Option Strategy Index For March 2011

Monthly Rankings

Rank CTA/Program Mar 2011 Min Inv Inception
23 Arcanum Asset Management
Equity Index Option Program (Prop)
-23.17 500k 7/1/2006
22 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-7.34 750k 1/1/2009
21 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.71 100k 10/1/2010
20 Esulep LLC MAX
Esulep LLC MAX
0.24 500k 5/1/2008
19 White Indian Trading Co.
SCS Program (Client)
0.51 250k 2/1/2011
18 White River Group
Stock Index Option Writing Strategy
0.69 10k 11/1/2008
17 GLOBIVEST LLC
Alpha Program
0.85 50k 4/1/2009
16 Insignia Managed Capital
Epoch3
1.12 20k 7/1/2009
15 LJM Partners
LJM Preservation & Growth Strategy
1.51 250k 5/1/2006
14 Global Sigma Group, LLC
Global Sigma Plus
1.63 3,000k 11/1/2009
13 OptHedge Advisors LLC
Diversified Options & Futures Program
1.98 250k 10/1/2008
12 Bluenose Capital Management, LLC
BNC BI
2.20 30k 10/1/2008
11 Warrington Asset Management
Warrington Strategic Program
2.50 50k 1/1/1997
10 Global Vista Advisors, LLC
Global Vista Options ("GVO")
2.53 50k 10/1/2010
9 Bluenose Capital Management, LLC
BNC EI
2.98 15k 7/1/2010
8 LJM Partners
LJM Moderately Aggressive Strategy
3.21 500k 4/1/2003
7 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
3.37 200k 1/1/2007
6 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.46 1,000k 1/1/2006
5 Non Correlated Capital
Positive Theta Fund
3.63 50k 10/1/2007
4 Non Correlated Capital
Positive Theta Program
3.66 250k 10/1/2007
3 LJM Partners
LJM Aggressive Strategy
4.33 500k 7/1/1998
2 ITB Capital Advisors LLC
ITB Time Value Trading Program
5.68 5,000k 1/1/2009
1 White River Group
Diversified Option Writing Strategy
5.89 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.

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