Option Strategy Index For July 2015 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Jul 2015 Min Inv Inception 26 Global Vista Advisors, LLC Global Vista Options ("GVO") -10.06 50k 10/1/2010 25 Insignia Managed Capital Epoch3 -8.24 20k 7/1/2009 24 White Indian Trading Co. SCS Program (Client) -7.01 250k 2/1/2011 23 White River Group Diversified Option Writing Strategy -6.44 20k 11/1/2008 22 Diversified Capital Management Delta Omega Alpha Model -2.75 5k 10/1/2013 21 Non Correlated Capital Positive Theta Fund -1.60 50k 10/1/2007 20 Non Correlated Capital Positive Theta Program -1.56 250k 10/1/2007 19 Global Advisory Partners Zurich LLC International Algo Trading 0.10 50k 10/1/2009 18 OptHedge Advisors LLC Diversified Options & Futures Program 0.45 250k 10/1/2008 17 Global Sigma Group, LLC AGSF 1.03 3,000k 4/1/2013 16 ITB Capital Advisors LLC ITB Time Value Trading Program 1.49 5,000k 1/1/2009 15 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 1.79 6/1/2012 14 White River Group Stock Index Option Writing Strategy 1.87 10k 11/1/2008 13 Bluenose Capital Management, LLC BNC BI 2.10 30k 10/1/2008 12 Esulep LLC MAX Esulep LLC MAX 2.12 500k 5/1/2008 11 Warrington Asset Management Warrington Strategic Program 2.12 50k 1/1/1997 10 LJM Partners LJM Preservation & Growth Strategy 2.14 250k 5/1/2006 9 Tianyou Asset Management, LLC Tianyou Trading Strategy 2.37 100k 10/1/2012 8 Bluenose Capital Management, LLC BNC EI 2.38 15k 7/1/2010 7 Intex Capital Covered Options Program 2.46 50k 1/1/2012 6 Double Helix Capital Management Double Helix 2.60 50k 1/1/2012 5 LJM Partners LJM Moderately Aggressive Strategy 3.19 500k 4/1/2003 4 Ansbacher Investment Management Market Neutral Put Skew Program 3.59 150k 1/1/1996 3 LJM Partners LJM Aggressive Strategy 5.14 500k 7/1/1998 2 UNISystems Research Inc. ODINET 8.50 10k 12/1/2012 1 Acuity Investment Management, LLC Diversified Futures Program 8.87 50k 8/1/2012 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.