Option Strategy Index For February 2011 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Feb 2011 Min Inv Inception 23 Non Correlated Capital Positive Theta Fund -5.58 50k 10/1/2007 22 Non Correlated Capital Positive Theta Program -5.31 250k 10/1/2007 21 Liberty Funds Group, Inc Liberty Diversified Option Strategy -3.07 750k 1/1/2009 20 White River Group Diversified Option Writing Strategy -1.96 20k 11/1/2008 19 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -0.77 100k 10/1/2010 18 LJM Partners LJM Preservation & Growth Strategy -0.24 250k 5/1/2006 17 White Indian Trading Co. SCS Program (Client) 0.00 250k 2/1/2011 16 GLOBIVEST LLC Alpha Program 0.32 50k 4/1/2009 15 Warrington Asset Management Warrington Strategic Program 0.62 50k 1/1/1997 14 LJM Partners LJM Moderately Aggressive Strategy 0.81 500k 4/1/2003 13 OptHedge Advisors LLC Diversified Options & Futures Program 1.05 250k 10/1/2008 12 LJM Partners LJM Aggressive Strategy 1.16 500k 7/1/1998 11 Esulep LLC MAX Esulep LLC MAX 1.18 500k 5/1/2008 10 Bluenose Capital Management, LLC BNC BI 1.22 30k 10/1/2008 9 Global Sigma Group, LLC AGSF 1.44 3,000k 4/1/2013 8 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 2.25 200k 1/1/2007 7 White River Group Stock Index Option Writing Strategy 2.37 10k 11/1/2008 6 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.53 1,000k 1/1/2006 5 ITB Capital Advisors LLC ITB Time Value Trading Program 2.73 5,000k 1/1/2009 4 Bluenose Capital Management, LLC BNC EI 3.04 15k 7/1/2010 3 Arcanum Asset Management Equity Index Option Program (Prop) 4.00 500k 7/1/2006 2 Global Vista Advisors, LLC Global Vista Options ("GVO") 5.10 50k 10/1/2010 1 Insignia Managed Capital Epoch3 5.47 20k 7/1/2009 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.