Option Strategy Index For March 2015

Monthly Rankings

Rank CTA/Program Mar 2015 Min Inv Inception
26 White Indian Trading Co.
SCS Interest Rate Program (Client)
-8.24 250k 8/1/2011
25 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-5.47 100k 10/1/2010
24 Insignia Managed Capital
Epoch3
-3.58 20k 7/1/2009
23 White Indian Trading Co.
SCS Program (Client)
-1.83 250k 2/1/2011
22 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.66 250k 10/1/2008
21 UNISystems Research Inc.
ODINET
-1.47 10k 12/1/2012
20 White River Group
Diversified Option Writing Strategy
-0.94 20k 11/1/2008
19 Non Correlated Capital
Positive Theta Fund
-0.66 50k 10/1/2007
18 Non Correlated Capital
Positive Theta Program
-0.55 250k 10/1/2007
17 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.21 6/1/2012
16 Esulep LLC MAX
Esulep LLC MAX
0.62 500k 5/1/2008
15 Global Sigma Group, LLC
Global Sigma Plus
1.15 3,000k 11/1/2009
14 Tianyou Asset Management, LLC
Tianyou Fund LP
1.47 100k 10/1/2012
13 Warrington Asset Management
Warrington Strategic Program
1.49 50k 1/1/1997
12 Double Helix Capital Management
Double Helix
1.50 50k 1/1/2012
11 White River Group
Stock Index Option Writing Strategy
1.61 10k 11/1/2008
10 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.94 5,000k 1/1/2009
9 Bluenose Capital Management, LLC
BNC BI
2.30 30k 10/1/2008
8 Ansbacher Investment Management
Market Neutral Put Skew Program
2.34 250k 1/1/1996
7 LJM Partners
LJM Preservation & Growth Strategy
2.42 250k 5/1/2006
6 Bluenose Capital Management, LLC
BNC EI
2.46 15k 7/1/2010
5 LJM Partners
LJM Moderately Aggressive Strategy
3.26 500k 4/1/2003
4 Option Capital Advisory
OCA Premium
3.90 100k 5/1/2011
3 LJM Partners
LJM Aggressive Strategy
4.41 500k 7/1/1998
2 Side Op, LLC
Side Op Trading Program
8.45 25k 4/1/2013
1 Acuity Investment Management, LLC
Diversified Futures Program
10.03 50k 8/1/2012

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan