Option Strategy Index For March 2019

Monthly Rankings

Rank CTA/Program Mar 2019 Min Inv Inception
15 JTM Capital Management LLC
JTM Absolute Return Strategy
-3.39 100k 10/1/2016
14 Carbide Capital Inc.
Carbide Hedge Progam
-0.42 500k 9/1/2016
10 Bluenose Capital Management, LLC
0.00 15k 7/1/2010
11 Bluenose Capital Management, LLC
0.00 30k 10/1/2008
12 Bluenose Capital Management, LLC
0.00 15k 12/1/2013
13 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
9 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.07 100k 5/1/2015
8 Warrington Asset Management
Tactical Program Client
0.47 500k 2/1/2015
7 Carbide Capital Inc.
Carbide Absolute Return Program
0.53 200k 9/1/2014
6 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.83 1,000k 4/1/2015
5 Archsight Capital Partners LLC
Prometheus Trading Program
0.98 100k 10/1/2015
4 Warrington Asset Management
Warrington Strategic Program
1.08 50k 1/1/1997
3 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.26 100k 10/1/2012
2 Blackheath Fund Management Inc.
Tactical FI Strategy
1.48 50k 10/1/2011
1 Buckingham Global Advisors, LLC
Weekly Emini Program
1.53 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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