Option Strategy Index for May 2017

Rank CTA / Program Performance Inception
1 3.15 10/1/2011
2 2.34 10/1/2012
3 2.10 3/1/2015
4 1.69 12/1/2013
5 1.67 4/1/2003
6 1.22 10/1/2008
7 1.06 11/1/2014
8 1.05 1/1/2015
9 1.04 1/1/1997
10 1.02 9/1/2014
11 1.02 1/1/2012
12 0.90 11/1/2014
13 0.82 2/1/2015
14 0.71 5/1/2006
15 0.53 10/1/2009
16 0.38 4/1/2015
17 0.25 10/1/2007
18 0.01 10/1/2007
19 0.01 6/1/2012
20 -0.11 5/1/2015
21 -0.82 7/1/2010
22 -0.84 7/1/2012
23 -1.37 12/1/2013