Option Strategy Index For December 2014

Monthly Rankings

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
Global Sigma Plus
1.93 3,000k 11/1/2009
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.

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