Option Strategy Index for December 2016

Rank CTA / Program Performance Inception
1 4.38 12/1/2013
2 3.39 10/1/2011
3 1.93 7/1/2012
4 1.78 3/1/2015
5 1.56 10/1/2007
6 1.46 10/1/2007
7 0.92 2/1/2015
8 0.87 9/1/2014
9 0.62 1/1/1997
10 0.56 1/1/2012
11 0.37 1/1/2015
12 0.35 12/1/2013
13 0.28 10/1/2008
14 0.27 11/1/2014
15 0.20 11/1/2014
16 0.13 4/1/2003
17 0.10 10/1/2009
18 0.00 6/1/2014
19 -0.09 5/1/2006
20 -0.48 6/1/2012
21 -0.60 7/1/2010
22 -0.72 5/1/2015
23 -0.82 10/1/2012