Option Strategy Index For July 2016

Monthly Rankings

Rank CTA/Program Jul 2016 Min Inv Inception
17 GNE Management, LLC
S&P Futures and Options Strategy (Client)
-2.17 200k 12/1/2013
16 Warrington Asset Management
Warrington Strategic Program
-0.54 50k 1/1/1997
15 Tianyou Asset Management, LLC
Tianyou Trading Strategy
0.22 100k 10/1/2012
14 Global Advisory Partners Zurich LLC
International Algo Trading
0.49 50k 10/1/2009
13 Salona Capital LLC
0.60 25k 11/1/2014
12 Salona Capital LLC
0.76 100k 1/1/2015
11 Salona Capital LLC
0.76 25k 11/1/2014
10 Non Correlated Capital
Positive Theta Program
0.91 250k 10/1/2007
9 Non Correlated Capital
Positive Theta Fund
0.93 50k 10/1/2007
8 LJM Partners
LJM Preservation & Growth Strategy
1.12 250k 5/1/2006
7 Bluenose Capital Management, LLC
1.13 15k 12/1/2013
6 Intex Capital
Covered Options Program
1.18 50k 1/1/2012
5 LJM Partners
LJM Moderately Aggressive Strategy
1.31 500k 4/1/2003
4 Bluenose Capital Management, LLC
1.48 15k 7/1/2010
3 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.50 5,000k 1/1/2009
2 Bluenose Capital Management, LLC
1.98 30k 10/1/2008
1 Carbide Capital Inc.
Carbide Absolute Return Program
2.11 200k 9/1/2014

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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