Option Strategy Index For March 2017

Monthly Rankings

Rank CTA/Program Mar 2017 Min Inv Inception
22 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-2.32 50k 10/1/2011
21 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.82 6/1/2012
20 Non Correlated Capital
Positive Theta Fund
-0.70 50k 10/1/2007
19 Non Correlated Capital
Positive Theta Program
-0.69 250k 10/1/2007
18 Salona Capital LLC
ACP2
0.51 25k 11/1/2014
17 Salona Capital LLC
SSI
0.69 25k 11/1/2014
16 Intex Capital
Covered Options Program
0.75 50k 1/1/2012
15 Salona Capital LLC
ACP
0.76 100k 1/1/2015
14 Carbide Capital Inc.
Carbide Absolute Return Program
0.86 200k 9/1/2014
13 Warrington Asset Management
Tactical Program Client
1.00 500k 2/1/2015
12 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.01 100k 5/1/2015
11 Tianyou Asset Management, LLC
Tianyou Fund LP
1.16 100k 10/1/2012
10 Trading Study
SPK – E-Mini S&P 500 Option
1.37 15k 10/1/2009
9 Bluenose Capital Management, LLC
BNC BI
1.44 30k 10/1/2008
8 LJM Partners
LJM Preservation & Growth Strategy
1.67 250k 5/1/2006
7 Warrington Asset Management
Warrington Strategic Program
1.86 50k 1/1/1997
6 Bluenose Capital Management, LLC
BNC CL
1.89 15k 12/1/2013
5 Bluenose Capital Management, LLC
BNC EI
1.93 15k 7/1/2010
4 Crescendo Capital Management
Neutron Decay (Client)
1.99 50k 7/1/2012
3 Buckingham Global Advisors, LLC
Weekly Emini Program
2.17 200k 3/1/2015
2 LJM Partners
LJM Moderately Aggressive Strategy
2.63 500k 4/1/2003
1 GNE Management, LLC
S&P Futures and Options Strategy (Client)
5.11 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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