Option Strategy Index Need help with terms? CTA/Program Past 12 Months May YTD CAROR WDD AUM Min Inv Inception White Indian Trading Co. SCS Program (Client) 2.14 3.68 4.07 19.44 $303k 250k 2/1/2011 Buckingham Global Advisors, LLC Weekly Emini Program 2.10 2.72 18.88 6.28 $17.6M 200k 3/1/2015 Ansbacher Investment Management Market Neutral Put Skew Program 1.74 -10.11 9.58 41.88 $15.0M 250k 1/1/1996 Tianyou Asset Management, LLC Tianyou Fund LP 1.42 -20.05 22.20 25.46 $81.8M 100k 10/1/2012 Carbide Capital Inc. Carbide Absolute Return Program 1.31 -28.82 0.99 31.42 $9.9M 200k 9/1/2014 Gregory P Asset Management LLC Low Volatility Income Strategy 0.52 1.68 -3.40 27.23 $200k 100k 5/1/2015 Warrington Asset Management Tactical Program Client 0.38 1.90 6.41 1.28 $17.5M 500k 2/1/2015 Global Sigma Group, LLC Global Sigma BondVOL LP 0.35 0.82 5.90 10.76 $12.9M 1,000k 4/1/2015 Trading Study SPK – E-Mini S&P 500 Option 0.11 12.74 2.50 12.79 $210k 15k 10/1/2009 White River Group Diversified Option Writing Strategy -0.44 1.19 67.88 $1.0M 20k 11/1/2008 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.