Option Strategy Index For June 2016

Monthly Rankings

Rank CTA/Program Jun 2016 Min Inv Inception
15 Global Advisory Partners Zurich LLC
International Algo Trading
-6.66 50k 10/1/2009
14 LJM Partners
LJM Moderately Aggressive Strategy
-1.78 500k 4/1/2003
13 LJM Partners
LJM Preservation & Growth Strategy
-1.36 250k 5/1/2006
12 Bluenose Capital Management, LLC
-0.96 30k 10/1/2008
11 Carbide Capital Inc.
Carbide Absolute Return Program
-0.77 200k 9/1/2014
10 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.56 250k 10/1/2008
9 Bluenose Capital Management, LLC
-0.51 15k 7/1/2010
8 Intex Capital
Covered Options Program
0.50 50k 1/1/2012
7 Non Correlated Capital
Positive Theta Fund
0.94 50k 10/1/2007
6 Non Correlated Capital
Positive Theta Program
1.45 250k 10/1/2007
5 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.54 5,000k 1/1/2009
4 Warrington Asset Management
Warrington Strategic Program
2.06 50k 1/1/1997
3 Tianyou Asset Management, LLC
Tianyou Trading Strategy
2.31 100k 10/1/2012
2 GNE Management, LLC
S&P Futures and Options Strategy (Client)
2.50 200k 12/1/2013
1 Bluenose Capital Management, LLC
4.48 15k 12/1/2013

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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