Option Strategy Index For August 2016 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 Aug 2016 Min Inv Inception 17 Global Advisory Partners Zurich LLC International Algo Trading -9.99 50k 10/1/2009 16 Salona Capital LLC ACP2 0.58 25k 11/1/2014 15 Salona Capital LLC SSI 0.70 25k 11/1/2014 14 Carbide Capital Inc. Carbide Absolute Return Program 0.73 200k 9/1/2014 13 Salona Capital LLC ACP 0.81 100k 1/1/2015 12 Tianyou Asset Management, LLC Tianyou Fund LP 0.87 100k 10/1/2012 11 Warrington Asset Management Warrington Strategic Program 1.01 50k 1/1/1997 10 Intex Capital Covered Options Program 1.09 50k 1/1/2012 9 Non Correlated Capital Positive Theta Program 1.20 250k 10/1/2007 8 ITB Capital Advisors LLC ITB Time Value Trading Program 1.32 5,000k 1/1/2009 7 Bluenose Capital Management, LLC BNC EI 1.42 15k 7/1/2010 6 Non Correlated Capital Positive Theta Fund 1.53 50k 10/1/2007 5 Bluenose Capital Management, LLC BNC BI 1.82 30k 10/1/2008 4 LJM Partners LJM Preservation & Growth Strategy 2.94 250k 5/1/2006 3 Bluenose Capital Management, LLC BNC CL 3.48 15k 12/1/2013 2 LJM Partners LJM Moderately Aggressive Strategy 3.71 500k 4/1/2003 1 GNE Management, LLC S&P Futures and Options Strategy (Client) 3.99 200k 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.