Option Strategy Index For January 2014

Monthly Rankings

Rank CTA/Program Jan 2014 Min Inv Inception
27 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
-18.08 25k 1/1/2012
26 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-4.37 50k 10/1/2010
25 GLOBIVEST LLC
Alpha Program
-4.31 50k 4/1/2009
24 White River Group
Diversified Option Writing Strategy
-3.21 20k 11/1/2008
23 Double Helix Capital Management
Double Helix
-2.39 50k 1/1/2012
22 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.95 100k 10/1/2010
21 White River Group
Stock Index Option Writing Strategy
-1.37 10k 11/1/2008
20 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.93 750k 1/1/2009
19 White Indian Trading Co.
SCS Program (Client)
-0.62 250k 2/1/2011
18 Warrington Asset Management
Warrington Strategic Program
-0.11 50k 1/1/1997
17 OptHedge Advisors LLC
Diversified Options & Futures Program
0.18 250k 10/1/2008
16 Non Correlated Capital
Positive Theta Program
0.56 250k 10/1/2007
15 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.88 5,000k 1/1/2009
14 Esulep LLC MAX
Esulep LLC MAX
0.99 500k 5/1/2008
13 Global Sigma Group, LLC
Global Sigma Plus
1.06 3,000k 11/1/2009
12 Non Correlated Capital
Positive Theta Fund
1.20 50k 10/1/2007
11 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.26 1,000k 1/1/2006
10 Insignia Managed Capital
Epoch3
1.30 20k 7/1/2009
9 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.30 200k 1/1/2007
8 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.62 250k 8/1/2011
7 LJM Partners
LJM Preservation & Growth Strategy
2.86 250k 5/1/2006
6 Arcanum Asset Management
Equity Index Option Program (Prop)
2.88 500k 7/1/2006
5 LJM Partners
LJM Moderately Aggressive Strategy
3.10 500k 4/1/2003
4 LJM Partners
LJM Aggressive Strategy
3.71 500k 7/1/1998
3 Bluenose Capital Management, LLC
BNC BI
4.31 30k 10/1/2008
2 Bluenose Capital Management, LLC
BNC EI
4.69 15k 7/1/2010
1 Option Capital Advisory
OCA Premium
9.44 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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