Option Strategy Index For May 2019

Monthly Rankings

Rank CTA/Program May 2019 Min Inv Inception
11 Blackheath Fund Management Inc.
Tactical FI Strategy
-5.14 50k 10/1/2011
10 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-3.44 100k 5/1/2017
9 Buckingham Global Advisors, LLC
Weekly Emini Program
-2.64 200k 3/1/2015
8 Carbide Capital Inc.
Carbide Hedge Progam
-0.17 500k 9/1/2016
7 Carbide Capital Inc.
Carbide Absolute Return Program
-0.14 200k 9/1/2014
6 Warrington Asset Management
Tactical Program Client
-0.02 500k 2/1/2015
5 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.94 1,000k 4/1/2015
4 Warrington Asset Management
Warrington Strategic Program
1.12 50k 1/1/1997
3 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.50 100k 10/1/2012
2 JTM Capital Management LLC
JTM Absolute Return Strategy
2.36 100k 10/1/2016
1 Gregory P Asset Management LLC
Low Volatility Income Strategy
6.09 100k 5/1/2015

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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