Option Strategy Index For May 2010

Monthly Rankings

Rank CTA/Program May 2010 Min Inv Inception
20 Warrington Asset Management
Warrington Strategic Program
-14.74 50k 1/1/1997
19 White River Group
Diversified Option Writing Strategy
-11.23 20k 11/1/2008
18 ITB Capital Advisors LLC
ITB Time Value Trading Program
-10.26 5,000k 1/1/2009
17 Non Correlated Capital
Positive Theta Fund
-8.73 50k 10/1/2007
16 Non Correlated Capital
Positive Theta Program
-8.04 250k 10/1/2007
15 White River Group
Stock Index Option Writing Strategy
-6.73 10k 11/1/2008
14 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-6.59 200k 1/1/2007
13 LJM Partners
LJM Aggressive Strategy
-6.32 500k 7/1/1998
12 LJM Partners
LJM Moderately Aggressive Strategy
-5.46 500k 4/1/2003
11 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-5.06 1,000k 1/1/2006
Alpha Program
-4.97 50k 4/1/2009
9 OptHedge Advisors LLC
Diversified Options & Futures Program
-4.08 250k 10/1/2008
8 Insignia Managed Capital
-3.96 20k 7/1/2009
7 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.39 750k 1/1/2009
6 LJM Partners
LJM Preservation & Growth Strategy
1.74 250k 5/1/2006
5 Global Sigma Group, LLC
3.04 3,000k 4/1/2013
4 Bluenose Capital Management, LLC
3.36 30k 10/1/2008
3 Bluenose Capital Management, LLC
4.72 15k 7/1/2010
2 Esulep LLC MAX
Esulep LLC MAX
5.00 500k 5/1/2008
1 Arcanum Asset Management
Equity Index Option Program (Prop)
8.33 500k 7/1/2006

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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