Option Strategy Index For October 2016

Monthly Rankings

Rank CTA/Program Oct 2016 Min Inv Inception
20 Global Advisory Partners Zurich LLC
International Algo Trading
-0.56 50k 10/1/2009
19 Warrington Asset Management
Tactical Program Client
0.07 500k 2/1/2015
18 Global Vista Advisors, LLC
Global Vista Options ("GVO")
0.26 50k 10/1/2010
17 Salona Capital LLC
0.30 25k 11/1/2014
16 Salona Capital LLC
0.36 25k 11/1/2014
15 Warrington Asset Management
Warrington Strategic Program
0.41 50k 1/1/1997
14 Intex Capital
Covered Options Program
0.45 50k 1/1/2012
13 Salona Capital LLC
0.50 100k 1/1/2015
12 GNE Management, LLC
S&P Futures and Options Strategy (Client)
0.56 200k 12/1/2013
11 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
0.57 10k 1/1/2014
10 Non Correlated Capital
Positive Theta Program
1.06 250k 10/1/2007
9 Bluenose Capital Management, LLC
1.07 15k 12/1/2013
8 Tianyou Asset Management, LLC
Tianyou Fund LP
1.11 100k 10/1/2012
7 Carbide Capital Inc.
Carbide Absolute Return Program
1.29 200k 9/1/2014
6 LJM Partners
LJM Preservation & Growth Strategy
1.38 250k 5/1/2006
5 Blackheath Fund Management Inc.
Tactical FI Strategy
1.58 50k 10/1/2011
4 Non Correlated Capital
Positive Theta Fund
1.98 50k 10/1/2007
3 LJM Partners
LJM Moderately Aggressive Strategy
2.13 500k 4/1/2003
2 Bluenose Capital Management, LLC
5.09 30k 10/1/2008
1 Bluenose Capital Management, LLC
5.24 15k 7/1/2010

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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