Option Strategy Index

CTA/Program Past 12 Months Mar YTD CAROR WDD AUM Min Inv Inception
Buckingham Global Advisors, LLC
Weekly Emini Program
chart thumbnail 1.53 5.25 16.92 6.28 $29.1M 200k 3/1/2015
Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
chart thumbnail 1.48 3.19 14.76 12.86 $6.6M 50k 10/1/2011
Crescent Bay Capital Management
Premium Stock Index Program
chart thumbnail 1.30 5.71 4.87 26.46 $22k 10k 10/1/2005
Tianyou Asset Management, LLC
Tianyou Fund LP
chart thumbnail 1.26 3.84 23.20 25.46 $111.7M 100k 10/1/2012
Warrington Asset Management
Warrington Strategic Program
chart thumbnail 1.08 0.66 10.09 21.61 $86.1M 50k 1/1/1997
Archsight Capital Partners LLC
Prometheus Trading Program
chart thumbnail 0.98 1.60 13.10 2.73 $5.1M 100k 10/1/2015
Global Sigma Group, LLC
Global Sigma BondVOL LP
chart thumbnail 0.83 1.62 5.81 10.76 $12.4M 1,000k 4/1/2015
Global Sigma Group, LLC
Global Sigma Plus
chart thumbnail 0.53 1.76 12.83 11.63 $358.9M 3,000k 11/1/2009
Carbide Capital Inc.
Carbide Absolute Return Program
chart thumbnail 0.53 2.97 -1.18 36.90 $3.4M 200k 9/1/2014
Bluenose Capital Management, LLC
BNC CL
chart thumbnail 5.85 -2.54 35.53 $124k 15k 12/1/2013
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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