Option Strategy Index For October 2019

Monthly Rankings

Rank CTA/Program Oct 2019 Min Inv Inception
10 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.75 50k 10/1/2011
9 Carbide Capital Inc.
Carbide Hedge Progam
-0.12 1,000k 9/1/2016
8 Warrington Asset Management
Tactical Program Client
0.05 500k 2/1/2015
7 Warrington Asset Management
Warrington Strategic Program
0.21 50k 1/1/1997
6 JTM Capital Management LLC
JTM Absolute Return Strategy
0.40 100k 10/1/2016
5 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.68 1,000k 4/1/2015
4 Carbide Capital Inc.
Carbide Absolute Return Program
0.88 200k 9/1/2014
3 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.98 100k 5/1/2015
2 Buckingham Global Advisors, LLC
Weekly Emini Program
1.13 200k 3/1/2015
1 Tianyou Asset Management, LLC
Tianyou Fund LP
1.25 100k 10/1/2012

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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