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