Option Strategy Index For January 2011

Monthly Rankings

Rank CTA/Program Jan 2011 Min Inv Inception
22 Non Correlated Capital
Positive Theta Fund
-5.57 50k 10/1/2007
21 Non Correlated Capital
Positive Theta Program
-5.20 250k 10/1/2007
20 White River Group
Diversified Option Writing Strategy
-4.38 20k 11/1/2008
Alpha Program
-3.79 50k 4/1/2009
18 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-2.09 750k 1/1/2009
17 Esulep LLC MAX
Esulep LLC MAX
0.04 500k 5/1/2008
16 Warrington Asset Management
Warrington Strategic Program
0.19 50k 1/1/1997
15 LJM Partners
LJM Preservation & Growth Strategy
1.25 250k 5/1/2006
14 Bluenose Capital Management, LLC
1.33 30k 10/1/2008
13 Global Sigma Group, LLC
1.48 3,000k 4/1/2013
12 OptHedge Advisors LLC
Diversified Options & Futures Program
1.98 250k 10/1/2008
11 White River Group
Stock Index Option Writing Strategy
2.11 10k 11/1/2008
10 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.17 1,000k 1/1/2006
9 Bluenose Capital Management, LLC
2.43 15k 7/1/2010
8 LJM Partners
LJM Moderately Aggressive Strategy
2.53 500k 4/1/2003
7 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.72 200k 1/1/2007
6 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
3.31 100k 10/1/2010
5 Arcanum Asset Management
Equity Index Option Program (Prop)
3.67 500k 7/1/2006
4 LJM Partners
LJM Aggressive Strategy
3.94 500k 7/1/1998
3 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.69 5,000k 1/1/2009
2 Insignia Managed Capital
5.85 20k 7/1/2009
1 Global Vista Advisors, LLC
Global Vista Options ("GVO")
14.72 50k 10/1/2010

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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