Option Strategy Index For May 2012 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 May 2012 Min Inv Inception 27 Insignia Managed Capital Epoch3 -10.04 20k 7/1/2009 26 Shared Enlightenment, Inc. CopulaMax NetCreditOps I -7.23 25k 1/1/2012 25 Global Vista Advisors, LLC Global Vista Options ("GVO") -5.39 50k 10/1/2010 24 White River Group Diversified Option Writing Strategy -5.38 20k 11/1/2008 23 Liberty Funds Group, Inc Liberty Diversified Option Strategy -4.45 750k 1/1/2009 22 Double Helix Capital Management Double Helix -2.63 50k 1/1/2012 21 White Indian Trading Co. SCS Interest Rate Program (Client) -2.43 250k 8/1/2011 20 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.09 100k 10/1/2010 19 OptHedge Advisors LLC Diversified Options & Futures Program -1.04 250k 10/1/2008 18 GLOBIVEST LLC Alpha Program 0.03 50k 4/1/2009 17 Non Correlated Capital Positive Theta Program 0.34 250k 10/1/2007 16 Non Correlated Capital Positive Theta Fund 0.42 50k 10/1/2007 15 White River Group Stock Index Option Writing Strategy 1.10 10k 11/1/2008 14 Esulep LLC MAX Esulep LLC MAX 1.20 500k 5/1/2008 13 White Indian Trading Co. SCS Program (Client) 1.41 250k 2/1/2011 12 Global Sigma Group, LLC AGSF 1.76 3,000k 4/1/2013 11 LJM Partners LJM Preservation & Growth Strategy 2.09 250k 5/1/2006 10 Bluenose Capital Management, LLC BNC BI 2.15 30k 10/1/2008 9 Warrington Asset Management Warrington Strategic Program 2.15 50k 1/1/1997 8 Bluenose Capital Management, LLC BNC EI 2.23 15k 7/1/2010 7 Arcanum Asset Management Equity Index Option Program (Prop) 2.24 500k 7/1/2006 6 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 3.49 200k 1/1/2007 5 Option Capital Advisory OCA Premium 3.52 100k 5/1/2011 4 ITB Capital Management, LLC ITB Premium Fund I, LTD 3.61 1,000k 1/1/2006 3 LJM Partners LJM Moderately Aggressive Strategy 5.52 500k 4/1/2003 2 ITB Capital Advisors LLC ITB Time Value Trading Program 6.15 5,000k 1/1/2009 1 LJM Partners LJM Aggressive Strategy 6.96 500k 7/1/1998 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.