Option Strategy Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
16 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.52 100k 5/1/2017
15 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.54 100k 10/1/2016
14 Carbide Capital Inc.
Carbide Hedge Progam
-0.36 500k 9/1/2016
13 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.28 100k 5/1/2015
12 Warrington Asset Management
Warrington Strategic Program
-0.27 50k 1/1/1997
11 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
10 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
9 Archsight Capital Partners LLC
Prometheus Trading Program
0.26 100k 10/1/2015
8 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
7 Carbide Capital Inc.
Carbide Absolute Return Program
0.55 200k 9/1/2014
6 Blackheath Fund Management Inc.
Tactical FI Strategy
0.63 50k 10/1/2011
5 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.01 100k 10/1/2012
4 Bluenose Capital Management, LLC
1.17 15k 7/1/2010
3 Bluenose Capital Management, LLC
1.39 15k 12/1/2013
2 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
1 Bluenose Capital Management, LLC
2.10 30k 10/1/2008

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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