Option Strategy Index For January 2018

Monthly Rankings

Rank CTA/Program Jan 2018 Min Inv Inception
13 Bluenose Capital Management, LLC
-8.67 15k 7/1/2010
12 Bluenose Capital Management, LLC
-6.14 30k 10/1/2008
11 Trading Study
SPK – E-Mini S&P 500 Option
-4.73 15k 10/1/2009
10 Non Correlated Capital
Positive Theta Program
-3.96 250k 10/1/2007
9 Bluenose Capital Management, LLC
-3.18 15k 12/1/2013
8 Blackheath Fund Management Inc.
Tactical FI Strategy
-1.92 50k 10/1/2011
7 Carbide Capital Inc.
Carbide Absolute Return Program
-1.09 200k 9/1/2014
6 Warrington Asset Management
Warrington Strategic Program
-0.33 50k 1/1/1997
5 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.49 1,000k 4/1/2015
4 Warrington Asset Management
Tactical Program Client
0.55 500k 2/1/2015
3 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.85 100k 5/1/2015
2 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.24 100k 10/1/2012
1 Buckingham Global Advisors, LLC
Weekly Emini Program
2.09 200k 3/1/2015

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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