Option Strategy Index

CTA/Program Past 12 Months Mar YTD CAROR WDD AUM Min Inv Inception
Global Sigma Group, LLC
AGSF
chart thumbnail 1.26 2.48 13.18 13.42 $257.2M 3,000k 4/1/2013
Global Sigma Group, LLC
Global Sigma BondVOL LP
chart thumbnail -4.18 -2.41 5.36 10.76 $8.4M 1,000k 4/1/2015
Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
chart thumbnail 4.01 10.99 23.44 $3.7M 50k 10/1/2011
Gregory P Asset Management LLC
Low Volatility Income Strategy
chart thumbnail -1.02 -3.02 27.23 100k 5/1/2015
Warrington Asset Management
Warrington Strategic Program
chart thumbnail -0.60 9.67 21.61 $73.8M 50k 1/1/1997
Warrington Asset Management
Tactical Program Client
chart thumbnail -0.01 5.76 1.28 $16.7M 500k 2/1/2015
Tianyou Asset Management, LLC
Tianyou Fund LP
chart thumbnail 0.18 22.29 25.46 100k 10/1/2012
Carbide Capital Inc.
Carbide Absolute Return Program
chart thumbnail -8.82 -1.61 37.26 $3.4M 200k 9/1/2014
Carbide Capital Inc.
Carbide Hedge Progam
chart thumbnail 0.42 -1.79 6.51 $195k 1,000k 9/1/2016
White River Group
Diversified Option Writing Strategy
chart thumbnail -1.14 1.11 67.88 $527k 20k 11/1/2008
Added in last 30 Days New Max Drawdown All Time Performance High All Time Performance Low

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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