Option Strategy Index For November 2009

Monthly Rankings

Rank CTA/Program Nov 2009 Min Inv Inception
20 Global Sigma Group, LLC
Global Sigma Plus
0.00 3,000k 11/1/2009
19 OptHedge Advisors LLC
Diversified Options & Futures Program
0.93 250k 10/1/2008
18 White River Group
Stock Index Option Writing Strategy
1.40 10k 11/1/2008
17 LJM Partners
LJM Preservation & Growth Strategy
1.80 250k 5/1/2006
16 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.21 1,000k 1/1/2006
15 Warrington Asset Management
Warrington Strategic Program
2.45 50k 1/1/1997
14 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.61 200k 1/1/2007
13 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.31 750k 1/1/2009
12 Arcanum Asset Management
Equity Index Option Program (Prop)
4.67 500k 7/1/2006
11 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.71 5,000k 1/1/2009
10 LJM Partners
LJM Moderately Aggressive Strategy
4.94 500k 4/1/2003
Alpha Program
5.16 50k 4/1/2009
8 White River Group
Diversified Option Writing Strategy
5.88 20k 11/1/2008
7 Bluenose Capital Management, LLC
5.95 15k 7/1/2010
6 Bluenose Capital Management, LLC
5.99 30k 10/1/2008
5 Esulep LLC MAX
Esulep LLC MAX
6.94 500k 5/1/2008
4 LJM Partners
LJM Aggressive Strategy
8.40 500k 7/1/1998
3 Non Correlated Capital
Positive Theta Program
10.30 250k 10/1/2007
2 Insignia Managed Capital
11.25 20k 7/1/2009
1 Non Correlated Capital
Positive Theta Fund
12.59 50k 10/1/2007

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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