Option Strategy Index For May 2020

Monthly Rankings

Rank CTA/Program May 2020 Min Inv Inception
8 Carbide Capital Inc.
Carbide Hedge Progam
-0.41 1,000k 9/1/2016
7 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.29 1,000k 4/1/2015
6 Warrington Asset Management
Tactical Program Client
0.46 500k 2/1/2015
5 Warrington Asset Management
Warrington Strategic Program
0.51 50k 1/1/1997
4 Buckingham Global Advisors, LLC
Weekly Emini Program
0.84 200k 3/1/2015
3 Tianyou Asset Management, LLC
Tianyou Fund LP
1.78 100k 10/1/2012
2 Carbide Capital Inc.
Carbide Absolute Return Program
1.82 200k 9/1/2014
1 Blackheath Fund Management Inc.
Tactical FI Strategy
2.16 50k 10/1/2011

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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