Stock Index Trader Index For August 2012

Monthly Rankings

Rank CTA/Program Aug 2012 Min Inv Inception
43 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.34 250k 10/1/2009
42 Quantis Asset Management
Intraday Futures
-1.78 250k 1/1/2010
41 Turning Wheel Capital, Inc.
Pure Alpha
-1.02 10,000k 1/1/2012
40 Pacific Capital Advisors
Vanguard Program
-0.92 100k 4/1/2007
39 Pinstripe Trading, LLC
Standard
-0.65 125k 8/1/2009
38 Camkay Capital Management LLC
Stock Indices Short-Term
-0.26 100k 3/1/2012
37 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.26 10,000k 4/1/2003
36 Quantis Asset Management
Ulysses Futures
-0.24 1,000k 7/1/2009
35 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.20 500k 12/1/2003
34 Vantage Capital Management
VCM Growth Program
0.00 100k 1/1/2011
33 Warrington Asset Management
Warrington Strategic Program
0.04 50k 1/1/1997
32 Blake Capital Management, Inc.
SRD Short Equities
0.25 100k 1/1/2011
31 Witter & Lester, Inc.
Redstone
0.31 500k 9/1/1994
30 Esulep LLC MAX
Esulep LLC MAX
0.33 500k 5/1/2008
29 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.62 400k 1/1/1988
28 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
0.81 25k 4/1/2010
27 Goldman Management, Inc
Stock Index Futures
1.00 450k 1/1/2012
26 Global Sigma Group, LLC
Global Sigma Plus
1.06 3,000k 11/1/2009
25 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.09 1,000k 1/1/2006
24 Soaring Pelican, LLC
Diversified S&P Program
1.11 100k 1/1/2011
23 Cauldron Investments, LLC
Stock Index Plus
1.14 1,000k 10/1/2009
22 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.15 200k 1/1/2007
21 Diamond Capital Management
Enhanced S&P Program
1.16 100k 10/1/2009
20 Bluenose Capital Management, LLC
BNC BI
1.19 30k 10/1/2008
19 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.24 350k 8/1/2011
18 HiProb Trading Technology LLC
HiProb-I
1.30 5,000k 7/1/2008
17 UNISystems Research Inc.
Wall Street Program
1.62 20k 8/1/2011
16 Bifrost Quest Capital LLC
IndexQuest (Client)
1.62 500k 11/1/2011
15 ALFAKRAFT
ALFA Rubicon Fund
1.63 16k 8/1/2011
14 Kinkopf Capital Management
KCM S&P (Proprietary)
1.70 100k 1/1/1999
13 Bluenose Capital Management, LLC
BNC EI
2.22 15k 7/1/2010
12 Double Helix Capital Management
Double Helix
2.25 50k 1/1/2012
11 Huygens Capital LLC
Navigator
2.84 1,000k 2/1/2012
10 Diamond Peak Capital LLC
Northstar (2x) program
2.87 250k 10/1/2008
9 Arcanum Asset Management
Equity Index Option Program (Prop)
3.27 500k 7/1/2006
8 LJM Partners
LJM Preservation & Growth Strategy
3.37 250k 5/1/2006
7 Systematic Alpha Management
Systematic Alpha Futures Program
4.27 100k 6/1/2004
6 Ansbacher Investment Management
Market Neutral Put Skew Program
4.93 250k 1/1/1996
5 ITB Capital Advisors LLC
ITB Time Value Trading Program
5.62 5,000k 1/1/2009
4 LJM Partners
LJM Moderately Aggressive Strategy
5.75 500k 4/1/2003
3 White River Group
Stock Index Option Writing Strategy
5.81 10k 11/1/2008
2 LJM Partners
LJM Aggressive Strategy
6.90 500k 7/1/1998
1 QQFund.com
Investment Program 1
13.08 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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