Option Strategy Index For October 2020

Monthly Rankings

Rank CTA/Program Oct 2020 Min Inv Inception
8 Buckingham Global Advisors, LLC
Weekly Emini Program
-0.62 200k 3/1/2015
7 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
6 Carbide Capital Inc.
Carbide Hedge Progam
-0.09 500k 9/1/2016
5 Warrington Asset Management
Warrington Strategic Program
0.04 50k 1/1/1997
4 Warrington Asset Management
Tactical Program Client
0.31 500k 2/1/2015
3 Carbide Capital Inc.
Carbide Absolute Return Program
0.96 200k 9/1/2014
2 White River Group
Dynamic S&P Options Strategy
1.03 50k 11/1/2014
1 Tianyou Asset Management, LLC
Tianyou Trading Strategy
2.34 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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