Option Strategy Index For September 2013

Monthly Rankings

Rank CTA/Program Sep 2013 Min Inv Inception
27 Bluenose Capital Management, LLC
BNC BI
-5.42 30k 10/1/2008
26 Bluenose Capital Management, LLC
BNC EI
-4.35 15k 7/1/2010
25 LJM Partners
LJM Preservation & Growth Strategy
-1.63 250k 5/1/2006
24 LJM Partners
LJM Aggressive Strategy
-1.60 500k 7/1/1998
23 LJM Partners
LJM Moderately Aggressive Strategy
-1.07 500k 4/1/2003
22 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
-0.75 25k 1/1/2012
21 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.72 750k 1/1/2009
20 Warrington Asset Management
Warrington Strategic Program
-0.44 50k 1/1/1997
19 White River Group
Stock Index Option Writing Strategy
0.20 10k 11/1/2008
18 OptHedge Advisors LLC
Diversified Options & Futures Program
0.65 250k 10/1/2008
17 Non Correlated Capital
Positive Theta Program
0.83 250k 10/1/2007
16 Esulep LLC MAX
Esulep LLC MAX
1.00 500k 5/1/2008
15 Global Sigma Group, LLC
Global Sigma Plus
1.43 3,000k 11/1/2009
14 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.57 200k 1/1/2007
13 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.73 1,000k 1/1/2006
12 Non Correlated Capital
Positive Theta Fund
1.81 50k 10/1/2007
11 Insignia Managed Capital
Epoch3
1.83 20k 7/1/2009
10 Double Helix Capital Management
Double Helix
2.28 50k 1/1/2012
9 ITB Capital Advisors LLC
ITB Time Value Trading Program
2.40 5,000k 1/1/2009
8 Option Capital Advisory
OCA Premium
2.73 100k 5/1/2011
7 Arcanum Asset Management
Equity Index Option Program (Prop)
3.40 500k 7/1/2006
6 GLOBIVEST LLC
Alpha Program
3.63 50k 4/1/2009
5 White Indian Trading Co.
SCS Program (Client)
3.72 250k 2/1/2011
4 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
5.41 100k 10/1/2010
3 White Indian Trading Co.
SCS Interest Rate Program (Client)
7.09 250k 8/1/2011
2 Global Vista Advisors, LLC
Global Vista Options ("GVO")
9.25 50k 10/1/2010
1 White River Group
Diversified Option Writing Strategy
15.15 20k 11/1/2008

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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