Option Strategy Index For April 2017

Monthly Rankings

Rank CTA/Program Apr 2017 Min Inv Inception
23 Trading Study
SPK – E-Mini S&P 500 Option
-0.02 15k 10/1/2009
22 Non Correlated Capital
Positive Theta Program
0.15 250k 10/1/2007
21 Warrington Asset Management
Warrington Strategic Program
0.18 50k 1/1/1997
20 Non Correlated Capital
Positive Theta Fund
0.18 50k 10/1/2007
19 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.40 6/1/2012
18 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.61 100k 5/1/2015
17 Salona Capital LLC
ACP2
0.81 25k 11/1/2014
16 LJM Partners
LJM Preservation & Growth Strategy
0.95 250k 5/1/2006
15 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.00 1,000k 4/1/2015
14 Salona Capital LLC
SSI
1.00 25k 11/1/2014
13 Intex Capital
Covered Options Program
1.05 50k 1/1/2012
12 Salona Capital LLC
ACP
1.06 100k 1/1/2015
11 Warrington Asset Management
Tactical Program Client
1.06 500k 2/1/2015
10 Carbide Capital Inc.
Carbide Absolute Return Program
1.08 200k 9/1/2014
9 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.35 50k 10/1/2011
8 Bluenose Capital Management, LLC
BNC BI
1.39 30k 10/1/2008
7 Tianyou Asset Management, LLC
Tianyou Fund LP
1.47 100k 10/1/2012
6 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.52 200k 12/1/2013
5 Buckingham Global Advisors, LLC
Weekly Emini Program
1.73 200k 3/1/2015
4 LJM Partners
LJM Moderately Aggressive Strategy
1.77 500k 4/1/2003
3 Bluenose Capital Management, LLC
BNC EI
1.81 15k 7/1/2010
2 Bluenose Capital Management, LLC
BNC CL
1.93 15k 12/1/2013
1 Crescendo Capital Management
Neutron Decay (Client)
2.10 50k 7/1/2012

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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