Stock Index Trader Index For September 2015

Monthly Rankings

Rank CTA/Program Sep 2015 Min Inv Inception
45 Kinkopf Capital Management
KCM S&P (Proprietary)
-24.01 100k 1/1/1999
44 Pacific Capital Advisors
Vanguard Program
-12.66 100k 4/1/2007
43 Pacific Capital Advisors
Agilis Program
-11.23 100k 12/1/2012
42 Ritenour Investment Group, LLC
RIG_ES_Client
-10.01 25k 3/1/2013
41 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-7.46 250k 10/1/2009
40 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-6.20 250k 5/1/2013
39 County Cork LLC
County Cork Fusion Equity
-4.67 1,000k 10/1/2013
38 Diversified Capital Management
Delta Omega Alpha Model
-4.40 5k 10/1/2013
37 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-3.90 20k 2/1/2013
36 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
-3.68 20k 9/1/2013
35 Goldman Management, Inc
Stock Index Futures
-1.56 450k 1/1/2012
34 The Tidal Group
M2 SP500 Emini Futures Program
-0.93 50k 1/1/2013
33 UNISystems Research Inc.
ODINET
-0.69 10k 12/1/2012
32 Warrington Asset Management
Warrington Strategic Program
-0.29 50k 1/1/1997
31 Double Helix Capital Management
Double Helix
-0.17 50k 1/1/2012
30 3D
Bull Program (Client)
-0.15 10k 11/1/2010
29 Ring Capital Management LLC
S&P E-Mini Select
-0.15 100k 1/1/2012
28 Diversified Capital Management
Alpha Index
0.00 50k 8/1/2013
27 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.05 5,000k 1/1/2009
26 Soaring Pelican, LLC
Diversified S&P Program
0.38 100k 1/1/2011
25 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.64 6/1/2012
24 Systematic Alpha Management
Systematic Alpha Futures Program
0.69 100k 6/1/2004
23 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
0.79 500k 12/1/2003
22 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.07 10,000k 4/1/2003
21 Witter & Lester, Inc.
Redstone
1.07 500k 9/1/1994
20 Cauldron Investments, LLC
Stock Index Plus
1.08 1,000k 10/1/2009
19 Diamond Capital Management
Enhanced S&P Program
1.12 100k 10/1/2009
18 ALFAKRAFT
ALFA Rubicon Fund
1.12 16k 8/1/2011
17 Pinstripe Trading, LLC
Standard
1.48 125k 8/1/2009
16 Bluenose Capital Management, LLC
BNC BI
1.79 30k 10/1/2008
15 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.85 400k 1/1/1988
14 Bluenose Capital Management, LLC
BNC EI
1.92 15k 7/1/2010
13 3D
S&P Program (Client)
1.94 100k 11/1/2010
12 Ansbacher Investment Management
Market Neutral Put Skew Program
2.00 250k 1/1/1996
11 Tianyou Asset Management, LLC
Tianyou Fund LP
2.57 100k 10/1/2012
10 Blackwater Capital Management
Tactical Equity
2.67 500k 12/1/2013
9 Global Sigma Group, LLC
Global Sigma Plus
2.79 3,000k 11/1/2009
8 White River Group
Stock Index Option Writing Strategy
2.96 10k 11/1/2008
7 Esulep LLC MAX
Esulep LLC MAX
3.52 500k 5/1/2008
6 Camkay Capital Management LLC
Stock Indices Short-Term
3.71 100k 3/1/2012
5 3D
Intraday Program (Client)
3.72 100k 2/1/2012
4 QQFund.com
Investment Program 1
4.18 300k 9/1/2008
3 LJM Partners
LJM Preservation & Growth Strategy
5.56 250k 5/1/2006
2 LJM Partners
LJM Moderately Aggressive Strategy
7.28 500k 4/1/2003
1 LJM Partners
LJM Aggressive Strategy
11.64 500k 7/1/1998

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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