Stock Index Trader Index For June 2015

Monthly Rankings

Rank CTA/Program Jun 2015 Min Inv Inception
45 QQFund.com
Investment Program 1
-14.02 300k 9/1/2008
44 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-3.55 20k 2/1/2013
43 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
-3.51 20k 9/1/2013
42 County Cork LLC
County Cork Fusion Equity
-2.31 1,000k 10/1/2013
41 Ritenour Investment Group, LLC
RIG_ES_Client
-1.99 25k 3/1/2013
40 Goldman Management, Inc
Stock Index Futures
-1.68 450k 1/1/2012
39 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.48 400k 1/1/1988
38 3D
S&P Program (Client)
-1.28 100k 11/1/2010
37 Ansbacher Investment Management
Market Neutral Put Skew Program
-1.06 250k 1/1/1996
36 Diamond Capital Management
Enhanced S&P Program
-0.64 100k 10/1/2009
35 Pacific Capital Advisors
Vanguard Program
-0.48 100k 4/1/2007
34 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.44 6/1/2012
33 3D
Bull Program (Client)
-0.33 10k 11/1/2010
32 3D
Intraday Program (Client)
-0.18 100k 2/1/2012
31 Cauldron Investments, LLC
Stock Index Plus
-0.06 1,000k 10/1/2009
30 Double Helix Capital Management
Double Helix
0.01 50k 1/1/2012
29 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.07 250k 10/1/2009
28 Esulep LLC MAX
Esulep LLC MAX
0.12 500k 5/1/2008
27 Diversified Capital Management
Alpha Index
0.25 50k 8/1/2013
26 Witter & Lester, Inc.
Redstone
0.30 500k 9/1/1994
25 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.46 500k 12/1/2003
24 ALFAKRAFT
ALFA Rubicon Fund
0.53 16k 8/1/2011
23 Systematic Alpha Management
Systematic Alpha Futures Program
0.54 100k 6/1/2004
22 LJM Partners
LJM Preservation & Growth Strategy
0.67 250k 5/1/2006
21 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.84 10,000k 4/1/2003
20 LJM Partners
LJM Moderately Aggressive Strategy
0.89 500k 4/1/2003
19 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.90 250k 5/1/2013
18 Diversified Capital Management
Delta Omega Alpha Model
1.25 5k 10/1/2013
17 Global Sigma Group, LLC
Global Sigma Plus
1.33 3,000k 11/1/2009
16 UNISystems Research Inc.
ODINET
1.37 10k 12/1/2012
15 Kinkopf Capital Management
KCM S&P (Proprietary)
1.37 100k 1/1/1999
14 Pinstripe Trading, LLC
Standard
1.46 125k 8/1/2009
13 LJM Partners
LJM Aggressive Strategy
1.47 500k 7/1/1998
12 Warrington Asset Management
Warrington Strategic Program
1.74 50k 1/1/1997
11 Camkay Capital Management LLC
Stock Indices Short-Term
2.07 100k 3/1/2012
10 Bluenose Capital Management, LLC
BNC BI
2.31 30k 10/1/2008
9 ITB Capital Advisors LLC
ITB Time Value Trading Program
2.41 5,000k 1/1/2009
8 White River Group
Stock Index Option Writing Strategy
2.48 10k 11/1/2008
7 Tianyou Asset Management, LLC
Tianyou Fund LP
2.60 100k 10/1/2012
6 Bluenose Capital Management, LLC
BNC EI
2.63 15k 7/1/2010
5 The Tidal Group
M2 SP500 Emini Futures Program
3.51 50k 1/1/2013
4 Ring Capital Management LLC
S&P E-Mini Select
4.77 100k 1/1/2012
3 Pacific Capital Advisors
Agilis Program
5.60 100k 12/1/2012
2 Blackwater Capital Management
Tactical Equity
5.68 500k 12/1/2013
1 Soaring Pelican, LLC
Diversified S&P Program
7.50 100k 1/1/2011

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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