Option Strategy Index For December 2017

Monthly Rankings

Rank CTA/Program Dec 2017 Min Inv Inception
13 Non Correlated Capital
Positive Theta Program
-0.55 250k 10/1/2007
12 Global Sigma Group, LLC
Global Sigma BondVOL LP
-0.40 1,000k 4/1/2015
11 Warrington Asset Management
Tactical Program Client
-0.19 500k 2/1/2015
10 Warrington Asset Management
Warrington Strategic Program
-0.14 50k 1/1/1997
9 Bluenose Capital Management, LLC
-0.06 15k 12/1/2013
8 Bluenose Capital Management, LLC
0.11 30k 10/1/2008
7 Trading Study
SPK – E-Mini S&P 500 Option
0.20 15k 10/1/2009
6 Bluenose Capital Management, LLC
0.33 15k 7/1/2010
5 Blackheath Fund Management Inc.
Tactical FI Strategy
0.41 50k 10/1/2011
4 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.43 100k 5/1/2015
3 Carbide Capital Inc.
Carbide Absolute Return Program
1.21 200k 9/1/2014
2 Buckingham Global Advisors, LLC
Weekly Emini Program
1.50 200k 3/1/2015
1 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.58 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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