Option Strategy Index for January 2017

Rank CTA / Program Performance Inception
1 2.48 12/1/2013
2 2.16 4/1/2003
3 2.14 7/1/2010
4 2.04 3/1/2015
5 1.66 10/1/2012
6 1.64 5/1/2015
7 1.49 5/1/2006
8 1.47 1/1/2015
9 1.43 11/1/2014
10 1.43 10/1/2008
11 1.31 7/1/2012
12 1.21 11/1/2014
13 1.14 10/1/2007
14 1.14 10/1/2007
15 0.85 1/1/2012
16 0.83 9/1/2014
17 0.75 2/1/2015
18 0.59 1/1/1997
19 0.00 6/1/2014
20 -0.02 6/1/2012
21 -0.16 10/1/2009
22 -0.53 10/1/2011