Stock Index Trader Index For May 2012

Monthly Rankings

Rank CTA/Program May 2012 Min Inv Inception
43 QQFund.com
Investment Program 1
-17.99 300k 9/1/2008
42 Pinstripe Trading, LLC
Standard
-9.98 125k 8/1/2009
41 Camkay Capital Management LLC
Stock Indices Short-Term
-8.34 100k 3/1/2012
40 ALFAKRAFT
ALFA Rubicon Fund
-7.16 16k 8/1/2011
39 UNISystems Research Inc.
Wall Street Program
-6.52 20k 8/1/2011
38 Goldman Management, Inc
Stock Index Futures
-5.10 450k 1/1/2012
37 Vantage Capital Management
VCM Growth Program
-4.88 100k 1/1/2011
36 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
-4.50 350k 8/1/2011
35 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-4.36 500k 12/1/2003
34 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.11 400k 1/1/1988
33 Quantis Asset Management
Intraday Futures
-2.88 250k 1/1/2010
32 Double Helix Capital Management
Double Helix
-2.63 50k 1/1/2012
31 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-1.13 25k 4/1/2010
30 Blake Capital Management, Inc.
SRD Short Equities
-0.74 100k 1/1/2011
29 Diamond Capital Management
Enhanced S&P Program
-0.60 100k 10/1/2009
28 Cauldron Investments, LLC
Stock Index Plus
-0.57 1,000k 10/1/2009
27 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.09 10,000k 4/1/2003
26 Huygens Capital LLC
Navigator
0.42 1,000k 2/1/2012
25 HiProb Trading Technology LLC
HiProb-I
0.60 5,000k 7/1/2008
24 Ansbacher Investment Management
Market Neutral Put Skew Program
0.76 250k 1/1/1996
23 Soaring Pelican, LLC
Diversified S&P Program
0.84 100k 1/1/2011
22 Turning Wheel Capital, Inc.
Pure Alpha
0.93 10,000k 1/1/2012
21 Bifrost Quest Capital LLC
IndexQuest (Client)
0.93 500k 11/1/2011
20 Witter & Lester, Inc.
Redstone
0.99 500k 9/1/1994
19 Pacific Capital Advisors
Vanguard Program
1.01 100k 4/1/2007
18 White River Group
Stock Index Option Writing Strategy
1.10 10k 11/1/2008
17 Esulep LLC MAX
Esulep LLC MAX
1.20 500k 5/1/2008
16 Kinkopf Capital Management
KCM S&P (Proprietary)
1.26 100k 1/1/1999
15 Global Sigma Group, LLC
Global Sigma Plus
1.76 3,000k 11/1/2009
14 LJM Partners
LJM Preservation & Growth Strategy
2.09 250k 5/1/2006
13 Bluenose Capital Management, LLC
BNC BI
2.15 30k 10/1/2008
12 Warrington Asset Management
Warrington Strategic Program
2.15 50k 1/1/1997
11 Bluenose Capital Management, LLC
BNC EI
2.23 15k 7/1/2010
10 Arcanum Asset Management
Equity Index Option Program (Prop)
2.24 500k 7/1/2006
9 Diamond Peak Capital LLC
Northstar (2x) program
2.28 250k 10/1/2008
8 Quantis Asset Management
Ulysses Futures
3.08 1,000k 7/1/2009
7 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.49 200k 1/1/2007
6 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.61 1,000k 1/1/2006
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.68 250k 10/1/2009
4 Systematic Alpha Management
Systematic Alpha Futures Program
4.24 100k 6/1/2004
3 LJM Partners
LJM Moderately Aggressive Strategy
5.52 500k 4/1/2003
2 ITB Capital Advisors LLC
ITB Time Value Trading Program
6.15 5,000k 1/1/2009
1 LJM Partners
LJM Aggressive Strategy
6.96 500k 7/1/1998

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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