Option Strategy Index For January 2017

Monthly Rankings

Rank CTA/Program Jan 2017 Min Inv Inception
22 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-0.53 50k 10/1/2011
21 Trading Study
SPK – E-Mini S&P 500 Option
-0.16 15k 10/1/2009
20 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.02 6/1/2012
19 Hansa Capital Management, LLC
Hansa Capital Management LLC, CTA Managed Accounts - Long / Short Option Trading Strategy
0.00 100k 6/1/2014
18 Warrington Asset Management
Warrington Strategic Program
0.59 50k 1/1/1997
17 Warrington Asset Management
Tactical Program Client
0.75 500k 2/1/2015
16 Carbide Capital Inc.
Carbide Absolute Return Program
0.83 200k 9/1/2014
15 Intex Capital
Covered Options Program
0.85 50k 1/1/2012
14 Non Correlated Capital
Positive Theta Program
1.14 250k 10/1/2007
13 Non Correlated Capital
Positive Theta Fund
1.14 50k 10/1/2007
12 Salona Capital LLC
ACP2
1.21 25k 11/1/2014
11 Crescendo Capital Management
Neutron Decay (Client)
1.31 50k 7/1/2012
10 Bluenose Capital Management, LLC
BNC BI
1.43 30k 10/1/2008
9 Salona Capital LLC
SSI
1.43 25k 11/1/2014
8 Salona Capital LLC
ACP
1.47 100k 1/1/2015
7 LJM Partners
LJM Preservation & Growth Strategy
1.49 250k 5/1/2006
6 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.64 100k 5/1/2015
5 Tianyou Asset Management, LLC
Tianyou Fund LP
1.66 100k 10/1/2012
4 Buckingham Global Advisors, LLC
Weekly Emini Program
2.04 200k 3/1/2015
3 Bluenose Capital Management, LLC
BNC EI
2.14 15k 7/1/2010
2 LJM Partners
LJM Moderately Aggressive Strategy
2.16 500k 4/1/2003
1 Bluenose Capital Management, LLC
BNC CL
2.48 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.

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