Option Strategy Index For June 2017 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 Jun 2017 Min Inv Inception 22 Crescendo Capital Management Neutron Decay (Client) -1.60 50k 7/1/2012 21 Bluenose Capital Management, LLC BNC CL -0.86 15k 12/1/2013 20 Non Correlated Capital Positive Theta Program -0.85 250k 10/1/2007 19 Gregory P Asset Management LLC Low Volatility Income Strategy 0.26 100k 5/1/2015 18 Intex Capital Covered Options Program 0.40 50k 1/1/2012 17 Warrington Asset Management Tactical Program Client 0.60 500k 2/1/2015 16 Salona Capital LLC ACP2 0.79 25k 11/1/2014 15 Salona Capital LLC ACP 0.87 100k 1/1/2015 14 Salona Capital LLC SSI 0.89 25k 11/1/2014 13 Altavest Wealth Management Altavest Multi-Strategy 0.93 1,000k 8/1/2015 12 Warrington Asset Management Warrington Strategic Program 0.96 50k 1/1/1997 11 Trading Study SPK – E-Mini S&P 500 Option 1.03 15k 10/1/2009 10 GNE Management, LLC S&P Futures and Options Strategy (Client) 1.07 200k 12/1/2013 9 LJM Partners LJM Preservation & Growth Strategy 1.11 250k 5/1/2006 8 Bluenose Capital Management, LLC BNC BI 1.18 30k 10/1/2008 7 Global Sigma Group, LLC Global Sigma BondVOL LP 1.22 1,000k 4/1/2015 6 Blackheath Fund Management Inc. Tactical FI Strategy 1.29 50k 10/1/2011 5 Bluenose Capital Management, LLC BNC EI 1.31 15k 7/1/2010 4 Carbide Capital Inc. Carbide Absolute Return Program 1.53 200k 9/1/2014 3 LJM Partners LJM Moderately Aggressive Strategy 1.64 500k 4/1/2003 2 Buckingham Global Advisors, LLC Weekly Emini Program 1.68 200k 3/1/2015 1 Tianyou Asset Management, LLC Tianyou Fund LP 1.70 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.