Option Strategy Index For May 2013

Monthly Rankings

Rank CTA/Program May 2013 Min Inv Inception
27 LJM Partners
LJM Aggressive Strategy
-13.31 500k 7/1/1998
26 LJM Partners
LJM Moderately Aggressive Strategy
-12.13 500k 4/1/2003
25 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
-11.09 25k 1/1/2012
24 White Indian Trading Co.
SCS Interest Rate Program (Client)
-10.33 250k 8/1/2011
23 LJM Partners
LJM Preservation & Growth Strategy
-8.97 250k 5/1/2006
22 ITB Capital Advisors LLC
ITB Time Value Trading Program
-7.65 5,000k 1/1/2009
21 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-6.05 200k 1/1/2007
20 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-5.78 1,000k 1/1/2006
19 Bluenose Capital Management, LLC
BNC EI
-5.12 15k 7/1/2010
18 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-4.42 100k 10/1/2010
17 White Indian Trading Co.
SCS Program (Client)
-3.35 250k 2/1/2011
16 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.98 50k 10/1/2010
15 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-2.16 750k 1/1/2009
14 Insignia Managed Capital
Epoch3
-2.15 20k 7/1/2009
13 GLOBIVEST LLC
Alpha Program
-1.92 50k 4/1/2009
12 Warrington Asset Management
Warrington Strategic Program
-1.08 50k 1/1/1997
11 Double Helix Capital Management
Double Helix
-0.99 50k 1/1/2012
10 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.35 250k 10/1/2008
9 Arcanum Asset Management
Equity Index Option Program (Prop)
0.00 500k 7/1/2006
8 Bluenose Capital Management, LLC
BNC BI
0.22 30k 10/1/2008
7 Esulep LLC MAX
Esulep LLC MAX
0.44 500k 5/1/2008
6 Global Sigma Group, LLC
Global Sigma Plus
1.09 3,000k 11/1/2009
5 White River Group
Stock Index Option Writing Strategy
1.34 10k 11/1/2008
4 Non Correlated Capital
Positive Theta Program
1.50 250k 10/1/2007
3 White River Group
Diversified Option Writing Strategy
2.63 20k 11/1/2008
2 Non Correlated Capital
Positive Theta Fund
3.80 50k 10/1/2007
1 Option Capital Advisory
OCA Premium
4.99 100k 5/1/2011

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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