Option Strategy Index For August 2013

Monthly Rankings

Rank CTA/Program Aug 2013 Min Inv Inception
27 White River Group
Diversified Option Writing Strategy
-16.44 20k 11/1/2008
26 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.09 50k 10/1/2010
25 GLOBIVEST LLC
Alpha Program
-6.35 50k 4/1/2009
24 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
-4.28 25k 1/1/2012
23 Non Correlated Capital
Positive Theta Fund
-3.81 50k 10/1/2007
22 Insignia Managed Capital
Epoch3
-3.40 20k 7/1/2009
21 Non Correlated Capital
Positive Theta Program
-2.89 250k 10/1/2007
20 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-2.88 100k 10/1/2010
19 White Indian Trading Co.
SCS Interest Rate Program (Client)
-1.99 250k 8/1/2011
18 Double Helix Capital Management
Double Helix
-1.91 50k 1/1/2012
17 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-1.41 750k 1/1/2009
16 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.12 250k 10/1/2008
15 Esulep LLC MAX
Esulep LLC MAX
0.81 500k 5/1/2008
14 Bluenose Capital Management, LLC
BNC BI
1.03 30k 10/1/2008
13 Global Sigma Group, LLC
Global Sigma Plus
1.11 3,000k 11/1/2009
12 White Indian Trading Co.
SCS Program (Client)
1.36 250k 2/1/2011
11 LJM Partners
LJM Preservation & Growth Strategy
1.95 250k 5/1/2006
10 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.22 200k 1/1/2007
9 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.40 1,000k 1/1/2006
8 Option Capital Advisory
OCA Premium
2.51 100k 5/1/2011
7 LJM Partners
LJM Moderately Aggressive Strategy
2.54 500k 4/1/2003
6 White River Group
Stock Index Option Writing Strategy
2.62 10k 11/1/2008
5 LJM Partners
LJM Aggressive Strategy
3.14 500k 7/1/1998
4 Arcanum Asset Management
Equity Index Option Program (Prop)
3.27 500k 7/1/2006
3 Warrington Asset Management
Warrington Strategic Program
4.13 50k 1/1/1997
2 ITB Capital Advisors LLC
ITB Time Value Trading Program
5.03 5,000k 1/1/2009
1 Bluenose Capital Management, LLC
BNC EI
5.44 15k 7/1/2010

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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