advisors LLC
ITB Time Value Trading Program
3.49 5,000k 1/1/2009
7 Quantis Asset Management
Intraday Futures
3.64 250k 1/1/2010
6 Cauldron Investments, LLC
Stock Index Plus
3.83 1,000k 10/1/2009
5 Pinstripe Trading, LLC
Standard
3.85 125k 8/1/2009
4 Diamond Capital Management
Enhanced S&P Program
3.89 100k 10/1/2009
3 Soaring Pelican, LLC
Diversified S&P Program
5.70 100k 1/1/2011
2 Kinkopf Capital Management
KCM S&P (Proprietary)
5.99 100k 1/1/1999
1 QQFund.com
Investment Program 1
11.44 300k 9/1/2008

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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