Option Strategy Index Need help with terms? Snapshot Historical Data Programs CTA/Program Past 12 Months Jan YTD CAROR WDD AUM Min Inv Inception Global Sigma Group, LLC Global Sigma BondVOL LP 0.84 0.84 6.27 10.76 $8.7M 1,000k 4/1/2015 Blackheath Fund Management Inc. Blackheath Tactical FI Strategy 0.76 0.76 10.68 23.44 $4.0M 50k 10/1/2011 White River Group Diversified Option Writing Strategy 0.35 0.35 1.25 67.88 $543k 20k 11/1/2008 Tianyou Asset Management, LLC Tianyou Fund LP 0.18 0.18 22.29 25.46 $135.5M 100k 10/1/2012 White River Group Stock Index Option Writing Strategy 0.12 0.12 9.92 18.73 $21.3M 10k 11/1/2008 Warrington Asset Management Warrington Strategic Program 0.04 0.04 9.74 21.61 $74.0M 50k 1/1/1997 Carbide Capital Inc. Carbide Hedge Progam 0.03 0.03 -1.94 6.51 $192k 1,000k 9/1/2016 White Indian Trading Co. SCS Program (Client) -0.01 -0.01 2.29 19.44 $250k 250k 2/1/2011 Warrington Asset Management Tactical Program Client -0.11 -0.11 5.84 1.28 $17.2M 500k 2/1/2015 JTM Capital Management LLC JTM Absolute Return Strategy -0.20 12.31 $2.4M 100k 10/1/2016 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.