Stock Index Trader Index For April 2012

Monthly Rankings

Rank CTA/Program Apr 2012 Min Inv Inception
43 Vantage Capital Management
VCM Growth Program
-3.66 100k 1/1/2011
42 QQFund.com
Investment Program 1
-2.95 300k 9/1/2008
41 ALFAKRAFT
ALFA Rubicon Fund
-2.49 16k 8/1/2011
40 Huygens Capital LLC
Navigator
-1.68 1,000k 2/1/2012
39 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.21 400k 1/1/1988
38 Quantis Asset Management
Ulysses Futures
-1.02 1,000k 7/1/2009
37 Pacific Capital Advisors
Vanguard Program
-0.67 100k 4/1/2007
36 Goldman Management, Inc
Stock Index Futures
-0.55 450k 1/1/2012
35 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.15 250k 10/1/2009
34 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.10 10,000k 4/1/2003
33 Witter & Lester, Inc.
Redstone
0.38 500k 9/1/1994
32 Blake Capital Management, Inc.
SRD Short Equities
0.42 100k 1/1/2011
31 HiProb Trading Technology LLC
HiProb-I
0.50 5,000k 7/1/2008
30 Pinstripe Trading, LLC
Standard
0.54 125k 8/1/2009
29 Camkay Capital Management LLC
Stock Indices Short-Term
0.66 100k 3/1/2012
28 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.68 350k 8/1/2011
27 Turning Wheel Capital, Inc.
Pure Alpha
0.87 10,000k 1/1/2012
26 Cauldron Investments, LLC
Stock Index Plus
0.97 1,000k 10/1/2009
25 Diamond Capital Management
Enhanced S&P Program
0.98 100k 10/1/2009
24 Quantis Asset Management
Intraday Futures
1.20 250k 1/1/2010
23 Esulep LLC MAX
Esulep LLC MAX
1.29 500k 5/1/2008
22 UNISystems Research Inc.
Wall Street Program
1.31 20k 8/1/2011
21 Global Sigma Group, LLC
Global Sigma Plus
1.31 3,000k 11/1/2009
20 Bluenose Capital Management, LLC
BNC EI
1.50 15k 7/1/2010
19 Bluenose Capital Management, LLC
BNC BI
1.74 30k 10/1/2008
18 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.79 200k 1/1/2007
17 Double Helix Capital Management
Double Helix
1.99 50k 1/1/2012
16 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.06 1,000k 1/1/2006
15 Soaring Pelican, LLC
Diversified S&P Program
2.21 100k 1/1/2011
14 Systematic Alpha Management
Systematic Alpha Futures Program
2.45 100k 6/1/2004
13 Warrington Asset Management
Warrington Strategic Program
2.57 50k 1/1/1997
12 Ansbacher Investment Management
Market Neutral Put Skew Program
2.77 250k 1/1/1996
11 LJM Partners
LJM Preservation & Growth Strategy
2.80 250k 5/1/2006
10 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.06 500k 12/1/2003
9 ITB Capital Advisors LLC
ITB Time Value Trading Program
3.14 5,000k 1/1/2009
8 Arcanum Asset Management
Equity Index Option Program (Prop)
3.99 500k 7/1/2006
7 White River Group
Stock Index Option Writing Strategy
4.05 10k 11/1/2008
6 Diamond Peak Capital LLC
Northstar (2x) program
4.24 250k 10/1/2008
5 LJM Partners
LJM Moderately Aggressive Strategy
6.01 500k 4/1/2003
4 Bifrost Quest Capital LLC
IndexQuest (Client)
6.98 500k 11/1/2011
3 Kinkopf Capital Management
KCM S&P (Proprietary)
7.44 100k 1/1/1999
2 LJM Partners
LJM Aggressive Strategy
7.73 500k 7/1/1998
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
8.60 25k 4/1/2010

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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