Option Strategy Index For August 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 Aug 2011 Min Inv Inception 25 LJM Partners LJM Aggressive Strategy -34.30 500k 7/1/1998 24 ITB Capital Advisors LLC ITB Time Value Trading Program -30.22 5,000k 1/1/2009 23 LJM Partners LJM Moderately Aggressive Strategy -28.00 500k 4/1/2003 22 White River Group Stock Index Option Writing Strategy -16.26 10k 11/1/2008 21 White River Group Diversified Option Writing Strategy -15.08 20k 11/1/2008 20 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -15.01 200k 1/1/2007 19 ITB Capital Management, LLC ITB Premium Fund I, LTD -14.29 1,000k 1/1/2006 18 White Indian Trading Co. SCS Program (Client) -13.72 250k 2/1/2011 17 LJM Partners LJM Preservation & Growth Strategy -8.31 250k 5/1/2006 16 Liberty Funds Group, Inc Liberty Diversified Option Strategy -6.77 750k 1/1/2009 15 Bluenose Capital Management, LLC BNC EI -5.65 15k 7/1/2010 14 Warrington Asset Management Warrington Strategic Program -4.49 50k 1/1/1997 13 OptHedge Advisors LLC Diversified Options & Futures Program -2.31 250k 10/1/2008 12 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.72 100k 10/1/2010 11 Global Sigma Group, LLC AGSF -1.55 3,000k 4/1/2013 10 Non Correlated Capital Positive Theta Program -0.89 250k 10/1/2007 9 Non Correlated Capital Positive Theta Fund -0.89 50k 10/1/2007 8 White Indian Trading Co. SCS Interest Rate Program (Client) 0.00 250k 8/1/2011 7 Bluenose Capital Management, LLC BNC BI 0.53 30k 10/1/2008 6 Arcanum Asset Management Equity Index Option Program (Prop) 1.36 500k 7/1/2006 5 Esulep LLC MAX Esulep LLC MAX 3.48 500k 5/1/2008 4 GLOBIVEST LLC Alpha Program 4.51 50k 4/1/2009 3 Insignia Managed Capital Epoch3 5.54 20k 7/1/2009 2 Option Capital Advisory OCA Premium 6.74 100k 5/1/2011 1 Global Vista Advisors, LLC Global Vista Options ("GVO") 15.70 50k 10/1/2010 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.