Option Strategy Index For November 2016

Monthly Rankings

Rank CTA/Program Nov 2016 Min Inv Inception
20 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-11.42 50k 10/1/2010
19 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-6.08 50k 10/1/2011
18 Non Correlated Capital
Positive Theta Fund
-3.52 50k 10/1/2007
17 Non Correlated Capital
Positive Theta Program
-2.33 250k 10/1/2007
16 Bluenose Capital Management, LLC
BNC CL
-1.48 15k 12/1/2013
15 Warrington Asset Management
Warrington Strategic Program
-0.61 50k 1/1/1997
14 Global Advisory Partners Zurich LLC
International Algo Trading
-0.54 50k 10/1/2009
13 LJM Partners
LJM Preservation & Growth Strategy
0.08 250k 5/1/2006
12 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
0.10 10k 1/1/2014
11 Warrington Asset Management
Tactical Program Client
0.36 500k 2/1/2015
10 LJM Partners
LJM Moderately Aggressive Strategy
0.64 500k 4/1/2003
9 Salona Capital LLC
ACP2
0.65 25k 11/1/2014
8 Salona Capital LLC
SSI
0.76 25k 11/1/2014
7 Salona Capital LLC
ACP
0.91 100k 1/1/2015
6 Intex Capital
Covered Options Program
1.11 50k 1/1/2012
5 Carbide Capital Inc.
Carbide Absolute Return Program
1.52 200k 9/1/2014
4 Tianyou Asset Management, LLC
Tianyou Fund LP
2.03 100k 10/1/2012
3 Bluenose Capital Management, LLC
BNC BI
3.12 30k 10/1/2008
2 Bluenose Capital Management, LLC
BNC EI
3.51 15k 7/1/2010
1 GNE Management, LLC
S&P Futures and Options Strategy (Client)
4.44 200k 12/1/2013

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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