Option Strategy Index For February 2015

Monthly Rankings

Rank CTA/Program Feb 2015 Min Inv Inception
26 Acuity Investment Management, LLC
Diversified Futures Program
-6.27 50k 8/1/2012
25 Warrington Asset Management
Warrington Strategic Program
-0.21 50k 1/1/1997
24 Non Correlated Capital
Positive Theta Program
-0.11 250k 10/1/2007
23 Non Correlated Capital
Positive Theta Fund
0.06 50k 10/1/2007
22 OptHedge Advisors LLC
Diversified Options & Futures Program
0.35 250k 10/1/2008
21 Esulep LLC MAX
Esulep LLC MAX
0.81 500k 5/1/2008
20 White River Group
Diversified Option Writing Strategy
0.84 20k 11/1/2008
19 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.91 100k 10/1/2010
18 Global Sigma Group, LLC
Global Sigma Plus
0.96 3,000k 11/1/2009
17 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
1.14 6/1/2012
16 White Indian Trading Co.
SCS Interest Rate Program (Client)
1.14 250k 8/1/2011
15 Option Capital Advisory
OCA Premium
1.18 100k 5/1/2011
14 Bluenose Capital Management, LLC
BNC BI
1.86 30k 10/1/2008
13 UNISystems Research Inc.
ODINET
1.94 10k 12/1/2012
12 Bluenose Capital Management, LLC
BNC EI
1.96 15k 7/1/2010
11 Tianyou Asset Management, LLC
Tianyou Fund LP
2.17 100k 10/1/2012
10 White Indian Trading Co.
SCS Program (Client)
2.81 250k 2/1/2011
9 Double Helix Capital Management
Double Helix
3.34 50k 1/1/2012
8 LJM Partners
LJM Preservation & Growth Strategy
3.66 250k 5/1/2006
7 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.00 5,000k 1/1/2009
6 White River Group
Stock Index Option Writing Strategy
4.38 10k 11/1/2008
5 LJM Partners
LJM Moderately Aggressive Strategy
4.95 500k 4/1/2003
4 Side Op, LLC
Side Op Trading Program
4.99 25k 4/1/2013
3 Insignia Managed Capital
Epoch3
6.23 20k 7/1/2009
2 LJM Partners
LJM Aggressive Strategy
6.36 500k 7/1/1998
1 Ansbacher Investment Management
Market Neutral Put Skew Program
9.22 250k 1/1/1996

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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