Option Strategy Index For January 2017 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 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.