Option Strategy Index For January 2014 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 Jan 2014 Min Inv Inception 27 Shared Enlightenment, Inc. CopulaMax NetCreditOps I -18.08 25k 1/1/2012 26 Global Vista Advisors, LLC Global Vista Options ("GVO") -4.37 50k 10/1/2010 25 GLOBIVEST LLC Alpha Program -4.31 50k 4/1/2009 24 White River Group Diversified Option Writing Strategy -3.21 20k 11/1/2008 23 Double Helix Capital Management Double Helix -2.39 50k 1/1/2012 22 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -1.95 100k 10/1/2010 21 White River Group Stock Index Option Writing Strategy -1.37 10k 11/1/2008 20 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.93 750k 1/1/2009 19 White Indian Trading Co. SCS Program (Client) -0.62 250k 2/1/2011 18 Warrington Asset Management Warrington Strategic Program -0.11 50k 1/1/1997 17 OptHedge Advisors LLC Diversified Options & Futures Program 0.18 250k 10/1/2008 16 Non Correlated Capital Positive Theta Program 0.56 250k 10/1/2007 15 ITB Capital Advisors LLC ITB Time Value Trading Program 0.88 5,000k 1/1/2009 14 Esulep LLC MAX Esulep LLC MAX 0.99 500k 5/1/2008 13 Global Sigma Group, LLC AGSF 1.06 3,000k 4/1/2013 12 Non Correlated Capital Positive Theta Fund 1.20 50k 10/1/2007 11 ITB Capital Management, LLC ITB Premium Fund I, LTD 1.26 1,000k 1/1/2006 10 Insignia Managed Capital Epoch3 1.30 20k 7/1/2009 9 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.30 200k 1/1/2007 8 White Indian Trading Co. SCS Interest Rate Program (Client) 2.62 250k 8/1/2011 7 LJM Partners LJM Preservation & Growth Strategy 2.86 250k 5/1/2006 6 Arcanum Asset Management Equity Index Option Program (Prop) 2.88 500k 7/1/2006 5 LJM Partners LJM Moderately Aggressive Strategy 3.10 500k 4/1/2003 4 LJM Partners LJM Aggressive Strategy 3.71 500k 7/1/1998 3 Bluenose Capital Management, LLC BNC BI 4.31 30k 10/1/2008 2 Bluenose Capital Management, LLC BNC EI 4.69 15k 7/1/2010 1 Option Capital Advisory OCA Premium 9.44 100k 5/1/2011 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.