Option Strategy Index For November 2018

Monthly Rankings

Rank CTA/Program Nov 2018 Min Inv Inception
15 Blackheath Fund Management Inc.
Tactical FI Strategy
-3.97 50k 10/1/2011
14 Carbide Capital Inc.
Carbide Hedge Progam
-0.46 500k 9/1/2016
13 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.25 100k 10/1/2016
8 Bluenose Capital Management, LLC
0.00 15k 7/1/2010
9 Bluenose Capital Management, LLC
0.00 30k 10/1/2008
10 Bluenose Capital Management, LLC
0.00 15k 12/1/2013
11 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.00 5,000k 1/1/2009
12 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
7 Warrington Asset Management
Tactical Program Client
0.24 500k 2/1/2015
6 Warrington Asset Management
Warrington Strategic Program
0.44 50k 1/1/1997
5 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.08 1,000k 4/1/2015
4 Carbide Capital Inc.
Carbide Absolute Return Program
1.43 200k 9/1/2014
3 Buckingham Global Advisors, LLC
Weekly Emini Program
1.56 200k 3/1/2015
2 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.71 100k 5/1/2015
1 Tianyou Asset Management, LLC
Tianyou Trading Strategy
2.49 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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