Option Strategy Index For January 2016

Monthly Rankings

Rank CTA/Program Jan 2016 Min Inv Inception
17 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-16.22 50k 10/1/2010
16 ITB Capital Advisors LLC
ITB Time Value Trading Program
-9.81 5,000k 1/1/2009
15 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
-6.02 10k 1/1/2014
14 Non Correlated Capital
Positive Theta Program
-5.95 250k 10/1/2007
13 Non Correlated Capital
Positive Theta Fund
-5.87 50k 10/1/2007
12 Bluenose Capital Management, LLC
-5.63 15k 12/1/2013
11 Global Advisory Partners Zurich LLC
International Algo Trading
-3.96 50k 10/1/2009
10 Bluenose Capital Management, LLC
-3.15 15k 7/1/2010
9 Bluenose Capital Management, LLC
-1.15 30k 10/1/2008
8 Warrington Asset Management
Warrington Strategic Program
-0.50 50k 1/1/1997
7 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.40 6/1/2012
6 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.36 250k 10/1/2008
5 GNE Management, LLC
S&P Futures and Options Strategy (Client)
0.31 200k 12/1/2013
4 LJM Partners
LJM Preservation & Growth Strategy
0.81 250k 5/1/2006
3 LJM Partners
LJM Moderately Aggressive Strategy
0.85 500k 4/1/2003
2 Intex Capital
Covered Options Program
1.44 50k 1/1/2012
1 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.65 100k 10/1/2012

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.

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