Stock Index Trader Index For June 2012

Monthly Rankings

Rank CTA/Program Jun 2012 Min Inv Inception
43 Bluenose Capital Management, LLC
BNC EI
-1.50 15k 7/1/2010
42 Bluenose Capital Management, LLC
BNC BI
-0.90 30k 10/1/2008
41 Vantage Capital Management
VCM Growth Program
-0.81 100k 1/1/2011
40 Quantis Asset Management
Ulysses Futures
-0.60 1,000k 7/1/2009
39 HiProb Trading Technology LLC
HiProb-I
-0.40 5,000k 7/1/2008
38 Blake Capital Management, Inc.
SRD Short Equities
-0.29 100k 1/1/2011
37 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.25 400k 1/1/1988
36 LJM Partners
LJM Preservation & Growth Strategy
-0.20 250k 5/1/2006
35 Global Sigma Group, LLC
Global Sigma Plus
0.12 3,000k 11/1/2009
34 Quantis Asset Management
Intraday Futures
0.21 250k 1/1/2010
33 Turning Wheel Capital, Inc.
Pure Alpha
0.39 10,000k 1/1/2012
32 Witter & Lester, Inc.
Redstone
0.46 500k 9/1/1994
31 Huygens Capital LLC
Navigator
0.46 1,000k 2/1/2012
30 UNISystems Research Inc.
Wall Street Program
0.49 20k 8/1/2011
29 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.50 10,000k 4/1/2003
28 LJM Partners
LJM Moderately Aggressive Strategy
1.12 500k 4/1/2003
27 Esulep LLC MAX
Esulep LLC MAX
1.14 500k 5/1/2008
26 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.21 250k 10/1/2009
25 Pacific Capital Advisors
Vanguard Program
1.34 100k 4/1/2007
24 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
1.45 25k 4/1/2010
23 LJM Partners
LJM Aggressive Strategy
1.69 500k 7/1/1998
22 Goldman Management, Inc
Stock Index Futures
1.80 450k 1/1/2012
21 White River Group
Stock Index Option Writing Strategy
1.89 10k 11/1/2008
20 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.21 200k 1/1/2007
19 Diamond Peak Capital LLC
Northstar (2x) program
2.54 250k 10/1/2008
18 Warrington Asset Management
Warrington Strategic Program
2.60 50k 1/1/1997
17 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.90 1,000k 1/1/2006
16 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
15 Double Helix Capital Management
Double Helix
3.09 50k 1/1/2012
14 Bifrost Quest Capital LLC
IndexQuest (Client)
3.62 500k 11/1/2011
13 ALFAKRAFT
ALFA Rubicon Fund
3.77 16k 8/1/2011
12 Pinstripe Trading, LLC
Standard
3.80 125k 8/1/2009
11 Diamond Capital Management
Enhanced S&P Program
3.90 100k 10/1/2009
10 Cauldron Investments, LLC
Stock Index Plus
4.00 1,000k 10/1/2009
9 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
4.14 500k 12/1/2003
8 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.37 5,000k 1/1/2009
7 Systematic Alpha Management
Systematic Alpha Futures Program
4.66 100k 6/1/2004
6 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
5.20 350k 8/1/2011
5 Soaring Pelican, LLC
Diversified S&P Program
6.08 100k 1/1/2011
4 Ansbacher Investment Management
Market Neutral Put Skew Program
7.05 250k 1/1/1996
3 QQFund.com
Investment Program 1
9.91 300k 9/1/2008
2 Camkay Capital Management LLC
Stock Indices Short-Term
16.99 100k 3/1/2012
1 Kinkopf Capital Management
KCM S&P (Proprietary)
18.80 100k 1/1/1999

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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