Option Strategy Index For February 2013

Monthly Rankings

Rank CTA/Program Feb 2013 Min Inv Inception
27 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.39 100k 10/1/2010
26 Warrington Asset Management
Warrington Strategic Program
0.07 50k 1/1/1997
25 Option Capital Advisory
OCA Premium
0.11 100k 5/1/2011
24 Non Correlated Capital
Positive Theta Program
0.26 250k 10/1/2007
23 White Indian Trading Co.
SCS Interest Rate Program (Client)
0.41 250k 8/1/2011
22 OptHedge Advisors LLC
Diversified Options & Futures Program
0.41 250k 10/1/2008
21 White Indian Trading Co.
SCS Program (Client)
0.42 250k 2/1/2011
20 White River Group
Stock Index Option Writing Strategy
0.50 10k 11/1/2008
19 Esulep LLC MAX
Esulep LLC MAX
0.52 500k 5/1/2008
18 LJM Partners
LJM Preservation & Growth Strategy
0.69 250k 5/1/2006
17 Double Helix Capital Management
Double Helix
0.71 50k 1/1/2012
16 Non Correlated Capital
Positive Theta Fund
0.76 50k 10/1/2007
15 Global Sigma Group, LLC
Global Sigma Plus
0.96 3,000k 11/1/2009
14 Bluenose Capital Management, LLC
BNC BI
1.26 30k 10/1/2008
13 LJM Partners
LJM Moderately Aggressive Strategy
1.30 500k 4/1/2003
12 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.33 750k 1/1/2009
11 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.43 50k 10/1/2010
10 Insignia Managed Capital
Epoch3
1.49 20k 7/1/2009
9 GLOBIVEST LLC
Alpha Program
1.52 50k 4/1/2009
8 LJM Partners
LJM Aggressive Strategy
1.56 500k 7/1/1998
7 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.76 1,000k 1/1/2006
6 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.98 200k 1/1/2007
5 White River Group
Diversified Option Writing Strategy
2.14 20k 11/1/2008
4 Arcanum Asset Management
Equity Index Option Program (Prop)
2.60 500k 7/1/2006
3 Bluenose Capital Management, LLC
BNC EI
3.03 15k 7/1/2010
2 ITB Capital Advisors LLC
ITB Time Value Trading Program
3.75 5,000k 1/1/2009
1 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
7.51 25k 1/1/2012

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan