Option Strategy Index For December 2014 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Dec 2014 Min Inv Inception 26 Side Op, LLC Side Op Trading Program -20.57 25k 4/1/2013 25 Acuity Investment Management, LLC Diversified Futures Program -9.68 50k 8/1/2012 24 White River Group Diversified Option Writing Strategy -8.19 20k 11/1/2008 23 ITB Capital Advisors LLC ITB Time Value Trading Program -5.61 5,000k 1/1/2009 22 Non Correlated Capital Positive Theta Program -4.85 250k 10/1/2007 21 Double Helix Capital Management Double Helix -4.21 50k 1/1/2012 20 White Indian Trading Co. SCS Interest Rate Program (Client) -4.18 250k 8/1/2011 19 Ansbacher Investment Management Market Neutral Put Skew Program -3.27 250k 1/1/1996 18 Non Correlated Capital Positive Theta Fund -3.25 50k 10/1/2007 17 White River Group Stock Index Option Writing Strategy -3.14 10k 11/1/2008 16 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -2.99 6/1/2012 15 Bluenose Capital Management, LLC BNC EI -2.61 15k 7/1/2010 14 LJM Partners LJM Preservation & Growth Strategy -0.63 250k 5/1/2006 13 LJM Partners LJM Aggressive Strategy -0.50 500k 7/1/1998 12 Blackheath Fund Management Inc. Blackheath Volatility Arbitrage Fund, LP Class A -0.40 100k 10/1/2010 11 Option Capital Advisory OCA Premium -0.26 100k 5/1/2011 10 OptHedge Advisors LLC Diversified Options & Futures Program -0.16 250k 10/1/2008 9 LJM Partners LJM Moderately Aggressive Strategy 0.11 500k 4/1/2003 8 Warrington Asset Management Warrington Strategic Program 0.15 50k 1/1/1997 7 UNISystems Research Inc. ODINET 0.27 10k 12/1/2012 6 Esulep LLC MAX Esulep LLC MAX 1.09 500k 5/1/2008 5 Global Sigma Group, LLC AGSF 1.93 3,000k 4/1/2013 4 Bluenose Capital Management, LLC BNC BI 2.07 30k 10/1/2008 3 Insignia Managed Capital Epoch3 4.09 20k 7/1/2009 2 White Indian Trading Co. SCS Program (Client) 5.77 250k 2/1/2011 1 Tianyou Asset Management, LLC Tianyou Fund LP 5.92 100k 10/1/2012 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.