Stock Index Trader Index For September 2012

Monthly Rankings

Rank CTA/Program Sep 2012 Min Inv Inception
43 Kinkopf Capital Management
KCM S&P (Proprietary)
-5.69 100k 1/1/1999
42 Bifrost Quest Capital LLC
IndexQuest (Client)
-4.04 500k 11/1/2011
41 Turning Wheel Capital, Inc.
Pure Alpha
-2.26 10,000k 1/1/2012
40 Diamond Peak Capital LLC
Northstar (2x) program
-1.88 250k 10/1/2008
39 ALFAKRAFT
ALFA Rubicon Fund
-1.87 16k 8/1/2011
38 LJM Partners
LJM Preservation & Growth Strategy
-1.73 250k 5/1/2006
37 Quantis Asset Management
Ulysses Futures
-1.46 1,000k 7/1/2009
36 White River Group
Stock Index Option Writing Strategy
-1.27 10k 11/1/2008
35 Pinstripe Trading, LLC
Standard
-1.04 125k 8/1/2009
34 HiProb Trading Technology LLC
HiProb-I
-1.00 5,000k 7/1/2008
33 Pacific Capital Advisors
Vanguard Program
-0.97 100k 4/1/2007
32 LJM Partners
LJM Moderately Aggressive Strategy
-0.75 500k 4/1/2003
31 LJM Partners
LJM Aggressive Strategy
-0.72 500k 7/1/1998
30 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.52 500k 12/1/2003
29 Blake Capital Management, Inc.
SRD Short Equities
-0.41 100k 1/1/2011
28 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.34 250k 10/1/2009
27 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.32 400k 1/1/1988
26 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.26 10,000k 4/1/2003
25 Soaring Pelican, LLC
Diversified S&P Program
-0.07 100k 1/1/2011
24 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.30 5,000k 1/1/2009
23 Esulep LLC MAX
Esulep LLC MAX
0.40 500k 5/1/2008
22 Witter & Lester, Inc.
Redstone
0.50 500k 9/1/1994
21 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
0.51 200k 1/1/2007
20 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.52 1,000k 1/1/2006
19 UNISystems Research Inc.
Wall Street Program
0.66 20k 8/1/2011
18 Double Helix Capital Management
Double Helix
0.98 50k 1/1/2012
17 Bluenose Capital Management, LLC
BNC BI
1.03 30k 10/1/2008
16 Vantage Capital Management
VCM Growth Program
1.06 100k 1/1/2011
15 Warrington Asset Management
Warrington Strategic Program
1.12 50k 1/1/1997
14 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.27 350k 8/1/2011
13 Camkay Capital Management LLC
Stock Indices Short-Term
1.31 100k 3/1/2012
12 Goldman Management, Inc
Stock Index Futures
1.70 450k 1/1/2012
11 Global Sigma Group, LLC
Global Sigma Plus
1.82 3,000k 11/1/2009
10 Diamond Capital Management
Enhanced S&P Program
1.92 100k 10/1/2009
9 Quantis Asset Management
Intraday Futures
1.92 250k 1/1/2010
8 Cauldron Investments, LLC
Stock Index Plus
1.95 1,000k 10/1/2009
7 Bluenose Capital Management, LLC
BNC EI
2.01 15k 7/1/2010
6 QQFund.com
Investment Program 1
2.21 300k 9/1/2008
5 Systematic Alpha Management
Systematic Alpha Futures Program
2.44 100k 6/1/2004
4 Huygens Capital LLC
Navigator
2.65 1,000k 2/1/2012
3 Arcanum Asset Management
Equity Index Option Program (Prop)
2.95 500k 7/1/2006
2 Ansbacher Investment Management
Market Neutral Put Skew Program
3.48 250k 1/1/1996
1 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
3.98 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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