Option Strategy Index For September 2017

Monthly Rankings

Rank CTA/Program Sep 2017 Min Inv Inception
13 Trading Study
SPK – E-Mini S&P 500 Option
-0.65 15k 10/1/2009
12 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.64 100k 5/1/2015
11 Warrington Asset Management
Warrington Strategic Program
0.21 50k 1/1/1997
10 Non Correlated Capital
Positive Theta Program
0.32 250k 10/1/2007
9 Bluenose Capital Management, LLC
0.33 30k 10/1/2008
8 Carbide Capital Inc.
Carbide Absolute Return Program
0.70 200k 9/1/2014
7 Warrington Asset Management
Tactical Program Client
0.71 500k 2/1/2015
6 Blackheath Fund Management Inc.
Tactical FI Strategy
0.85 50k 10/1/2011
5 Bluenose Capital Management, LLC
0.93 15k 7/1/2010
4 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.27 1,000k 4/1/2015
3 Buckingham Global Advisors, LLC
Weekly Emini Program
1.44 200k 3/1/2015
2 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.57 100k 10/1/2012
1 Bluenose Capital Management, LLC
2.58 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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