Option Strategy Index For March 2010

Monthly Rankings

Rank CTA/Program Mar 2010 Min Inv Inception
20 Arcanum Asset Management
Equity Index Option Program (Prop)
-1.17 500k 7/1/2006
19 Bluenose Capital Management, LLC
-0.77 15k 7/1/2010
18 Insignia Managed Capital
-0.48 20k 7/1/2009
17 LJM Partners
LJM Preservation & Growth Strategy
-0.43 250k 5/1/2006
16 Bluenose Capital Management, LLC
-0.43 30k 10/1/2008
15 Warrington Asset Management
Warrington Strategic Program
0.01 50k 1/1/1997
14 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
0.17 200k 1/1/2007
13 LJM Partners
LJM Aggressive Strategy
0.56 500k 7/1/1998
12 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.56 1,000k 1/1/2006
11 LJM Partners
LJM Moderately Aggressive Strategy
0.62 500k 4/1/2003
10 White River Group
Stock Index Option Writing Strategy
0.85 10k 11/1/2008
9 Global Sigma Group, LLC
1.24 3,000k 4/1/2013
8 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.28 750k 1/1/2009
7 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.44 5,000k 1/1/2009
6 OptHedge Advisors LLC
Diversified Options & Futures Program
1.85 250k 10/1/2008
5 Esulep LLC MAX
Esulep LLC MAX
1.95 500k 5/1/2008
Alpha Program
2.45 50k 4/1/2009
3 White River Group
Diversified Option Writing Strategy
3.01 20k 11/1/2008
2 Non Correlated Capital
Positive Theta Program
8.26 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
10.62 50k 10/1/2007

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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