Option Strategy Need help with terms? Snapshot Historical Data Programs CTA/Program Past 12 Months Aug YTD CAROR WDD AUM Min Inv Inception Blackheath Fund Management Inc. Tactical FI Strategy 9.21 0.95 9.97 26.12 $1.9M 50k 10/1/2011 White River Group Dynamic S&P Options Strategy 2.50 -11.30 3.67 27.46 $13.6M 50k 11/1/2014 Ansbacher Investment Management Market Neutral Put Skew Program 2.29 -9.68 8.93 41.88 $13.3M 250k 1/1/1996 Buckingham Global Advisors, LLC Weekly Emini Program 1.30 -7.65 12.26 13.46 $20.0M 200k 3/1/2015 Carbide Capital Inc. Carbide Absolute Return Program 0.93 -8.43 -1.41 40.97 $1.0M 200k 9/1/2014 Global Sigma Group, LLC AGSF 0.82 6.87 13.03 13.42 $241.5M 3,000k 4/1/2013 White River Group Stock Index Option Writing Strategy 0.60 -13.74 8.04 18.73 $15.0M 10k 11/1/2008 Warrington Asset Management Tactical Program Client 0.35 1.43 5.50 1.28 $10.1M 500k 2/1/2015 Warrington Asset Management Warrington Strategic Program -0.25 0.31 9.50 21.61 $61.7M 50k 1/1/1997 Global Sigma Group, LLC Global Sigma BondVOL LP -0.90 5.32 10.76 $8.6M 1,000k 4/1/2015 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.