Option Strategy Index For April 2013

Monthly Rankings

Rank CTA/Program Apr 2013 Min Inv Inception
27 White River Group
Diversified Option Writing Strategy
-30.79 20k 11/1/2008
26 Bluenose Capital Management, LLC
BNC BI
-14.32 30k 10/1/2008
25 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-7.89 50k 10/1/2010
24 Bluenose Capital Management, LLC
BNC EI
-5.31 15k 7/1/2010
23 White Indian Trading Co.
SCS Program (Client)
-5.25 250k 2/1/2011
22 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-5.25 750k 1/1/2009
21 ITB Capital Advisors LLC
ITB Time Value Trading Program
-4.65 5,000k 1/1/2009
20 White Indian Trading Co.
SCS Interest Rate Program (Client)
-3.53 250k 8/1/2011
19 Non Correlated Capital
Positive Theta Fund
-3.14 50k 10/1/2007
18 Non Correlated Capital
Positive Theta Program
-3.09 250k 10/1/2007
17 GLOBIVEST LLC
Alpha Program
-2.75 50k 4/1/2009
16 LJM Partners
LJM Preservation & Growth Strategy
-2.63 250k 5/1/2006
15 LJM Partners
LJM Aggressive Strategy
-2.23 500k 7/1/1998
14 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-2.01 100k 10/1/2010
13 Insignia Managed Capital
Epoch3
-1.95 20k 7/1/2009
12 LJM Partners
LJM Moderately Aggressive Strategy
-1.69 500k 4/1/2003
11 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.87 250k 10/1/2008
10 White River Group
Stock Index Option Writing Strategy
-0.41 10k 11/1/2008
9 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-0.12 1,000k 1/1/2006
8 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-0.08 200k 1/1/2007
7 Warrington Asset Management
Warrington Strategic Program
0.04 50k 1/1/1997
6 Global Sigma Group, LLC
Global Sigma Plus
0.78 3,000k 11/1/2009
5 Esulep LLC MAX
Esulep LLC MAX
1.10 500k 5/1/2008
4 Double Helix Capital Management
Double Helix
2.21 50k 1/1/2012
3 Option Capital Advisory
OCA Premium
2.47 100k 5/1/2011
2 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
2.92 25k 1/1/2012
1 Arcanum Asset Management
Equity Index Option Program (Prop)
4.60 500k 7/1/2006

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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