Option Strategy Index For July 2013

Monthly Rankings

Rank CTA/Program Jul 2013 Min Inv Inception
27 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-10.68 50k 10/1/2010
26 White River Group
Diversified Option Writing Strategy
-5.23 20k 11/1/2008
25 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
-5.03 25k 1/1/2012
24 Non Correlated Capital
Positive Theta Fund
-3.95 50k 10/1/2007
23 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-3.82 750k 1/1/2009
22 Non Correlated Capital
Positive Theta Program
-2.89 250k 10/1/2007
21 White Indian Trading Co.
SCS Program (Client)
-0.99 250k 2/1/2011
20 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.28 250k 10/1/2008
19 Warrington Asset Management
Warrington Strategic Program
-0.15 50k 1/1/1997
18 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.12 100k 10/1/2010
17 Esulep LLC MAX
Esulep LLC MAX
0.40 500k 5/1/2008
16 Insignia Managed Capital
Epoch3
0.89 20k 7/1/2009
15 Bluenose Capital Management, LLC
BNC BI
0.94 30k 10/1/2008
14 Global Sigma Group, LLC
Global Sigma Plus
0.95 3,000k 11/1/2009
13 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.07 200k 1/1/2007
12 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.09 1,000k 1/1/2006
11 Bluenose Capital Management, LLC
BNC EI
1.29 15k 7/1/2010
10 LJM Partners
LJM Preservation & Growth Strategy
1.40 250k 5/1/2006
9 LJM Partners
LJM Moderately Aggressive Strategy
1.92 500k 4/1/2003
8 Double Helix Capital Management
Double Helix
2.06 50k 1/1/2012
7 LJM Partners
LJM Aggressive Strategy
2.22 500k 7/1/1998
6 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.30 250k 8/1/2011
5 White River Group
Stock Index Option Writing Strategy
2.60 10k 11/1/2008
4 Option Capital Advisory
OCA Premium
3.05 100k 5/1/2011
3 GLOBIVEST LLC
Alpha Program
3.12 50k 4/1/2009
2 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.06 5,000k 1/1/2009
1 Arcanum Asset Management
Equity Index Option Program (Prop)
4.93 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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