Option Strategy Index For September 2015

Monthly Rankings

Rank CTA/Program Sep 2015 Min Inv Inception
26 Diversified Capital Management
Delta Omega Alpha Model
-4.40 5k 10/1/2013
25 UNISystems Research Inc.
ODINET
-0.69 10k 12/1/2012
24 Warrington Asset Management
Warrington Strategic Program
-0.29 50k 1/1/1997
23 Double Helix Capital Management
Double Helix
-0.17 50k 1/1/2012
22 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.05 5,000k 1/1/2009
21 OptHedge Advisors LLC
Diversified Options & Futures Program
0.53 250k 10/1/2008
20 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.64 6/1/2012
19 Global Advisory Partners Zurich LLC
International Algo Trading
1.40 50k 10/1/2009
18 Bluenose Capital Management, LLC
BNC BI
1.79 30k 10/1/2008
17 Bluenose Capital Management, LLC
BNC EI
1.92 15k 7/1/2010
16 Insignia Managed Capital
Epoch3
1.99 20k 7/1/2009
15 Ansbacher Investment Management
Market Neutral Put Skew Program
2.00 250k 1/1/1996
14 Intex Capital
Covered Options Program
2.32 50k 1/1/2012
13 Tianyou Asset Management, LLC
Tianyou Fund LP
2.57 100k 10/1/2012
12 Global Sigma Group, LLC
Global Sigma Plus
2.79 3,000k 11/1/2009
11 White River Group
Stock Index Option Writing Strategy
2.96 10k 11/1/2008
10 White Indian Trading Co.
SCS Program (Client)
3.03 250k 2/1/2011
9 Non Correlated Capital
Positive Theta Program
3.23 250k 10/1/2007
8 Esulep LLC MAX
Esulep LLC MAX
3.52 500k 5/1/2008
7 Non Correlated Capital
Positive Theta Fund
3.53 50k 10/1/2007
6 White River Group
Diversified Option Writing Strategy
5.46 20k 11/1/2008
5 LJM Partners
LJM Preservation & Growth Strategy
5.56 250k 5/1/2006
4 Global Vista Advisors, LLC
Global Vista Options ("GVO")
5.67 50k 10/1/2010
3 LJM Partners
LJM Moderately Aggressive Strategy
7.28 500k 4/1/2003
2 Acuity Investment Management, LLC
Diversified Futures Program
9.05 50k 8/1/2012
1 LJM Partners
LJM Aggressive Strategy
11.64 500k 7/1/1998

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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