Option Strategy Index For December 2016 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Dec 2016 Min Inv Inception 23 Tianyou Asset Management, LLC Tianyou Fund LP -0.82 100k 10/1/2012 22 Gregory P Asset Management LLC Low Volatility Income Strategy -0.72 100k 5/1/2015 21 Bluenose Capital Management, LLC BNC EI -0.60 15k 7/1/2010 20 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.48 6/1/2012 19 LJM Partners LJM Preservation & Growth Strategy -0.09 250k 5/1/2006 18 Hansa Capital Management, LLC Hansa Capital Management LLC, CTA Managed Accounts - Long / Short Option Trading Strategy 0.00 100k 6/1/2014 17 Trading Study SPK – E-Mini S&P 500 Option 0.10 15k 10/1/2009 16 LJM Partners LJM Moderately Aggressive Strategy 0.13 500k 4/1/2003 15 Salona Capital LLC ACP2 0.20 25k 11/1/2014 14 Salona Capital LLC SSI 0.27 25k 11/1/2014 13 Bluenose Capital Management, LLC BNC BI 0.28 30k 10/1/2008 12 GNE Management, LLC S&P Futures and Options Strategy (Client) 0.35 200k 12/1/2013 11 Salona Capital LLC ACP 0.37 100k 1/1/2015 10 Intex Capital Covered Options Program 0.56 50k 1/1/2012 9 Warrington Asset Management Warrington Strategic Program 0.62 50k 1/1/1997 8 Carbide Capital Inc. Carbide Absolute Return Program 0.87 200k 9/1/2014 7 Warrington Asset Management Tactical Program Client 0.92 500k 2/1/2015 6 Non Correlated Capital Positive Theta Program 1.46 250k 10/1/2007 5 Non Correlated Capital Positive Theta Fund 1.56 50k 10/1/2007 4 Buckingham Global Advisors, LLC Weekly Emini Program 1.78 200k 3/1/2015 3 Crescendo Capital Management Neutron Decay (Client) 1.93 50k 7/1/2012 2 Blackheath Fund Management Inc. Tactical FI Strategy 3.39 50k 10/1/2011 1 Bluenose Capital Management, LLC BNC CL 4.38 15k 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.