Option Strategy Index Need help with terms? CTA/Program Past 12 Months Nov YTD CAROR WDD AUM Min Inv Inception Blackheath Fund Management Inc. Blackheath Tactical FI Strategy 3.87 -15.49 10.74 23.44 $3.9M 50k 10/1/2011 Ansbacher Investment Management Market Neutral Put Skew Program 1.55 31.11 9.63 41.88 $17.3M 250k 1/1/1996 Aleph Strategies LLC Aleph Options 1.24 17.44 19.77 1.64 $37.1M 100k 1/1/2016 Tianyou Asset Management, LLC Tianyou Fund LP 0.73 14.79 22.53 25.46 $132.3M 100k 10/1/2012 Carbide Capital Inc. Carbide Absolute Return Program 0.57 8.15 -0.10 36.90 $3.4M 200k 9/1/2014 Global Sigma Group, LLC Global Sigma Plus 0.53 6.87 12.48 11.63 $370.4M 3,000k 11/1/2009 Warrington Asset Management Tactical Program Client 0.45 4.18 5.98 1.28 $19.7M 500k 2/1/2015 Global Sigma Group, LLC Global Sigma BondVOL LP 0.29 7.14 6.16 10.76 $9.1M 1,000k 4/1/2015 Warrington Asset Management Warrington Strategic Program -0.29 1.27 9.81 21.61 $82.0M 50k 1/1/1997 White River Group Diversified Option Writing Strategy -0.48 1.17 67.88 $536k 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.