Stock Index Trader Index For September 2013

Monthly Rankings

Rank CTA/Program Sep 2013 Min Inv Inception
43 Bluenose Capital Management, LLC
BNC BI
-5.42 30k 10/1/2008
42 Quantis Asset Management
Intraday Futures
-4.49 250k 1/1/2010
41 Bluenose Capital Management, LLC
BNC EI
-4.35 15k 7/1/2010
40 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-4.04 500k 12/1/2003
39 Quantis Asset Management
Ulysses Futures
-2.74 1,000k 7/1/2009
38 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.66 250k 10/1/2009
37 Huygens Capital LLC
Navigator
-2.31 1,000k 2/1/2012
36 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-1.68 25k 4/1/2010
35 LJM Partners
LJM Preservation & Growth Strategy
-1.63 250k 5/1/2006
34 LJM Partners
LJM Aggressive Strategy
-1.60 500k 7/1/1998
33 LJM Partners
LJM Moderately Aggressive Strategy
-1.07 500k 4/1/2003
32 Soaring Pelican, LLC
Diversified S&P Program
-0.94 100k 1/1/2011
31 Turning Wheel Capital, Inc.
Pure Alpha
-0.71 10,000k 1/1/2012
30 Warrington Asset Management
Warrington Strategic Program
-0.44 50k 1/1/1997
29 Diamond Peak Capital LLC
Northstar (2x) program
-0.23 250k 10/1/2008
28 Pinstripe Trading, LLC
Standard
-0.13 125k 8/1/2009
27 Blake Capital Management, Inc.
SRD Short Equities
0.02 100k 1/1/2011
26 Pacific Capital Advisors
Vanguard Program
0.16 100k 4/1/2007
25 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
24 White River Group
Stock Index Option Writing Strategy
0.20 10k 11/1/2008
23 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.20 10,000k 4/1/2003
22 Systematic Alpha Management
Systematic Alpha Futures Program
0.80 100k 6/1/2004
21 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.98 400k 1/1/1988
20 Esulep LLC MAX
Esulep LLC MAX
1.00 500k 5/1/2008
19 HiProb Trading Technology LLC
HiProb-I
1.22 5,000k 7/1/2008
18 Global Sigma Group, LLC
Global Sigma Plus
1.43 3,000k 11/1/2009
17 Bifrost Quest Capital LLC
IndexQuest (Client)
1.50 500k 11/1/2011
16 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.57 200k 1/1/2007
15 ALFAKRAFT
ALFA Rubicon Fund
1.59 16k 8/1/2011
14 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.73 1,000k 1/1/2006
13 Cauldron Investments, LLC
Stock Index Plus
2.11 1,000k 10/1/2009
12 Double Helix Capital Management
Double Helix
2.28 50k 1/1/2012
11 Ansbacher Investment Management
Market Neutral Put Skew Program
2.34 250k 1/1/1996
10 ITB Capital Advisors LLC
ITB Time Value Trading Program
2.40 5,000k 1/1/2009
9 UNISystems Research Inc.
Wall Street Program
2.43 20k 8/1/2011
8 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
2.54 350k 8/1/2011
7 Goldman Management, Inc
Stock Index Futures
2.67 450k 1/1/2012
6 Camkay Capital Management LLC
Stock Indices Short-Term
2.76 100k 3/1/2012
5 Arcanum Asset Management
Equity Index Option Program (Prop)
3.40 500k 7/1/2006
4 Diamond Capital Management
Enhanced S&P Program
4.43 100k 10/1/2009
3 Vantage Capital Management
VCM Growth Program
8.90 100k 1/1/2011
2 QQFund.com
Investment Program 1
9.93 300k 9/1/2008
1 Kinkopf Capital Management
KCM S&P (Proprietary)
10.12 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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