Option Strategy Index for October 2011

Rank CTA / Program Performance Inception
1 19.53 10/1/2010
2 9.67 7/1/2006
3 8.94 1/1/2009
4 8.02 11/1/2008
5 6.31 10/1/2007
6 5.86 11/1/2008
7 5.84 10/1/2007
8 3.48 7/1/1998
9 3.46 5/1/2011
10 3.09 10/1/2008
11 2.93 1/1/2007
12 2.81 1/1/2006
13 2.49 10/1/2010
14 2.36 4/1/2003
15 1.65 4/1/2013
16 1.20 5/1/2006
17 0.95 1/1/2009
18 0.66 5/1/2008
19 0.62 10/1/2008
20 -0.03 7/1/2009
21 -0.08 8/1/2011
22 -0.55 1/1/1997
23 -1.11 2/1/2011
24 -3.62 4/1/2009
25 -4.09 7/1/2010