Option Strategy Index For February 2011

Monthly Rankings

Rank CTA/Program Feb 2011 Min Inv Inception
23 Non Correlated Capital
Positive Theta Fund
-5.58 50k 10/1/2007
22 Non Correlated Capital
Positive Theta Program
-5.31 250k 10/1/2007
21 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-3.07 750k 1/1/2009
20 White River Group
Diversified Option Writing Strategy
-1.96 20k 11/1/2008
19 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.77 100k 10/1/2010
18 LJM Partners
LJM Preservation & Growth Strategy
-0.24 250k 5/1/2006
17 White Indian Trading Co.
SCS Program (Client)
0.00 250k 2/1/2011
Alpha Program
0.32 50k 4/1/2009
15 Warrington Asset Management
Warrington Strategic Program
0.62 50k 1/1/1997
14 LJM Partners
LJM Moderately Aggressive Strategy
0.81 500k 4/1/2003
13 OptHedge Advisors LLC
Diversified Options & Futures Program
1.05 250k 10/1/2008
12 LJM Partners
LJM Aggressive Strategy
1.16 500k 7/1/1998
11 Esulep LLC MAX
Esulep LLC MAX
1.18 500k 5/1/2008
10 Bluenose Capital Management, LLC
1.22 30k 10/1/2008
9 Global Sigma Group, LLC
1.44 3,000k 4/1/2013
8 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.25 200k 1/1/2007
7 White River Group
Stock Index Option Writing Strategy
2.37 10k 11/1/2008
6 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.53 1,000k 1/1/2006
5 ITB Capital Advisors LLC
ITB Time Value Trading Program
2.73 5,000k 1/1/2009
4 Bluenose Capital Management, LLC
3.04 15k 7/1/2010
3 Arcanum Asset Management
Equity Index Option Program (Prop)
4.00 500k 7/1/2006
2 Global Vista Advisors, LLC
Global Vista Options ("GVO")
5.10 50k 10/1/2010
1 Insignia Managed Capital
5.47 20k 7/1/2009

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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