Option Strategy Index For July 2010

Monthly Rankings

Rank CTA/Program Jul 2010 Min Inv Inception
20 Arcanum Asset Management
Equity Index Option Program (Prop)
-14.83 500k 7/1/2006
19 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-2.84 750k 1/1/2009
18 Warrington Asset Management
Warrington Strategic Program
-0.14 50k 1/1/1997
17 LJM Partners
LJM Preservation & Growth Strategy
0.65 250k 5/1/2006
16 Global Sigma Group, LLC
1.33 3,000k 4/1/2013
15 Esulep LLC MAX
Esulep LLC MAX
1.53 500k 5/1/2008
14 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.07 1,000k 1/1/2006
13 Bluenose Capital Management, LLC
2.20 30k 10/1/2008
12 LJM Partners
LJM Moderately Aggressive Strategy
2.73 500k 4/1/2003
Alpha Program
3.16 50k 4/1/2009
10 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.30 200k 1/1/2007
9 Bluenose Capital Management, LLC
3.34 15k 7/1/2010
8 OptHedge Advisors LLC
Diversified Options & Futures Program
3.66 250k 10/1/2008
7 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.01 5,000k 1/1/2009
6 Insignia Managed Capital
4.12 20k 7/1/2009
5 White River Group
Stock Index Option Writing Strategy
4.16 10k 11/1/2008
4 White River Group
Diversified Option Writing Strategy
4.31 20k 11/1/2008
3 Non Correlated Capital
Positive Theta Fund
4.51 50k 10/1/2007
2 LJM Partners
LJM Aggressive Strategy
4.79 500k 7/1/1998
1 Non Correlated Capital
Positive Theta Program
4.79 250k 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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