Option Strategy Index

CTA/Program Past 12 Months Jan YTD CAROR WDD AUM Min Inv Inception
Ansbacher Investment Management
Market Neutral Put Skew Program
chart thumbnail 11.27 11.27 9.21 41.88 $15.0M 250k 1/1/1996
Bluenose Capital Management, LLC
chart thumbnail 4.58 4.58 5.52 36.12 $937k 30k 10/1/2008
Bluenose Capital Management, LLC
chart thumbnail 4.40 4.40 -2.84 35.53 $122k 15k 12/1/2013
White River Group
Stock Index Option Writing Strategy
chart thumbnail 4.37 4.37 9.95 18.73 $21.0M 10k 11/1/2008
Bluenose Capital Management, LLC
chart thumbnail 3.32 3.32 1.03 33.29 $614k 15k 7/1/2010
White River Group
Diversified Option Writing Strategy
chart thumbnail 2.53 2.53 1.55 67.88 $665k 20k 11/1/2008
Buckingham Global Advisors, LLC
Weekly Emini Program
chart thumbnail 1.88 1.88 16.72 6.28 $21.4M 200k 3/1/2015
Carbide Capital Inc.
Carbide Absolute Return Program
chart thumbnail 1.87 1.87 -1.46 36.90 $3.6M 200k 9/1/2014
Tianyou Asset Management, LLC
Tianyou Fund LP
chart thumbnail 1.52 1.52 23.44 25.46 $105.4M 100k 10/1/2012
White Indian Trading Co.
SCS Program (Client)
chart thumbnail 3.88 19.44 $305k 250k 2/1/2011
Added in last 30 Days New Max Drawdown All Time Performance High All Time Performance Low

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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