Option Strategy Index For November 2015

Monthly Rankings

Rank CTA/Program Nov 2015 Min Inv Inception
16 Non Correlated Capital
Positive Theta Program
0.08 250k 10/1/2007
15 Bluenose Capital Management, LLC
BNC CL
0.18 15k 12/1/2013
14 Warrington Asset Management
Warrington Strategic Program
0.44 50k 1/1/1997
13 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
0.51 10k 1/1/2014
12 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.53 6/1/2012
11 Non Correlated Capital
Positive Theta Fund
0.55 50k 10/1/2007
10 Bluenose Capital Management, LLC
BNC EI
0.62 15k 7/1/2010
9 OptHedge Advisors LLC
Diversified Options & Futures Program
0.69 250k 10/1/2008
8 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.05 5,000k 1/1/2009
7 LJM Partners
LJM Preservation & Growth Strategy
1.44 250k 5/1/2006
6 Intex Capital
Covered Options Program
1.50 50k 1/1/2012
5 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.72 50k 10/1/2010
4 LJM Partners
LJM Moderately Aggressive Strategy
1.79 500k 4/1/2003
3 Tianyou Asset Management, LLC
Tianyou Fund LP
2.23 100k 10/1/2012
2 Bluenose Capital Management, LLC
BNC BI
2.25 30k 10/1/2008
1 GNE Management, LLC
S&P Futures and Options Strategy (Client)
6.67 200k 12/1/2013

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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