Option Strategy Index For January 2020

Monthly Rankings

Rank CTA/Program Jan 2020 Min Inv Inception
11 Gregory P Asset Management LLC
Low Volatility Income Strategy
-1.02 100k 5/1/2015
10 Carbide Capital Inc.
Carbide Absolute Return Program
-0.39 200k 9/1/2014
9 Warrington Asset Management
Tactical Program Client
-0.11 500k 2/1/2015
7 Aleph Strategies LLC
Aleph Options
0.00 100k 1/1/2016
8 JTM Capital Management LLC
JTM Absolute Return Strategy
0.00 100k 10/1/2016
6 Carbide Capital Inc.
Carbide Hedge Progam
0.03 1,000k 9/1/2016
5 Warrington Asset Management
Warrington Strategic Program
0.04 50k 1/1/1997
4 Tianyou Asset Management, LLC
Tianyou Fund LP
0.18 100k 10/1/2012
3 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.76 50k 10/1/2011
2 Buckingham Global Advisors, LLC
Weekly Emini Program
0.78 200k 3/1/2015
1 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.84 1,000k 4/1/2015

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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