Option Strategy Index For September 2014

Monthly Rankings

Rank CTA/Program Sep 2014 Min Inv Inception
27 Option Capital Advisory
OCA Premium
-19.74 100k 5/1/2011
26 White River Group
Diversified Option Writing Strategy
-13.30 20k 11/1/2008
25 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-11.65 750k 1/1/2009
24 Acuity Investment Management, LLC
Diversified Futures Program
-9.54 50k 8/1/2012
23 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-9.25 50k 10/1/2010
22 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.61 250k 10/1/2008
21 White Indian Trading Co.
SCS Program (Client)
-0.79 250k 2/1/2011
20 Insignia Managed Capital
Epoch3
-0.57 20k 7/1/2009
19 Non Correlated Capital
Positive Theta Program
-0.34 250k 10/1/2007
18 Non Correlated Capital
Positive Theta Fund
0.27 50k 10/1/2007
17 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.30 100k 10/1/2010
16 Double Helix Capital Management
Double Helix
0.58 50k 1/1/2012
15 Warrington Asset Management
Warrington Strategic Program
0.89 50k 1/1/1997
14 Esulep LLC MAX
Esulep LLC MAX
0.98 500k 5/1/2008
13 White River Group
Stock Index Option Writing Strategy
1.00 10k 11/1/2008
12 Global Sigma Group, LLC
Global Sigma Plus
1.39 3,000k 11/1/2009
11 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
1.40 6/1/2012
10 Bluenose Capital Management, LLC
BNC BI
1.45 30k 10/1/2008
9 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.68 200k 1/1/2007
8 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.93 1,000k 1/1/2006
7 Arcanum Asset Management
Equity Index Option Program (Prop)
2.13 500k 7/1/2006
6 LJM Partners
LJM Preservation & Growth Strategy
2.19 250k 5/1/2006
5 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.69 250k 8/1/2011
4 LJM Partners
LJM Moderately Aggressive Strategy
3.03 500k 4/1/2003
3 Bluenose Capital Management, LLC
BNC EI
3.79 15k 7/1/2010
2 LJM Partners
LJM Aggressive Strategy
4.09 500k 7/1/1998
1 ITB Capital Advisors LLC
ITB Time Value Trading Program
5.32 5,000k 1/1/2009

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan