Option Strategy Index For August 2015

Monthly Rankings

Rank CTA/Program Aug 2015 Min Inv Inception
26 ITB Capital Advisors LLC
ITB Time Value Trading Program
-25.58 5,000k 1/1/2009
25 Insignia Managed Capital
Epoch3
-14.83 20k 7/1/2009
24 LJM Partners
LJM Aggressive Strategy
-14.14 500k 7/1/1998
23 Ansbacher Investment Management
Market Neutral Put Skew Program
-12.75 250k 1/1/1996
22 Global Advisory Partners Zurich LLC
International Algo Trading
-10.27 50k 10/1/2009
21 Non Correlated Capital
Positive Theta Fund
-9.58 50k 10/1/2007
20 Double Helix Capital Management
Double Helix
-9.33 50k 1/1/2012
19 Non Correlated Capital
Positive Theta Program
-9.02 250k 10/1/2007
18 LJM Partners
LJM Moderately Aggressive Strategy
-8.58 500k 4/1/2003
17 Global Sigma Group, LLC
Global Sigma Plus
-7.56 3,000k 11/1/2009
16 White River Group
Stock Index Option Writing Strategy
-7.37 10k 11/1/2008
15 Bluenose Capital Management, LLC
BNC EI
-6.84 15k 7/1/2010
14 LJM Partners
LJM Preservation & Growth Strategy
-6.71 250k 5/1/2006
13 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-6.30 50k 10/1/2010
12 Esulep LLC MAX
Esulep LLC MAX
-5.58 500k 5/1/2008
11 White River Group
Diversified Option Writing Strategy
-5.21 20k 11/1/2008
10 Acuity Investment Management, LLC
Diversified Futures Program
-5.08 50k 8/1/2012
9 OptHedge Advisors LLC
Diversified Options & Futures Program
-4.37 250k 10/1/2008
8 Intex Capital
Covered Options Program
-4.10 50k 1/1/2012
7 Bluenose Capital Management, LLC
BNC BI
-2.81 30k 10/1/2008
6 Warrington Asset Management
Warrington Strategic Program
-2.11 50k 1/1/1997
5 UNISystems Research Inc.
ODINET
-1.36 10k 12/1/2012
4 White Indian Trading Co.
SCS Program (Client)
-1.11 250k 2/1/2011
3 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.83 6/1/2012
2 Diversified Capital Management
Delta Omega Alpha Model
0.00 5k 10/1/2013
1 Tianyou Asset Management, LLC
Tianyou Fund LP
1.03 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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